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R-SIG-Finance October 2008

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Aaron M Katz (amkatz@Princeton.EDU)

Last active: Oct 22, 2008
1 msg
Aaron M Katz (amkatz@Princeton.EDU) bonds/fixed income indices Oct 22, 2008

Achim Zeileis

Last active: Oct 4, 2008
1 msg
Achim Zeileis Writing code that works with a variety of time series classes Oct 4, 2008

Adams, Zeno

Last active: Oct 29, 2008
1 msg
Adams, Zeno Returns used to compute the alpha and the beta Oct 29, 2008

Adrian Dragulescu

Last active: Oct 14, 2008
1 msg
Adrian Dragulescu labour statistics Oct 14, 2008

Ajay Shah

Last active: Oct 26, 2008
4 msgs
Ajay Shah Writing code that works with a variety of time series classes Oct 4, 2008 Ajay Shah labour statistics Oct 14, 2008 Ajay Shah yield to maturity with optim? Oct 24, 2008 Ajay Shah Linux based programs Oct 26, 2008

Alex Park

Last active: Oct 6, 2008
1 msg
Alex Park Building a GUI with R Oct 6, 2008

Anil Vijendran

Last active: Oct 28, 2008
1 msg
Anil Vijendran fImport problem on recent R installation Oct 28, 2008

Arno gaboury

Last active: Oct 24, 2008
1 msg
Arno gaboury Help through chat cession Oct 24, 2008

Bastian Offermann

Last active: Oct 30, 2008
5 msgs
Bastian Offermann Value of liquidity Oct 16, 2008 Bastian Offermann bonds/fixed income indices Oct 22, 2008 Bastian Offermann garchOxFit Oct 26, 2008 Bastian Offermann ?returns not applicable to zoo objects anymore??? Oct 26, 2008 Bastian Offermann Run tests Fama Oct 30, 2008

Benoit Schmid

Last active: Oct 30, 2008
13 msgs
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 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 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 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 Benoit Schmid Returns used to compute the alpha and the beta Oct 30, 2008

Benoit.Schmid at unige.ch

Last active: Oct 29, 2008
2 msgs
Benoit.Schmid at unige.ch Returns used to compute the alpha and the beta Oct 29, 2008 Benoit.Schmid at unige.ch Returns used to compute the alpha and the beta Oct 29, 2008

Brian G. Peterson

Last active: Oct 27, 2008
10 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 Brian G. Peterson Scaling risk for irregularly spaced time series? Oct 10, 2008 Brian G. Peterson PerformanceAnalytics v0.9.7.1 released Oct 12, 2008 Brian G. Peterson Value of liquidity Oct 16, 2008 Brian G. Peterson Quotes every minute Oct 23, 2008 Brian G. Peterson about periodicity data Oct 24, 2008 Brian G. Peterson alternative to Crystal Ball ? Oct 26, 2008 Brian G. Peterson ?returns not applicable to zoo objects anymore??? Oct 26, 2008 Brian G. Peterson Returns used to compute the alpha and the beta Oct 27, 2008

Charles Ward

Last active: Oct 31, 2008
2 msgs
Charles Ward Returns used to compute the alpha and the beta Oct 27, 2008 Charles Ward Run tests Fama Oct 31, 2008

Chiquoine, Ben

Last active: Oct 17, 2008
4 msgs
Chiquoine, Ben Scaling risk for irregularly spaced time series? Oct 10, 2008 Chiquoine, Ben Value of liquidity Oct 16, 2008 Chiquoine, Ben Value of liquidity Oct 16, 2008 Chiquoine, Ben Value of liquidity Oct 17, 2008

Dale Smith

Last active: Oct 23, 2008
2 msgs
Dale Smith Hull-White model calibration for Monte Carlo Oct 10, 2008 Dale Smith Data - International collection Oct 23, 2008

Debashis Dutta

Last active: Oct 2, 2008
1 msg
Debashis Dutta Career/Educational Advice - First Post Oct 2, 2008

Dirk Eddelbuettel

Last active: Oct 30, 2008
2 msgs
Dirk Eddelbuettel XTS Modification Oct 22, 2008 Dirk Eddelbuettel Pattern Recognition / Classification in R for Financial Time Series Oct 30, 2008

