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R-SIG-Finance December 2008

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[PKG-UPDATE] New xts version 0.6-2
2 msgs
Jeff Ryan New xts version 0.6-2 Dec 31, 2008
Cedrick Johnson New xts version 0.6-2 Dec 31, 2008
Optimization Question
8 msgs
ian.mcdonald at malbecpartners.com Optimization Question Dec 30, 2008
GHSohn@gmail.com Optimization Question Dec 30, 2008
Patrick Burns Optimization Question Dec 30, 2008
Hyun-U Sohn Optimization Question Dec 30, 2008
Guy Yollin Optimization Question Dec 30, 2008
Brian G. Peterson Optimization Question Dec 31, 2008
ian.mcdonald at malbecpartners.com Optimization Question Dec 31, 2008
Greg James Optimization Question Dec 31, 2008
Optimization Question
2 msgs
ian.mcdonald at malbecpartners.com Optimization Question Dec 30, 2008
Patrick Burns Optimization Question Dec 31, 2008
Newbie question on getSymbols() in quantmod
3 msgs
L.-Y. Hin Newbie question on getSymbols() in quantmod Dec 30, 2008
Brian Lee Yung Rowe Newbie question on getSymbols() in quantmod Dec 30, 2008
Jeff Ryan Newbie question on getSymbols() in quantmod Dec 30, 2008
converting to timeSeries
1 msg
patzoul converting to timeSeries Dec 30, 2008
Newbie question on risk free Interest Rate
4 msgs
Christofer Bogaso Newbie question on risk free Interest Rate Dec 29, 2008
Mahesh Krishnan Newbie question on risk free Interest Rate Dec 29, 2008
Micha Keijzers Newbie question on risk free Interest Rate Dec 30, 2008
Mahesh Krishnan Newbie question on risk free Interest Rate Dec 30, 2008
constrained OLS regression
3 msgs
Bastian Offermann constrained OLS regression Dec 29, 2008
Gabor Grothendieck constrained OLS regression Dec 29, 2008
Frederick Novomestky constrained OLS regression Dec 30, 2008
Problem using stl() on data from quantmod
1 msg
Wind Problem using stl() on data from quantmod Dec 29, 2008
Newbie question on risk free Interest Rate
1 msg
Rory Winston Newbie question on risk free Interest Rate Dec 29, 2008
Problem using stl() on data from quantmod
2 msgs
Brian G. Peterson Problem using stl() on data from quantmod Dec 29, 2008
Jeff Ryan Problem using stl() on data from quantmod Dec 29, 2008
Problem using stl() on data from quantmod
5 msgs
Wind Problem using stl() on data from quantmod Dec 29, 2008
Gabor Grothendieck Problem using stl() on data from quantmod Dec 29, 2008
Wind Problem using stl() on data from quantmod Dec 29, 2008
Gabor Grothendieck Problem using stl() on data from quantmod Dec 29, 2008
Wind Problem using stl() on data from quantmod Dec 29, 2008
fPortfolio maxreturnPortfolio
1 msg
Bengoechea Bartolomé Enrique (SIES 73) fPortfolio maxreturnPortfolio Dec 29, 2008
Newbie question on risk free Interest Rate
2 msgs
Christofer Bogaso Newbie question on risk free Interest Rate Dec 28, 2008
Mahesh Krishnan Newbie question on risk free Interest Rate Dec 28, 2008
[Fwd: Re: stuck on data]
3 msgs
zubin [Fwd: Re: stuck on data] Dec 25, 2008
Gabor Grothendieck [Fwd: Re: stuck on data] Dec 25, 2008
zubin [Fwd: Re: stuck on data] Dec 25, 2008
stuck on data
4 msgs
zubin stuck on data Dec 24, 2008
Joshua Ulrich stuck on data Dec 24, 2008
Gabor Grothendieck stuck on data Dec 24, 2008
zubin stuck on data Dec 24, 2008
Aegon Job posting - Baltimore, MD
1 msg
Yannis Tzamouranis Aegon Job posting - Baltimore, MD Dec 24, 2008
robust estimators (pkg: MASS)
1 msg
