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R-SIG-Finance December 2008

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Aaron Katz

Last active: Dec 10, 2008
1 msg
Aaron Katz Anyone interested in random matrix theory? Dec 10, 2008

Adams, Zeno

Last active: Dec 9, 2008
1 msg
Adams, Zeno performance evaluation and sharpe ratio Dec 9, 2008

Adrian Dragulescu

Last active: Dec 17, 2008
1 msg
Adrian Dragulescu <no subject> Dec 17, 2008

Alberto Santini

Last active: Dec 5, 2008
1 msg
Alberto Santini IRR - Calculation in R Dec 5, 2008

Anil Vijendran

Last active: Dec 23, 2008
1 msg
Anil Vijendran robust estimators (pkg: MASS) Dec 23, 2008

Arnaud Gaboury

Last active: Dec 22, 2008
1 msg
Arnaud Gaboury format.data.frame Dec 22, 2008

Arno gaboury

Last active: Dec 2, 2008
3 msgs
Arno gaboury IBrokers Dec 1, 2008 Arno gaboury IBrokers Dec 1, 2008 Arno gaboury IBrokers Dec 2, 2008

Bastian Offermann

Last active: Dec 29, 2008
5 msgs
Bastian Offermann performance evaluation and sharpe ratio Dec 9, 2008 Bastian Offermann performance evaluation and sharpe ratio Dec 10, 2008 Bastian Offermann fPortfolio problem Dec 10, 2008 Bastian Offermann fPortfolio Dec 10, 2008 Bastian Offermann constrained OLS regression Dec 29, 2008

Bengoechea Bartolomé Enrique (SIES 73)

Last active: Dec 29, 2008
1 msg
Bengoechea Bartolomé Enrique (SIES 73) fPortfolio maxreturnPortfolio Dec 29, 2008

Bradford Cross

Last active: Dec 18, 2008
1 msg
Bradford Cross the list might be interested in this new project Dec 18, 2008

Brian G. Peterson

Last active: Dec 31, 2008
12 msgs
Brian G. Peterson Any suitable backtest functions? Dec 2, 2008 Brian G. Peterson (no subject) Dec 5, 2008 Brian G. Peterson periodogram Dec 5, 2008 Brian G. Peterson quantmod newTA passes a matrix? Dec 6, 2008 Brian G. Peterson fPortfolio Dec 10, 2008 Brian G. Peterson <no subject> -> parameterizing a call to nls() Dec 15, 2008 Brian G. Peterson R Code for validation of credit rating model Dec 16, 2008 Brian G. Peterson Slots as @title and @documentation in S-Plus Dec 19, 2008 Brian G. Peterson FT30 historical data Dec 19, 2008 Brian G. Peterson format.data.frame Dec 22, 2008 Brian G. Peterson Problem using stl() on data from quantmod Dec 29, 2008 Brian G. Peterson Optimization Question Dec 31, 2008

Brian Lee Yung Rowe

Last active: Dec 30, 2008
12 msgs
Brian Lee Yung Rowe xts assignment via yearmon or string-based indexing Dec 1, 2008 Brian Lee Yung Rowe quantmod newTA passes a matrix? Dec 5, 2008 Brian Lee Yung Rowe 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 Brian Lee Yung Rowe Anyone interested in random matrix theory? Dec 9, 2008 Brian Lee Yung Rowe quantmod newTA passes a matrix? Dec 9, 2008 Brian Lee Yung Rowe Anyone interested in random matrix theory? Dec 11, 2008 Brian Lee Yung Rowe rollapply and resulting index Dec 13, 2008 Brian Lee Yung Rowe rollapply and resulting index Dec 14, 2008 Brian Lee Yung Rowe quantmod: addTA is broken? Dec 14, 2008 Brian Lee Yung Rowe Newbie question on getSymbols() in quantmod Dec 30, 2008

Cedrick Johnson

Last active: Dec 31, 2008
1 msg
Cedrick Johnson New xts version 0.6-2 Dec 31, 2008

