R-SIG-Finance July 2008

(no subject)

P

G

2 msgs · Jul 2 – Jul 23

P

pierre8r-list at yahoo.fr (no subject) Jul 2, 2008

G

giuseppe1.milicia at hsbcib.com (no subject) Jul 23, 2008

Antwort: loop for multiple regressions

M

1 msg · Jul 22

M

Matthias.Koberstein at hsbctrinkaus.de Antwort: loop for multiple regressions Jul 22, 2008

Antwort: Re: Optimize question

M

W

2 msgs · Jul 17 – Jul 17

M

Matthias.Koberstein at hsbctrinkaus.de Antwort: Re: Optimize question Jul 17, 2008

W

Wayne.W.Jones at shell.com Antwort: Re: Optimize question Jul 17, 2008

CVaR, fExtremes

M

E

2 msgs · Jul 10 – Jul 11

M

Markus Gesmann CVaR, fExtremes Jul 10, 2008

E

Enrico Schumann CVaR, fExtremes Jul 11, 2008

Can't load the quantmod library, without errors.

P

J

7 msgs · Jul 30 – Jul 31

P

pierre8r-list at yahoo.fr Can't load the quantmod library, without errors. Jul 30, 2008

J

Jeff Ryan Can't load the quantmod library, without errors. Jul 30, 2008

P

pierre8r-list at yahoo.fr Can't load the quantmod library, without errors. Jul 30, 2008

P

pierre8r-list at yahoo.fr Can't load the quantmod library, without errors. Jul 31, 2008

J

Jeff Ryan Can't load the quantmod library, without errors. Jul 31, 2008

P

pierre8r-list at yahoo.fr Can't load the quantmod library, without errors. Jul 31, 2008

J

Jeff Ryan Can't load the quantmod library, without errors. Jul 31, 2008

Correlation on Tick Data

N

M

M

13 msgs · Jul 22 – Jul 23

N

Neil Gupta Correlation on Tick Data Jul 22, 2008

M

Matthieu Stigler Correlation on Tick Data Jul 22, 2008

M

Mark Leeds Correlation on Tick Data Jul 22, 2008

K

Kenneth Spriggs Correlation on Tick Data Jul 22, 2008

B

BOB SAMOHYL Correlation on Tick Data Jul 22, 2008

M

Mark Leeds Correlation on Tick Data Jul 22, 2008

B

BOB SAMOHYL Correlation on Tick Data Jul 22, 2008

M

Mark Leeds Correlation on Tick Data Jul 22, 2008

K

Kenneth Spriggs Correlation on Tick Data Jul 22, 2008

P

Patrick Burns Correlation on Tick Data Jul 22, 2008

E

Eric Zivot Correlation on Tick Data Jul 22, 2008

E

Eric Zivot Correlation on Tick Data Jul 22, 2008

S

Scott Payseur Correlation on Tick Data Jul 23, 2008

Diagram Question

M

E

M

3 msgs · Jul 24 – Jul 24

M

Matthias.Koberstein at hsbctrinkaus.de Diagram Question Jul 24, 2008

E

Enrico Schumann Diagram Question Jul 24, 2008

M

Matthieu Stigler Diagram Question Jul 24, 2008

Don't success to create xts from lines in code

P

J

5 msgs · Jul 24 – Jul 24

P

pierre8r-list at yahoo.fr Don't success to create xts from lines in code Jul 24, 2008

J

Joshua Ulrich Don't success to create xts from lines in code Jul 24, 2008

P

pierre8r-list at yahoo.fr Don't success to create xts from lines in code Jul 24, 2008

J

Joshua Ulrich Don't success to create xts from lines in code Jul 24, 2008

P

pierre8r-list at yahoo.fr Don't success to create xts from lines in code Jul 24, 2008

Error when trying to load fOptions package

Y

Y

2 msgs · Jul 1 – Jul 2

Y

Yuri Volchik Error when trying to load fOptions package Jul 1, 2008

Y

Yohan Chalabi Error when trying to load fOptions package Jul 2, 2008

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

P

J

5 msgs · Jul 23 – Jul 28

P

pierre8r-list at yahoo.fr Feature request to the xls package. Add to.4hours(x, name) Jul 23, 2008

J

Jeff Ryan Feature request to the xls package. Add to.4hours(x, name) Jul 23, 2008

P

pierre8r-list at yahoo.fr Feature request to the xls package. Add to.4hours(x, name) Jul 25, 2008

