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R-SIG-Finance April 2009

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Thursday, April 30, 2009 5 emails
Jeff Ryan abline for quantmod charts Hae Kyung Im abline for quantmod charts Yaakov Moser fPortfolio - portfolioFrontier - Limit on number of assets Brian G. Peterson VaR again Anil Vijendran fPortfolio custom constraints
Wednesday, April 29, 2009 11 emails
resident76 VaR again Megh Dal VaR again Dai, Jiqiong quantmod: overlaying time series bar charts resident76 VaR again Joshua Ulrich TTR's RSI Jeff Ryan quantmod: overlaying time series bar charts ¨Tariq Khan quantmod: overlaying time series bar charts Brian G. Peterson VaR again Phil Joubert RBloomberg - limit on size of return array? Megh Dal VaR again Gabor Grothendieck Dates manipulation
Tuesday, April 28, 2009 10 emails
Joshua Ulrich TTR's RSI Hae Kyung Im TTR's RSI Hae Kyung Im TTR's RSI Hae Kyung Im TTR's RSI Joshua Ulrich TTR's RSI Hae Kyung Im TTR's RSI Bill McKinnon New banking analytics company (with R computation engine) Sebastian Hauer quantmod: overlaying time series bar charts Megh Dal Downloading data from Yahoo Stefan Grosse weightsSlider in fPortfolio broken?
Monday, April 27, 2009 14 emails
Hodgess, Erin Downloading data from Yahoo Khanh Nguyen Downloading data from Yahoo Jeff Ryan Downloading data from Yahoo Joshua Ulrich Downloading data from Yahoo Megh Dal Downloading data from Yahoo David Smith Review of some R/Finance 2009 talks Rowe, Brian Lee Yung (Portfolio Analytics) great conference and a question R P Herrold great conference and a question Brian G. Peterson great conference and a question Hodgess, Erin great conference and a question Gabor Grothendieck Dates manipulation Manoj Dates manipulation Dirk Eddelbuettel How to do a real time graph Krishna Dagli How to do a real time graph
Sunday, April 26, 2009 1 email
Nabil Meslmani dinvgamma(sigma, shape, scale)
Friday, April 24, 2009 6 emails
Jeff Ryan zoo: bug / feature replacing coredata - subsetting by dates Brian G. Peterson zoo: bug / feature replacing coredata - subsetting by dates Khanh Nguyen Hi from a student Gabor Grothendieck zoo: bug / feature replacing coredata - subsetting by dates Phil Joubert zoo: bug / feature replacing coredata - subsetting by dates Phil Joubert zoo: bug / feature replacing coredata - subsetting by dates
Wednesday, April 22, 2009 1 email
kafkaz xts and to.weekly function
Tuesday, April 21, 2009 1 email
Yohan Chalabi updated Rmetrics packages
Monday, April 20, 2009 4 emails
Brian G. Peterson How estimate VAR(p)-model robustly? Irene Schreiber How estimate VAR(p)-model robustly? Joshua Ulrich xts and to.weekly function kafkaz xts and to.weekly function
Sunday, April 19, 2009 6 emails
gnolffilc at gmail.com mark areas on time series plot Gabor Grothendieck mark areas on time series plot gnolffilc at gmail.com mark areas on time series plot BearXu why riskfree rate in table.capm can't be a vector? BearXu Best Sharpe Ratio Stefan Janse van Rensburg mark areas on time series plot
Saturday, April 18, 2009 5 emails
BearXu Best Sharpe Ratio BearXu Best Sharpe Ratio BearXu Best Sharpe Ratio Gabor Grothendieck mark areas on time series plot Stefan Janse van Rensburg mark areas on time series plot
Friday, April 17, 2009 5 emails
Brian G. Peterson error in tangencyPortfolio when Short BearXu error in tangencyPortfolio when Short BearXu error in tangencyPortfolio when Short BearXu error in tangencyPortfolio when Short Jeff Ryan R/Finance 2009 Schedule and Updates
Wednesday, April 15, 2009 1 email
Robert Iquiapaza R: No intercep for First-Difference Estimator in PLM(panel data) - follow-up
Tuesday, April 14, 2009 2 emails
Eric Zivot EWMA covariance matrix Chirantan Kundu How do cubic spline coefficients contribute to yield formula?