Christofer Bogaso

Last active: Dec 29, 2008
2 msgs
Christofer Bogaso Newbie question on risk free Interest Rate Dec 28, 2008 Christofer Bogaso Newbie question on risk free Interest Rate Dec 29, 2008

Debashis Dutta

Last active: Dec 17, 2008
2 msgs
Debashis Dutta R Code for validation of credit rating model Dec 16, 2008 Debashis Dutta R Code for validation of credit rating model Dec 17, 2008

Dirk Eddelbuettel

Last active: Dec 19, 2008
3 msgs
Dirk Eddelbuettel (no subject) Dec 5, 2008 Dirk Eddelbuettel quantmod newTA passes a matrix? Dec 6, 2008 Dirk Eddelbuettel R/Finance 2009: Applied Finance with R -- Call for Papers Dec 19, 2008

Dr. Bernhard Pfaff

Last active: Dec 14, 2008
1 msg
Dr. Bernhard Pfaff plotting with package vars Dec 14, 2008

Eric Zivot

Last active: Dec 5, 2008
1 msg
Eric Zivot Garch-in-mean estimation Dec 5, 2008

Frederick Novomestky

Last active: Dec 30, 2008
1 msg
Frederick Novomestky constrained OLS regression Dec 30, 2008

GHSohn@gmail.com

Last active: Dec 30, 2008
1 msg
GHSohn@gmail.com Optimization Question Dec 30, 2008

Gabor Grothendieck

Last active: Dec 29, 2008
10 msgs
Gabor Grothendieck Concatenating time series objects? Dec 2, 2008 Gabor Grothendieck Any suitable backtest functions? Dec 2, 2008 Gabor Grothendieck data handling with timeSeries Dec 3, 2008 Gabor Grothendieck plot.xts: Error in parse.format(format[1]) : unrecognized format %b %d%n%H:%M:%S Dec 10, 2008 Gabor Grothendieck quantmod: addTA is broken? Dec 14, 2008 Gabor Grothendieck stuck on data Dec 24, 2008 Gabor Grothendieck [Fwd: Re: stuck on data] Dec 25, 2008 Gabor Grothendieck Problem using stl() on data from quantmod Dec 29, 2008 Gabor Grothendieck Problem using stl() on data from quantmod Dec 29, 2008 Gabor Grothendieck constrained OLS regression Dec 29, 2008

Greg James

Last active: Dec 31, 2008
1 msg
Greg James Optimization Question Dec 31, 2008

Guy Yollin

Last active: Dec 30, 2008
1 msg
Guy Yollin Optimization Question Dec 30, 2008

Hyun-U Sohn

Last active: Dec 30, 2008
1 msg
Hyun-U Sohn Optimization Question Dec 30, 2008

Ivan Sutoris

Last active: Dec 15, 2008
2 msgs
Ivan Sutoris plotting with package vars Dec 14, 2008 Ivan Sutoris plotting with package vars Dec 15, 2008

J Konnonen

Last active: Dec 3, 2008
2 msgs
J Konnonen historical simulation with EWMA fitting Dec 1, 2008 J Konnonen data handling with timeSeries Dec 3, 2008

Jeff Ryan

Last active: Dec 31, 2008
19 msgs
Jeff Ryan IBrokers Dec 1, 2008 Jeff Ryan IBrokers Dec 1, 2008 Jeff Ryan xts assignment via yearmon or string-based indexing Dec 1, 2008 Jeff Ryan Concatenating time series objects? Dec 1, 2008 Jeff Ryan Concatenating time series objects? Dec 1, 2008 Jeff Ryan data handling with timeSeries Dec 3, 2008 Jeff Ryan (no subject) Dec 5, 2008 Jeff Ryan quantmod newTA passes a matrix? Dec 6, 2008 Jeff Ryan quantmod newTA passes a matrix? Dec 9, 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 Jeff Ryan chartSeries() and addTA() from within an S4 method Dec 12, 2008 Jeff Ryan rollapply and resulting index Dec 13, 2008 Jeff Ryan quantmod: addTA is broken? Dec 14, 2008 Jeff Ryan R Code for writing table from XTS with time format Dec 18, 2008 Jeff Ryan Missing tick mark labels from barChart / quantmod - plot.xts missing Dec 21, 2008 Jeff Ryan Problem using stl() on data from quantmod Dec 29, 2008 Jeff Ryan Newbie question on getSymbols() in quantmod Dec 30, 2008 Jeff Ryan New xts version 0.6-2 Dec 31, 2008

