R-SIG-Finance September 2009

what should I be reading?

1 msg Sep 30

limiting number of investments in the portfolio

1 msg Sep 30

I

Inei1234 limiting number of investments in the portfolio Sep 30, 2009

what should I be reading?

2 msgs Sep 30

A

Aleks Clark what should I be reading? Sep 30, 2009

G

Gabor Grothendieck what should I be reading? Sep 30, 2009

Possible enhancement to volatility in TTR

5 msgs Sep 29

C

Cedrick Johnson Possible enhancement to volatility in TTR Sep 23, 2009

C

Cedrick Johnson Possible enhancement to volatility in TTR Sep 28, 2009

J

Joshua Ulrich Possible enhancement to volatility in TTR Sep 28, 2009

C

Cedrick Johnson Possible enhancement to volatility in TTR Sep 29, 2009

J

Joshua Ulrich Possible enhancement to volatility in TTR Sep 29, 2009

timeSeries:: bizarre rbind behavior with colnames

5 msgs Sep 29

N

Nicolas Chapados timeSeries:: bizarre rbind behavior with colnames Sep 23, 2009

J

Jeff Ryan timeSeries:: bizarre rbind behavior with colnames Sep 23, 2009

D

Diethelm Wuertz timeSeries:: bizarre rbind behavior with colnames Sep 27, 2009

D

Diethelm Wuertz timeSeries:: bizarre rbind behavior with colnames Sep 27, 2009

J

Jeff Ryan timeSeries:: bizarre rbind behavior with colnames Sep 29, 2009

index tracking

3 msgs Sep 29

G

Gower, Luke index tracking Sep 28, 2009

A

Adams, Zeno index tracking Sep 28, 2009

P

Patrick Burns index tracking Sep 29, 2009

Static Portfolio Optimization

3 msgs Sep 28

J

Jesse Velez Static Portfolio Optimization Sep 28, 2009

B

Brian G. Peterson Static Portfolio Optimization Sep 28, 2009

T

Thomas Etheber Static Portfolio Optimization Sep 28, 2009

discussion of time series objects in R/Rmetrics

2 msgs Sep 28

D

Diethelm Wuertz discussion of time series objects in R/Rmetrics Sep 28, 2009

M

Mark Knecht discussion of time series objects in R/Rmetrics Sep 28, 2009

termstrc: bond yields

1 msg Sep 28

J

Josef Hayden termstrc: bond yields Sep 28, 2009

termstrc: bond yields

1 msg Sep 27

S

sprohl at na.uni-tuebingen.de termstrc: bond yields Sep 27, 2009

Problem in getSymbols.mysql()

1 msg Sep 27

L

Luis Torgo Problem in getSymbols.mysql() Sep 27, 2009

write.xts() and read.xts()

6 msgs Sep 25

W

Wind write.xts() and read.xts() Sep 25, 2009

G

Gabor Grothendieck write.xts() and read.xts() Sep 25, 2009

B

Brian G. Peterson write.xts() and read.xts() Sep 25, 2009

J

Jeff Ryan write.xts() and read.xts() Sep 25, 2009

W

Wind write.xts() and read.xts() Sep 25, 2009

J

Jeff Ryan write.xts() and read.xts() Sep 25, 2009

Does anybody know how to connect to SAS from within R?

1 msg Sep 25

M

Michael Does anybody know how to connect to SAS from within R? Sep 25, 2009

Does anybody know how to connect to KDB from within R?

10 msgs Sep 25

M

Michael Does anybody know how to connect to KDB from within R? Sep 24, 2009

B

Brian G. Peterson Does anybody know how to connect to KDB from within R? Sep 24, 2009

D

Daniel Cegiełka Does anybody know how to connect to KDB from within R? Sep 24, 2009

M

Michael Does anybody know how to connect to KDB from within R? Sep 24, 2009

D

Daniel Cegiełka Does anybody know how to connect to KDB from within R? Sep 24, 2009

M

Michael Does anybody know how to connect to KDB from within R? Sep 24, 2009

D

Daniel Cegiełka Does anybody know how to connect to KDB from within R? Sep 24, 2009

M

Michael Does anybody know how to connect to KDB from within R? Sep 24, 2009

D

Daniel Cegiełka Does anybody know how to connect to KDB from within R? Sep 25, 2009

M

Michael Does anybody know how to connect to KDB from within R? Sep 25, 2009

Problem on ploting of a zoo object

2 msgs Sep 24

C

Christofer Bogaso Problem on ploting of a zoo object Sep 24, 2009

G

Gabor Grothendieck Problem on ploting of a zoo object Sep 24, 2009

computing term structures of bonds

1 msg Sep 24

B

Brian G. Peterson computing term structures of bonds Sep 24, 2009

loglik() in urca function

2 msgs Sep 24

K

karla hernandez villafuerte loglik() in urca function Sep 23, 2009

P

Pfaff, Bernhard Dr. loglik() in urca function Sep 24, 2009

(no subject)

1 msg Sep 23

K

karla hernandez villafuerte (no subject) Sep 23, 2009

Help to calculate tail dependence and tail risks

2 msgs Sep 22

B

Brenda Quismorio Help to calculate tail dependence and tail risks Sep 22, 2009

M

Mark Knecht Help to calculate tail dependence and tail risks Sep 22, 2009

Markov Switching

2 msgs Sep 22

A

Angel Spassov Markov Switching Sep 22, 2009

P

Patrick Brandt Markov Switching Sep 22, 2009

LPPL model for bubble burst forcasting

2 msgs Sep 22

M

Mark Breman LPPL model for bubble burst forcasting Sep 22, 2009

W

Wind LPPL model for bubble burst forcasting Sep 22, 2009

Bug in fOptions::GBSOption boundary condition?

