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R-SIG-Finance October 2008

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Run tests Fama
3 msgs
Bastian Offermann Run tests Fama Oct 30, 2008
Patrick Burns Run tests Fama Oct 31, 2008
Charles Ward Run tests Fama Oct 31, 2008
Kalman Filter
1 msg
Sandrine LUNVEN Kalman Filter Oct 31, 2008
Pattern Recognition / Classification in R for Financial Time Series
3 msgs
Ian Seow Pattern Recognition / Classification in R for Financial Time Series Oct 30, 2008
Dirk Eddelbuettel Pattern Recognition / Classification in R for Financial Time Series Oct 30, 2008
stefano iacus Pattern Recognition / Classification in R for Financial Time Series Oct 31, 2008
TGARCH
3 msgs
Michael Zak TGARCH Oct 30, 2008
Jae Kim TGARCH Oct 30, 2008
michal miklovic TGARCH Oct 30, 2008
TGARCH
1 msg
Mark Leeds TGARCH Oct 30, 2008
Returns used to compute the alpha and the beta
1 msg
Benoit Schmid Returns used to compute the alpha and the beta Oct 30, 2008
Returns used to compute the alpha and the beta
5 msgs
Benoit.Schmid at unige.ch Returns used to compute the alpha and the beta Oct 29, 2008
julien cuisinier Returns used to compute the alpha and the beta Oct 29, 2008
Benoit Schmid Returns used to compute the alpha and the beta Oct 30, 2008
Benoit Schmid Returns used to compute the alpha and the beta Oct 30, 2008
Benoit Schmid Returns used to compute the alpha and the beta Oct 30, 2008
Returns used to compute the alpha and the beta
3 msgs
Benoit.Schmid at unige.ch Returns used to compute the alpha and the beta Oct 29, 2008
Adams, Zeno Returns used to compute the alpha and the beta Oct 29, 2008
Patrick Burns Returns used to compute the alpha and the beta Oct 29, 2008
fImport problem on recent R installation
4 msgs
Anil Vijendran fImport problem on recent R installation Oct 28, 2008
Jeff Ryan fImport problem on recent R installation Oct 28, 2008
Yohan Chalabi fImport problem on recent R installation Oct 29, 2008
HASSAN BAIGA fImport problem on recent R installation Oct 29, 2008
R zoo installation
2 msgs
jefe goode R zoo installation Oct 28, 2008
Gabor Grothendieck R zoo installation Oct 28, 2008
Linux based programs
9 msgs
malcolm croucher Linux based programs Oct 26, 2008
Ajay Shah Linux based programs Oct 26, 2008
R P Herrold Linux based programs Oct 26, 2008
Yuguang Zhou Linux based programs Oct 26, 2008
Grant Farnsworth Linux based programs Oct 26, 2008
Gabor Grothendieck Linux based programs Oct 26, 2008
Patrick Burns Linux based programs Oct 27, 2008
Yuguang Zhou Linux based programs Oct 27, 2008
Gabor Grothendieck Linux based programs Oct 27, 2008
Returns used to compute the alpha and the beta
15 msgs
Benoit Schmid Returns used to compute the alpha and the beta Oct 27, 2008
Brian G. Peterson Returns used to compute the alpha and the beta Oct 27, 2008
Benoit Schmid Returns used to compute the alpha and the beta Oct 27, 2008
Benoit Schmid Returns used to compute the alpha and the beta Oct 27, 2008
julien cuisinier Returns used to compute the alpha and the beta Oct 27, 2008
julien cuisinier Returns used to compute the alpha and the beta Oct 27, 2008
Benoit Schmid Returns used to compute the alpha and the beta Oct 27, 2008
Benoit Schmid Returns used to compute the alpha and the beta Oct 27, 2008
Charles Ward Returns used to compute the alpha and the beta Oct 27, 2008
Benoit Schmid Returns used to compute the alpha and the beta Oct 27, 2008
Benoit Schmid Returns used to compute the alpha and the beta Oct 27, 2008
Benoit Schmid Returns used to compute the alpha and the beta Oct 27, 2008
julien cuisinier Returns used to compute the alpha and the beta Oct 27, 2008
julien cuisinier Returns used to compute the alpha and the beta Oct 27, 2008
Benoit Schmid Returns used to compute the alpha and the beta Oct 27, 2008
?returns not applicable to zoo objects anymore???
