R-SIG-Finance - July 2008 - Date View

Thursday, July 31, 2008 4 emails

Jeff Ryan Can't load the quantmod library, without errors. pierre8r-list at yahoo.fr Can't load the quantmod library, without errors. Jeff Ryan Can't load the quantmod library, without errors. pierre8r-list at yahoo.fr Can't load the quantmod library, without errors.

Wednesday, July 30, 2008 6 emails

pierre8r-list at yahoo.fr Can't load the quantmod library, without errors. Jeff Ryan Can't load the quantmod library, without errors. pierre8r-list at yahoo.fr Can't load the quantmod library, without errors. Joshua Ulrich Invitation to join the R-Finance Group on LinkedIn Brian G. Peterson VaR.Beyond() etc. Murali Menon VaR.Beyond() etc.

Monday, July 28, 2008 1 email

pierre8r-list at yahoo.fr Feature request to the xls package. Add to.4hours(x, name)

Sunday, July 27, 2008 1 email

Spencer Graves estimating non-linear state space models

Saturday, July 26, 2008 1 email

Jeff Ryan Feature request to the xls package. Add to.4hours(x, name)

Friday, July 25, 2008 4 emails

John P. Burkett fPortfolio, portfolioFrontier, data as mean vector and covariance matrix Robert Iquiapaza dynamo installation Jeff Ryan dynamo installation pierre8r-list at yahoo.fr Feature request to the xls package. Add to.4hours(x, name)

Thursday, July 24, 2008 20 emails

pierre8r-list at yahoo.fr Don't success to create xts from lines in code ShyhWeir Tzang dynamo installation Joshua Ulrich Don't success to create xts from lines in code Imanpreet Finance Benchmarks/Workload pierre8r-list at yahoo.fr Don't success to create xts from lines in code Yohan Chalabi timeDate class query Joshua Ulrich Don't success to create xts from lines in code pierre8r-list at yahoo.fr Don't success to create xts from lines in code Jeff Ryan xts and barChart (quantmod) Brian G. Peterson Finance Benchmarks/Workload kafkaz xts and barChart (quantmod) R@Nabble feasiblePortfolio in fPortfolio Andreas Betz estimating non-linear state space models Imanpreet Finance Benchmarks/Workload pierre8r-list at yahoo.fr Re : Got a error message with a OpCl(x). pierre8r-list at yahoo.fr Got a error message with a OpCl(x). Andreas Betz estimating non-linear state space models Matthieu Stigler Diagram Question Enrico Schumann Diagram Question Matthias.Koberstein at hsbctrinkaus.de Diagram Question

Wednesday, July 23, 2008 12 emails

Robert Iquiapaza estimating non-linear state space models Ian Seow timeDate class query Scott Payseur Correlation on Tick Data Brian G. Peterson estimating non-linear state space models Jeff Ryan Feature request to the xls package. Add to.4hours(x, name) Andreas Betz estimating non-linear state space models Charles Ward portfolio optimization-autocorrelation in asset returns Yohan Chalabi timeDate class query Andreas Betz estimating non-linear state space models Yohan Chalabi fPortfolio, as.timeSeries pierre8r-list at yahoo.fr Feature request to the xls package. Add to.4hours(x, name) giuseppe1.milicia at hsbcib.com (no subject)

Tuesday, July 22, 2008 18 emails

Monday, July 21, 2008 4 emails

Patrick Burns portfolio optimization-autocorrelation in asset returns Mark Leeds portfolio optimization problem - use R Alexander Moreno portfolio optimization-autocorrelation in asset returns Yunlei.Hu at barclayscapital.com Urgent on the help

Sunday, July 20, 2008 1 email

Girish Mittal Using NAG Callback Functions in R

Friday, July 18, 2008 1 email

Stan Maydan Is there a way to overcome 2 gigabytes data set limit in R?

Thursday, July 17, 2008 8 emails

Jeff Ryan quantmod, getSymbols, csv Jeff Ryan quantmod, getSymbols, csv John P. Burkett quantmod, getSymbols, csv James XTS - endpoints omits price changes Jeff Ryan How to format a CSV file output ? Wayne.W.Jones at shell.com Antwort: Re: Optimize question Matthias.Koberstein at hsbctrinkaus.de Antwort: Re: Optimize question pierre8r-list at yahoo.fr How to format a CSV file output ?

