R-SIG-Finance January 2009

Thread Subject Author Date

129 messages in 50 threads

|

Function finding optimal lag length in ADL model using AIC?

1 msg Jan 31

Conponent VaR for some option portfolio

7 msgs Jan 30

Megh Dal Conponent VaR for some option portfolio Jan 28, 2009

Guy Yollin Conponent VaR for some option portfolio Jan 29, 2009

davidr at rhotrading.com Conponent VaR for someoption portfolio Jan 29, 2009

Megh Dal Conponent VaR for some option portfolio Jan 30, 2009

davidr at rhotrading.com Conponent VaR for someoption portfolio Jan 30, 2009

Debashis Dutta Conponent VaR for someoption portfolio Jan 30, 2009

Krishna Kumar Conponent VaR forsomeoption portfolio Jan 30, 2009

1 msg Jan 30

Alexios Ghalanos Copula in R Jan 30, 2009

3 msgs Jan 30

Yana Roth Copula in R Jan 30, 2009

Xiaochen Sun Copula in R Jan 30, 2009

Alexios Ghalanos Copula in R Jan 30, 2009

How do I load Rmetrics indicator functions now

3 msgs Jan 28

Theodore Van Rooy How do I load Rmetrics indicator functions now Jan 27, 2009

Jeff Ryan How do I load Rmetrics indicator functions now Jan 27, 2009

Yohan Chalabi How do I load Rmetrics indicator functions now Jan 28, 2009

Plese help me to understand this

4 msgs Jan 27

Christofer Bogaso Plese help me to understand this Jan 27, 2009

davidr at rhotrading.com Plese help me to understand this Jan 27, 2009

Christofer Bogaso Plese help me to understand this Jan 27, 2009

julien cuisinier Plese help me to understand this Jan 27, 2009

3 msgs Jan 27

Mark Leeds VAR process Jan 26, 2009

John C Frain VAR process Jan 27, 2009

Eric Zivot VAR process Jan 27, 2009

Plese help me to understand this

1 msg Jan 27

Christofer Bogaso Plese help me to understand this Jan 27, 2009

2 msgs Jan 26

Ron Michael VAR process Jan 18, 2009

Ron Michael VAR process Jan 26, 2009

Confusing result with AIC and ACF

2 msgs Jan 26

Ron Michael Confusing result with AIC and ACF Jan 20, 2009

Ron Michael Confusing result with AIC and ACF Jan 26, 2009

5 msgs Jan 26

kafkaz xts feature Jan 26, 2009

Jeff Ryan xts feature Jan 26, 2009

Murali.MENON at fortisinvestments.com xts feature Jan 26, 2009

Jeff Ryan xts feature Jan 26, 2009

kafkaz xts feature Jan 26, 2009

how to study the lead and lag relation of two time series? (Washington Santos da Silva)

1 msg Jan 26

Vorlow Constantinos how to study the lead and lag relation of two time series? (Washington Santos da Silva) Jan 26, 2009

how to study the lead and lag relation of two time series?

5 msgs Jan 25

Michael how to study the lead and lag relation of two time series? Jan 21, 2009

Matthieu Stigler how to study the lead and lag relation of two time series? Jan 21, 2009

Charles Ward how to study the lead and lag relation of two time series? Jan 22, 2009

Sylvain Barthelemy how to study the lead and lag relation of two time series? Jan 22, 2009

Washington Santos Silva how to study the lead and lag relation of two time series? Jan 25, 2009

Rquantlib discount curve

2 msgs Jan 24

glenn Rquantlib discount curve Jan 24, 2009

Dirk Eddelbuettel Rquantlib discount curve Jan 24, 2009

ARMA-GARCH (Fixed Parameters)

1 msg Jan 23

Paul Tacon ARMA-GARCH (Fixed Parameters) Jan 23, 2009

Bug in PerformanceAnalytics 0.9.7.1

1 msg Jan 23

Bengoechea Bartolomé Enrique (SIES 73) Bug in PerformanceAnalytics 0.9.7.1 Jan 23, 2009

Any suitable backtest functions?

