R-SIG-Finance March 2009

"To post to this list, send your email to"

J

1 msg · Mar 10

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John Seppänen "To post to this list, send your email to" Mar 10, 2009

AUTO: Tohm Kantikovit will be out of the office for the day of 03/31/2009. (returning 04/01/2009)

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1 msg · Mar 31

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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

Antwort: [R-sig-finance] VaR

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1 msg · Mar 3

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Matthias.Koberstein at hsbctrinkaus.de Antwort: [R-sig-finance] VaR Mar 3, 2009

Antwort: Re: Antwort: [R-sig-finance] VaR

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1 msg · Mar 3

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

Antwort: [R-sig-finance] VaR

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A

X

4 msgs · Mar 3 – Mar 3

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Micha Keijzers Antwort: [R-sig-finance] VaR Mar 3, 2009

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Adams, Zeno Antwort: [R-sig-finance] VaR Mar 3, 2009

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Xiaochen Sun Antwort: [R-sig-finance] VaR Mar 3, 2009

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Brian G. Peterson Antwort: [R-sig-finance] VaR Mar 3, 2009

Batch File Question

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J

3 msgs · Mar 2 – Mar 2

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John Hawver Batch File Question Mar 2, 2009

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Joshua Ulrich Batch File Question Mar 2, 2009

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John Hawver Batch File Question Mar 2, 2009

Black Litterman question

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B

J

3 msgs · Mar 26 – Mar 27

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Bastian Offermann Black Litterman question Mar 26, 2009

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Brian G. Peterson Black Litterman question Mar 26, 2009

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julien cuisinier Black Litterman question Mar 27, 2009

Commodity swap?

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R

3 msgs · Mar 5 – Mar 12

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Christofer Bogaso Commodity swap? Mar 5, 2009

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Christofer Bogaso Commodity swap? Mar 12, 2009

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Robert Iquiapaza Commodity swap? Mar 12, 2009

Elegant bootstrapping with zoo

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E

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4 msgs · Mar 26 – Mar 26

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Rowe, Brian Lee Yung (Portfolio Analytics) Elegant bootstrapping with zoo Mar 26, 2009

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Enrico Schumann Elegant bootstrapping with zoo Mar 26, 2009

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Rowe, Brian Lee Yung (Portfolio Analytics) Elegant bootstrapping with zoo Mar 26, 2009

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Gabor Grothendieck Elegant bootstrapping with zoo Mar 26, 2009

Full-Scale Optimization

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1 msg · Mar 4

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Chiquoine, Ben Full-Scale Optimization Mar 4, 2009

Garch problem

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P

A

5 msgs · Mar 17 – Mar 18

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Ron Michael Garch problem Mar 17, 2009

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Patrick Burns Garch problem Mar 17, 2009

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Ron Michael Garch problem Mar 17, 2009

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Patrick Burns Garch problem Mar 18, 2009

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Alexios Ghalanos Garch problem Mar 18, 2009

How to input a matrix from an excel file /text file/database

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G

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3 msgs · Mar 17 – Mar 17

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Meenu Sahi How to input a matrix from an excel file /text file/database Mar 17, 2009

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Gabor Grothendieck How to input a matrix from an excel file /text file/database Mar 17, 2009

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Brian G. Peterson How to input a matrix from an excel file /text file/database Mar 17, 2009

How to input a matrix from an excel file /textfile/database

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1 msg · Mar 17

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Xiaochen Sun How to input a matrix from an excel file /textfile/database Mar 17, 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

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1 msg · Mar 7

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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

How to solve it? Y is not only related with the same year's X, but also the previsous few years' X and Y

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1 msg · Mar 7

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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

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G

7 msgs · Mar 5 – Mar 7

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Vorlow Constantinos Locating peaks in zoo objects in one go Mar 5, 2009

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Joshua Ulrich Locating peaks in zoo objects in one go Mar 5, 2009

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Gabor Grothendieck Locating peaks in zoo objects in one go Mar 5, 2009

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Gabor Grothendieck Locating peaks in zoo objects in one go Mar 5, 2009

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Vorlow Constantinos Locating peaks in zoo objects in one go Mar 6, 2009

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Gabor Grothendieck Locating peaks in zoo objects in one go Mar 6, 2009

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John Gavin Locating peaks in zoo objects in one go Mar 7, 2009

Multi-asset portfolio skewness&kurtosis formulae

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B

D

4 msgs · Mar 30 – Mar 31

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aito araki Multi-asset portfolio skewness&kurtosis formulae Mar 30, 2009

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Brian G. Peterson Multi-asset portfolio skewness&kurtosis formulae Mar 30, 2009

