Skip to content

R-SIG-Finance July 2009

|

Achim Zeileis

Last active: Jul 24, 2009
2 msgs
Achim Zeileis Reminder: CFE 2009 Submission Deadline Jul 15, 2009 Achim Zeileis Read timeseries from csv file with xts or quantmod Jul 24, 2009

Adams, Zeno

Last active: Jul 31, 2009
1 msg
Adams, Zeno Question about seasonal parameters in ARIMA model. Jul 31, 2009

Adrian Dragulescu

Last active: Jul 16, 2009
2 msgs
Adrian Dragulescu PDF Reader Jul 10, 2009 Adrian Dragulescu Backtesting trade systems Jul 16, 2009

Ajay Shah

Last active: Jun 30, 2009
1 msg
Ajay Shah How can I do this better (handling "realtime" macroeconomic data)? Jun 30, 2009

Ana Nelson

Last active: Jul 27, 2009
5 msgs
Ana Nelson RBloomberg warning message Jul 7, 2009 Ana Nelson Date format with RBloomberg and timeSeries Jul 8, 2009 Ana Nelson Re[R-sig-finance] uters data Jul 9, 2009 Ana Nelson RBloomberg warning message Jul 9, 2009 Ana Nelson Coercion problem in RBloomberg Jul 27, 2009

Andrew

Last active: Jul 15, 2009
3 msgs
Andrew rmetrics portfolio backtesting limitations question Jul 9, 2009 Andrew rmetrics portfolio backtesting limitations question Jul 10, 2009 Andrew rmetrics portfolio backtesting limitations question Jul 15, 2009

Andrew Piskorski

Last active: Jul 24, 2009
1 msg
Andrew Piskorski For pricing Bond Library ? Jul 24, 2009

Andy Zhu

Last active: Jul 21, 2009
3 msgs
Andy Zhu Calculating returns Jul 1, 2009 Andy Zhu COPULA package in R ~ need help on error message Jul 20, 2009 Andy Zhu COPULA package in R ~ need help on error message Jul 21, 2009

Arun Kumar Saha

Last active: Jul 30, 2009
1 msg
Arun Kumar Saha Quantmod Jul 30, 2009

B Kim

Last active: Jul 2, 2009
1 msg
B Kim IBrokers and automatic submission of orders? Jul 2, 2009

Bengoechea Bartolomé Enrique (SIES 73)

Last active: Jul 20, 2009
2 msgs
Bengoechea Bartolomé Enrique (SIES 73) RBloomberg warning message Jul 9, 2009 Bengoechea Bartolomé Enrique (SIES 73) R-finance frameworks (was "Backtesting trade systems") Jul 20, 2009

Brian G. Peterson

Last active: Jul 31, 2009
22 msgs
Brian G. Peterson Value-at-Risk Jul 1, 2009 Brian G. Peterson Value-at-Risk Jul 1, 2009 Brian G. Peterson Does any one know how to program difference-in-difference in panel data with R-program ? Jul 6, 2009 Brian G. Peterson Is there any great & efficient Financial engineering package ? Jul 6, 2009 Brian G. Peterson PDF Reader Jul 10, 2009 Brian G. Peterson Finance Data Jul 12, 2009 Brian G. Peterson Extracting the n-step-ahead estimates from fGarch Jul 14, 2009 Brian G. Peterson Problem with GroupedData Jul 14, 2009 Brian G. Peterson process order-book/trade data Jul 14, 2009 Brian G. Peterson LPPL model for bubble burst forcasting Jul 16, 2009 Brian G. Peterson LPPL model for bubble burst forcasting Jul 20, 2009 Brian G. Peterson Index time change when coercing zoo object to xts Jul 23, 2009 Brian G. Peterson quantmod Charting Jul 23, 2009 Brian G. Peterson For pricing Bond Library ? Jul 24, 2009 Brian G. Peterson disaggregate from monthly to daily time series Jul 27, 2009 Brian G. Peterson error in plot() with fGarch object from saved .RData file Jul 28, 2009 Brian G. Peterson error in plot() with fGarch object from saved .RData file Jul 28, 2009 Brian G. Peterson Speed issue issue with periodReturn Jul 29, 2009 Brian G. Peterson Continuous futures series with R Jul 31, 2009 Brian G. Peterson Question about seasonal parameters in ARIMA model. Jul 31, 2009 Brian G. Peterson getSymbols() date range Jul 31, 2009 Brian G. Peterson fPortfolio, frontierSlider, weightsSlider Jul 31, 2009