5 msgs
Bastian Offermann ?returns not applicable to zoo objects anymore??? Oct 26, 2008
Brian G. Peterson ?returns not applicable to zoo objects anymore??? Oct 26, 2008
Gabor Grothendieck ?returns not applicable to zoo objects anymore??? Oct 27, 2008
Yohan Chalabi ?returns not applicable to zoo objects anymore??? Oct 27, 2008
Jeff Ryan ?returns not applicable to zoo objects anymore??? Oct 27, 2008
New Rmetrics Packages
3 msgs
Yohan Chalabi New Rmetrics Packages Oct 27, 2008
Liviu Andronic New Rmetrics Packages Oct 27, 2008
Yohan Chalabi New Rmetrics Packages Oct 27, 2008
garchOxFit
2 msgs
Bastian Offermann garchOxFit Oct 26, 2008
Yohan Chalabi garchOxFit Oct 27, 2008
alternative to Crystal Ball ?
3 msgs
Liviu Andronic alternative to Crystal Ball ? Oct 26, 2008
Brian G. Peterson alternative to Crystal Ball ? Oct 26, 2008
Liviu Andronic alternative to Crystal Ball ? Oct 27, 2008
Quotes every minute
1 msg
Theodore Van Rooy Quotes every minute Oct 24, 2008
about periodicity data
2 msgs
Michael Sun about periodicity data Oct 24, 2008
Brian G. Peterson about periodicity data Oct 24, 2008
yield to maturity with optim?
3 msgs
Whit Armstrong yield to maturity with optim? Oct 24, 2008
Ajay Shah yield to maturity with optim? Oct 24, 2008
Whit Armstrong yield to maturity with optim? Oct 24, 2008
Data - International collection
5 msgs
malcolm croucher Data - International collection Oct 23, 2008
malcolm croucher Data - International collection Oct 23, 2008
Dale Smith Data - International collection Oct 23, 2008
michael.sankowski at gmail.com Data - International collection Oct 23, 2008
Krishna Kumar Data - International collection Oct 24, 2008
Help through chat cession
1 msg
Arno gaboury Help through chat cession Oct 24, 2008
FMOLS
1 msg
Economics Guy FMOLS Oct 23, 2008
forecasting earnings, sales and gross margin of a company...
1 msg
Michael forecasting earnings, sales and gross margin of a company... Oct 23, 2008
forecasting earnings, sales and gross margin of a company...
3 msgs
Michael forecasting earnings, sales and gross margin of a company... Oct 22, 2008
Rory.WINSTON at rbs.com forecasting earnings, sales and gross margin of a company... Oct 23, 2008
Michael forecasting earnings, sales and gross margin of a company... Oct 23, 2008
Quotes every minute
6 msgs
SMS Chauhan Quotes every minute Oct 23, 2008
Jeff Ryan Quotes every minute Oct 23, 2008
malcolm croucher Quotes every minute Oct 23, 2008
SMS Chauhan Quotes every minute Oct 23, 2008
Brian G. Peterson Quotes every minute Oct 23, 2008
Jeff Ryan Quotes every minute Oct 23, 2008
bonds/fixed income indices
5 msgs
Bastian Offermann bonds/fixed income indices Oct 22, 2008
Ryan Sheftel bonds/fixed income indices Oct 22, 2008
davidr at rhotrading.com bonds/fixed income indices Oct 22, 2008
Aaron M Katz (amkatz@Princeton.EDU) bonds/fixed income indices Oct 22, 2008
Jeff Ryan bonds/fixed income indices Oct 22, 2008
Success! First R/Finance/Chicago Summary.
