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R-SIG-Finance March 2009

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fImport: yahooKeystats error - workaround
1 msg
Andy Zhu fImport: yahooKeystats error - workaround Mar 31, 2009
Multi-asset portfolio skewness&kurtosis formulae
4 msgs
aito araki Multi-asset portfolio skewness&kurtosis formulae Mar 30, 2009
Brian G. Peterson Multi-asset portfolio skewness&kurtosis formulae Mar 30, 2009
aito araki Multi-asset portfolio skewness&kurtosis formulae Mar 31, 2009
David Lüthi Multi-asset portfolio skewness&kurtosis formulae Mar 31, 2009
help: market capitalization
1 msg
andyzhu35 at yahoo.com help: market capitalization Mar 31, 2009
fImport: yahooKeystats error
1 msg
Andy Zhu fImport: yahooKeystats error Mar 31, 2009
Question about the ARMA model
1 msg
BearXu Question about the ARMA model Mar 31, 2009
AUTO: Tohm Kantikovit will be out of the office for the day of 03/31/2009. (returning 04/01/2009)
1 msg
tohm.kantikovit at bnymellon.com AUTO: Tohm Kantikovit will be out of the office for the day of 03/31/2009. (returning 04/01/2009) Mar 31, 2009
fImport: yahooKeystats error
2 msgs
Andy Zhu fImport: yahooKeystats error Mar 30, 2009
Yohan Chalabi fImport: yahooKeystats error Mar 31, 2009
help: market capitalization
4 msgs
Andy Zhu help: market capitalization Mar 29, 2009
gug help: market capitalization Mar 29, 2009
Andy Zhu help: market capitalization Mar 30, 2009
julien cuisinier help: market capitalization Mar 30, 2009
commodity prices
1 msg
gug commodity prices Mar 29, 2009
Black Litterman question
3 msgs
Bastian Offermann Black Litterman question Mar 26, 2009
Brian G. Peterson Black Litterman question Mar 26, 2009
julien cuisinier Black Litterman question Mar 27, 2009
Elegant bootstrapping with zoo
4 msgs
Rowe, Brian Lee Yung (Portfolio Analytics) Elegant bootstrapping with zoo Mar 26, 2009
Enrico Schumann Elegant bootstrapping with zoo Mar 26, 2009
Rowe, Brian Lee Yung (Portfolio Analytics) Elegant bootstrapping with zoo Mar 26, 2009
Gabor Grothendieck Elegant bootstrapping with zoo Mar 26, 2009
R/Finance 2009: Applied Finance with R -- Registration discount window closing
1 msg
Dirk Eddelbuettel R/Finance 2009: Applied Finance with R -- Registration discount window closing Mar 26, 2009
commodity prices
2 msgs
Hodgess, Erin commodity prices Mar 25, 2009
Stampfl Bernd 0969 SPI commodity prices Mar 26, 2009
Shaded regions as an indicator in quantmod
1 msg
PitaBread Shaded regions as an indicator in quantmod Mar 25, 2009
Quantmod - chartSeries
4 msgs
Andreas Johansson Quantmod - chartSeries Mar 20, 2009
Jeff Ryan Quantmod - chartSeries Mar 20, 2009
Jeff Ryan Quantmod - chartSeries Mar 20, 2009
Andreas Johansson Quantmod - chartSeries Mar 23, 2009
quantmod: getFinancials error
3 msgs
Andy Zhu quantmod: getFinancials error Mar 19, 2009
Jeff Ryan quantmod: getFinancials error Mar 19, 2009
Andy Zhu quantmod: getFinancials error Mar 19, 2009
Phase spectrum
1 msg
Gunnar Hoyer Phase spectrum Mar 19, 2009
R2HTML
2 msgs
Jorge Nieves R2HTML Mar 19, 2009
Jeff Ryan R2HTML Mar 19, 2009
Trimmed L Moments
1 msg
Reena Bansal Trimmed L Moments Mar 19, 2009
Re[R-sig-finance] lative Date Question
2 msgs
CHD850 Re[R-sig-finance] lative Date Question Mar 18, 2009
Jeff Ryan Re[R-sig-finance] lative Date Question Mar 18, 2009
New Site using R for Financial Models
1 msg
Joshua Kramer New Site using R for Financial Models Mar 18, 2009
Garch problem
5 msgs
Ron Michael Garch problem Mar 17, 2009
