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R-SIG-Finance November 2008

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Achim Zeileis

Last active: Nov 8, 2008
1 msg
Achim Zeileis FinTS requires zoo to export as.Date.numeric Nov 8, 2008

Adrian Trapletti

Last active: Nov 14, 2008
1 msg
Adrian Trapletti Correlation between two asynchronous time series? Nov 14, 2008

Ajay Shah

Last active: Nov 17, 2008
1 msg
Ajay Shah Gaps in time for yahoo historical quotes? Nov 17, 2008

Albert Nigrin

Last active: Nov 11, 2008
2 msgs
Albert Nigrin Problems extracting xts data in my own time zone Nov 6, 2008 Albert Nigrin Problems extracting xts data in my own time zone Nov 11, 2008

Arne Henningsen

Last active: Nov 12, 2008
1 msg
Arne Henningsen Joint estimation of APT in R Nov 12, 2008

Arno gaboury

Last active: Nov 17, 2008
4 msgs
Arno gaboury calculate returns in data frame containing NA Nov 4, 2008 Arno gaboury calculate returns in data frame containing NA Nov 4, 2008 Arno gaboury calculate returns in data frame containing NA Nov 4, 2008 Arno gaboury Correlation between two asynchronous time series? Nov 17, 2008

Attiglah, Mama

Last active: Nov 14, 2008
1 msg
Attiglah, Mama fPortfolio error Nov 14, 2008

Bastian Offermann

Last active: Nov 4, 2008
3 msgs
Bastian Offermann fPortfolio error Nov 3, 2008 Bastian Offermann fPortfolio error Nov 4, 2008 Bastian Offermann fPortfolio error Nov 4, 2008

Bengoechea Bartolomé Enrique (SIES 73)

Last active: Nov 27, 2008
2 msgs
Bengoechea Bartolomé Enrique (SIES 73) fPortfolio target risk optimization? Nov 24, 2008 Bengoechea Bartolomé Enrique (SIES 73) fPortfolio target risk optimization? Nov 27, 2008

Brian G. Peterson

Last active: Nov 12, 2008
2 msgs
Brian G. Peterson please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications Nov 8, 2008 Brian G. Peterson Generic versus calendar futures in trading models Nov 12, 2008

Brian Lee Yung Rowe

Last active: Nov 30, 2008
9 msgs
Brian Lee Yung Rowe Using quantmod chartSeries for FRED data Nov 15, 2008 Brian Lee Yung Rowe Using quantmod chartSeries for FRED data Nov 15, 2008 Brian Lee Yung Rowe Adding data providers to quantmod Nov 27, 2008 Brian Lee Yung Rowe Adding data providers to quantmod Nov 27, 2008 Brian Lee Yung Rowe Shaded regions as an indicator in quantmod Nov 27, 2008 Brian Lee Yung Rowe Shaded regions as an indicator in quantmod Nov 28, 2008 Brian Lee Yung Rowe Shaded regions as an indicator in quantmod Nov 28, 2008 Brian Lee Yung Rowe Shaded regions as an indicator in quantmod Nov 28, 2008 Brian Lee Yung Rowe xts assignment via yearmon or string-based indexing Nov 30, 2008

Carlos Ungil

Last active: Nov 4, 2008
2 msgs
Carlos Ungil fPortfolio error Nov 4, 2008 Carlos Ungil fPortfolio error Nov 4, 2008

Cedrick Johnson

Last active: Nov 25, 2008
4 msgs
Cedrick Johnson IB API error Nov 17, 2008 Cedrick Johnson IB API error Nov 18, 2008 Cedrick Johnson 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

Chiquoine, Ben

Last active: Nov 25, 2008
1 msg
Chiquoine, Ben plots on multiple graphics windows? Nov 25, 2008

Christian Prinoth

Last active: Nov 27, 2008
1 msg
Christian Prinoth segments could not draw line in log plot Nov 27, 2008

Dan Rie

Last active: Nov 19, 2008
1 msg
Dan Rie Automatic Stock Market - Minority Game Nov 19, 2008