Joshua Ulrich

Last active: Dec 24, 2008
3 msgs
Joshua Ulrich (no subject) Dec 5, 2008 Joshua Ulrich RMySQL issue Dec 21, 2008 Joshua Ulrich stuck on data Dec 24, 2008

L.-Y. Hin

Last active: Dec 30, 2008
1 msg
L.-Y. Hin Newbie question on getSymbols() in quantmod Dec 30, 2008

Lezmi Edmond

Last active: Dec 10, 2008
1 msg
Lezmi Edmond Anyone interested in random matrix theory? Dec 10, 2008

Liu Zhigang

Last active: Dec 21, 2008
2 msgs
Liu Zhigang FT30 historical data Dec 18, 2008 Liu Zhigang FT30 historical data Dec 21, 2008

Lorenzo Bertolini

Last active: Dec 12, 2008
1 msg
Lorenzo Bertolini chartSeries() and addTA() from within an S4 method Dec 12, 2008

Mahesh Krishnan

Last active: Dec 30, 2008
4 msgs
Mahesh Krishnan analytic derivatives for garch Dec 21, 2008 Mahesh Krishnan Newbie question on risk free Interest Rate Dec 28, 2008 Mahesh Krishnan Newbie question on risk free Interest Rate Dec 29, 2008 Mahesh Krishnan Newbie question on risk free Interest Rate Dec 30, 2008

Manuel Serna

Last active: Dec 1, 2008
2 msgs
Manuel Serna question about impulse -response functions Dec 1, 2008 Manuel Serna question about impulse response function in VARS package Dec 1, 2008

Marc Delvaux

Last active: Dec 1, 2008
2 msgs
Marc Delvaux Concatenating time series objects? Dec 1, 2008 Marc Delvaux Concatenating time series objects? Dec 1, 2008

Martin Becker

Last active: Dec 19, 2008
1 msg
Martin Becker Slots as @title and @documentation in S-Plus Dec 19, 2008

Matthieu Stigler

Last active: Dec 14, 2008
2 msgs
Matthieu Stigler periodogram Dec 5, 2008 Matthieu Stigler plotting with package vars Dec 14, 2008

Micha Keijzers

Last active: Dec 30, 2008
1 msg
Micha Keijzers Newbie question on risk free Interest Rate Dec 30, 2008

Michael Zak

Last active: Dec 14, 2008
3 msgs
Michael Zak quantmod: addTA is broken? Dec 14, 2008 Michael Zak quantmod: addTA is broken? Dec 14, 2008 Michael Zak quantmod: addTA is broken? Dec 14, 2008

Patrick Burns

Last active: Dec 31, 2008
2 msgs
Patrick Burns Optimization Question Dec 30, 2008 Patrick Burns Optimization Question Dec 31, 2008

Pfaff, Bernhard Dr.

Last active: Dec 1, 2008
1 msg
Pfaff, Bernhard Dr. question about impulse -response functions Dec 1, 2008

Pieter Plaizier

Last active: Dec 2, 2008
1 msg
Pieter Plaizier Constrained OLS Dec 2, 2008

R P Herrold

Last active: Dec 1, 2008
1 msg
R P Herrold IBrokers Dec 1, 2008

R@Nabble

Last active: Dec 3, 2008
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

Robert Sams

Last active: Dec 19, 2008
1 msg
Robert Sams Slots as @title and @documentation in S-Plus Dec 19, 2008

Rory Winston

Last active: Dec 29, 2008
1 msg
Rory Winston Newbie question on risk free Interest Rate Dec 29, 2008