Carlos J. Gil Bellosta

Last active: Jul 14, 2009
1 msg
Carlos J. Gil Bellosta process order-book/trade data Jul 14, 2009

Cedrick Johnson

Last active: Jul 2, 2009
2 msgs
Cedrick Johnson IBrokers and automatic submission of orders? Jul 1, 2009 Cedrick Johnson IBrokers and automatic submission of orders? Jul 2, 2009

Charles Ward

Last active: Jul 21, 2009
1 msg
Charles Ward Pattern recognition in timeseries data Jul 21, 2009

Chiquoine, Ben

Last active: Jul 10, 2009
2 msgs
Chiquoine, Ben PDF Reader Jul 10, 2009 Chiquoine, Ben PDF Reader Jul 10, 2009

Christian Gunning

Last active: Jul 11, 2009
2 msgs
Christian Gunning getting xts endpoints() and apply.daiy() to work with local TZ? Jul 7, 2009 Christian Gunning request for input -- good example needed for PGDay lightning-talk Jul 11, 2009

Daniel Cegiełka

Last active: Jul 21, 2009
1 msg
Daniel Cegiełka Pattern recognition in timeseries data Jul 21, 2009

David J. Moore, Ph.D.

Last active: Jul 24, 2009
3 msgs
David J. Moore, Ph.D. Inequality constraints in GMM estimation? Jul 17, 2009 David J. Moore, Ph.D. Inequality constraints in GMM estimation? Jul 18, 2009 David J. Moore, Ph.D. Inequality constraints in GMM estimation? Jul 24, 2009

Debashis Dutta

Last active: Jul 1, 2009
3 msgs
Debashis Dutta Value-at-Risk Jul 1, 2009 Debashis Dutta Value-at-Risk Jul 1, 2009 Debashis Dutta Value-at-Risk Jul 1, 2009

Dirk Eddelbuettel

Last active: Jul 24, 2009
2 msgs
Dirk Eddelbuettel xts question: how to get previous row? Jul 13, 2009 Dirk Eddelbuettel For pricing Bond Library ? Jul 24, 2009

Elan InP

Last active: Jul 31, 2009
1 msg
Elan InP Question about seasonal parameters in ARIMA model. Jul 31, 2009

Enrico Schumann

Last active: Jul 3, 2009
1 msg
Enrico Schumann Rank Jul 3, 2009

Eric Zivot

Last active: Jul 25, 2009
4 msgs
Eric Zivot Value-at-Risk Jul 2, 2009 Eric Zivot Rank Jul 3, 2009 Eric Zivot practicability of variance decomposition Jul 16, 2009 Eric Zivot how to smooth timeseries without the lagging? Jul 25, 2009

