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R-SIG-Finance January 2009

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Adams, Zeno

Last active: Jan 13, 2009
1 msg
Adams, Zeno Testing for cointegration: JohansenvsDickey-Fuller Jan 13, 2009

Ajay Shah

Last active: Jan 9, 2009
1 msg
Ajay Shah Downloading data from Economagic Jan 9, 2009

Alexios Ghalanos

Last active: Jan 30, 2009
2 msgs
Alexios Ghalanos Copula in R Jan 30, 2009 Alexios Ghalanos Copula in R Jan 30, 2009

Ana Nelson

Last active: Jan 20, 2009
3 msgs
Ana Nelson Report production in R? Jan 15, 2009 Ana Nelson Problem with RBloomberg retval argument Jan 19, 2009 Ana Nelson Problem with RBloomberg retval argument Jan 20, 2009

Andrew Yee

Last active: Jan 4, 2009
1 msg
Andrew Yee how do you use get.hist.quote() to obtain dividend Jan 4, 2009

Bastian Offermann

Last active: Jan 14, 2009
2 msgs
Bastian Offermann fPortfolio Inputs as List - Error Msg Jan 13, 2009 Bastian Offermann fPortfolio Inputs as List - Error Msg Jan 14, 2009

Bengoechea Bartolomé Enrique (SIES 73)

Last active: Jan 23, 2009
1 msg
Bengoechea Bartolomé Enrique (SIES 73) Bug in PerformanceAnalytics 0.9.7.1 Jan 23, 2009

Bill Hutchison

Last active: Jan 9, 2009
1 msg
Bill Hutchison Economagic data downloads Jan 9, 2009

Brian G. Peterson

Last active: Jan 15, 2009
6 msgs
Brian G. Peterson Testing for cointegration: Johansen vs Dickey-Fuller Jan 9, 2009 Brian G. Peterson Testing for cointegration: Johansen vsDickey-Fuller Jan 13, 2009 Brian G. Peterson batch processing in R for WINDOWS users Jan 14, 2009 Brian G. Peterson findDrawdowns/maxDrawdown clarification, please? Jan 14, 2009 Brian G. Peterson fPortfolio Inputs as List - Error Msg Jan 14, 2009 Brian G. Peterson Report production in R? Jan 15, 2009

Carlos J. Gil Bellosta

Last active: Jan 14, 2009
2 msgs
Carlos J. Gil Bellosta Covariance in R - wrong? Jan 12, 2009 Carlos J. Gil Bellosta extracting a subTable Jan 14, 2009

Charles Ward

Last active: Jan 22, 2009
1 msg
Charles Ward how to study the lead and lag relation of two time series? Jan 22, 2009

Christofer Bogaso

Last active: Jan 27, 2009
7 msgs
Christofer Bogaso A question on Unit root Jan 11, 2009 Christofer Bogaso Testing for cointegration: Johansen vs Dickey-Fuller Jan 11, 2009 Christofer Bogaso Testing for cointegration: Johansen vs Dickey-Fuller Jan 11, 2009 Christofer Bogaso Testing for cointegration: Johansen vsDickey-Fuller Jan 13, 2009 Christofer Bogaso Plese help me to understand this Jan 27, 2009 Christofer Bogaso Plese help me to understand this Jan 27, 2009 Christofer Bogaso Plese help me to understand this Jan 27, 2009

Debashis Dutta

Last active: Jan 30, 2009
1 msg
Debashis Dutta Conponent VaR for someoption portfolio Jan 30, 2009

Diethelm Wuertz

Last active: Jan 11, 2009
2 msgs
Diethelm Wuertz Economagic data downloads Jan 10, 2009 Diethelm Wuertz fPortfolio - Status - New Functionalities ... Jan 11, 2009

Dirk Eddelbuettel

Last active: Jan 24, 2009
2 msgs
Dirk Eddelbuettel Problem with RBloomberg retval argument Jan 19, 2009 Dirk Eddelbuettel Rquantlib discount curve Jan 24, 2009

Elise Johnson

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

Eric Zivot

Last active: Jan 27, 2009
3 msgs
Eric Zivot Testing for cointegration: Johansen vsDickey-Fuller Jan 12, 2009 Eric Zivot Testing for cointegration: JohansenvsDickey-Fuller Jan 13, 2009 Eric Zivot VAR process Jan 27, 2009

Erickson, Ken

Last active: Jan 10, 2009
2 msgs
Erickson, Ken Testing for cointegration: Johansen vs Dickey-Fuller Jan 9, 2009 Erickson, Ken Testing for cointegration: Johansen vsDickey-Fuller Jan 10, 2009

Gabor Grothendieck

Last active: Jan 14, 2009
4 msgs
Gabor Grothendieck How to add grid to plot.zoo easily Jan 11, 2009 Gabor Grothendieck How to add grid to plot.zoo easily Jan 11, 2009 Gabor Grothendieck How to add grid to plot.zoo easily Jan 11, 2009 Gabor Grothendieck batch processing in R for WINDOWS users Jan 14, 2009

