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R-SIG-Finance March 2009

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Achim Zeileis

Last active: Mar 1, 2009
1 msg
Achim Zeileis Request for comments: Finance taskview Mar 1, 2009

Adams, Zeno

Last active: Mar 17, 2009
2 msgs
Adams, Zeno Antwort: [R-sig-finance] VaR Mar 3, 2009 Adams, Zeno Unit Root Tests: Empirical Results vs Theory Mar 17, 2009

Alexios Ghalanos

Last active: Mar 18, 2009
1 msg
Alexios Ghalanos Garch problem Mar 18, 2009

Andreas Johansson

Last active: Mar 23, 2009
2 msgs
Andreas Johansson Quantmod - chartSeries Mar 20, 2009 Andreas Johansson Quantmod - chartSeries Mar 23, 2009

Andreas Klein

Last active: Mar 17, 2009
1 msg
Andreas Klein help (regarding block bootstrap) Mar 17, 2009

Andy Zhu

Last active: Mar 31, 2009
8 msgs
Andy Zhu quantmod: corp action Mar 17, 2009 Andy Zhu quantmod: getFinancials error Mar 19, 2009 Andy Zhu quantmod: getFinancials error Mar 19, 2009 Andy Zhu help: market capitalization Mar 29, 2009 Andy Zhu help: market capitalization Mar 30, 2009 Andy Zhu fImport: yahooKeystats error Mar 30, 2009 Andy Zhu fImport: yahooKeystats error Mar 31, 2009 Andy Zhu fImport: yahooKeystats error - workaround Mar 31, 2009

Anil Vijendran

Last active: Mar 2, 2009
2 msgs
Anil Vijendran getFX/getSymbols for FX Mar 2, 2009 Anil Vijendran getFX/getSymbols for FX Mar 2, 2009

B Kim

Last active: Mar 12, 2009
2 msgs
B Kim quantmod custom layouts Mar 12, 2009 B Kim quantmod custom layouts Mar 12, 2009

Bastian Offermann

Last active: Mar 26, 2009
2 msgs
Bastian Offermann VaR Mar 3, 2009 Bastian Offermann Black Litterman question Mar 26, 2009

BearXu

Last active: Mar 31, 2009
1 msg
BearXu Question about the ARMA model Mar 31, 2009

Brian G. Peterson

Last active: Mar 30, 2009
6 msgs
Brian G. Peterson VaR Mar 3, 2009 Brian G. Peterson Antwort: [R-sig-finance] VaR Mar 3, 2009 Brian G. Peterson help (regarding block bootstrap) Mar 17, 2009 Brian G. Peterson How to input a matrix from an excel file /text file/database Mar 17, 2009 Brian G. Peterson Black Litterman question Mar 26, 2009 Brian G. Peterson Multi-asset portfolio skewness&kurtosis formulae Mar 30, 2009

CHD850

Last active: Mar 18, 2009
1 msg
CHD850 Re[R-sig-finance] lative Date Question Mar 18, 2009

Chiquoine, Ben

Last active: Mar 4, 2009
1 msg
Chiquoine, Ben Full-Scale Optimization Mar 4, 2009

Christian Langkamp

Last active: Mar 4, 2009
1 msg
Christian Langkamp VaR Mar 4, 2009

Christofer Bogaso

Last active: Mar 12, 2009
4 msgs
Christofer Bogaso VaR Mar 3, 2009 Christofer Bogaso Commodity swap? Mar 5, 2009 Christofer Bogaso re[R-sig-finance] gression problem Mar 10, 2009 Christofer Bogaso Commodity swap? Mar 12, 2009

David Lüthi

Last active: Mar 31, 2009
1 msg
David Lüthi Multi-asset portfolio skewness&kurtosis formulae Mar 31, 2009

Dirk Eddelbuettel

Last active: Mar 26, 2009
2 msgs
Dirk Eddelbuettel Request for comments: Finance taskview Mar 1, 2009 Dirk Eddelbuettel R/Finance 2009: Applied Finance with R -- Registration discount window closing Mar 26, 2009

Elise Johnson

Last active: Mar 7, 2009
1 msg
Elise Johnson Predictive Analytics Seminar: San Jose, NYC, Toronto, more Mar 7, 2009

Enrico Schumann

Last active: Mar 26, 2009
2 msgs
Enrico Schumann VaR Mar 4, 2009 Enrico Schumann Elegant bootstrapping with zoo Mar 26, 2009

Fuchs Ira

Last active: Mar 10, 2009
1 msg
Fuchs Ira Quantmod: getFinancials error Mar 10, 2009