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aito araki Multi-asset portfolio skewness&kurtosis formulae Mar 31, 2009

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David Lüthi Multi-asset portfolio skewness&kurtosis formulae Mar 31, 2009

New Site using R for Financial Models

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1 msg · Mar 18

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Joshua Kramer New Site using R for Financial Models Mar 18, 2009

Phase spectrum

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1 msg · Mar 19

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Gunnar Hoyer Phase spectrum Mar 19, 2009

Plot TS-matrix as a surface

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P

2 msgs · Mar 4 – Mar 4

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R@Nabble Plot TS-matrix as a surface Mar 4, 2009

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Paul Gilbert Plot TS-matrix as a surface Mar 4, 2009

Predictive Analytics Seminar: San Jose, NYC, Toronto, more

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1 msg · Mar 7

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Elise Johnson Predictive Analytics Seminar: San Jose, NYC, Toronto, more Mar 7, 2009

Problem with RBloomberg (not the usual one)

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S

2 msgs · Mar 13 – Mar 13

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Voss, Kent Problem with RBloomberg (not the usual one) Mar 13, 2009

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Sergey Goriatchev Problem with RBloomberg (not the usual one) Mar 13, 2009

Quantmod - chartSeries

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J

4 msgs · Mar 20 – Mar 23

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Andreas Johansson Quantmod - chartSeries Mar 20, 2009

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Jeff Ryan Quantmod - chartSeries Mar 20, 2009

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Jeff Ryan Quantmod - chartSeries Mar 20, 2009

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Andreas Johansson Quantmod - chartSeries Mar 23, 2009

Quantmod: getFinancials error

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2 msgs · Mar 10 – Mar 10

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Fuchs Ira Quantmod: getFinancials error Mar 10, 2009

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Jeff Ryan Quantmod: getFinancials error Mar 10, 2009

Question about fit.st

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1 msg · Mar 11

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Jasper den Hamer Question about fit.st Mar 11, 2009

Question about the ARMA model

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1 msg · Mar 31

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BearXu Question about the ARMA model Mar 31, 2009

R to ROOT binary data structures

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2 msgs · Mar 5 – Mar 6

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John Hawver R to ROOT binary data structures Mar 5, 2009

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John Gavin R to ROOT binary data structures Mar 6, 2009

R/Finance 2009: Applied Finance with R -- Registration discount window closing

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1 msg · Mar 26

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Dirk Eddelbuettel R/Finance 2009: Applied Finance with R -- Registration discount window closing Mar 26, 2009

R2HTML

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J

2 msgs · Mar 19 – Mar 19

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Jorge Nieves R2HTML Mar 19, 2009

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Jeff Ryan R2HTML Mar 19, 2009

RBloomberg Date

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1 msg · Mar 2

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Robert Sams RBloomberg Date Mar 2, 2009

RBloomberg: loading Futures Tickers: how?

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R

2 msgs · Mar 13 – Mar 13

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Sergey Goriatchev RBloomberg: loading Futures Tickers: how? Mar 13, 2009

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Robert Sams RBloomberg: loading Futures Tickers: how? Mar 13, 2009

Re[R-sig-finance] lative Date Question

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J

2 msgs · Mar 18 – Mar 18

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CHD850 Re[R-sig-finance] lative Date Question Mar 18, 2009

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Jeff Ryan Re[R-sig-finance] lative Date Question Mar 18, 2009

Removing the seasonality of a time series with FFT

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1 msg · Mar 17

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Robert Meier Removing the seasonality of a time series with FFT Mar 17, 2009

Request for comments: Finance taskview

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2 msgs · Mar 1 – Mar 1

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Dirk Eddelbuettel Request for comments: Finance taskview Mar 1, 2009

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

Shaded regions as an indicator in quantmod

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1 msg · Mar 25

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PitaBread Shaded regions as an indicator in quantmod Mar 25, 2009

Specifying an expected mu and Sigma for fPortfolio

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2 msgs · Mar 3 – Mar 12

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Voss, Kent Specifying an expected mu and Sigma for fPortfolio Mar 3, 2009

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Voss, Kent Specifying an expected mu and Sigma for fPortfolio Mar 12, 2009

Trimmed L Moments

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1 msg · Mar 19

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Reena Bansal Trimmed L Moments Mar 19, 2009

Unit Root Tests: Empirical Results vs Theory

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M

2 msgs · Mar 17 – Mar 17

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Adams, Zeno Unit Root Tests: Empirical Results vs Theory Mar 17, 2009

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Matthieu Stigler Unit Root Tests: Empirical Results vs Theory Mar 17, 2009

VaR

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B

9 msgs · Mar 3 – Mar 4

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Christofer Bogaso VaR Mar 3, 2009