Economics Guy

Last active: Oct 23, 2008
1 msg
Economics Guy FMOLS Oct 23, 2008

Eric Zivot

Last active: Oct 10, 2008
1 msg
Eric Zivot Scaling risk for irregularly spaced time series? Oct 10, 2008

Gabor Grothendieck

Last active: Oct 28, 2008
6 msgs
Gabor Grothendieck Writing code that works with a variety of time series classes Oct 4, 2008 Gabor Grothendieck Building a GUI with R Oct 6, 2008 Gabor Grothendieck Linux based programs Oct 26, 2008 Gabor Grothendieck ?returns not applicable to zoo objects anymore??? Oct 27, 2008 Gabor Grothendieck Linux based programs Oct 27, 2008 Gabor Grothendieck R zoo installation Oct 28, 2008

Gopi Goswami

Last active: Oct 8, 2008
3 msgs
Gopi Goswami RBloomberg :: blpConnect crash. Oct 2, 2008 Gopi Goswami RBloomberg :: blpConnect crash. Oct 2, 2008 Gopi Goswami RBloomberg :: blpConnect crash. Oct 8, 2008

Grant Farnsworth

Last active: Oct 26, 2008
1 msg
Grant Farnsworth Linux based programs Oct 26, 2008

Gultekin Isiklar

Last active: Oct 2, 2008
1 msg
Gultekin Isiklar (no subject) Oct 2, 2008

Guy Yollin

Last active: Oct 10, 2008
1 msg
Guy Yollin Hull-White model calibration for Monte Carlo Oct 10, 2008

HASSAN BAIGA

Last active: Oct 29, 2008
1 msg
HASSAN BAIGA fImport problem on recent R installation Oct 29, 2008

Hsiao-nan Cheung

Last active: Oct 7, 2008
3 msgs
Hsiao-nan Cheung Statistically significant in linear and non-linear model Oct 7, 2008 Hsiao-nan Cheung Statistically significant in linear and non-linear model Oct 7, 2008 Hsiao-nan Cheung Statistically significant in linear and non-linear model Oct 7, 2008

Ian Seow

Last active: Oct 30, 2008
1 msg
Ian Seow Pattern Recognition / Classification in R for Financial Time Series Oct 30, 2008

Jae Kim

Last active: Oct 30, 2008
1 msg
Jae Kim TGARCH Oct 30, 2008

Jeff Ryan

Last active: Oct 28, 2008
14 msgs
Jeff Ryan TODAY: First R/Finance/Chicago Meeting! Oct 3, 2008 Jeff Ryan Writing code that works with a variety of time series classes Oct 4, 2008 Jeff Ryan quantmod: how to add custom timeseries (addTA?) Oct 8, 2008 Jeff Ryan Buy and sell signal with quantmod? Oct 9, 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 Jeff Ryan XTS Modification Oct 22, 2008 Jeff Ryan XTS Modification Oct 22, 2008 Jeff Ryan Success! First R/Finance/Chicago Summary. Oct 22, 2008 Jeff Ryan bonds/fixed income indices Oct 22, 2008 Jeff Ryan Quotes every minute Oct 23, 2008 Jeff Ryan Quotes every minute Oct 23, 2008 Jeff Ryan ?returns not applicable to zoo objects anymore??? Oct 27, 2008 Jeff Ryan fImport problem on recent R installation Oct 28, 2008

John James

Last active: Oct 6, 2008
1 msg
John James Building a GUI with R Oct 6, 2008

Jorge Nieves

Last active: Oct 2, 2008
2 msgs
Jorge Nieves Populating ONLY some places of a matrix Oct 2, 2008 Jorge Nieves Populating ONLY some places of a matrix Oct 2, 2008

Joshua Ulrich

Last active: Oct 8, 2008
3 msgs
Joshua Ulrich New opentick package on CRAN Oct 2, 2008 Joshua Ulrich quantmod: how to add custom timeseries (addTA?) Oct 8, 2008 Joshua Ulrich quantmod: how to add custom timeseries (addTA?) Oct 8, 2008

Julian Lee

Last active: Oct 1, 2008
1 msg
Julian Lee Career/Educational Advice - First Post Oct 1, 2008