FMH

Last active: Jul 14, 2009
1 msg
FMH Problem with GroupedData Jul 14, 2009

Gabor Grothendieck

Last active: Jul 25, 2009
11 msgs
Gabor Grothendieck How can I do this better (handling "realtime" macroeconomic data)? Jul 1, 2009 Gabor Grothendieck Earliest available data on yahoo to download Jul 1, 2009 Gabor Grothendieck Preventing active-neutral-active bouncing signals by staying neutral Jul 8, 2009 Gabor Grothendieck PerformanceAnalytics - Error in UseMethod("time<-") Jul 11, 2009 Gabor Grothendieck PerformanceAnalytics - Error in UseMethod("time<-") Jul 12, 2009 Gabor Grothendieck LPPL model for bubble burst forcasting Jul 17, 2009 Gabor Grothendieck Index time change when coercing zoo object to xts Jul 23, 2009 Gabor Grothendieck Plot.zoo does not take vector parameter for lwd Jul 23, 2009 Gabor Grothendieck Read timeseries from csv file with xts or quantmod Jul 24, 2009 Gabor Grothendieck xts() speed on data with date index Jul 25, 2009 Gabor Grothendieck xts() speed on data with date index Jul 25, 2009

Gerard M. Keogh

Last active: Jul 27, 2009
1 msg
Gerard M. Keogh how to smooth timeseries without the lagging? Jul 27, 2009

Guy Yollin

Last active: Jul 10, 2009
1 msg
Guy Yollin Normalization and Cointegrating Vectors from VECM analysis Jul 10, 2009

Hammed

Last active: Jul 9, 2009
1 msg
Hammed Normalization and Cointegrating Vectors from VECM analysis Jul 9, 2009

Hammed Amusa

Last active: Jul 15, 2009
1 msg
Hammed Amusa Obtaining short-run parameters and error correction coefficients Jul 15, 2009

Hassan hany

Last active: Jul 27, 2009
1 msg
Hassan hany R excel Jul 27, 2009

Heiko Mayer

Last active: Jul 12, 2009
3 msgs
Heiko Mayer PerformanceAnalytics - Error in UseMethod("time<-") Jul 11, 2009 Heiko Mayer PerformanceAnalytics - Error in UseMethod("time<-") Jul 12, 2009 Heiko Mayer PerformanceAnalytics - Error in UseMethod("time<-") Jul 12, 2009

Hodgess, Erin

Last active: Jul 27, 2009
1 msg
Hodgess, Erin disaggregate from monthly to daily time series Jul 27, 2009

Hsiao-nan Cheung

Last active: Jul 18, 2009
1 msg
Hsiao-nan Cheung termstrc's bonds dataset creation Jul 18, 2009

Ian Coe

Last active: Jul 29, 2009
1 msg
Ian Coe Speed issue issue with periodReturn Jul 29, 2009

James Klingsporn

Last active: Jul 23, 2009
2 msgs
James Klingsporn quantmod Charting Jul 23, 2009 James Klingsporn quantmod Charting Jul 23, 2009

James Toll

Last active: Jul 17, 2009
1 msg
James Toll Random numbers with positive skewness Jul 17, 2009

Jeff Ryan

Last active: Jul 31, 2009
19 msgs
Jeff Ryan IBrokers and automatic submission of orders? Jul 2, 2009 Jeff Ryan Earliest available data on yahoo to download Jul 2, 2009 Jeff Ryan IBrokers date/time index? Jul 3, 2009 Jeff Ryan insert element in IBrokers/XTS time series? Jul 6, 2009 Jeff Ryan getting xts endpoints() and apply.daiy() to work with local TZ? Jul 8, 2009 Jeff Ryan PerformanceAnalytics - Error in UseMethod("time<-") Jul 11, 2009 Jeff Ryan Backtesting trade systems Jul 16, 2009 Jeff Ryan quantmod:indicators with different colors Jul 17, 2009 Jeff Ryan high frequency data Jul 18, 2009 Jeff Ryan Index time change when coercing zoo object to xts Jul 23, 2009 Jeff Ryan quantmod Charting Jul 23, 2009 Jeff Ryan quantmod Charting Jul 23, 2009 Jeff Ryan Read timeseries from csv file with xts or quantmod Jul 24, 2009 Jeff Ryan xts() speed on data with date index Jul 25, 2009 Jeff Ryan xts() speed on data with date index Jul 25, 2009 Jeff Ryan R excel Jul 28, 2009 Jeff Ryan Speed issue issue with periodReturn Jul 29, 2009 Jeff Ryan Quantmod Jul 30, 2009 Jeff Ryan getSymbols() date range Jul 31, 2009