Anil Vijendran robust estimators (pkg: MASS) Dec 23, 2008
format.data.frame
2 msgs
Arnaud Gaboury format.data.frame Dec 22, 2008
Brian G. Peterson format.data.frame Dec 22, 2008
FT30 historical data
1 msg
Liu Zhigang FT30 historical data Dec 21, 2008
Missing tick mark labels from barChart / quantmod - plot.xts missing
1 msg
Wind Missing tick mark labels from barChart / quantmod - plot.xts missing Dec 21, 2008
analytic derivatives for garch
1 msg
Mahesh Krishnan analytic derivatives for garch Dec 21, 2008
Missing tick mark labels from barChart / quantmod - plot.xts missing
3 msgs
Wind Missing tick mark labels from barChart / quantmod - plot.xts missing Dec 20, 2008
Wind Missing tick mark labels from barChart / quantmod - plot.xts missing Dec 21, 2008
Jeff Ryan Missing tick mark labels from barChart / quantmod - plot.xts missing Dec 21, 2008
R/Finance 2009: Applied Finance with R -- Call for Papers
3 msgs
Dirk Eddelbuettel R/Finance 2009: Applied Finance with R -- Call for Papers Dec 19, 2008
julien cuisinier RMySQL issue Dec 21, 2008
Joshua Ulrich RMySQL issue Dec 21, 2008
FT30 historical data
3 msgs
Liu Zhigang FT30 historical data Dec 18, 2008
Brian G. Peterson FT30 historical data Dec 19, 2008
davidr at rhotrading.com FT30 historical data Dec 19, 2008
Slots as @title and @documentation in S-Plus
1 msg
Wind Slots as @title and @documentation in S-Plus Dec 19, 2008
Reply: Slots as @title and @documentation in S-Plus
1 msg
Wind Reply: Slots as @title and @documentation in S-Plus Dec 19, 2008
Reply: Slots as @title and @documentation in S-Plus
1 msg
Wind Reply: Slots as @title and @documentation in S-Plus Dec 19, 2008
Slots as @title and @documentation in S-Plus
1 msg
Robert Sams Slots as @title and @documentation in S-Plus Dec 19, 2008
Slots as @title and @documentation in S-Plus
3 msgs
Wind Slots as @title and @documentation in S-Plus Dec 18, 2008
Martin Becker Slots as @title and @documentation in S-Plus Dec 19, 2008
Brian G. Peterson Slots as @title and @documentation in S-Plus Dec 19, 2008
the list might be interested in this new project
1 msg
Bradford Cross the list might be interested in this new project Dec 18, 2008
R Code for validation of credit rating model
6 msgs
Debashis Dutta R Code for validation of credit rating model Dec 16, 2008
Brian G. Peterson R Code for validation of credit rating model Dec 16, 2008
Debashis Dutta R Code for validation of credit rating model Dec 17, 2008
sprohl at na.uni-tuebingen.de R Code for writing table from XTS with time format Dec 18, 2008
Jeff Ryan R Code for writing table from XTS with time format Dec 18, 2008
sprohl at na.uni-tuebingen.de R Code for writing table from XTS with time format Dec 18, 2008
<no subject>
2 msgs
glenn roberts <no subject> Dec 17, 2008
Adrian Dragulescu <no subject> Dec 17, 2008
plotting with package vars
4 msgs
Ivan Sutoris plotting with package vars Dec 14, 2008
Matthieu Stigler plotting with package vars Dec 14, 2008
Dr. Bernhard Pfaff plotting with package vars Dec 14, 2008
Ivan Sutoris plotting with package vars Dec 15, 2008
<no subject>
2 msgs
glenn roberts <no subject> Dec 14, 2008
Brian G. Peterson <no subject> -> parameterizing a call to nls() Dec 15, 2008
Any R code for return-on-investment calculaions?
1 msg
meredith.y.briggs at gsk.com Any R code for return-on-investment calculaions? Dec 14, 2008
quantmod: addTA is broken?