Wednesday, July 16, 2008 15 emails

Jeff Ryan XTS - endpoints omits price changes Moshe Olshansky Optimize question Joshua Ulrich XTS - endpoints omits price changes James XTS - endpoints omits price changes Patrick Burns Optimize question Gabor Grothendieck time series question Joshua Ulrich How to format a CSV file output ? Jeff Ryan How to format a CSV file output ? Wayne.W.Jones at shell.com Optimize question Matthias.Koberstein at hsbctrinkaus.de Optimize question pierre8r-list at yahoo.fr How to format a CSV file output ? pierre8r-gmane at yahoo.fr How to format a CSV file output ? Jeff Ryan time series question Yalla, Swaroop (FID) time series question Yalla, Swaroop (FID) time series question

Tuesday, July 15, 2008 4 emails

James XTS - plot 8 years by month Gabor Grothendieck XTS - plot 8 years by month James XTS - plot 8 years by month Robert Iquiapaza Tests of Conditional Predictive Ability in R

Monday, July 14, 2008 11 emails

Dario Nicodemi Stress Testing Gabor Grothendieck Why this R code dont work ? Debashis Dutta Stress Testing Joshua Ulrich Why this R code dont work ? Gabor Grothendieck Why this R code dont work ? Joshua Ulrich Why this R code dont work ? Pierre8r Why this R code dont work ? Pierre8r xts library Can I put my test data into the R code ( without reading a file ) ? Gabor Grothendieck xts library Can I put my test data into the R code ( without reading a file ) ? Pierre8r xts library Can I put my test data into the R code ( without reading a file ) ? Dario Nicodemi Stress Testing

Friday, July 11, 2008 3 emails

Debashis Dutta Stress Testing Dario Nicodemi Stress Testing Enrico Schumann CVaR, fExtremes

Thursday, July 10, 2008 3 emails

Ian Seow timeDate class query Markus Gesmann CVaR, fExtremes Xiao Sun portfolio optimization

Wednesday, July 9, 2008 8 emails

Krishna Kumar portfolio optimization James Specifying data by date Joshua Ulrich Specifying data by date Mark Leeds portfolio optimization James Specifying data by date davidr at rhotrading.com Get Status of Derivatives as Options and Futures davidr at rhotrading.com RBloomberg Best Bid Higher than Best Ask Robert Sams RBloomberg Best Bid Higher than Best Ask

Tuesday, July 8, 2008 6 emails

Hsiao-nan Cheung Get Status of Derivatives as Options and Futures Eric Owiesny RBloomberg Best Bid Higher than Best Ask Trevor Davis Symbolic computation in R Jeff Ryan quantmod addTA() How to compute his own indicator ? Brian G. Peterson Market stats data sources Dan Avery Market stats data sources

Monday, July 7, 2008 2 emails

Jeff Ryan quantmod addTA() How to compute his own indicator ? Pierre8r quantmod addTA() How to compute his own indicator ?

Sunday, July 6, 2008 5 emails

Jeff Ryan yahooSeries - how to access the date field? Moshe Olshansky yahooSeries - how to access the date field? zubin yahooSeries - how to access the date field? Gabor Grothendieck Symbolic computation in R el_eli at gmx.de Symbolic computation in R

Saturday, July 5, 2008 1 email

Ryan Sheftel convert row-vector to column-vector/compose matrix from two vectors

Friday, July 4, 2008 2 emails

Liu Xiaofeng Multiplicative error model ? Eli Duenisch convert row-vector to column-vector/compose matrix from two vectors

Thursday, July 3, 2008 1 email

Pierre8r How to compute percentage change of xts ?

Wednesday, July 2, 2008 9 emails

Jeff Ryan How to compute percentage change of xts ? Jeff Ryan How to compute percentage change of xts ? Gabor Grothendieck How to compute percentage change of xts ? Jorge Nieves How to compute percentage change of xts ? Mark Leeds How to compute percentage change of xts ? pierre8r-list at yahoo.fr How to compute percentage change of xts ? pierre8r-list at yahoo.fr (no subject) fvtrade Multiplicative error model ? Yohan Chalabi Error when trying to load fOptions package

Tuesday, July 1, 2008 9 emails

Yuri Volchik Error when trying to load fOptions package ning zhang robust portfolio optimization Brian G. Peterson robust portfolio optimization ning zhang robust portfolio optimization Marat Molyboga robust portfolio optimization Patrick Burns robust portfolio optimization Enrico Schumann robust portfolio optimization ning zhang robust portfolio optimization Enrico Schumann robust portfolio optimization

R-SIG-Finance July 2008