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Mark Leeds VaR Mar 3, 2009

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Bastian Offermann VaR Mar 3, 2009

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King, David VaR Mar 3, 2009

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Brian G. Peterson VaR Mar 3, 2009

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Christian Langkamp VaR Mar 4, 2009

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david.jessop at ubs.com VaR Mar 4, 2009

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John Gavin VaR Mar 4, 2009

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Enrico Schumann VaR Mar 4, 2009

commodity prices

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3 msgs · Mar 25 – Mar 29

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Hodgess, Erin commodity prices Mar 25, 2009

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Stampfl Bernd 0969 SPI commodity prices Mar 26, 2009

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gug commodity prices Mar 29, 2009

fImport: yahooKeystats error

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Y

3 msgs · Mar 30 – Mar 31

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Andy Zhu fImport: yahooKeystats error Mar 30, 2009

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Yohan Chalabi fImport: yahooKeystats error Mar 31, 2009

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Andy Zhu fImport: yahooKeystats error Mar 31, 2009

fImport: yahooKeystats error - workaround

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1 msg · Mar 31

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Andy Zhu fImport: yahooKeystats error - workaround Mar 31, 2009

getFX/getSymbols for FX

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2 msgs · Mar 2 – Mar 2

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Anil Vijendran getFX/getSymbols for FX Mar 2, 2009

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Anil Vijendran getFX/getSymbols for FX Mar 2, 2009

help

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1 msg · Mar 17

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Yana Roth help Mar 17, 2009

help (regarding block bootstrap)

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A

3 msgs · Mar 17 – Mar 17

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Brian G. Peterson help (regarding block bootstrap) Mar 17, 2009

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Matthieu Stigler help (regarding block bootstrap) Mar 17, 2009

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Andreas Klein help (regarding block bootstrap) Mar 17, 2009

help-time series

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Y

2 msgs · Mar 2 – Mar 2

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Yana Roth help-time series Mar 2, 2009

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Yohan Chalabi help-time series Mar 2, 2009

help: market capitalization

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J

5 msgs · Mar 29 – Mar 31

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Andy Zhu help: market capitalization Mar 29, 2009

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gug help: market capitalization Mar 29, 2009

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Andy Zhu help: market capitalization Mar 30, 2009

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julien cuisinier help: market capitalization Mar 30, 2009

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andyzhu35 at yahoo.com help: market capitalization Mar 31, 2009

ibrokers issue

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J

2 msgs · Mar 17 – Mar 17

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Horace Tso ibrokers issue Mar 17, 2009

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Jeff Ryan ibrokers issue Mar 17, 2009

multivariate integration and partial differentiation

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K

2 msgs · Mar 6 – Mar 9

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Wei-han Liu multivariate integration and partial differentiation Mar 6, 2009

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Krishna Kumar multivariate integration and partial differentiation Mar 9, 2009

quantmod custom layouts

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J

4 msgs · Mar 12 – Mar 12

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B Kim quantmod custom layouts Mar 12, 2009

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Jeff Ryan quantmod custom layouts Mar 12, 2009

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B Kim quantmod custom layouts Mar 12, 2009

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Jeff Ryan quantmod custom layouts Mar 12, 2009

quantmod package using "convert.time.series" function

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J

4 msgs · Mar 16 – Mar 16

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Tom H quantmod package using "convert.time.series" function Mar 16, 2009

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Jeff Ryan quantmod package using "convert.time.series" function Mar 16, 2009

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Tom H quantmod package using "convert.time.series" function Mar 16, 2009

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Jeff Ryan quantmod package using "convert.time.series" function Mar 16, 2009

quantmod: corp action

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J

2 msgs · Mar 17 – Mar 17

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Andy Zhu quantmod: corp action Mar 17, 2009

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Joshua Ulrich quantmod: corp action Mar 17, 2009

quantmod: getFinancials error

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J

3 msgs · Mar 19 – Mar 19

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Andy Zhu quantmod: getFinancials error Mar 19, 2009

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Jeff Ryan quantmod: getFinancials error Mar 19, 2009

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Andy Zhu quantmod: getFinancials error Mar 19, 2009

re[R-sig-finance] gression problem

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1 msg · Mar 10

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Christofer Bogaso re[R-sig-finance] gression problem Mar 10, 2009

regression problem

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1 msg · Mar 9

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Josuah Rechtsteiner regression problem Mar 9, 2009

zoo library and unique error...

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2 msgs · Mar 7 – Mar 8

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Vince Fulco zoo library and unique error... Mar 7, 2009

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Gabor Grothendieck zoo library and unique error... Mar 8, 2009