1 msg
Jeff Ryan Success! First R/Finance/Chicago Summary. Oct 22, 2008
XTS Modification
10 msgs
SMS Chauhan XTS Modification Oct 22, 2008
Jeff Ryan XTS Modification Oct 22, 2008
Wayne.W.Jones at shell.com XTS Modification Oct 22, 2008
malcolm croucher XTS Modification Oct 22, 2008
SMS Chauhan XTS Modification Oct 22, 2008
SMS Chauhan XTS Modification Oct 22, 2008
Jeff Ryan XTS Modification Oct 22, 2008
Tyler Hammond XTS Modification Oct 22, 2008
Dirk Eddelbuettel XTS Modification Oct 22, 2008
stefano iacus XTS Modification Oct 22, 2008
Job posting
1 msg
Mark Devaney Job posting Oct 21, 2008
Value of liquidity
3 msgs
Mark Leeds Value of liquidity Oct 16, 2008
Chiquoine, Ben Value of liquidity Oct 16, 2008
Chiquoine, Ben Value of liquidity Oct 17, 2008
How to scroll in time in a quantmod chart?
5 msgs
Michael Zak How to scroll in time in a quantmod chart? Oct 16, 2008
Jeff Ryan How to scroll in time in a quantmod chart? Oct 16, 2008
Jeff Ryan How to scroll in time in a quantmod chart? Oct 16, 2008
Michael Zak How to scroll in time in a quantmod chart? Oct 16, 2008
Wayne.W.Jones at shell.com How to scroll in time in a quantmod chart? Oct 16, 2008
Value of liquidity
3 msgs
Chiquoine, Ben Value of liquidity Oct 16, 2008
Bastian Offermann Value of liquidity Oct 16, 2008
Brian G. Peterson Value of liquidity Oct 16, 2008
labour statistics
3 msgs
Max labour statistics Oct 14, 2008
Ajay Shah labour statistics Oct 14, 2008
Adrian Dragulescu labour statistics Oct 14, 2008
Open source in finance (was: RE: Career/Educational Advice - First Post)
1 msg
gordon.morrison at hsbcib.com Open source in finance (was: RE: Career/Educational Advice - First Post) Oct 14, 2008
PerformanceAnalytics v0.9.7.1 released
1 msg
Brian G. Peterson PerformanceAnalytics v0.9.7.1 released Oct 12, 2008
Hull-White model calibration for Monte Carlo
5 msgs
Wojciech Slusarski Hull-White model calibration for Monte Carlo Oct 10, 2008
Dale Smith Hull-White model calibration for Monte Carlo Oct 10, 2008
Wojciech Slusarski Hull-White model calibration for Monte Carlo Oct 10, 2008
Guy Yollin Hull-White model calibration for Monte Carlo Oct 10, 2008
Wojciech Slusarski Hull-White model calibration for Monte Carlo Oct 11, 2008
Scaling risk for irregularly spaced time series?
7 msgs
Shane Conway Scaling risk for irregularly spaced time series? Oct 10, 2008
davidr at rhotrading.com Scaling risk for irregularly spaced time series? Oct 10, 2008
Chiquoine, Ben Scaling risk for irregularly spaced time series? Oct 10, 2008
Shane Conway Scaling risk for irregularly spaced time series? Oct 10, 2008
Brian G. Peterson Scaling risk for irregularly spaced time series? Oct 10, 2008
michael.sankowski at gmail.com Scaling risk for irregularly spaced time series? Oct 10, 2008
Eric Zivot Scaling risk for irregularly spaced time series? Oct 10, 2008
Scaling risk for irregularly spaced time series?
1 msg
Mark Leeds Scaling risk for irregularly spaced time series? Oct 10, 2008
Scaling risk for irregularly spaced time series?
1 msg
Mark Leeds Scaling risk for irregularly spaced time series? Oct 10, 2008
Buy and sell signal with quantmod?
2 msgs
Michael Zak Buy and sell signal with quantmod? Oct 9, 2008
Jeff Ryan Buy and sell signal with quantmod? Oct 9, 2008
Statistically significant in linear and non-linear model
1 msg
Theodore Van Rooy Statistically significant in linear and non-linear model Oct 8, 2008
quantmod: how to add custom timeseries (addTA?)
2 msgs
Joshua Ulrich quantmod: how to add custom timeseries (addTA?) Oct 8, 2008
Jeff Ryan quantmod: how to add custom timeseries (addTA?) Oct 8, 2008
quantmod: how to add custom timeseries (addTA?)