3 msgs Jan 21

R@Nabble Any suitable backtest functions? Jan 21, 2009

Vijay Vaidyanathan Any suitable backtest functions? Jan 21, 2009

Peter Carl Any suitable backtest functions? Jan 21, 2009

Plotrix Graph - diagonal labels for graph

1 msg Jan 21

quant_PM Plotrix Graph - diagonal labels for graph Jan 21, 2009

Problem with RBloomberg retval argument

1 msg Jan 20

roger at bergande.ch Problem with RBloomberg retval argument Jan 20, 2009

Problem with RBloomberg retval argument

6 msgs Jan 20

Sergey Goriatchev Problem with RBloomberg retval argument Jan 19, 2009

Ana Nelson Problem with RBloomberg retval argument Jan 19, 2009

Dirk Eddelbuettel Problem with RBloomberg retval argument Jan 19, 2009

Michael Sankowski Problem with RBloomberg retval argument Jan 19, 2009

Sergey Goriatchev Problem with RBloomberg retval argument Jan 20, 2009

Ana Nelson Problem with RBloomberg retval argument Jan 20, 2009

quantmod tradeModel function

1 msg Jan 16

John Poirier quantmod tradeModel function Jan 16, 2009

Report production in R?

2 msgs Jan 15

Robert Sams Report production in R? Jan 15, 2009

Liviu Andronic Report production in R? Jan 15, 2009

Report production in R?

4 msgs Jan 15

julien cuisinier Report production in R? Jan 15, 2009

Brian G. Peterson Report production in R? Jan 15, 2009

Ana Nelson Report production in R? Jan 15, 2009

Wayne.W.Jones at shell.com Report production in R? Jan 15, 2009

fPortfolio Inputs as List - Error Msg

4 msgs Jan 15

Bastian Offermann fPortfolio Inputs as List - Error Msg Jan 13, 2009

Bastian Offermann fPortfolio Inputs as List - Error Msg Jan 14, 2009

Brian G. Peterson fPortfolio Inputs as List - Error Msg Jan 14, 2009

Martin Becker fPortfolio Inputs as List - Error Msg Jan 15, 2009

extracting a subTable

4 msgs Jan 14

Jorge Nieves extracting a subTable Jan 14, 2009

Jorge Nieves extracting a subTable Jan 14, 2009

Jeff Ryan extracting a subTable Jan 14, 2009

Carlos J. Gil Bellosta extracting a subTable Jan 14, 2009

findDrawdowns/maxDrawdown clarification, please?

2 msgs Jan 14

Jorge Nieves findDrawdowns/maxDrawdown clarification, please? Jan 14, 2009

Brian G. Peterson findDrawdowns/maxDrawdown clarification, please? Jan 14, 2009

batch processing in R for WINDOWS users

3 msgs Jan 14

Khalid Iqbal batch processing in R for WINDOWS users Jan 13, 2009

Brian G. Peterson batch processing in R for WINDOWS users Jan 14, 2009

Gabor Grothendieck batch processing in R for WINDOWS users Jan 14, 2009

PAW Update: Predictive analytics workshops and more case studies

1 msg Jan 13

Elise Johnson PAW Update: Predictive analytics workshops and more case studies Jan 13, 2009

Testing for cointegration: Johansen vs Dickey-Fuller

8 msgs Jan 13

Brian G. Peterson Testing for cointegration: Johansen vs Dickey-Fuller Jan 9, 2009

Eric Zivot Testing for cointegration: Johansen vsDickey-Fuller Jan 12, 2009

Christofer Bogaso Testing for cointegration: Johansen vsDickey-Fuller Jan 13, 2009

Adams, Zeno Testing for cointegration: JohansenvsDickey-Fuller Jan 13, 2009

Pfaff, Bernhard Dr. Testing for cointegration:JohansenvsDickey-Fuller Jan 13, 2009

Brian G. Peterson Testing for cointegration: Johansen vsDickey-Fuller Jan 13, 2009

Eric Zivot Testing for cointegration: JohansenvsDickey-Fuller Jan 13, 2009

Paul Teetor Testing for cointegration: Johansen vs Dickey-Fuller Jan 13, 2009

Covariance in R - wrong?

3 msgs Jan 12

julien cuisinier Covariance in R - wrong? Jan 12, 2009

Carlos J. Gil Bellosta Covariance in R - wrong? Jan 12, 2009

Sean Carmody Covariance in R - wrong? Jan 12, 2009

Testing for cointegration: Johansen vs Dickey-Fuller

1 msg Jan 11

Mark Leeds Testing for cointegration: Johansen vs Dickey-Fuller Jan 11, 2009

Testing for cointegration: Johansen vs Dickey-Fuller

3 msgs Jan 11

Paul Teetor Testing for cointegration: Johansen vs Dickey-Fuller Jan 9, 2009

Erickson, Ken Testing for cointegration: Johansen vs Dickey-Fuller Jan 9, 2009

Paul Teetor Testing for cointegration: Johansen vs Dickey-Fuller Jan 11, 2009

Testing for cointegration: Johansen vs Dickey-Fuller

6 msgs Jan 11

Jae Kim Testing for cointegration: Johansen vs Dickey-Fuller Jan 9, 2009

Matthieu Stigler Testing for cointegration: Johansen vs Dickey-Fuller Jan 9, 2009