Debashis Dutta

Last active: Nov 5, 2008
1 msg
Debashis Dutta transition matrices and "robustness" Nov 5, 2008

Dirk Eddelbuettel

Last active: Nov 11, 2008
1 msg
Dirk Eddelbuettel Multi CPUs PC Nov 11, 2008

Eric Zivot

Last active: Nov 27, 2008
1 msg
Eric Zivot Shaded regions as an indicator in quantmod Nov 27, 2008

Gabor Grothendieck

Last active: Nov 30, 2008
6 msgs
Gabor Grothendieck Problems extracting xts data in my own time zone Nov 7, 2008 Gabor Grothendieck How to read minutes data from csv files with getSymbol in quantmod? Nov 24, 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 Gabor Grothendieck how to extract the last day of the month in a last of dates? Nov 30, 2008 Gabor Grothendieck xts assignment via yearmon or string-based indexing Nov 30, 2008

Hebbertt Soares

Last active: Nov 12, 2008
3 msgs
Hebbertt Soares fPortfolio error Nov 4, 2008 Hebbertt Soares fPortfolio error Nov 4, 2008 Hebbertt Soares Joint estimation of APT in R Nov 12, 2008

Hsiao-nan Cheung

Last active: Nov 19, 2008
1 msg
Hsiao-nan Cheung A Problem while Calculating Newey-West HAC Nov 19, 2008

Hugh Whelan

Last active: Nov 25, 2008
1 msg
Hugh Whelan fPortfolio target risk optimization? Nov 25, 2008

I. Ozkan

Last active: Nov 2, 2008
1 msg
I. Ozkan Pattern Recognition / Classification in R for Financial Time Series Nov 2, 2008

Im, Haekyung

Last active: Nov 26, 2008
1 msg
Im, Haekyung garchFit with fSeries Nov 26, 2008

J Konnonen

Last active: Nov 25, 2008
1 msg
J Konnonen returns/timeSeries error message Nov 25, 2008

Jae Kim

Last active: Nov 26, 2008
1 msg
Jae Kim garchFit with fSeries Nov 26, 2008

Jeff Ryan

Last active: Nov 30, 2008
19 msgs
Jeff Ryan quantmod: dailyReturn on a list of variables Nov 5, 2008 Jeff Ryan Problems extracting xts data in my own time zone Nov 7, 2008 Jeff Ryan Problems extracting xts data in my own time zone Nov 11, 2008 Jeff Ryan Generic versus calendar futures in trading models Nov 12, 2008 Jeff Ryan layout options of barChart in quantmod Nov 13, 2008 Jeff Ryan Missing tick mark labels from barChart / quantmod - plot.xts missing Nov 16, 2008 Jeff Ryan Using quantmod chartSeries for FRED data Nov 16, 2008 Jeff Ryan Yahoo data Nov 17, 2008 Jeff Ryan IB API error Nov 17, 2008 Jeff Ryan Gaps in time for yahoo historical quotes? Nov 17, 2008 Jeff Ryan IB API error Nov 18, 2008 Jeff Ryan How to read minutes data from csv files with getSymbol in quantmod? Nov 24, 2008 Jeff Ryan Adding data providers to quantmod Nov 27, 2008 Jeff Ryan Shaded regions as an indicator in quantmod Nov 27, 2008 Jeff Ryan Shaded regions as an indicator in quantmod Nov 28, 2008 Jeff Ryan how to extract the last day of the month in a last of dates? Nov 30, 2008 Jeff Ryan xts assignment via yearmon or string-based indexing Nov 30, 2008 Jeff Ryan how to extract the last day of the month in a last of dates? Nov 30, 2008 Jeff Ryan Shaded regions as an indicator in quantmod Nov 30, 2008

Jorge Nieves

Last active: Nov 12, 2008
2 msgs
Jorge Nieves Multi CPUs PC Nov 11, 2008 Jorge Nieves Generic versus calendar futures in trading models Nov 12, 2008