2 msgs
Michael Zak quantmod: how to add custom timeseries (addTA?) Oct 8, 2008
Joshua Ulrich quantmod: how to add custom timeseries (addTA?) Oct 8, 2008
RBloomberg :: blpConnect crash.
8 msgs
Gopi Goswami RBloomberg :: blpConnect crash. Oct 2, 2008
davidr at rhotrading.com RBloomberg :: blpConnect crash. Oct 2, 2008
Michael Sankowski RBloomberg :: blpConnect crash. Oct 2, 2008
Gopi Goswami RBloomberg :: blpConnect crash. Oct 2, 2008
Krishna Kumar RBloomberg :: blpConnect crash. Oct 3, 2008
Michael Sankowski RBloomberg :: blpConnect crash. Oct 7, 2008
Sean Carmody RBloomberg :: blpConnect crash. Oct 7, 2008
Gopi Goswami RBloomberg :: blpConnect crash. Oct 8, 2008
Statistically significant in linear and non-linear model
1 msg
Hsiao-nan Cheung Statistically significant in linear and non-linear model Oct 7, 2008
Statistically significant in linear and non-linear model
1 msg
Hsiao-nan Cheung Statistically significant in linear and non-linear model Oct 7, 2008
Statistically significant in linear and non-linear model
1 msg
Hsiao-nan Cheung Statistically significant in linear and non-linear model Oct 7, 2008
The Innagural Atlanta useR Group Meeting!
1 msg
zubin The Innagural Atlanta useR Group Meeting! Oct 6, 2008
Building a GUI with R
7 msgs
Alex Park Building a GUI with R Oct 6, 2008
el_eli at gmx.de Building a GUI with R Oct 6, 2008
Rory.WINSTON at rbs.com Building a GUI with R Oct 6, 2008
Karim Chine Building a GUI with R Oct 6, 2008
Wayne.W.Jones at shell.com Building a GUI with R Oct 6, 2008
Gabor Grothendieck Building a GUI with R Oct 6, 2008
Liviu Andronic Building a GUI with R Oct 6, 2008
Building a GUI with R
1 msg
John James Building a GUI with R Oct 6, 2008
[Maybe Content Spam] Re: PerformanceAnalytics and the UpsidePotentialRatio
1 msg
Ryan Sheftel PerformanceAnalytics and the UpsidePotentialRatio Oct 5, 2008
Writing code that works with a variety of time series classes
4 msgs
Ajay Shah Writing code that works with a variety of time series classes Oct 4, 2008
Gabor Grothendieck Writing code that works with a variety of time series classes Oct 4, 2008
Achim Zeileis Writing code that works with a variety of time series classes Oct 4, 2008
Jeff Ryan Writing code that works with a variety of time series classes Oct 4, 2008
TODAY: First R/Finance/Chicago Meeting!
1 msg
Jeff Ryan TODAY: First R/Finance/Chicago Meeting! Oct 3, 2008
Career/Educational Advice - First Post
1 msg
Steven D. Moffitt Career/Educational Advice - First Post Oct 2, 2008
Career/Educational Advice - First Post
2 msgs
Thomas Steiner Career/Educational Advice - First Post Oct 2, 2008
Debashis Dutta Career/Educational Advice - First Post Oct 2, 2008
Populating ONLY some places of a matrix
3 msgs
Jorge Nieves Populating ONLY some places of a matrix Oct 2, 2008
Patrick Burns Populating ONLY some places of a matrix Oct 2, 2008
Jorge Nieves Populating ONLY some places of a matrix Oct 2, 2008
New opentick package on CRAN
1 msg
Joshua Ulrich New opentick package on CRAN Oct 2, 2008
(no subject)
1 msg
Thomas Steiner (no subject) Oct 2, 2008
(no subject)
1 msg
Gultekin Isiklar (no subject) Oct 2, 2008
Career/Educational Advice - First Post
1 msg
Julian Lee Career/Educational Advice - First Post Oct 1, 2008
PerformanceAnalytics v0.9.7 released
2 msgs
Brian G. Peterson PerformanceAnalytics v0.9.7 released Oct 1, 2008
Brian G. Peterson PerformanceAnalytics v0.9.7 - data cleaning functions (re Winsorization) Oct 1, 2008