John C Frain

Last active: Jul 3, 2009
2 msgs
John C Frain Rank Jul 3, 2009 John C Frain Rank Jul 3, 2009

John Kerpel

Last active: Jul 1, 2009
1 msg
John Kerpel Calculating returns Jul 1, 2009

John P. Burkett

Last active: Jul 31, 2009
5 msgs
John P. Burkett disaggregate from monthly to daily time series Jul 27, 2009 John P. Burkett disaggregate from monthly to daily time series Jul 27, 2009 John P. Burkett disaggregate from monthly to daily time series Jul 27, 2009 John P. Burkett fPortfolio, frontierSlider, weightsSlider Jul 31, 2009 John P. Burkett fPortfolio, frontierSlider, weightsSlider Jul 31, 2009

John Seppänen

Last active: Jul 26, 2009
1 msg
John Seppänen Fitting and testing copula-functions Jul 26, 2009

Josh C. Chien

Last active: Jul 23, 2009
2 msgs
Josh C. Chien Is there any great & efficient Financial engineering package ? Jul 6, 2009 Josh C. Chien For pricing Bond Library ? Jul 23, 2009

Joshua Ulrich

Last active: Jul 31, 2009
10 msgs
Joshua Ulrich Earliest available data on yahoo to download Jul 1, 2009 Joshua Ulrich Earliest available data on yahoo to download Jul 1, 2009 Joshua Ulrich Finance Data Jul 11, 2009 Joshua Ulrich xts question: how to get previous row? Jul 15, 2009 Joshua Ulrich Backtesting trade systems Jul 16, 2009 Joshua Ulrich Pattern recognition in timeseries data Jul 21, 2009 Joshua Ulrich Read timeseries from csv file with xts or quantmod Jul 24, 2009 Joshua Ulrich disaggregate from monthly to daily time series Jul 27, 2009 Joshua Ulrich disaggregate from monthly to daily time series Jul 27, 2009 Joshua Ulrich Quantmod Jul 31, 2009

Josuah Rechtsteiner

Last active: Jul 25, 2009
1 msg
Josuah Rechtsteiner how to smooth timeseries without the lagging? Jul 25, 2009

Keith Sabol

Last active: Jul 8, 2009
1 msg
Keith Sabol Coercion problem in RBloomberg Jul 8, 2009

Khanh Nguyen

Last active: Jul 24, 2009
2 msgs
Khanh Nguyen For pricing Bond Library ? Jul 23, 2009 Khanh Nguyen For pricing Bond Library ? Jul 24, 2009

Liviu Andronic

Last active: Jul 18, 2009
2 msgs
Liviu Andronic Inequality constraints in GMM estimation? Jul 18, 2009 Liviu Andronic Inequality constraints in GMM estimation? Jul 18, 2009

Mark Breman

Last active: Jul 31, 2009
18 msgs
Mark Breman xts question: how to get previous row? Jul 12, 2009 Mark Breman xts question: how to get previous row? Jul 13, 2009 Mark Breman Backtesting trade systems Jul 16, 2009 Mark Breman Backtesting trade systems Jul 16, 2009 Mark Breman Backtesting trade systems Jul 17, 2009 Mark Breman Questions/issues about new Tradesys package Jul 20, 2009 Mark Breman Pattern recognition in timeseries data Jul 20, 2009 Mark Breman Pattern recognition in timeseries data Jul 21, 2009 Mark Breman Pattern recognition in timeseries data Jul 21, 2009 Mark Breman Pattern recognition in timeseries data Jul 21, 2009 Mark Breman Pattern recognition in timeseries data Jul 21, 2009 Mark Breman Read timeseries from csv file with xts or quantmod Jul 24, 2009 Mark Breman Read timeseries from csv file with xts or quantmod Jul 24, 2009 Mark Breman Read timeseries from csv file with xts or quantmod Jul 24, 2009 Mark Breman Read timeseries from csv file with xts or quantmod Jul 24, 2009 Mark Breman Continuous futures series with R Jul 31, 2009 Mark Breman Continuous futures series with R Jul 31, 2009 Mark Breman Continuous futures series with R Jul 31, 2009