6 msgs
Michael Zak quantmod: addTA is broken? Dec 14, 2008
Gabor Grothendieck quantmod: addTA is broken? Dec 14, 2008
Michael Zak quantmod: addTA is broken? Dec 14, 2008
Brian Lee Yung Rowe quantmod: addTA is broken? Dec 14, 2008
Michael Zak quantmod: addTA is broken? Dec 14, 2008
Jeff Ryan quantmod: addTA is broken? Dec 14, 2008
rollapply and resulting index
3 msgs
Brian Lee Yung Rowe rollapply and resulting index Dec 13, 2008
Jeff Ryan rollapply and resulting index Dec 13, 2008
Brian Lee Yung Rowe rollapply and resulting index Dec 14, 2008
chartSeries() and addTA() from within an S4 method
2 msgs
Lorenzo Bertolini chartSeries() and addTA() from within an S4 method Dec 12, 2008
Jeff Ryan chartSeries() and addTA() from within an S4 method Dec 12, 2008
Anyone interested in random matrix theory?
2 msgs
Aaron Katz Anyone interested in random matrix theory? Dec 10, 2008
Brian Lee Yung Rowe Anyone interested in random matrix theory? Dec 11, 2008
fPortfolio
1 msg
Brian G. Peterson fPortfolio Dec 10, 2008
fPortfolio
1 msg
Bastian Offermann fPortfolio Dec 10, 2008
plot.xts: Error in parse.format(format[1]) : unrecognized format %b %d%n%H:%M:%S
5 msgs
davidr at rhotrading.com plot.xts: Error in parse.format(format[1]) : unrecognized format %b %d%n%H:%M:%S Dec 10, 2008
Gabor Grothendieck plot.xts: Error in parse.format(format[1]) : unrecognized format %b %d%n%H:%M:%S Dec 10, 2008
Jeff Ryan plot.xts: Error in parse.format(format[1]) : unrecognized format %b %d%n%H:%M:%S Dec 10, 2008
Jeff Ryan plot.xts: Error in parse.format(format[1]) : unrecognized format %b %d%n%H:%M:%S Dec 10, 2008
davidr at rhotrading.com plot.xts: Error in parse.format(format[1]) : unrecognized format %b %d%n%H:%M:%S Dec 10, 2008
fPortfolio problem
1 msg
Bastian Offermann fPortfolio problem Dec 10, 2008
Anyone interested in random matrix theory?
2 msgs
Brian Lee Yung Rowe Anyone interested in random matrix theory? Dec 9, 2008
Lezmi Edmond Anyone interested in random matrix theory? Dec 10, 2008
performance evaluation and sharpe ratio
2 msgs
david.jessop at ubs.com performance evaluation and sharpe ratio Dec 10, 2008
Bastian Offermann performance evaluation and sharpe ratio Dec 10, 2008
quantmod newTA passes a matrix?
7 msgs
Brian Lee Yung Rowe quantmod newTA passes a matrix? Dec 6, 2008
Dirk Eddelbuettel quantmod newTA passes a matrix? Dec 6, 2008
Jeff Ryan quantmod newTA passes a matrix? Dec 6, 2008
Brian Lee Yung Rowe quantmod newTA passes a matrix? Dec 9, 2008
Brian Lee Yung Rowe quantmod newTA passes a matrix? Dec 9, 2008
Jeff Ryan quantmod newTA passes a matrix? Dec 9, 2008
Brian Lee Yung Rowe quantmod newTA passes a matrix? Dec 9, 2008
performance evaluation and sharpe ratio
2 msgs
Bastian Offermann performance evaluation and sharpe ratio Dec 9, 2008
Adams, Zeno performance evaluation and sharpe ratio Dec 9, 2008
i'd like post
1 msg
matteo zucchini i'd like post Dec 9, 2008
quantmod newTA passes a matrix?
1 msg
Brian G. Peterson quantmod newTA passes a matrix? Dec 6, 2008
quantmod newTA passes a matrix?