Gabor Grothendieck

Last active: Mar 26, 2009
7 msgs
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 Gabor Grothendieck Locating peaks in zoo objects in one go Mar 6, 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 Gabor Grothendieck zoo library and unique error... Mar 8, 2009 Gabor Grothendieck How to input a matrix from an excel file /text file/database Mar 17, 2009 Gabor Grothendieck Elegant bootstrapping with zoo Mar 26, 2009

Gunnar Hoyer

Last active: Mar 19, 2009
1 msg
Gunnar Hoyer Phase spectrum Mar 19, 2009

Hodgess, Erin

Last active: Mar 25, 2009
1 msg
Hodgess, Erin commodity prices Mar 25, 2009

Horace Tso

Last active: Mar 17, 2009
1 msg
Horace Tso ibrokers issue Mar 17, 2009

Jasper den Hamer

Last active: Mar 11, 2009
1 msg
Jasper den Hamer Question about fit.st Mar 11, 2009

Jeff Ryan

Last active: Mar 20, 2009
11 msgs
Jeff Ryan Quantmod: getFinancials error Mar 10, 2009 Jeff Ryan quantmod custom layouts Mar 12, 2009 Jeff Ryan quantmod custom layouts Mar 12, 2009 Jeff Ryan quantmod package using "convert.time.series" function Mar 16, 2009 Jeff Ryan quantmod package using "convert.time.series" function Mar 16, 2009 Jeff Ryan ibrokers issue Mar 17, 2009 Jeff Ryan Re[R-sig-finance] lative Date Question Mar 18, 2009 Jeff Ryan R2HTML Mar 19, 2009 Jeff Ryan quantmod: getFinancials error Mar 19, 2009 Jeff Ryan Quantmod - chartSeries Mar 20, 2009 Jeff Ryan Quantmod - chartSeries Mar 20, 2009

John Gavin

Last active: Mar 7, 2009
3 msgs
John Gavin VaR Mar 4, 2009 John Gavin R to ROOT binary data structures Mar 6, 2009 John Gavin Locating peaks in zoo objects in one go Mar 7, 2009

John Hawver

Last active: Mar 5, 2009
3 msgs
John Hawver Batch File Question Mar 2, 2009 John Hawver Batch File Question Mar 2, 2009 John Hawver R to ROOT binary data structures Mar 5, 2009

John Seppänen

Last active: Mar 10, 2009
1 msg
John Seppänen "To post to this list, send your email to" Mar 10, 2009

Jorge Nieves

Last active: Mar 19, 2009
1 msg
Jorge Nieves R2HTML Mar 19, 2009

Joshua Kramer

Last active: Mar 18, 2009
1 msg
Joshua Kramer New Site using R for Financial Models Mar 18, 2009

Joshua Ulrich

Last active: Mar 17, 2009
3 msgs
Joshua Ulrich Batch File Question Mar 2, 2009 Joshua Ulrich Locating peaks in zoo objects in one go Mar 5, 2009 Joshua Ulrich quantmod: corp action Mar 17, 2009

Josuah Rechtsteiner

Last active: Mar 9, 2009
1 msg
Josuah Rechtsteiner regression problem Mar 9, 2009

King, David

Last active: Mar 3, 2009
1 msg
King, David VaR Mar 3, 2009

Krishna Kumar

Last active: Mar 9, 2009
1 msg
Krishna Kumar multivariate integration and partial differentiation Mar 9, 2009

Mark Leeds

Last active: Mar 3, 2009
1 msg
Mark Leeds VaR Mar 3, 2009

Matthias.Koberstein at hsbctrinkaus.de

Last active: Mar 3, 2009
2 msgs
Matthias.Koberstein at hsbctrinkaus.de Antwort: [R-sig-finance] VaR Mar 3, 2009 Matthias.Koberstein at hsbctrinkaus.de Antwort: Re: Antwort: [R-sig-finance] VaR Mar 3, 2009

Matthieu Stigler

Last active: Mar 17, 2009
2 msgs
Matthieu Stigler help (regarding block bootstrap) Mar 17, 2009 Matthieu Stigler Unit Root Tests: Empirical Results vs Theory Mar 17, 2009

Meenu Sahi

Last active: Mar 17, 2009
1 msg
Meenu Sahi How to input a matrix from an excel file /text file/database Mar 17, 2009

Micha Keijzers

Last active: Mar 3, 2009
1 msg
Micha Keijzers Antwort: [R-sig-finance] VaR Mar 3, 2009

Patrick Burns

Last active: Mar 18, 2009
2 msgs
Patrick Burns Garch problem Mar 17, 2009 Patrick Burns Garch problem Mar 18, 2009