Mark Leeds

Last active: Jul 21, 2009
2 msgs
Mark Leeds comparison of trading rules Jul 15, 2009 Mark Leeds Pattern recognition in timeseries data Jul 21, 2009

Matthieu Stigler

Last active: Jul 27, 2009
2 msgs
Matthieu Stigler Rank Jul 3, 2009 Matthieu Stigler Version 0.7 of package tsDyn, nonlinear time series Jul 27, 2009

Megh Dal

Last active: Jul 8, 2009
1 msg
Megh Dal Re[R-sig-finance] uters data Jul 8, 2009

Michael

Last active: Jul 25, 2009
12 msgs
Michael IBrokers and automatic submission of orders? Jul 1, 2009 Michael IBrokers date/time index? Jul 3, 2009 Michael insert element in IBrokers/XTS time series? Jul 3, 2009 Michael insert element in IBrokers/XTS time series? Jul 3, 2009 Michael insert element in IBrokers/XTS time series? Jul 4, 2009 Michael insert element in IBrokers/XTS time series? Jul 5, 2009 Michael quantmod:indicators with different colors Jul 17, 2009 Michael quantmod:indicators with different colors Jul 17, 2009 Michael how to smooth timeseries without the lagging? Jul 24, 2009 Michael xts() speed on data with date index Jul 25, 2009 Michael xts() speed on data with date index Jul 25, 2009 Michael xts() speed on data with date index Jul 25, 2009

Murali.MENON at fortisinvestments.com

Last active: Jul 16, 2009
5 msgs
Murali.MENON at fortisinvestments.com Value-at-Risk Jul 1, 2009 Murali.MENON at fortisinvestments.com Preventing active-neutral-active bouncing signals by staying neutral Jul 8, 2009 Murali.MENON at fortisinvestments.com xts question: how to get previous row? Jul 13, 2009 Murali.MENON at fortisinvestments.com comparison of trading rules Jul 15, 2009 Murali.MENON at fortisinvestments.com comparison of trading rules Jul 16, 2009

Murilo Eiji Doi

Last active: Jul 10, 2009
1 msg
Murilo Eiji Doi Extracting AIC or Log-Likelihood from a fitted GARCH Jul 10, 2009

Olivier Schmitt

Last active: Jul 8, 2009
2 msgs
Olivier Schmitt Date format with RBloomberg and timeSeries Jul 8, 2009 Olivier Schmitt Date format with RBloomberg and timeSeries Jul 8, 2009

Patrick Burns

Last active: Jul 2, 2009
4 msgs
Patrick Burns Value-at-Risk Jul 1, 2009 Patrick Burns Value-at-Risk Jul 2, 2009 Patrick Burns Value-at-Risk Jul 2, 2009 Patrick Burns Value-at-Risk Jul 2, 2009

Peter Carl

Last active: Jul 20, 2009
2 msgs
Peter Carl Backtesting trade systems Jul 16, 2009 Peter Carl Best practice in trading model reporting (PerformanceAnalytics) Jul 20, 2009

R_help Help

Last active: Jul 2, 2009
5 msgs
R_help Help Earliest available data on yahoo to download Jul 1, 2009 R_help Help Earliest available data on yahoo to download Jul 1, 2009 R_help Help Earliest available data on yahoo to download Jul 1, 2009 R_help Help Earliest available data on yahoo to download Jul 1, 2009 R_help Help Help on constrained regression Jul 2, 2009