Joshua Ulrich

Last active: Nov 24, 2008
3 msgs
Joshua Ulrich Using quantmod chartSeries for FRED data Nov 15, 2008 Joshua Ulrich Gaps in time for yahoo historical quotes? Nov 17, 2008 Joshua Ulrich Converting Data From DB (MSSQL) for use in quantmod Nov 24, 2008

Krishna Kumar

Last active: Nov 17, 2008
1 msg
Krishna Kumar Computational Finance with R- Columbia University - December 4th Nov 17, 2008

Manuel Serna

Last active: Nov 18, 2008
1 msg
Manuel Serna Johansen Procedure for VAR question Nov 18, 2008

Marc Delvaux

Last active: Nov 17, 2008
3 msgs
Marc Delvaux Gaps in time for yahoo historical quotes? Nov 17, 2008 Marc Delvaux Gaps in time for yahoo historical quotes? Nov 17, 2008 Marc Delvaux How to clean errors in yahoo historical quotes? Nov 17, 2008

Mark Leeds

Last active: Nov 12, 2008
3 msgs
Mark Leeds please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications Nov 9, 2008 Mark Leeds Generic versus calendar futures in trading models Nov 12, 2008 Mark Leeds Generic versus calendar futures in trading models Nov 12, 2008

Mark Van De Vyver

Last active: Nov 11, 2008
1 msg
Mark Van De Vyver Problems extracting xts data in my own time zone Nov 11, 2008

Matthieu Stigler

Last active: Nov 18, 2008
1 msg
Matthieu Stigler Johansen Procedure for VAR question Nov 18, 2008

Michael

Last active: Nov 13, 2008
3 msgs
Michael 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 Michael correlation between two asynchronous time series? Nov 13, 2008

Michael Sankowski

Last active: Nov 19, 2008
3 msgs
Michael Sankowski Automatic Stock Market - Minority Game Nov 14, 2008 Michael Sankowski Automatic Stock Market - Minority Game Nov 19, 2008 Michael Sankowski Automatic Stock Market - Minority Game Nov 19, 2008

Michael Zak

Last active: Nov 26, 2008
1 msg
Michael Zak How to optimize a trading singal generator (for-loop)? Nov 26, 2008

Migle Purzelyte

Last active: Nov 3, 2008
1 msg
Migle Purzelyte panel data & maximum likelihood function Nov 3, 2008

Nicolas Mougeot

Last active: Nov 14, 2008
1 msg
Nicolas Mougeot Correlation between two asynchronous time series? Nov 14, 2008

Norm Josephy

Last active: Nov 8, 2008
1 msg
Norm Josephy FinTS requires zoo to export as.Date.numeric Nov 8, 2008

Patrick Burns

Last active: Nov 15, 2008
2 msgs
Patrick Burns Correlation between two asynchronous time series? Nov 14, 2008 Patrick Burns Correlation between two asynchronous time series? Nov 15, 2008

Paulo Grahl

Last active: Nov 15, 2008
1 msg
Paulo Grahl Using quantmod chartSeries for FRED data Nov 15, 2008

Peter Carl

Last active: Nov 18, 2008
1 msg
Peter Carl Automatic Stock Market - Minority Game Nov 18, 2008

Ravi S. Shankar

Last active: Nov 28, 2008
1 msg
Ravi S. Shankar Help with Dummy Regression Nov 28, 2008

Reinaldo Marques

Last active: Nov 6, 2008
1 msg
Reinaldo Marques Group for Actuarial Research Nov 6, 2008

Robert Sams

Last active: Nov 12, 2008
1 msg
Robert Sams Generic versus calendar futures in trading models Nov 12, 2008

Rory.WINSTON at rbs.com

Last active: Nov 27, 2008
1 msg
Rory.WINSTON at rbs.com IRR - Calculation in R Nov 27, 2008

Ryan Sheftel

Last active: Nov 12, 2008
2 msgs
Ryan Sheftel Generic versus calendar futures in trading models Nov 12, 2008 Ryan Sheftel Generic versus calendar futures in trading models Nov 12, 2008