Rudolf Farys

Last active: Dec 2, 2008
1 msg
Rudolf Farys Predict Arima with newxreg Dec 2, 2008

Stefan Grosse

Last active: Dec 3, 2008
1 msg
Stefan Grosse Bug in fArma: does not accept variables as input Dec 3, 2008

Wind

Last active: Dec 29, 2008
15 msgs
Wind Any suitable backtest functions? Dec 2, 2008 Wind Any suitable backtest functions? Dec 2, 2008 Wind Any suitable backtest functions? Dec 3, 2008 Wind Any suitable backtest functions? Dec 3, 2008 Wind Slots as @title and @documentation in S-Plus Dec 18, 2008 Wind Reply: Slots as @title and @documentation in S-Plus Dec 19, 2008 Wind Reply: Slots as @title and @documentation in S-Plus Dec 19, 2008 Wind Slots as @title and @documentation in S-Plus Dec 19, 2008 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 Wind Missing tick mark labels from barChart / quantmod - plot.xts missing Dec 21, 2008 Wind Problem using stl() on data from quantmod Dec 29, 2008 Wind Problem using stl() on data from quantmod Dec 29, 2008 Wind Problem using stl() on data from quantmod Dec 29, 2008 Wind Problem using stl() on data from quantmod Dec 29, 2008

Yannis Tzamouranis

Last active: Dec 24, 2008
1 msg
Yannis Tzamouranis Aegon Job posting - Baltimore, MD Dec 24, 2008

Yohan Chalabi

Last active: Dec 3, 2008
1 msg
Yohan Chalabi data handling with timeSeries Dec 3, 2008

babel at centrum.sk

Last active: Dec 5, 2008
1 msg
babel at centrum.sk periodogram Dec 5, 2008

david.jessop at ubs.com

Last active: Dec 10, 2008
1 msg
david.jessop at ubs.com performance evaluation and sharpe ratio Dec 10, 2008

davidr at rhotrading.com

Last active: Dec 19, 2008
3 msgs
davidr at rhotrading.com 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 davidr at rhotrading.com FT30 historical data Dec 19, 2008

glenn roberts

Last active: Dec 17, 2008
2 msgs
glenn roberts <no subject> Dec 14, 2008 glenn roberts <no subject> Dec 17, 2008

ian.mcdonald at malbecpartners.com

Last active: Dec 31, 2008
3 msgs
ian.mcdonald at malbecpartners.com Optimization Question Dec 30, 2008 ian.mcdonald at malbecpartners.com Optimization Question Dec 30, 2008 ian.mcdonald at malbecpartners.com Optimization Question Dec 31, 2008

julien cuisinier

Last active: Dec 21, 2008
1 msg
julien cuisinier RMySQL issue Dec 21, 2008

matteo zucchini

Last active: Dec 9, 2008
1 msg
matteo zucchini i'd like post Dec 9, 2008

meredith.y.briggs at gsk.com

Last active: Dec 14, 2008
1 msg
meredith.y.briggs at gsk.com Any R code for return-on-investment calculaions? Dec 14, 2008

patzoul

Last active: Dec 30, 2008
1 msg
patzoul converting to timeSeries Dec 30, 2008

sprohl at na.uni-tuebingen.de

Last active: Dec 18, 2008
6 msgs
sprohl at na.uni-tuebingen.de (no subject) Dec 5, 2008 sprohl at na.uni-tuebingen.de (no subject) Dec 5, 2008 sprohl at na.uni-tuebingen.de (no subject) Dec 5, 2008 sprohl at na.uni-tuebingen.de (no subject) Dec 5, 2008 sprohl at na.uni-tuebingen.de 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

zubin

Last active: Dec 25, 2008
4 msgs
zubin stuck on data Dec 24, 2008 zubin stuck on data Dec 24, 2008 zubin [Fwd: Re: stuck on data] Dec 25, 2008 zubin [Fwd: Re: stuck on data] Dec 25, 2008