Erickson, Ken Testing for cointegration: Johansen vsDickey-Fuller Jan 10, 2009

Christofer Bogaso Testing for cointegration: Johansen vs Dickey-Fuller Jan 11, 2009

Jae Kim Testing for cointegration: Johansen vs Dickey-Fuller Jan 11, 2009

Christofer Bogaso Testing for cointegration: Johansen vs Dickey-Fuller Jan 11, 2009

A question on Unit root

1 msg Jan 11

Christofer Bogaso A question on Unit root Jan 11, 2009

How to add grid to plot.zoo easily

1 msg Jan 11

Wind How to add grid to plot.zoo easily Jan 11, 2009

How to add grid to plot.zoo easily

2 msgs Jan 11

Wind How to add grid to plot.zoo easily Jan 11, 2009

Gabor Grothendieck How to add grid to plot.zoo easily Jan 11, 2009

How to add grid to plot.zoo easily

2 msgs Jan 11

Wind How to add grid to plot.zoo easily Jan 11, 2009

Gabor Grothendieck How to add grid to plot.zoo easily Jan 11, 2009

How to add grid to plot.zoo easily

3 msgs Jan 11

Wind How to add grid to plot.zoo easily Jan 11, 2009

Wind How to add grid to plot.zoo easily Jan 11, 2009

Gabor Grothendieck How to add grid to plot.zoo easily Jan 11, 2009

fPortfolio - Status - New Functionalities ...

1 msg Jan 11

Diethelm Wuertz fPortfolio - Status - New Functionalities ... Jan 11, 2009

What is the order of Integration of following?

1 msg Jan 10

Ron Michael What is the order of Integration of following? Jan 10, 2009

Economagic data downloads

2 msgs Jan 10

Bill Hutchison Economagic data downloads Jan 9, 2009

Diethelm Wuertz Economagic data downloads Jan 10, 2009

Testing for cointegration: Johansen vs Dickey-Fuller

1 msg Jan 9

Mark Leeds Testing for cointegration: Johansen vs Dickey-Fuller Jan 9, 2009

Testing for cointegration: Johansen vs Dickey-Fuller

1 msg Jan 9

Mark Leeds Testing for cointegration: Johansen vs Dickey-Fuller Jan 9, 2009

Downloading data from Economagic

4 msgs Jan 9

Ron Michael Downloading data from Economagic Jan 9, 2009

Jeff Ryan Downloading data from Economagic Jan 9, 2009

Horace Tso Downloading data from Economagic Jan 9, 2009

Ajay Shah Downloading data from Economagic Jan 9, 2009

2 msgs Jan 9

Judson m getFX problem Jan 9, 2009

Jeff Ryan getFX problem Jan 9, 2009

calculating the high frequency return

2 msgs Jan 8

Mark Leeds calculating the high frequency return Jan 4, 2009

Rob Steele calculating the high frequency return Jan 8, 2009

how do you use get.hist.quote() to obtain dividend

5 msgs Jan 7

Andrew Yee how do you use get.hist.quote() to obtain dividend Jan 4, 2009

Jeff Ryan how do you use get.hist.quote() to obtain dividend Jan 4, 2009

Joshua Ulrich how do you use get.hist.quote() to obtain dividend Jan 4, 2009

elton wang for help: quantmod library: getSymbols("000002.SS") Jan 7, 2009

Jeff Ryan for help: quantmod library: getSymbols("000002.SS") Jan 7, 2009

Trouble using ohlcPlot

5 msgs Jan 7

Neil Beddoe Trouble using ohlcPlot Jan 6, 2009

Michael Zak Trouble using ohlcPlot Jan 6, 2009

Michael Zak Trouble using ohlcPlot Jan 6, 2009

Jeff Ryan Trouble using ohlcPlot Jan 6, 2009

Neil Beddoe Trouble using ohlcPlot Jan 7, 2009

calculating the high frequency return

1 msg Jan 4

Mark Leeds calculating the high frequency return Jan 4, 2009

converting to timeSeries

1 msg Jan 3

Yohan Chalabi converting to timeSeries Jan 3, 2009