J

Jeff Ryan Feature request to the xls package. Add to.4hours(x, name) Jul 26, 2008

P

pierre8r-list at yahoo.fr Feature request to the xls package. Add to.4hours(x, name) Jul 28, 2008

Finance Benchmarks/Workload

I

B

3 msgs · Jul 24 – Jul 24

I

Imanpreet Finance Benchmarks/Workload Jul 24, 2008

B

Brian G. Peterson Finance Benchmarks/Workload Jul 24, 2008

I

Imanpreet Finance Benchmarks/Workload Jul 24, 2008

Get Status of Derivatives as Options and Futures

H

D

2 msgs · Jul 8 – Jul 9

H

Hsiao-nan Cheung Get Status of Derivatives as Options and Futures Jul 8, 2008

D

davidr at rhotrading.com Get Status of Derivatives as Options and Futures Jul 9, 2008

Got a error message with a OpCl(x).

P

1 msg · Jul 24

P

pierre8r-list at yahoo.fr Got a error message with a OpCl(x). Jul 24, 2008

How to compute percentage change of xts ?

P

M

J

7 msgs · Jul 2 – Jul 3

P

pierre8r-list at yahoo.fr How to compute percentage change of xts ? Jul 2, 2008

M

Mark Leeds How to compute percentage change of xts ? Jul 2, 2008

J

Jorge Nieves How to compute percentage change of xts ? Jul 2, 2008

G

Gabor Grothendieck How to compute percentage change of xts ? Jul 2, 2008

J

Jeff Ryan How to compute percentage change of xts ? Jul 2, 2008

J

Jeff Ryan How to compute percentage change of xts ? Jul 2, 2008

P

Pierre8r How to compute percentage change of xts ? Jul 3, 2008

How to format a CSV file output ?

P

1 msg · Jul 16

P

pierre8r-gmane at yahoo.fr How to format a CSV file output ? Jul 16, 2008

How to format a CSV file output ?

P

J

J

5 msgs · Jul 16 – Jul 17

P

pierre8r-list at yahoo.fr How to format a CSV file output ? Jul 16, 2008

J

Jeff Ryan How to format a CSV file output ? Jul 16, 2008

J

Joshua Ulrich How to format a CSV file output ? Jul 16, 2008

P

pierre8r-list at yahoo.fr How to format a CSV file output ? Jul 17, 2008

J

Jeff Ryan How to format a CSV file output ? Jul 17, 2008

Invitation to join the R-Finance Group on LinkedIn

J

1 msg · Jul 30

J

Joshua Ulrich Invitation to join the R-Finance Group on LinkedIn Jul 30, 2008

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

S

1 msg · Jul 18

S

Stan Maydan Is there a way to overcome 2 gigabytes data set limit in R? Jul 18, 2008

Market stats data sources

D

B

2 msgs · Jul 8 – Jul 8

D

Dan Avery Market stats data sources Jul 8, 2008

B

Brian G. Peterson Market stats data sources Jul 8, 2008

Multiplicative error model ?

F

L

2 msgs · Jul 2 – Jul 4

F

fvtrade Multiplicative error model ? Jul 2, 2008

L

Liu Xiaofeng Multiplicative error model ? Jul 4, 2008

Optimize question

M

W

P

4 msgs · Jul 16 – Jul 16

M

Matthias.Koberstein at hsbctrinkaus.de Optimize question Jul 16, 2008

W

Wayne.W.Jones at shell.com Optimize question Jul 16, 2008

P

Patrick Burns Optimize question Jul 16, 2008

M

Moshe Olshansky Optimize question Jul 16, 2008

RBloomberg Best Bid Higher than Best Ask

E

R

D

3 msgs · Jul 8 – Jul 9

E

Eric Owiesny RBloomberg Best Bid Higher than Best Ask Jul 8, 2008

R

Robert Sams RBloomberg Best Bid Higher than Best Ask Jul 9, 2008

D

davidr at rhotrading.com RBloomberg Best Bid Higher than Best Ask Jul 9, 2008

Re : Got a error message with a OpCl(x).