Paul Gilbert

Last active: Mar 4, 2009
1 msg
Paul Gilbert Plot TS-matrix as a surface Mar 4, 2009

PitaBread

Last active: Mar 25, 2009
1 msg
PitaBread Shaded regions as an indicator in quantmod Mar 25, 2009

R@Nabble

Last active: Mar 4, 2009
1 msg
R@Nabble Plot TS-matrix as a surface Mar 4, 2009

Reena Bansal

Last active: Mar 19, 2009
1 msg
Reena Bansal Trimmed L Moments Mar 19, 2009

Robert Iquiapaza

Last active: Mar 12, 2009
1 msg
Robert Iquiapaza Commodity swap? Mar 12, 2009

Robert Meier

Last active: Mar 17, 2009
1 msg
Robert Meier Removing the seasonality of a time series with FFT Mar 17, 2009

Robert Sams

Last active: Mar 13, 2009
2 msgs
Robert Sams RBloomberg Date Mar 2, 2009 Robert Sams RBloomberg: loading Futures Tickers: how? Mar 13, 2009

Ron Michael

Last active: Mar 17, 2009
2 msgs
Ron Michael Garch problem Mar 17, 2009 Ron Michael Garch problem Mar 17, 2009

Rowe, Brian Lee Yung (Portfolio Analytics)

Last active: Mar 26, 2009
2 msgs
Rowe, Brian Lee Yung (Portfolio Analytics) Elegant bootstrapping with zoo Mar 26, 2009 Rowe, Brian Lee Yung (Portfolio Analytics) Elegant bootstrapping with zoo Mar 26, 2009

Sergey Goriatchev

Last active: Mar 13, 2009
2 msgs
Sergey Goriatchev RBloomberg: loading Futures Tickers: how? Mar 13, 2009 Sergey Goriatchev Problem with RBloomberg (not the usual one) Mar 13, 2009

Stampfl Bernd 0969 SPI

Last active: Mar 26, 2009
1 msg
Stampfl Bernd 0969 SPI commodity prices Mar 26, 2009

Tom H

Last active: Mar 16, 2009
2 msgs
Tom H quantmod package using "convert.time.series" function Mar 16, 2009 Tom H quantmod package using "convert.time.series" function Mar 16, 2009

Vince Fulco

Last active: Mar 7, 2009
1 msg
Vince Fulco zoo library and unique error... Mar 7, 2009

Vorlow Constantinos

Last active: Mar 6, 2009
2 msgs
Vorlow Constantinos Locating peaks in zoo objects in one go Mar 5, 2009 Vorlow Constantinos Locating peaks in zoo objects in one go Mar 6, 2009

Voss, Kent

Last active: Mar 13, 2009
3 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 Voss, Kent Problem with RBloomberg (not the usual one) Mar 13, 2009

Wei-han Liu

Last active: Mar 6, 2009
1 msg
Wei-han Liu multivariate integration and partial differentiation Mar 6, 2009

Xiaochen Sun

Last active: Mar 17, 2009
2 msgs
Xiaochen Sun Antwort: [R-sig-finance] VaR Mar 3, 2009 Xiaochen Sun How to input a matrix from an excel file /textfile/database Mar 17, 2009

Yana Roth

Last active: Mar 17, 2009
2 msgs
Yana Roth help-time series Mar 2, 2009 Yana Roth help Mar 17, 2009

Yohan Chalabi

Last active: Mar 31, 2009
2 msgs
Yohan Chalabi help-time series Mar 2, 2009 Yohan Chalabi fImport: yahooKeystats error Mar 31, 2009

aito araki

Last active: Mar 31, 2009
2 msgs
aito araki Multi-asset portfolio skewness&kurtosis formulae Mar 30, 2009 aito araki Multi-asset portfolio skewness&kurtosis formulae Mar 31, 2009

andyzhu35 at yahoo.com

Last active: Mar 31, 2009
1 msg
andyzhu35 at yahoo.com help: market capitalization Mar 31, 2009

david.jessop at ubs.com

Last active: Mar 4, 2009
1 msg
david.jessop at ubs.com VaR Mar 4, 2009

gug

Last active: Mar 29, 2009
2 msgs
gug commodity prices Mar 29, 2009 gug help: market capitalization Mar 29, 2009

julien cuisinier

Last active: Mar 30, 2009
2 msgs
julien cuisinier Black Litterman question Mar 27, 2009 julien cuisinier help: market capitalization Mar 30, 2009

tohm.kantikovit at bnymellon.com

Last active: Mar 31, 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

zhijie zhang

Last active: Mar 7, 2009
1 msg
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