Patrick Burns Garch problem Mar 17, 2009
Ron Michael Garch problem Mar 17, 2009
Patrick Burns Garch problem Mar 18, 2009
Alexios Ghalanos Garch problem Mar 18, 2009
quantmod: corp action
2 msgs
Andy Zhu quantmod: corp action Mar 17, 2009
Joshua Ulrich quantmod: corp action Mar 17, 2009
Removing the seasonality of a time series with FFT
1 msg
Robert Meier Removing the seasonality of a time series with FFT Mar 17, 2009
Unit Root Tests: Empirical Results vs Theory
2 msgs
Adams, Zeno Unit Root Tests: Empirical Results vs Theory Mar 17, 2009
Matthieu Stigler Unit Root Tests: Empirical Results vs Theory Mar 17, 2009
help
4 msgs
Yana Roth help Mar 17, 2009
Brian G. Peterson help (regarding block bootstrap) Mar 17, 2009
Matthieu Stigler help (regarding block bootstrap) Mar 17, 2009
Andreas Klein help (regarding block bootstrap) Mar 17, 2009
ibrokers issue
2 msgs
Horace Tso ibrokers issue Mar 17, 2009
Jeff Ryan ibrokers issue Mar 17, 2009
How to input a matrix from an excel file /text file/database
4 msgs
Meenu Sahi How to input a matrix from an excel file /text file/database Mar 17, 2009
Xiaochen Sun How to input a matrix from an excel file /textfile/database Mar 17, 2009
Gabor Grothendieck How to input a matrix from an excel file /text file/database Mar 17, 2009
Brian G. Peterson How to input a matrix from an excel file /text file/database Mar 17, 2009
quantmod package using "convert.time.series" function
4 msgs
Tom H quantmod package using "convert.time.series" function Mar 16, 2009
Jeff Ryan quantmod package using "convert.time.series" function Mar 16, 2009
Tom H quantmod package using "convert.time.series" function Mar 16, 2009
Jeff Ryan quantmod package using "convert.time.series" function Mar 16, 2009
Problem with RBloomberg (not the usual one)
2 msgs
Voss, Kent Problem with RBloomberg (not the usual one) Mar 13, 2009
Sergey Goriatchev Problem with RBloomberg (not the usual one) Mar 13, 2009
RBloomberg: loading Futures Tickers: how?
1 msg
Robert Sams RBloomberg: loading Futures Tickers: how? Mar 13, 2009
RBloomberg: loading Futures Tickers: how?
1 msg
Sergey Goriatchev RBloomberg: loading Futures Tickers: how? Mar 13, 2009
Specifying an expected mu and Sigma for fPortfolio
2 msgs
Voss, Kent Specifying an expected mu and Sigma for fPortfolio Mar 3, 2009
Voss, Kent Specifying an expected mu and Sigma for fPortfolio Mar 12, 2009
quantmod custom layouts
4 msgs
B Kim quantmod custom layouts Mar 12, 2009
Jeff Ryan quantmod custom layouts Mar 12, 2009
B Kim quantmod custom layouts Mar 12, 2009
Jeff Ryan quantmod custom layouts Mar 12, 2009
Commodity swap?
3 msgs
Christofer Bogaso Commodity swap? Mar 5, 2009
Christofer Bogaso Commodity swap? Mar 12, 2009
Robert Iquiapaza Commodity swap? Mar 12, 2009
Question about fit.st
1 msg
Jasper den Hamer Question about fit.st Mar 11, 2009
"To post to this list, send your email to"
1 msg
John Seppänen "To post to this list, send your email to" Mar 10, 2009
Quantmod: getFinancials error
2 msgs
Fuchs Ira Quantmod: getFinancials error Mar 10, 2009
Jeff Ryan Quantmod: getFinancials error Mar 10, 2009
regression problem
2 msgs
Josuah Rechtsteiner regression problem Mar 9, 2009
Christofer Bogaso re[R-sig-finance] gression problem Mar 10, 2009
multivariate integration and partial differentiation
2 msgs
Wei-han Liu multivariate integration and partial differentiation Mar 6, 2009
Krishna Kumar multivariate integration and partial differentiation Mar 9, 2009
zoo library and unique error...