P

1 msg · Jul 24

P

pierre8r-list at yahoo.fr Re : Got a error message with a OpCl(x). Jul 24, 2008

Specifying data by date

J

J

3 msgs · Jul 9 – Jul 9

J

James Specifying data by date Jul 9, 2008

J

Joshua Ulrich Specifying data by date Jul 9, 2008

J

James Specifying data by date Jul 9, 2008

Stress Testing

D

D

5 msgs · Jul 11 – Jul 14

D

Dario Nicodemi Stress Testing Jul 11, 2008

D

Debashis Dutta Stress Testing Jul 11, 2008

D

Dario Nicodemi Stress Testing Jul 14, 2008

D

Debashis Dutta Stress Testing Jul 14, 2008

D

Dario Nicodemi Stress Testing Jul 14, 2008

Symbolic computation in R

E

G

T

3 msgs · Jul 6 – Jul 8

E

el_eli at gmx.de Symbolic computation in R Jul 6, 2008

G

Gabor Grothendieck Symbolic computation in R Jul 6, 2008

T

Trevor Davis Symbolic computation in R Jul 8, 2008

Tests of Conditional Predictive Ability in R

R

1 msg · Jul 15

R

Robert Iquiapaza Tests of Conditional Predictive Ability in R Jul 15, 2008

Urgent on the help

Y

2 msgs · Jul 21 – Jul 22

Y

Yunlei.Hu at barclayscapital.com Urgent on the help Jul 21, 2008

Y

Yunlei.Hu at barclayscapital.com Urgent on the help Jul 22, 2008

Using NAG Callback Functions in R

G

1 msg · Jul 20

G

Girish Mittal Using NAG Callback Functions in R Jul 20, 2008

VaR.Beyond() etc.

M

B

2 msgs · Jul 30 – Jul 30

M

Murali Menon VaR.Beyond() etc. Jul 30, 2008

B

Brian G. Peterson VaR.Beyond() etc. Jul 30, 2008

Why this R code dont work ?

P

J

G

5 msgs · Jul 14 – Jul 14

P

Pierre8r Why this R code dont work ? Jul 14, 2008

J

Joshua Ulrich Why this R code dont work ? Jul 14, 2008

G

Gabor Grothendieck Why this R code dont work ? Jul 14, 2008

J

Joshua Ulrich Why this R code dont work ? Jul 14, 2008

G

Gabor Grothendieck Why this R code dont work ? Jul 14, 2008

XTS - endpoints omits price changes

J

J

J

4 msgs · Jul 16 – Jul 17

J

James XTS - endpoints omits price changes Jul 16, 2008

J

Joshua Ulrich XTS - endpoints omits price changes Jul 16, 2008

J

Jeff Ryan XTS - endpoints omits price changes Jul 16, 2008

J

James XTS - endpoints omits price changes Jul 17, 2008

XTS - plot 8 years by month

J

G

3 msgs · Jul 15 – Jul 15

J

James XTS - plot 8 years by month Jul 15, 2008

G

Gabor Grothendieck XTS - plot 8 years by month Jul 15, 2008

J

James XTS - plot 8 years by month Jul 15, 2008

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

R

1 msg · Jul 5

R

Ryan Sheftel convert row-vector to column-vector/compose matrix from two vectors Jul 5, 2008

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

E

1 msg · Jul 4

E

Eli Duenisch convert row-vector to column-vector/compose matrix from two vectors Jul 4, 2008

dynamo installation

S

J

R

3 msgs · Jul 24 – Jul 25

S

ShyhWeir Tzang dynamo installation Jul 24, 2008

J

Jeff Ryan dynamo installation Jul 25, 2008

R

Robert Iquiapaza dynamo installation Jul 25, 2008

estimating non-linear state space models

A

B

R

7 msgs · Jul 23 – Jul 27

A

Andreas Betz estimating non-linear state space models Jul 23, 2008

A

Andreas Betz estimating non-linear state space models Jul 23, 2008

B

Brian G. Peterson estimating non-linear state space models Jul 23, 2008

R

Robert Iquiapaza estimating non-linear state space models Jul 23, 2008

A

Andreas Betz estimating non-linear state space models Jul 24, 2008

A

Andreas Betz estimating non-linear state space models Jul 24, 2008

S

Spencer Graves estimating non-linear state space models Jul 27, 2008

fPortfolio, as.timeSeries

J

Y

2 msgs · Jul 22 – Jul 23

J

John P. Burkett fPortfolio, as.timeSeries Jul 22, 2008

Y

Yohan Chalabi fPortfolio, as.timeSeries Jul 23, 2008

fPortfolio, portfolioFrontier, data as mean vector and covariance matrix

J

1 msg · Jul 25

J

John P. Burkett fPortfolio, portfolioFrontier, data as mean vector and covariance matrix Jul 25, 2008