Ravi S. Shankar

Last active: Jul 20, 2009
2 msgs
Ravi S. Shankar Extracting implied probabilities Jul 14, 2009 Ravi S. Shankar American Option implied volatility Jul 20, 2009

Robert Iquiapaza

Last active: Jul 6, 2009
2 msgs
Robert Iquiapaza Value-at-Risk Jul 1, 2009 Robert Iquiapaza Does any one know how to program difference-in-difference in panel data with R-program ? Jul 6, 2009

Robert Sams

Last active: Jul 27, 2009
6 msgs
Robert Sams RBloomberg warning message Jul 8, 2009 Robert Sams Extracting implied probabilities Jul 14, 2009 Robert Sams comparison of trading rules Jul 16, 2009 Robert Sams Backtesting trade systems Jul 16, 2009 Robert Sams Backtesting trade systems Jul 17, 2009 Robert Sams disaggregate from monthly to daily time series Jul 27, 2009

Roger Bergande

Last active: Jul 28, 2009
1 msg
Roger Bergande Tier 1 Subordinated Bond Jul 28, 2009

Ron Burns

Last active: Jul 1, 2009
1 msg
Ron Burns garchFit help page examples do not converge Jul 1, 2009

Ron Michael

Last active: Jul 16, 2009
5 msgs
Ron Michael Rank Jul 2, 2009 Ron Michael Rank Jul 3, 2009 Ron Michael Rank Jul 3, 2009 Ron Michael Rank Jul 3, 2009 Ron Michael practicability of variance decomposition Jul 16, 2009

Sandor Benczik

Last active: Jul 13, 2009
1 msg
Sandor Benczik xts question: how to get previous row? Jul 13, 2009

Sean Carmody

Last active: Jul 25, 2009
8 msgs
Sean Carmody Earliest available data on yahoo to download Jul 1, 2009 Sean Carmody Earliest available data on yahoo to download Jul 1, 2009 Sean Carmody insert element in IBrokers/XTS time series? Jul 4, 2009 Sean Carmody insert element in IBrokers/XTS time series? Jul 5, 2009 Sean Carmody insert element in IBrokers/XTS time series? Jul 5, 2009 Sean Carmody Plot.zoo does not take vector parameter for lwd Jul 23, 2009 Sean Carmody Plot.zoo does not take vector parameter for lwd Jul 23, 2009 Sean Carmody how to smooth timeseries without the lagging? Jul 25, 2009

Sergey Goriatchev

Last active: Jul 9, 2009
5 msgs
Sergey Goriatchev RBloomberg warning message Jul 7, 2009 Sergey Goriatchev RBloomberg warning message Jul 8, 2009 Sergey Goriatchev RBloomberg warning message Jul 8, 2009 Sergey Goriatchev RBloomberg warning message Jul 8, 2009 Sergey Goriatchev RBloomberg warning message Jul 9, 2009

Spencer Graves

Last active: Jul 24, 2009
11 msgs
Spencer Graves Help on constrained regression Jul 2, 2009 Spencer Graves Help on constrained regression Jul 2, 2009 Spencer Graves Coercion problem in RBloomberg Jul 10, 2009 Spencer Graves financial series: waveslim, brainwaver, wavetresh and fractal Jul 11, 2009 Spencer Graves rmetrics portfolio backtesting limitations question Jul 12, 2009 Spencer Graves financial series: waveslim, brainwaver, wavetresh and fractal Jul 15, 2009 Spencer Graves Random numbers with positive skewness Jul 20, 2009 Spencer Graves termstrc's bonds dataset creation Jul 20, 2009 Spencer Graves Inequality constraints in GMM estimation? Jul 22, 2009 Spencer Graves For pricing Bond Library ? Jul 24, 2009 Spencer Graves For pricing Bond Library ? Jul 24, 2009