Karim Chine

Last active: Oct 6, 2008
1 msg
Karim Chine Building a GUI with R Oct 6, 2008

Krishna Kumar

Last active: Oct 24, 2008
2 msgs
Krishna Kumar RBloomberg :: blpConnect crash. Oct 3, 2008 Krishna Kumar Data - International collection Oct 24, 2008

Liviu Andronic

Last active: Oct 27, 2008
4 msgs
Liviu Andronic Building a GUI with R Oct 6, 2008 Liviu Andronic alternative to Crystal Ball ? Oct 26, 2008 Liviu Andronic alternative to Crystal Ball ? Oct 27, 2008 Liviu Andronic New Rmetrics Packages Oct 27, 2008

Mark Devaney

Last active: Oct 21, 2008
1 msg
Mark Devaney Job posting Oct 21, 2008

Mark Leeds

Last active: Oct 30, 2008
4 msgs
Mark Leeds Scaling risk for irregularly spaced time series? Oct 10, 2008 Mark Leeds Scaling risk for irregularly spaced time series? Oct 10, 2008 Mark Leeds Value of liquidity Oct 16, 2008 Mark Leeds TGARCH Oct 30, 2008

Max

Last active: Oct 14, 2008
1 msg
Max labour statistics Oct 14, 2008

Michael

Last active: Oct 23, 2008
3 msgs
Michael forecasting earnings, sales and gross margin of a company... Oct 22, 2008 Michael 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

Michael Sankowski

Last active: Oct 7, 2008
2 msgs
Michael Sankowski RBloomberg :: blpConnect crash. Oct 2, 2008 Michael Sankowski RBloomberg :: blpConnect crash. Oct 7, 2008

Michael Sun

Last active: Oct 24, 2008
1 msg
Michael Sun about periodicity data Oct 24, 2008

Michael Zak

Last active: Oct 30, 2008
5 msgs
Michael Zak quantmod: how to add custom timeseries (addTA?) Oct 8, 2008 Michael Zak Buy and sell signal with quantmod? Oct 9, 2008 Michael Zak 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 Michael Zak TGARCH Oct 30, 2008

Patrick Burns

Last active: Oct 31, 2008
4 msgs
Patrick Burns Populating ONLY some places of a matrix Oct 2, 2008 Patrick Burns Linux based programs Oct 27, 2008 Patrick Burns Returns used to compute the alpha and the beta Oct 29, 2008 Patrick Burns Run tests Fama Oct 31, 2008

R P Herrold

Last active: Oct 26, 2008
1 msg
R P Herrold Linux based programs Oct 26, 2008

Rory.WINSTON at rbs.com

Last active: Oct 23, 2008
2 msgs
Rory.WINSTON at rbs.com Building a GUI with R Oct 6, 2008 Rory.WINSTON at rbs.com forecasting earnings, sales and gross margin of a company... Oct 23, 2008

Ryan Sheftel

Last active: Oct 22, 2008
2 msgs
Ryan Sheftel PerformanceAnalytics and the UpsidePotentialRatio Oct 5, 2008 Ryan Sheftel bonds/fixed income indices Oct 22, 2008

SMS Chauhan

Last active: Oct 23, 2008
5 msgs
SMS Chauhan XTS Modification Oct 22, 2008 SMS Chauhan XTS Modification Oct 22, 2008 SMS Chauhan XTS Modification Oct 22, 2008 SMS Chauhan Quotes every minute Oct 23, 2008 SMS Chauhan Quotes every minute Oct 23, 2008

Sandrine LUNVEN

Last active: Oct 31, 2008
1 msg
Sandrine LUNVEN Kalman Filter Oct 31, 2008

Sean Carmody

Last active: Oct 7, 2008
1 msg
Sean Carmody RBloomberg :: blpConnect crash. Oct 7, 2008

Shane Conway

Last active: Oct 10, 2008
2 msgs
Shane Conway Scaling risk for irregularly spaced time series? Oct 10, 2008 Shane Conway Scaling risk for irregularly spaced time series? Oct 10, 2008

Steven D. Moffitt

Last active: Oct 2, 2008
1 msg
Steven D. Moffitt Career/Educational Advice - First Post Oct 2, 2008