Guy Yollin

Last active: Jan 29, 2009
1 msg
Guy Yollin Conponent VaR for some option portfolio Jan 29, 2009

Horace Tso

Last active: Jan 9, 2009
1 msg
Horace Tso Downloading data from Economagic Jan 9, 2009

Jae Kim

Last active: Jan 11, 2009
2 msgs
Jae Kim Testing for cointegration: Johansen vs Dickey-Fuller Jan 9, 2009 Jae Kim Testing for cointegration: Johansen vs Dickey-Fuller Jan 11, 2009

Jeff Ryan

Last active: Jan 27, 2009
9 msgs
Jeff Ryan how do you use get.hist.quote() to obtain dividend Jan 4, 2009 Jeff Ryan Trouble using ohlcPlot Jan 6, 2009 Jeff Ryan for help: quantmod library: getSymbols("000002.SS") Jan 7, 2009 Jeff Ryan getFX problem Jan 9, 2009 Jeff Ryan Downloading data from Economagic Jan 9, 2009 Jeff Ryan extracting a subTable Jan 14, 2009 Jeff Ryan xts feature Jan 26, 2009 Jeff Ryan xts feature Jan 26, 2009 Jeff Ryan How do I load Rmetrics indicator functions now Jan 27, 2009

John C Frain

Last active: Jan 27, 2009
1 msg
John C Frain VAR process Jan 27, 2009

John Poirier

Last active: Jan 16, 2009
1 msg
John Poirier quantmod tradeModel function Jan 16, 2009

Jorge Nieves

Last active: Jan 14, 2009
3 msgs
Jorge Nieves findDrawdowns/maxDrawdown clarification, please? Jan 14, 2009 Jorge Nieves extracting a subTable Jan 14, 2009 Jorge Nieves extracting a subTable Jan 14, 2009

Joshua Ulrich

Last active: Jan 4, 2009
1 msg
Joshua Ulrich how do you use get.hist.quote() to obtain dividend Jan 4, 2009

Judson m

Last active: Jan 9, 2009
1 msg
Judson m getFX problem Jan 9, 2009

Khalid Iqbal

Last active: Jan 13, 2009
1 msg
Khalid Iqbal batch processing in R for WINDOWS users Jan 13, 2009

Krishna Kumar

Last active: Jan 30, 2009
1 msg
Krishna Kumar Conponent VaR forsomeoption portfolio Jan 30, 2009

Liviu Andronic

Last active: Jan 15, 2009
1 msg
Liviu Andronic Report production in R? Jan 15, 2009

Mark Leeds

Last active: Jan 26, 2009
6 msgs
Mark Leeds calculating the high frequency return Jan 4, 2009 Mark Leeds calculating the high frequency return Jan 4, 2009 Mark Leeds Testing for cointegration: Johansen vs Dickey-Fuller Jan 9, 2009 Mark Leeds Testing for cointegration: Johansen vs Dickey-Fuller Jan 9, 2009 Mark Leeds Testing for cointegration: Johansen vs Dickey-Fuller Jan 11, 2009 Mark Leeds VAR process Jan 26, 2009

Martin Becker

Last active: Jan 15, 2009
1 msg
Martin Becker fPortfolio Inputs as List - Error Msg Jan 15, 2009

Matthieu Stigler

Last active: Jan 21, 2009
2 msgs
Matthieu Stigler Testing for cointegration: Johansen vs Dickey-Fuller Jan 9, 2009 Matthieu Stigler how to study the lead and lag relation of two time series? Jan 21, 2009

Megh Dal

Last active: Jan 30, 2009
2 msgs
Megh Dal Conponent VaR for some option portfolio Jan 28, 2009 Megh Dal Conponent VaR for some option portfolio Jan 30, 2009

Michael

Last active: Jan 21, 2009
1 msg
Michael how to study the lead and lag relation of two time series? Jan 21, 2009

Michael Sankowski

Last active: Jan 19, 2009
1 msg
Michael Sankowski Problem with RBloomberg retval argument Jan 19, 2009

Michael Zak

Last active: Jan 6, 2009
2 msgs
Michael Zak Trouble using ohlcPlot Jan 6, 2009 Michael Zak Trouble using ohlcPlot Jan 6, 2009

Murali.MENON at fortisinvestments.com

Last active: Jan 26, 2009
1 msg
Murali.MENON at fortisinvestments.com xts feature Jan 26, 2009

Neil Beddoe

Last active: Jan 7, 2009
2 msgs
Neil Beddoe Trouble using ohlcPlot Jan 6, 2009 Neil Beddoe Trouble using ohlcPlot Jan 7, 2009

Paul Tacon

Last active: Jan 23, 2009
1 msg
Paul Tacon ARMA-GARCH (Fixed Parameters) Jan 23, 2009

Paul Teetor

Last active: Jan 13, 2009
3 msgs
Paul Teetor Testing for cointegration: Johansen vs Dickey-Fuller Jan 9, 2009 Paul Teetor Testing for cointegration: Johansen vs Dickey-Fuller Jan 11, 2009 Paul Teetor Testing for cointegration: Johansen vs Dickey-Fuller Jan 13, 2009

Peter Carl

Last active: Jan 21, 2009
1 msg
Peter Carl Any suitable backtest functions? Jan 21, 2009

Pfaff, Bernhard Dr.

