R-SIG-Finance January 2009

A question on Unit root

C

1 msg · Jan 11

C

Christofer Bogaso A question on Unit root Jan 11, 2009

ARMA-GARCH (Fixed Parameters)

P

1 msg · Jan 23

P

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

Any suitable backtest functions?

R

V

P

3 msgs · Jan 21 – Jan 21

R

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

V

Vijay Vaidyanathan Any suitable backtest functions? Jan 21, 2009

P

Peter Carl Any suitable backtest functions? Jan 21, 2009

Bug in PerformanceAnalytics 0.9.7.1

B

1 msg · Jan 23

B

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

Confusing result with AIC and ACF

R

2 msgs · Jan 20 – Jan 26

R

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

R

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

Conponent VaR for some option portfolio

G

M

2 msgs · Jan 29 – Jan 30

G

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

M

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

Conponent VaR for some option portfolio

M

1 msg · Jan 28

M

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

Conponent VaR for someoption portfolio

D

2 msgs · Jan 29 – Jan 30

D

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

D

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

Conponent VaR for someoption portfolio

D

1 msg · Jan 30

D

Debashis Dutta Conponent VaR for someoption portfolio Jan 30, 2009

Conponent VaR forsomeoption portfolio

K

1 msg · Jan 30

K

Krishna Kumar Conponent VaR forsomeoption portfolio Jan 30, 2009

Copula in R

Y

X

A

4 msgs · Jan 30 – Jan 30

Y

Yana Roth Copula in R Jan 30, 2009

X

Xiaochen Sun Copula in R Jan 30, 2009

A

Alexios Ghalanos Copula in R Jan 30, 2009

A

Alexios Ghalanos Copula in R Jan 30, 2009

Covariance in R - wrong?

J

C

S

3 msgs · Jan 12 – Jan 12

J

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

C

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

S

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

Downloading data from Economagic

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J

H

4 msgs · Jan 9 – Jan 9

R

Ron Michael Downloading data from Economagic Jan 9, 2009

J

Jeff Ryan Downloading data from Economagic Jan 9, 2009

H

Horace Tso Downloading data from Economagic Jan 9, 2009

A

Ajay Shah Downloading data from Economagic Jan 9, 2009

Economagic data downloads

B

D

2 msgs · Jan 9 – Jan 10

B

Bill Hutchison Economagic data downloads Jan 9, 2009

D

Diethelm Wuertz Economagic data downloads Jan 10, 2009

How do I load Rmetrics indicator functions now

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J

Y

3 msgs · Jan 27 – Jan 28

T

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

J

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

Y

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

How to add grid to plot.zoo easily

W

G

8 msgs · Jan 11 – Jan 11

W

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

W

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

G

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

W

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

G

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

W

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

G

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

W

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

PAW Update: Predictive analytics workshops and more case studies

E

1 msg · Jan 13

E

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

Plese help me to understand this

C

D

J

5 msgs · Jan 27 – Jan 27

C

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

C

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

D

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

C

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

J

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

Plotrix Graph - diagonal labels for graph

Q

1 msg · Jan 21

Q

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

Problem with RBloomberg retval argument

S

A

D

7 msgs · Jan 19 – Jan 20

S

Sergey Goriatchev Problem with RBloomberg retval argument Jan 19, 2009

A

Ana Nelson Problem with RBloomberg retval argument Jan 19, 2009

D

Dirk Eddelbuettel Problem with RBloomberg retval argument Jan 19, 2009

M

Michael Sankowski Problem with RBloomberg retval argument Jan 19, 2009

S

Sergey Goriatchev Problem with RBloomberg retval argument Jan 20, 2009

A

Ana Nelson Problem with RBloomberg retval argument Jan 20, 2009

R

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

Report production in R?

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R

B

3 msgs · Jan 15 – Jan 15

J

julien cuisinier Report production in R? Jan 15, 2009

R

Robert Sams Report production in R? Jan 15, 2009

B

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

Report production in R?