Theodore Van Rooy

Last active: Oct 24, 2008
2 msgs
Theodore Van Rooy Statistically significant in linear and non-linear model Oct 8, 2008 Theodore Van Rooy Quotes every minute Oct 24, 2008

Thomas Steiner

Last active: Oct 2, 2008
2 msgs
Thomas Steiner (no subject) Oct 2, 2008 Thomas Steiner Career/Educational Advice - First Post Oct 2, 2008

Tyler Hammond

Last active: Oct 22, 2008
1 msg
Tyler Hammond XTS Modification Oct 22, 2008

Wayne.W.Jones at shell.com

Last active: Oct 22, 2008
3 msgs
Wayne.W.Jones at shell.com Building a GUI with R Oct 6, 2008 Wayne.W.Jones at shell.com How to scroll in time in a quantmod chart? Oct 16, 2008 Wayne.W.Jones at shell.com XTS Modification Oct 22, 2008

Whit Armstrong

Last active: Oct 24, 2008
2 msgs
Whit Armstrong yield to maturity with optim? Oct 24, 2008 Whit Armstrong yield to maturity with optim? Oct 24, 2008

Wojciech Slusarski

Last active: Oct 11, 2008
3 msgs
Wojciech Slusarski Hull-White model calibration for Monte Carlo Oct 10, 2008 Wojciech Slusarski Hull-White model calibration for Monte Carlo Oct 10, 2008 Wojciech Slusarski Hull-White model calibration for Monte Carlo Oct 11, 2008

Yohan Chalabi

Last active: Oct 29, 2008
5 msgs
Yohan Chalabi New Rmetrics Packages Oct 27, 2008 Yohan Chalabi ?returns not applicable to zoo objects anymore??? Oct 27, 2008 Yohan Chalabi garchOxFit Oct 27, 2008 Yohan Chalabi New Rmetrics Packages Oct 27, 2008 Yohan Chalabi fImport problem on recent R installation Oct 29, 2008

Yuguang Zhou

Last active: Oct 27, 2008
2 msgs
Yuguang Zhou Linux based programs Oct 26, 2008 Yuguang Zhou Linux based programs Oct 27, 2008

davidr at rhotrading.com

Last active: Oct 22, 2008
3 msgs
davidr at rhotrading.com RBloomberg :: blpConnect crash. Oct 2, 2008 davidr at rhotrading.com Scaling risk for irregularly spaced time series? Oct 10, 2008 davidr at rhotrading.com bonds/fixed income indices Oct 22, 2008

el_eli at gmx.de

Last active: Oct 6, 2008
1 msg
el_eli at gmx.de Building a GUI with R Oct 6, 2008

gordon.morrison at hsbcib.com

Last active: Oct 14, 2008
1 msg
gordon.morrison at hsbcib.com Open source in finance (was: RE: Career/Educational Advice - First Post) Oct 14, 2008

jefe goode

Last active: Oct 28, 2008
1 msg
jefe goode R zoo installation Oct 28, 2008

julien cuisinier

Last active: Oct 29, 2008
5 msgs
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 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 julien cuisinier Returns used to compute the alpha and the beta Oct 29, 2008

malcolm croucher

Last active: Oct 26, 2008
5 msgs
malcolm croucher XTS Modification Oct 22, 2008 malcolm croucher Data - International collection Oct 23, 2008 malcolm croucher Data - International collection Oct 23, 2008 malcolm croucher Quotes every minute Oct 23, 2008 malcolm croucher Linux based programs Oct 26, 2008

michael.sankowski at gmail.com

Last active: Oct 23, 2008
2 msgs
michael.sankowski at gmail.com Scaling risk for irregularly spaced time series? Oct 10, 2008 michael.sankowski at gmail.com Data - International collection Oct 23, 2008

michal miklovic

Last active: Oct 30, 2008
1 msg
michal miklovic TGARCH Oct 30, 2008

stefano iacus

Last active: Oct 31, 2008
2 msgs
stefano iacus XTS Modification Oct 22, 2008 stefano iacus Pattern Recognition / Classification in R for Financial Time Series Oct 31, 2008

zubin

Last active: Oct 6, 2008
1 msg
zubin The Innagural Atlanta useR Group Meeting! Oct 6, 2008