Last active: Jan 13, 2009
1 msg
Pfaff, Bernhard Dr. Testing for cointegration:JohansenvsDickey-Fuller Jan 13, 2009

R@Nabble

Last active: Jan 21, 2009
1 msg
R@Nabble Any suitable backtest functions? Jan 21, 2009

Rob Steele

Last active: Jan 8, 2009
1 msg
Rob Steele calculating the high frequency return Jan 8, 2009

Robert Sams

Last active: Jan 15, 2009
1 msg
Robert Sams Report production in R? Jan 15, 2009

Ron Michael

Last active: Jan 26, 2009
6 msgs
Ron Michael Downloading data from Economagic Jan 9, 2009 Ron Michael What is the order of Integration of following? Jan 10, 2009 Ron Michael VAR process Jan 18, 2009 Ron Michael Confusing result with AIC and ACF Jan 20, 2009 Ron Michael Confusing result with AIC and ACF Jan 26, 2009 Ron Michael VAR process Jan 26, 2009

Sean Carmody

Last active: Jan 12, 2009
1 msg
Sean Carmody Covariance in R - wrong? Jan 12, 2009

Sergey Goriatchev

Last active: Jan 20, 2009
2 msgs
Sergey Goriatchev Problem with RBloomberg retval argument Jan 19, 2009 Sergey Goriatchev Problem with RBloomberg retval argument Jan 20, 2009

Sylvain Barthelemy

Last active: Jan 22, 2009
1 msg
Sylvain Barthelemy how to study the lead and lag relation of two time series? Jan 22, 2009

Theodore Van Rooy

Last active: Jan 27, 2009
1 msg
Theodore Van Rooy How do I load Rmetrics indicator functions now Jan 27, 2009

Vijay Vaidyanathan

Last active: Jan 21, 2009
1 msg
Vijay Vaidyanathan Any suitable backtest functions? Jan 21, 2009

Vorlow Constantinos

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

Washington Santos Silva

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

Wayne.W.Jones at shell.com

Last active: Jan 15, 2009
1 msg
Wayne.W.Jones at shell.com Report production in R? Jan 15, 2009

Wind

Last active: Jan 11, 2009
5 msgs
Wind How to add grid to plot.zoo easily Jan 11, 2009 Wind How to add grid to plot.zoo easily Jan 11, 2009 Wind How to add grid to plot.zoo easily Jan 11, 2009 Wind How to add grid to plot.zoo easily Jan 11, 2009 Wind How to add grid to plot.zoo easily Jan 11, 2009

Xiaochen Sun

Last active: Jan 30, 2009
1 msg
Xiaochen Sun Copula in R Jan 30, 2009

Yana Roth

Last active: Jan 30, 2009
1 msg
Yana Roth Copula in R Jan 30, 2009

Yohan Chalabi

Last active: Jan 28, 2009
2 msgs
Yohan Chalabi converting to timeSeries Jan 3, 2009 Yohan Chalabi How do I load Rmetrics indicator functions now Jan 28, 2009

davidr at rhotrading.com

Last active: Jan 30, 2009
3 msgs
davidr at rhotrading.com Plese help me to understand this Jan 27, 2009 davidr at rhotrading.com Conponent VaR for someoption portfolio Jan 29, 2009 davidr at rhotrading.com Conponent VaR for someoption portfolio Jan 30, 2009

elton wang

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

glenn

Last active: Jan 24, 2009
1 msg
glenn Rquantlib discount curve Jan 24, 2009

julien cuisinier

Last active: Jan 27, 2009
3 msgs
julien cuisinier Covariance in R - wrong? Jan 12, 2009 julien cuisinier Report production in R? Jan 15, 2009 julien cuisinier Plese help me to understand this Jan 27, 2009

kafkaz

Last active: Jan 26, 2009
2 msgs
kafkaz xts feature Jan 26, 2009 kafkaz xts feature Jan 26, 2009

quant_PM

Last active: Jan 21, 2009
1 msg
quant_PM Plotrix Graph - diagonal labels for graph Jan 21, 2009

roger at bergande.ch

Last active: Jan 20, 2009
1 msg
roger at bergande.ch Problem with RBloomberg retval argument Jan 20, 2009