Steve Wisdom

Last active: Jul 17, 2009
1 msg
Steve Wisdom Turtle demo (was 'Backtesting...') Jul 17, 2009

Tseng Ko

Last active: Jul 23, 2009
1 msg
Tseng Ko Index time change when coercing zoo object to xts Jul 23, 2009

Voss, Kent

Last active: Jul 8, 2009
1 msg
Voss, Kent RBloomberg warning message Jul 8, 2009

Wei-han Liu

Last active: Jul 2, 2009
3 msgs
Wei-han Liu Value-at-Risk Jul 1, 2009 Wei-han Liu Value-at-Risk Jul 1, 2009 Wei-han Liu Value-at-Risk Jul 2, 2009

Whit Armstrong

Last active: Jul 31, 2009
3 msgs
Whit Armstrong Is there any great & efficient Financial engineering package ? Jul 6, 2009 Whit Armstrong Continuous futures series with R Jul 31, 2009 Whit Armstrong Continuous futures series with R Jul 31, 2009

Wind

Last active: Jul 23, 2009
7 msgs
Wind LPPL model for bubble burst forcasting Jul 16, 2009 Wind LPPL model for bubble burst forcasting Jul 16, 2009 Wind LPPL model for bubble burst forcasting Jul 17, 2009 Wind LPPL model for bubble burst forcasting Jul 17, 2009 Wind LPPL model for bubble burst forcasting Jul 17, 2009 Wind LPPL model for bubble burst forcasting Jul 20, 2009 Wind LPPL model for bubble burst forcasting Jul 23, 2009

Yohan Chalabi

Last active: Jul 28, 2009
3 msgs
Yohan Chalabi 3rd R/Rmetrics Workshop 2009 - Presentation Online Jul 3, 2009 Yohan Chalabi error in plot() with fGarch object from saved .RData file Jul 28, 2009 Yohan Chalabi error in plot() with fGarch object from saved .RData file Jul 28, 2009

Zanella Marco

Last active: Jul 20, 2009
1 msg
Zanella Marco Best practice in trading model reporting (PerformanceAnalytics) Jul 20, 2009

bonjourbc9

Last active: Jul 20, 2009
1 msg
bonjourbc9 COPULA package in R ~ need help on error message Jul 20, 2009

davidr at rhotrading.com

Last active: Jul 20, 2009
2 msgs
davidr at rhotrading.com Random numbers with positive skewness Jul 20, 2009 davidr at rhotrading.com American Option implied volatility Jul 20, 2009

ehxpieterse

Last active: Jul 31, 2009
3 msgs
ehxpieterse Quantmod Jul 31, 2009 ehxpieterse Quantmod Jul 31, 2009 ehxpieterse getSymbols() date range Jul 31, 2009

malcolm Crouch

Last active: Jul 11, 2009
1 msg
malcolm Crouch Finance Data Jul 11, 2009

michael.sankowski at gmail.com

Last active: Jul 26, 2009
2 msgs
michael.sankowski at gmail.com how to smooth timeseries without the lagging? Jul 25, 2009 michael.sankowski at gmail.com how to smooth timeseries without the lagging? Jul 26, 2009

sk lai

Last active: Jul 3, 2009
1 msg
sk lai Does any one know how to program difference-in-difference in panel data with R-program ? Jul 3, 2009

stvienna wiener

Last active: Jul 15, 2009
3 msgs
stvienna wiener financial series: waveslim, brainwaver, wavetresh and fractal Jul 9, 2009 stvienna wiener financial series: waveslim, brainwaver, wavetresh and fractal Jul 15, 2009 stvienna wiener financial series: waveslim, brainwaver, wavetresh and fractal Jul 15, 2009

suneel

Last active: Jul 14, 2009
1 msg
suneel process order-book/trade data Jul 14, 2009

zubin

Last active: Jul 18, 2009
1 msg
zubin high frequency data Jul 18, 2009