fama-macbeth

D

1 msg · Jul 22

D

Denise Xifara fama-macbeth Jul 22, 2008

feasiblePortfolio in fPortfolio

R

1 msg · Jul 24

R

R@Nabble feasiblePortfolio in fPortfolio Jul 24, 2008

loop for multiple regressions

D

1 msg · Jul 22

D

Denise Xifara loop for multiple regressions Jul 22, 2008

portfolio optimization

M

K

X

3 msgs · Jul 9 – Jul 10

M

Mark Leeds portfolio optimization Jul 9, 2008

K

Krishna Kumar portfolio optimization Jul 9, 2008

X

Xiao Sun portfolio optimization Jul 10, 2008

portfolio optimization problem - use R

M

C

2 msgs · Jul 21 – Jul 22

M

Mark Leeds portfolio optimization problem - use R Jul 21, 2008

C

Christian Prinoth portfolio optimization problem - use R Jul 22, 2008

portfolio optimization-autocorrelation in asset returns

A

P

C

3 msgs · Jul 21 – Jul 23

A

Alexander Moreno portfolio optimization-autocorrelation in asset returns Jul 21, 2008

P

Patrick Burns portfolio optimization-autocorrelation in asset returns Jul 21, 2008

C

Charles Ward portfolio optimization-autocorrelation in asset returns Jul 23, 2008

quantmod addTA() How to compute his own indicator ?

P

J

3 msgs · Jul 7 – Jul 8

P

Pierre8r quantmod addTA() How to compute his own indicator ? Jul 7, 2008

J

Jeff Ryan quantmod addTA() How to compute his own indicator ? Jul 7, 2008

J

Jeff Ryan quantmod addTA() How to compute his own indicator ? Jul 8, 2008

quantmod, getSymbols, csv

J

J

3 msgs · Jul 17 – Jul 17

J

John P. Burkett quantmod, getSymbols, csv Jul 17, 2008

J

Jeff Ryan quantmod, getSymbols, csv Jul 17, 2008

J

Jeff Ryan quantmod, getSymbols, csv Jul 17, 2008

robust portfolio optimization

E

N

P

8 msgs · Jul 1 – Jul 1

E

Enrico Schumann robust portfolio optimization Jul 1, 2008

N

ning zhang robust portfolio optimization Jul 1, 2008

E

Enrico Schumann robust portfolio optimization Jul 1, 2008

P

Patrick Burns robust portfolio optimization Jul 1, 2008

M

Marat Molyboga robust portfolio optimization Jul 1, 2008

N

ning zhang robust portfolio optimization Jul 1, 2008

B

Brian G. Peterson robust portfolio optimization Jul 1, 2008

N

ning zhang robust portfolio optimization Jul 1, 2008

time series question

Y

J

G

4 msgs · Jul 16 – Jul 16

Y

Yalla, Swaroop (FID) time series question Jul 16, 2008

Y

Yalla, Swaroop (FID) time series question Jul 16, 2008

J

Jeff Ryan time series question Jul 16, 2008

G

Gabor Grothendieck time series question Jul 16, 2008

timeDate class query

I

Y

4 msgs · Jul 10 – Jul 24

I

Ian Seow timeDate class query Jul 10, 2008

Y

Yohan Chalabi timeDate class query Jul 23, 2008

I

Ian Seow timeDate class query Jul 23, 2008

Y

Yohan Chalabi timeDate class query Jul 24, 2008

xts and barChart (quantmod)

K

J

2 msgs · Jul 24 – Jul 24

K

kafkaz xts and barChart (quantmod) Jul 24, 2008

J

Jeff Ryan xts and barChart (quantmod) Jul 24, 2008

xts library Can I put my test data into the R code ( without reading a file ) ?

P

1 msg · Jul 14

P

Pierre8r xts library Can I put my test data into the R code ( without reading a file ) ? Jul 14, 2008

xts library Can I put my test data into the R code ( without reading a file ) ?

P

G

2 msgs · Jul 14 – Jul 14

P

Pierre8r xts library Can I put my test data into the R code ( without reading a file ) ? Jul 14, 2008

G

Gabor Grothendieck xts library Can I put my test data into the R code ( without reading a file ) ? Jul 14, 2008

yahooSeries - how to access the date field?

Z

M

J

3 msgs · Jul 6 – Jul 6

Z

zubin yahooSeries - how to access the date field? Jul 6, 2008

M

Moshe Olshansky yahooSeries - how to access the date field? Jul 6, 2008

J

Jeff Ryan yahooSeries - how to access the date field? Jul 6, 2008