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R-SIG-Finance November 2008

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Shaded regions as an indicator in quantmod
2 msgs
Brian Lee Yung Rowe Shaded regions as an indicator in quantmod Nov 28, 2008
Jeff Ryan Shaded regions as an indicator in quantmod Nov 30, 2008
how to extract the last day of the month in a last of dates?
4 msgs
patzoul how to extract the last day of the month in a last of dates? Nov 30, 2008
Jeff Ryan how to extract the last day of the month in a last of dates? Nov 30, 2008
Gabor Grothendieck how to extract the last day of the month in a last of dates? Nov 30, 2008
Jeff Ryan how to extract the last day of the month in a last of dates? Nov 30, 2008
xts assignment via yearmon or string-based indexing
3 msgs
Brian Lee Yung Rowe xts assignment via yearmon or string-based indexing Nov 30, 2008
Gabor Grothendieck xts assignment via yearmon or string-based indexing Nov 30, 2008
Jeff Ryan xts assignment via yearmon or string-based indexing Nov 30, 2008
Shaded regions as an indicator in quantmod
5 msgs
Brian Lee Yung Rowe Shaded regions as an indicator in quantmod Nov 27, 2008
Eric Zivot Shaded regions as an indicator in quantmod Nov 27, 2008
Jeff Ryan Shaded regions as an indicator in quantmod Nov 27, 2008
Gabor Grothendieck Shaded regions as an indicator in quantmod Nov 27, 2008
Gabor Grothendieck Shaded regions as an indicator in quantmod Nov 28, 2008
Shaded regions as an indicator in quantmod
2 msgs
Brian Lee Yung Rowe Shaded regions as an indicator in quantmod Nov 28, 2008
Jeff Ryan Shaded regions as an indicator in quantmod Nov 28, 2008
Shaded regions as an indicator in quantmod
1 msg
Brian Lee Yung Rowe Shaded regions as an indicator in quantmod Nov 28, 2008
Help with Dummy Regression
1 msg
Ravi S. Shankar Help with Dummy Regression Nov 28, 2008
Reg: tapply() for TWAP calculations
1 msg
arun n Reg: tapply() for TWAP calculations Nov 27, 2008
segments could not draw line in log plot
1 msg
Wind segments could not draw line in log plot Nov 27, 2008
fPortfolio target risk optimization?
2 msgs
Bengoechea Bartolomé Enrique (SIES 73) fPortfolio target risk optimization? Nov 27, 2008
patzoul fPortfolio target risk optimization? Nov 27, 2008
segments could not draw line in log plot
2 msgs
Wind segments could not draw line in log plot Nov 27, 2008
Christian Prinoth segments could not draw line in log plot Nov 27, 2008
IRR - Calculation in R
2 msgs
Thomas Etheber IRR - Calculation in R Nov 27, 2008
Rory.WINSTON at rbs.com IRR - Calculation in R Nov 27, 2008
Adding data providers to quantmod
1 msg
Brian Lee Yung Rowe Adding data providers to quantmod Nov 27, 2008
Adding data providers to quantmod
2 msgs
Brian Lee Yung Rowe Adding data providers to quantmod Nov 27, 2008
Jeff Ryan Adding data providers to quantmod Nov 27, 2008
garchFit with fSeries
3 msgs
Im, Haekyung garchFit with fSeries Nov 26, 2008
Yohan Chalabi garchFit with fSeries Nov 26, 2008
Jae Kim garchFit with fSeries Nov 26, 2008
How to optimize a trading singal generator (for-loop)?
1 msg
Michael Zak How to optimize a trading singal generator (for-loop)? Nov 26, 2008
plots on multiple graphics windows?
2 msgs
patzoul plots on multiple graphics windows? Nov 25, 2008
Chiquoine, Ben plots on multiple graphics windows? Nov 25, 2008
fPortfolio target risk optimization?
3 msgs
Bengoechea Bartolomé Enrique (SIES 73) fPortfolio target risk optimization? Nov 24, 2008
Thomas Etheber fPortfolio target risk optimization? Nov 24, 2008
patzoul fPortfolio target risk optimization? Nov 25, 2008
Converting Data From DB (MSSQL) for use in quantmod
3 msgs
Cedrick Johnson Converting Data From DB (MSSQL) for use in quantmod Nov 24, 2008
Joshua Ulrich Converting Data From DB (MSSQL) for use in quantmod Nov 24, 2008
Cedrick Johnson Converting Data From DB (MSSQL) for use in quantmod Nov 25, 2008
fPortfolio target risk optimization?
1 msg
Hugh Whelan fPortfolio target risk optimization? Nov 25, 2008
returns/timeSeries error message
2 msgs
J Konnonen returns/timeSeries error message Nov 25, 2008
Yohan Chalabi returns/timeSeries error message Nov 25, 2008
How to read minutes data from csv files with getSymbol in quantmod?