2 msgs
Vince Fulco zoo library and unique error... Mar 7, 2009
Gabor Grothendieck zoo library and unique error... Mar 8, 2009
Predictive Analytics Seminar: San Jose, NYC, Toronto, more
1 msg
Elise Johnson Predictive Analytics Seminar: San Jose, NYC, Toronto, more Mar 7, 2009
How to solve it? Y is not only related with the same year's X, but also the previsous few years' X and Y
2 msgs
zhijie zhang How to solve it? Y is not only related with the same year's X, but also the previsous few years' X and Y Mar 7, 2009
Gabor Grothendieck How to solve it? Y is not only related with the same year's X, but also the previsous few years' X and Y Mar 7, 2009
Locating peaks in zoo objects in one go
7 msgs
Vorlow Constantinos Locating peaks in zoo objects in one go Mar 5, 2009
Joshua Ulrich Locating peaks in zoo objects in one go Mar 5, 2009
Gabor Grothendieck Locating peaks in zoo objects in one go Mar 5, 2009
Gabor Grothendieck Locating peaks in zoo objects in one go Mar 5, 2009
Vorlow Constantinos Locating peaks in zoo objects in one go Mar 6, 2009
Gabor Grothendieck Locating peaks in zoo objects in one go Mar 6, 2009
John Gavin Locating peaks in zoo objects in one go Mar 7, 2009
R to ROOT binary data structures
2 msgs
John Hawver R to ROOT binary data structures Mar 5, 2009
John Gavin R to ROOT binary data structures Mar 6, 2009
Full-Scale Optimization
1 msg
Chiquoine, Ben Full-Scale Optimization Mar 4, 2009
Plot TS-matrix as a surface
2 msgs
R@Nabble Plot TS-matrix as a surface Mar 4, 2009
Paul Gilbert Plot TS-matrix as a surface Mar 4, 2009
VaR
2 msgs
david.jessop at ubs.com VaR Mar 4, 2009
Enrico Schumann VaR Mar 4, 2009
VaR
11 msgs
Christofer Bogaso VaR Mar 3, 2009
Matthias.Koberstein at hsbctrinkaus.de Antwort: [R-sig-finance] VaR Mar 3, 2009
Bastian Offermann VaR Mar 3, 2009
King, David VaR Mar 3, 2009
Micha Keijzers Antwort: [R-sig-finance] VaR Mar 3, 2009
Matthias.Koberstein at hsbctrinkaus.de Antwort: Re: Antwort: [R-sig-finance] VaR Mar 3, 2009
Adams, Zeno Antwort: [R-sig-finance] VaR Mar 3, 2009
Xiaochen Sun Antwort: [R-sig-finance] VaR Mar 3, 2009
Brian G. Peterson Antwort: [R-sig-finance] VaR Mar 3, 2009
Christian Langkamp VaR Mar 4, 2009
John Gavin VaR Mar 4, 2009
VaR
2 msgs
Mark Leeds VaR Mar 3, 2009
Brian G. Peterson VaR Mar 3, 2009
Batch File Question
3 msgs
John Hawver Batch File Question Mar 2, 2009
Joshua Ulrich Batch File Question Mar 2, 2009
John Hawver Batch File Question Mar 2, 2009
help-time series
2 msgs
Yana Roth help-time series Mar 2, 2009
Yohan Chalabi help-time series Mar 2, 2009
getFX/getSymbols for FX
2 msgs
Anil Vijendran getFX/getSymbols for FX Mar 2, 2009
Anil Vijendran getFX/getSymbols for FX Mar 2, 2009
RBloomberg Date
1 msg
Robert Sams RBloomberg Date Mar 2, 2009
Request for comments: Finance taskview
2 msgs
Dirk Eddelbuettel Request for comments: Finance taskview Mar 1, 2009
Achim Zeileis Request for comments: Finance taskview Mar 1, 2009
Question about RSI command in the TTR package
2 msgs