Sandrine LUNVEN

Last active: Nov 3, 2008
1 msg
Sandrine LUNVEN Kalman filter Nov 3, 2008

Sean O'Riordain

Last active: Nov 5, 2008
2 msgs
Sean O'Riordain transition matrices and "robustness" Nov 5, 2008 Sean O'Riordain transition matrices and "robustness" Nov 5, 2008

Simon Otziger

Last active: Nov 24, 2008
1 msg
Simon Otziger How to read minutes data from csv files with getSymbol in quantmod? Nov 24, 2008

Spencer Graves

Last active: Nov 8, 2008
1 msg
Spencer Graves please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications Nov 8, 2008

Stefan Janse van Rensburg

Last active: Nov 12, 2008
1 msg
Stefan Janse van Rensburg Multi CPUs PC Nov 12, 2008

Thomas Etheber

Last active: Nov 27, 2008
2 msgs
Thomas Etheber fPortfolio target risk optimization? Nov 24, 2008 Thomas Etheber IRR - Calculation in R Nov 27, 2008

Uri Shimron

Last active: Nov 13, 2008
1 msg
Uri Shimron Generic versus calendar futures in tradingmodels Nov 13, 2008

Wind

Last active: Nov 27, 2008
8 msgs
Wind layout options of barChart in quantmod Nov 13, 2008 Wind Reply: layout options of barChart in quantmod Nov 13, 2008 Wind Missing tick mark labels from barChart / quantmod Nov 14, 2008 Wind Missing tick mark labels from barChart / quantmod - plot.xts missing Nov 16, 2008 Wind 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 Wind segments could not draw line in log plot Nov 27, 2008 Wind segments could not draw line in log plot Nov 27, 2008

Xiaochen Sun

Last active: Nov 14, 2008
1 msg
Xiaochen Sun correlation between two asynchronous time series? Nov 14, 2008

Yohan Chalabi

Last active: Nov 26, 2008
3 msgs
Yohan Chalabi fPortfolio error Nov 19, 2008 Yohan Chalabi returns/timeSeries error message Nov 25, 2008 Yohan Chalabi garchFit with fSeries Nov 26, 2008

arun n

Last active: Nov 27, 2008
1 msg
arun n Reg: tapply() for TWAP calculations Nov 27, 2008

davidr at rhotrading.com

Last active: Nov 12, 2008
1 msg
davidr at rhotrading.com Generic versus calendar futures in tradingmodels Nov 12, 2008

julien cuisinier

Last active: Nov 5, 2008
1 msg
julien cuisinier Initialization issue R under Mac OS X - .Rprofile Nov 5, 2008

mats pistol

Last active: Nov 17, 2008
1 msg
mats pistol Yahoo data Nov 17, 2008

murali.menon at fortisinvestments.com

Last active: Nov 24, 2008
1 msg
murali.menon at fortisinvestments.com half-hourly staggered data into daily Nov 24, 2008

patzoul

Last active: Nov 30, 2008
8 msgs
patzoul quantmod: dailyReturn on a list of variables Nov 5, 2008 patzoul error with maxreturnPortfolio Nov 9, 2008 patzoul efficientPortfolio, setTargetRisk, setTargetReturn Nov 10, 2008 patzoul error in maxreturnPortfolio Nov 16, 2008 patzoul fPortfolio target risk optimization? Nov 25, 2008 patzoul plots on multiple graphics windows? Nov 25, 2008 patzoul fPortfolio target risk optimization? Nov 27, 2008 patzoul how to extract the last day of the month in a last of dates? Nov 30, 2008

roger at bergande.ch

Last active: Nov 11, 2008
1 msg
roger at bergande.ch Multi CPUs PC Nov 11, 2008

stefano iacus

Last active: Nov 2, 2008
1 msg
stefano iacus Pattern Recognition / Classification in R for Financial Time Series Nov 2, 2008