1 msg
Brian Lee Yung Rowe quantmod newTA passes a matrix? Dec 5, 2008
Garch-in-mean estimation
1 msg
Eric Zivot Garch-in-mean estimation Dec 5, 2008
periodogram
3 msgs
babel at centrum.sk periodogram Dec 5, 2008
Brian G. Peterson periodogram Dec 5, 2008
Matthieu Stigler periodogram Dec 5, 2008
(no subject)
3 msgs
Jeff Ryan (no subject) Dec 5, 2008
Dirk Eddelbuettel (no subject) Dec 5, 2008
sprohl at na.uni-tuebingen.de (no subject) Dec 5, 2008
data handling with timeSeries
9 msgs
J Konnonen data handling with timeSeries Dec 3, 2008
Jeff Ryan data handling with timeSeries Dec 3, 2008
Gabor Grothendieck data handling with timeSeries Dec 3, 2008
Yohan Chalabi data handling with timeSeries Dec 3, 2008
sprohl at na.uni-tuebingen.de (no subject) Dec 5, 2008
Brian G. Peterson (no subject) Dec 5, 2008
sprohl at na.uni-tuebingen.de (no subject) Dec 5, 2008
Joshua Ulrich (no subject) Dec 5, 2008
sprohl at na.uni-tuebingen.de (no subject) Dec 5, 2008
IRR - Calculation in R
1 msg
Alberto Santini IRR - Calculation in R Dec 5, 2008
Any suitable backtest functions?
3 msgs
Wind Any suitable backtest functions? Dec 2, 2008
Brian G. Peterson Any suitable backtest functions? Dec 2, 2008
Wind Any suitable backtest functions? Dec 3, 2008
How to get individual object from S4-class
2 msgs
R@Nabble How to get individual object from S4-class Dec 3, 2008
R@Nabble How to get individual object from S4-class Dec 3, 2008
Bug in fArma: does not accept variables as input
1 msg
Stefan Grosse Bug in fArma: does not accept variables as input Dec 3, 2008
Any suitable backtest functions?
1 msg
Wind Any suitable backtest functions? Dec 3, 2008
Constrained OLS
1 msg
Pieter Plaizier Constrained OLS Dec 2, 2008
Predict Arima with newxreg
1 msg
Rudolf Farys Predict Arima with newxreg Dec 2, 2008
Any suitable backtest functions?
2 msgs
Wind Any suitable backtest functions? Dec 2, 2008
Gabor Grothendieck Any suitable backtest functions? Dec 2, 2008
IBrokers
1 msg
Arno gaboury IBrokers Dec 2, 2008
Concatenating time series objects?
5 msgs
Marc Delvaux Concatenating time series objects? Dec 1, 2008
Jeff Ryan Concatenating time series objects? Dec 1, 2008
Marc Delvaux Concatenating time series objects? Dec 1, 2008
Jeff Ryan Concatenating time series objects? Dec 1, 2008
Gabor Grothendieck Concatenating time series objects? Dec 2, 2008
xts assignment via yearmon or string-based indexing
2 msgs
Brian Lee Yung Rowe xts assignment via yearmon or string-based indexing Dec 1, 2008
Jeff Ryan xts assignment via yearmon or string-based indexing Dec 1, 2008
IBrokers
2 msgs
Arno gaboury IBrokers Dec 1, 2008
R P Herrold IBrokers Dec 1, 2008
IBrokers
3 msgs
Arno gaboury IBrokers Dec 1, 2008
Jeff Ryan IBrokers Dec 1, 2008
Jeff Ryan IBrokers Dec 1, 2008
question about impulse -response functions
2 msgs
Manuel Serna question about impulse -response functions Dec 1, 2008
Pfaff, Bernhard Dr. question about impulse -response functions Dec 1, 2008
question about impulse response function in VARS package
1 msg
Manuel Serna question about impulse response function in VARS package Dec 1, 2008
historical simulation with EWMA fitting
1 msg
J Konnonen historical simulation with EWMA fitting Dec 1, 2008