Monday, April 13, 2009 1 email
Cedrick Johnson Opentick Gone
Sunday, April 12, 2009 5 emails
Hannu Kahra ARIMA,GARCH and differences Robert Iquiapaza No intercep for First-Difference Estimator in PLM (panel data) Adams, Zeno ARIMA,GARCH and differences babel at centrum.sk ARIMA,GARCH and differences Adams, Zeno ARIMA,GARCH and differences
Saturday, April 11, 2009 4 emails
babel at centrum.sk ARIMA,GARCH and differences Rosenthal, Dale W.R. R-SIG-Finance Digest, Vol 59, Issue 10 Brian G. Peterson MLE Jump diffision rcoder yahoo historical data quality
Friday, April 10, 2009 12 emails
gug yahoo historical data quality Andy Zhu yahoo historical data quality From Watchman MLE Jump diffision Mark Leeds an ARIMA(0,2,1) model BearXu an ARIMA(0,2,1) model Hodgess, Erin yahoo historical data quality James Toll yahoo historical data quality gug yahoo historical data quality Andy Zhu yahoo historical data quality Werner Erselina Quantmod problem retrieving data Jeff Ryan Quantmod problem retrieving data Werner Erselina Quantmod problem retrieving data
Thursday, April 9, 2009 4 emails
Joshua Ulrich Quantmod problem retrieving data Werner Erselina Quantmod problem retrieving data Chirantan Kundu Invoking bond_prices function of termstrc package Chirantan Kundu Invoking bond_prices function of termstrc package
Wednesday, April 8, 2009 1 email
Martin Becker Estimating ARMA-GRACH model through a loop
Tuesday, April 7, 2009 8 emails
Mohammad Sabr Estimating ARMA-GRACH model through a loop BearXu When will the ebook "Portfolio Optimization with R/Rmetrics" be published? Mohammad Sabr Extracting AIC or Log-Likelihood from a fitted GARCH Hodgess, Erin Extracting AIC or Log-Likelihood from a fitted GARCH Mohammad Sabr Extracting AIC or Log-Likelihood from a fitted GARCH Eric Zivot Curvature related question Mohammad Sabr Extracting AIC or Log-Likelihood from a fitted GARCH Vorlow Constantinos Curvature related question
Monday, April 6, 2009 9 emails
Mohammad Sabr Problem with Extracting Fitted Values from fGarchpackage stefano iacus How to code Geometric Brownian Motion Process with Jumps Gabor Grothendieck as.xts of a data.frame Sebastian Hauer as.xts of a data.frame Mohammad Sabr Problem with Extracting Fitted Values from fGarch package John Kerpel ARMA-GARCH package in R? Jose Iparraguirre D'Elia ARMA-GARCH package in R? Irene Schreiber ARMA-GARCH package in R? Thomas Steiner How to code Geometric Brownian Motion Process with Jumps
Sunday, April 5, 2009 4 emails
Brian Lee Yung Rowe Introducing tawny, a package for filtering correlation matrices via random matrix theory and shrinkage estimation John-Paul Taylor How to code Geometric Brownian Motion Process with Jumps Jeff Ryan Quantmod Dan Avery Quantmod
Friday, April 3, 2009 10 emails
Alexios Ghalanos MSE from GARCH forecast ahmed_shamiri at yahoo.com MSE from GARCH forecast Alexios Ghalanos MSE from GARCH forecast Alexios Ghalanos MSE from GARCH forecast Andy Zhu help: yahoo special tags Jeff Ryan help: yahoo special tags gug help: yahoo special tags Andy Zhu help: yahoo special tags John-Paul Taylor Geometric Brownian Motion with Jumps MLE ahmed_shamiri at yahoo.com MSE from GARCH forecast
Thursday, April 2, 2009 4 emails
Matt Dowle data.table is on CRAN (higher speed time series joins and more) rcoder FX options data - CME or others Shaohui.Wang at dzbank.de Shaohui Wang ist außer Haus. / is out of the office. rcoder Historical data: FX spot and options
Wednesday, April 1, 2009 3 emails
Hyun-U Sohn Elliptical Copula simulation Xiaochen Sun Elliptical Copula simulation tawfiq just Elliptical Copula simulation