A

W

L

3 msgs · Jan 15 – Jan 15

A

Ana Nelson Report production in R? Jan 15, 2009

W

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

L

Liviu Andronic Report production in R? Jan 15, 2009

Rquantlib discount curve

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D

2 msgs · Jan 24 – Jan 24

G

glenn Rquantlib discount curve Jan 24, 2009

D

Dirk Eddelbuettel Rquantlib discount curve Jan 24, 2009

Testing for cointegration: Johansen vs Dickey-Fuller

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M

B

13 msgs · Jan 9 – Jan 13

P

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

M

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

B

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

M

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

J

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

E

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

M

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

C

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

J

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

C

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

P

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

M

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

P

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

Testing for cointegration: Johansen vsDickey-Fuller

E

E

C

4 msgs · Jan 10 – Jan 13

E

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

E

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

C

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

B

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

Testing for cointegration: JohansenvsDickey-Fuller

A

E

2 msgs · Jan 13 – Jan 13

A

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

E

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

Testing for cointegration:JohansenvsDickey-Fuller

P

1 msg · Jan 13

P

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

Trouble using ohlcPlot

N

M

J

5 msgs · Jan 6 – Jan 7

N

Neil Beddoe Trouble using ohlcPlot Jan 6, 2009

M

Michael Zak Trouble using ohlcPlot Jan 6, 2009

M

Michael Zak Trouble using ohlcPlot Jan 6, 2009

J

Jeff Ryan Trouble using ohlcPlot Jan 6, 2009

N

Neil Beddoe Trouble using ohlcPlot Jan 7, 2009

VAR process

R

M

J

5 msgs · Jan 18 – Jan 27

R

Ron Michael VAR process Jan 18, 2009

R

Ron Michael VAR process Jan 26, 2009

M

Mark Leeds VAR process Jan 26, 2009

J

John C Frain VAR process Jan 27, 2009

E

Eric Zivot VAR process Jan 27, 2009

What is the order of Integration of following?

R

1 msg · Jan 10

R

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

batch processing in R for WINDOWS users

K

B

G

3 msgs · Jan 13 – Jan 14

K

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

B

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

G

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

calculating the high frequency return

M

R

3 msgs · Jan 4 – Jan 8

M

Mark Leeds calculating the high frequency return Jan 4, 2009

M

Mark Leeds calculating the high frequency return Jan 4, 2009

R

Rob Steele calculating the high frequency return Jan 8, 2009

converting to timeSeries

Y

1 msg · Jan 3

Y

Yohan Chalabi converting to timeSeries Jan 3, 2009

extracting a subTable

J

J

C

4 msgs · Jan 14 – Jan 14

J

Jorge Nieves extracting a subTable Jan 14, 2009

J

Jorge Nieves extracting a subTable Jan 14, 2009

J

Jeff Ryan extracting a subTable Jan 14, 2009

C

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

fPortfolio - Status - New Functionalities ...

D

1 msg · Jan 11

D

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

fPortfolio Inputs as List - Error Msg

B

B

M

4 msgs · Jan 13 – Jan 15

B

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

B

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

B

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

M

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

findDrawdowns/maxDrawdown clarification, please?

J

B

2 msgs · Jan 14 – Jan 14

J

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

B

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

for help: quantmod library: getSymbols("000002.SS")

E

J

2 msgs · Jan 7 – Jan 7

E

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

J

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

getFX problem

J

J

2 msgs · Jan 9 – Jan 9

J

Judson m getFX problem Jan 9, 2009

J

Jeff Ryan getFX problem Jan 9, 2009

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

A

J

J

3 msgs · Jan 4 – Jan 4

A

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

J

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

J

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

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

V

1 msg · Jan 26

V

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?

S

1 msg · Jan 22

S

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

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

M

M

C

4 msgs · Jan 21 – Jan 25

M

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

M

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

C

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

W

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

quantmod tradeModel function

J

1 msg · Jan 16

J

John Poirier quantmod tradeModel function Jan 16, 2009

xts feature

K

J

M

5 msgs · Jan 26 – Jan 26

K

kafkaz xts feature Jan 26, 2009

J

Jeff Ryan xts feature Jan 26, 2009

M

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

J

Jeff Ryan xts feature Jan 26, 2009

K

kafkaz xts feature Jan 26, 2009