5 msgs
Wind How to read minutes data from csv files with getSymbol in quantmod? Nov 24, 2008
Gabor Grothendieck How to read minutes data from csv files with getSymbol in quantmod? Nov 24, 2008
Simon Otziger How to read minutes data from csv files with getSymbol in quantmod? Nov 24, 2008
Jeff Ryan How to read minutes data from csv files with getSymbol in quantmod? Nov 24, 2008
Wind How to read minutes data from csv files with getSymbol in quantmod? Nov 24, 2008
half-hourly staggered data into daily
1 msg
murali.menon at fortisinvestments.com half-hourly staggered data into daily Nov 24, 2008
A Problem while Calculating Newey-West HAC
1 msg
Hsiao-nan Cheung A Problem while Calculating Newey-West HAC Nov 19, 2008
Automatic Stock Market - Minority Game
2 msgs
Dan Rie Automatic Stock Market - Minority Game Nov 19, 2008
Michael Sankowski Automatic Stock Market - Minority Game Nov 19, 2008
Automatic Stock Market - Minority Game
3 msgs
Michael Sankowski Automatic Stock Market - Minority Game Nov 14, 2008
Peter Carl Automatic Stock Market - Minority Game Nov 18, 2008
Michael Sankowski Automatic Stock Market - Minority Game Nov 19, 2008
fPortfolio error
9 msgs
Bastian Offermann fPortfolio error Nov 3, 2008
Hebbertt Soares fPortfolio error Nov 4, 2008
Carlos Ungil fPortfolio error Nov 4, 2008
Bastian Offermann fPortfolio error Nov 4, 2008
Carlos Ungil fPortfolio error Nov 4, 2008
Hebbertt Soares fPortfolio error Nov 4, 2008
Bastian Offermann fPortfolio error Nov 4, 2008
Attiglah, Mama fPortfolio error Nov 14, 2008
Yohan Chalabi fPortfolio error Nov 19, 2008
Johansen Procedure for VAR question
2 msgs
Manuel Serna Johansen Procedure for VAR question Nov 18, 2008
Matthieu Stigler Johansen Procedure for VAR question Nov 18, 2008
Yahoo data
6 msgs
mats pistol Yahoo data Nov 17, 2008
Jeff Ryan Yahoo data Nov 17, 2008
Cedrick Johnson IB API error Nov 17, 2008
Jeff Ryan IB API error Nov 17, 2008
Jeff Ryan IB API error Nov 18, 2008
Cedrick Johnson IB API error Nov 18, 2008
Computational Finance with R- Columbia University - December 4th
1 msg
Krishna Kumar Computational Finance with R- Columbia University - December 4th Nov 17, 2008
How to clean errors in yahoo historical quotes?
1 msg
Marc Delvaux How to clean errors in yahoo historical quotes? Nov 17, 2008
Gaps in time for yahoo historical quotes?
5 msgs
Marc Delvaux Gaps in time for yahoo historical quotes? Nov 17, 2008
Jeff Ryan Gaps in time for yahoo historical quotes? Nov 17, 2008
Ajay Shah Gaps in time for yahoo historical quotes? Nov 17, 2008
Joshua Ulrich Gaps in time for yahoo historical quotes? Nov 17, 2008
Marc Delvaux Gaps in time for yahoo historical quotes? Nov 17, 2008
Correlation between two asynchronous time series?
1 msg
Arno gaboury Correlation between two asynchronous time series? Nov 17, 2008
error in maxreturnPortfolio
1 msg
patzoul error in maxreturnPortfolio Nov 16, 2008
Using quantmod chartSeries for FRED data
4 msgs
Brian Lee Yung Rowe Using quantmod chartSeries for FRED data Nov 15, 2008
Paulo Grahl Using quantmod chartSeries for FRED data Nov 15, 2008
Joshua Ulrich Using quantmod chartSeries for FRED data Nov 15, 2008
Jeff Ryan Using quantmod chartSeries for FRED data Nov 16, 2008
Missing tick mark labels from barChart / quantmod - plot.xts missing
2 msgs
Wind Missing tick mark labels from barChart / quantmod - plot.xts missing Nov 16, 2008
Jeff Ryan Missing tick mark labels from barChart / quantmod - plot.xts missing Nov 16, 2008
Using quantmod chartSeries for FRED data
1 msg
Brian Lee Yung Rowe Using quantmod chartSeries for FRED data Nov 15, 2008
Correlation between two asynchronous time series?
4 msgs
Adrian Trapletti Correlation between two asynchronous time series? Nov 14, 2008
Nicolas Mougeot Correlation between two asynchronous time series? Nov 14, 2008
Patrick Burns Correlation between two asynchronous time series? Nov 14, 2008
Patrick Burns Correlation between two asynchronous time series? Nov 15, 2008
Missing tick mark labels from barChart / quantmod
1 msg
Wind Missing tick mark labels from barChart / quantmod Nov 14, 2008
correlation between two asynchronous time series?
2 msgs
Michael correlation between two asynchronous time series? Nov 13, 2008
Xiaochen Sun correlation between two asynchronous time series? Nov 14, 2008
Reply: layout options of barChart in quantmod
1 msg
Wind Reply: layout options of barChart in quantmod Nov 13, 2008
layout options of barChart in quantmod
2 msgs
Wind layout options of barChart in quantmod Nov 13, 2008
Jeff Ryan layout options of barChart in quantmod Nov 13, 2008
Generic versus calendar futures in trading models
2 msgs
Robert Sams Generic versus calendar futures in trading models Nov 12, 2008
Uri Shimron Generic versus calendar futures in tradingmodels Nov 13, 2008
Generic versus calendar futures in trading models
6 msgs
Jorge Nieves Generic versus calendar futures in trading models Nov 12, 2008
Ryan Sheftel Generic versus calendar futures in trading models Nov 12, 2008
Brian G. Peterson Generic versus calendar futures in trading models Nov 12, 2008
Ryan Sheftel Generic versus calendar futures in trading models Nov 12, 2008
Jeff Ryan Generic versus calendar futures in trading models Nov 12, 2008
davidr at rhotrading.com Generic versus calendar futures in tradingmodels Nov 12, 2008
Generic versus calendar futures in trading models
1 msg
Mark Leeds Generic versus calendar futures in trading models Nov 12, 2008
Generic versus calendar futures in trading models
1 msg
Mark Leeds Generic versus calendar futures in trading models Nov 12, 2008
Joint estimation of APT in R
2 msgs
Hebbertt Soares Joint estimation of APT in R Nov 12, 2008
Arne Henningsen Joint estimation of APT in R Nov 12, 2008
Multi CPUs PC
1 msg
Stefan Janse van Rensburg Multi CPUs PC Nov 12, 2008
Problems extracting xts data in my own time zone
6 msgs
Albert Nigrin Problems extracting xts data in my own time zone Nov 6, 2008
Jeff Ryan Problems extracting xts data in my own time zone Nov 7, 2008
Gabor Grothendieck Problems extracting xts data in my own time zone Nov 7, 2008
Albert Nigrin Problems extracting xts data in my own time zone Nov 11, 2008
Mark Van De Vyver Problems extracting xts data in my own time zone Nov 11, 2008
Jeff Ryan Problems extracting xts data in my own time zone Nov 11, 2008
Multi CPUs PC
3 msgs
Jorge Nieves Multi CPUs PC Nov 11, 2008
Dirk Eddelbuettel Multi CPUs PC Nov 11, 2008
roger at bergande.ch Multi CPUs PC Nov 11, 2008
efficientPortfolio, setTargetRisk, setTargetReturn
1 msg
patzoul efficientPortfolio, setTargetRisk, setTargetReturn Nov 10, 2008
please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications
1 msg
Mark Leeds please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications Nov 9, 2008
error with maxreturnPortfolio
1 msg
patzoul error with maxreturnPortfolio Nov 9, 2008
please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications
4 msgs
Michael please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications Nov 8, 2008
Brian G. Peterson please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications Nov 8, 2008
Spencer Graves please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications Nov 8, 2008
Michael please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications Nov 8, 2008
FinTS requires zoo to export as.Date.numeric
2 msgs
Norm Josephy FinTS requires zoo to export as.Date.numeric Nov 8, 2008
Achim Zeileis FinTS requires zoo to export as.Date.numeric Nov 8, 2008
Group for Actuarial Research
1 msg
Reinaldo Marques Group for Actuarial Research Nov 6, 2008
quantmod: dailyReturn on a list of variables
2 msgs
patzoul quantmod: dailyReturn on a list of variables Nov 5, 2008
Jeff Ryan quantmod: dailyReturn on a list of variables Nov 5, 2008
transition matrices and "robustness"
3 msgs
Sean O'Riordain transition matrices and "robustness" Nov 5, 2008
Debashis Dutta transition matrices and "robustness" Nov 5, 2008
Sean O'Riordain transition matrices and "robustness" Nov 5, 2008
Initialization issue R under Mac OS X - .Rprofile
1 msg
julien cuisinier Initialization issue R under Mac OS X - .Rprofile Nov 5, 2008
calculate returns in data frame containing NA
1 msg
Arno gaboury calculate returns in data frame containing NA Nov 4, 2008
calculate returns in data frame containing NA
1 msg
Arno gaboury calculate returns in data frame containing NA Nov 4, 2008
calculate returns in data frame containing NA
1 msg
Arno gaboury calculate returns in data frame containing NA Nov 4, 2008
panel data & maximum likelihood function
1 msg
Migle Purzelyte panel data & maximum likelihood function Nov 3, 2008
Kalman filter
1 msg
Sandrine LUNVEN Kalman filter Nov 3, 2008
Pattern Recognition / Classification in R for Financial Time Series
2 msgs
I. Ozkan Pattern Recognition / Classification in R for Financial Time Series Nov 2, 2008
stefano iacus Pattern Recognition / Classification in R for Financial Time Series Nov 2, 2008