1 msg Sep 19

N

Nicolas Chapados Bug in fOptions::GBSOption boundary condition? Sep 19, 2009

Problem with getSymbols.oanda in quantmod

2 msgs Sep 18

L

Luis Torgo Problem with getSymbols.oanda in quantmod Sep 18, 2009

J

Jeff Ryan Problem with getSymbols.oanda in quantmod Sep 18, 2009

stableFit

1 msg Sep 17

T

tzygmund mcfarlane stableFit Sep 17, 2009

Short and longs positions - Portfolio optimization

1 msg Sep 17

J

Jorge Nieves Short and longs positions - Portfolio optimization Sep 17, 2009

using caret to select financial models

1 msg Sep 17

A

Aleks Clark using caret to select financial models Sep 17, 2009

how to winsorize data

8 msgs Sep 16

G

Geoffrey Smith how to winsorize data Sep 16, 2009

B

Breno Neri how to winsorize data Sep 16, 2009

G

Geoffrey Smith how to winsorize data Sep 16, 2009

D

David Smith how to winsorize data Sep 16, 2009

B

Breno Neri how to winsorize data Sep 16, 2009

C

Charles Ward how to winsorize data Sep 16, 2009

G

Gabor Grothendieck how to winsorize data Sep 16, 2009

S

Shane Conway how to winsorize data Sep 16, 2009

hdf5, quantmod, xts... and dates

3 msgs Sep 16

D

Daniel Cegiełka hdf5, quantmod, xts... and dates Sep 16, 2009

J

Jeff Ryan hdf5, quantmod, xts... and dates Sep 16, 2009

D

Daniel Cegiełka hdf5, quantmod, xts... and dates Sep 16, 2009

column transposition with xts

5 msgs Sep 16

A

Aleks Clark column transposition with xts Sep 14, 2009

J

Joshua Ulrich column transposition with xts Sep 14, 2009

A

Aleks Clark column transposition with xts Sep 16, 2009

G

Gabor Grothendieck column transposition with xts Sep 16, 2009

J

Jeff Ryan column transposition with xts Sep 16, 2009

yahoo quote what= commands

3 msgs Sep 15

Z

zubin yahoo quote what= commands Sep 15, 2009

Z

zubin yahoo quote what= commands Sep 15, 2009

Z

zubin yahoo quote what= commands Sep 15, 2009

EXCEL & R

10 msgs Sep 15

J

Josh C. Chien EXCEL & R Sep 9, 2009

J

Josuah Rechtsteiner EXCEL & R Sep 9, 2009

D

Dirk Eddelbuettel EXCEL & R Sep 9, 2009

B

Brian G. Peterson EXCEL & R Sep 9, 2009

J

Jan Vandermeer EXCEL & R Sep 9, 2009

B

Brian G. Peterson EXCEL & R Sep 9, 2009

H

Hans-Peter Suter EXCEL & R Sep 10, 2009

G

Gabor Grothendieck EXCEL & R Sep 10, 2009

A

Ana Nelson EXCEL & R Sep 14, 2009

P

Paul Gilbert EXCEL & R Sep 15, 2009

(TTR) chaikinVolatility problems

6 msgs Sep 14

M

Mark Knecht (TTR) chaikinVolatility problems Sep 14, 2009

J

Joshua Ulrich (TTR) chaikinVolatility problems Sep 14, 2009

M

Mark Knecht (TTR) chaikinVolatility problems Sep 14, 2009

J

Joshua Ulrich (TTR) chaikinVolatility problems Sep 14, 2009

M

Mark Knecht (TTR) chaikinVolatility problems Sep 14, 2009

J

Joshua Ulrich (TTR) chaikinVolatility problems Sep 14, 2009

Multivariate TS plot with RGL

1 msg Sep 14

M

Megh Dal Multivariate TS plot with RGL Sep 14, 2009

Surface plot of multivariate time series

1 msg Sep 13

M

Megh Dal Surface plot of multivariate time series Sep 13, 2009

multivariate zoo and looping

2 msgs Sep 13

Z

zubin multivariate zoo and looping Sep 13, 2009

G

Gabor Grothendieck multivariate zoo and looping Sep 13, 2009

Newbie Question: Portfolio Optimization with MV, LPM and CVaR constraints

3 msgs Sep 11

J

Jonathan Ling Newbie Question: Portfolio Optimization with MV, LPM and CVaR constraints Sep 11, 2009

B

Brian G. Peterson Newbie Question: Portfolio Optimization with MV, LPM and CVaR constraints Sep 11, 2009

J

julien cuisinier Newbie Question: Portfolio Optimization with MV, LPM and CVaR constraints Sep 11, 2009

Newbie quantmod periodicity question

4 msgs Sep 10

A

Andre Nathan Newbie quantmod periodicity question Sep 10, 2009

B

Brian G. Peterson Newbie quantmod periodicity question Sep 10, 2009

B

Brian G. Peterson Newbie quantmod periodicity question Sep 10, 2009

A

Andre Nathan Newbie quantmod periodicity question Sep 10, 2009

Atlanta GA

1 msg Sep 10

Z

zubin Atlanta GA Sep 10, 2009

fit arima long period alternatives

1 msg Sep 10

M

Matteo Bertini fit arima long period alternatives Sep 10, 2009

access to real time market data

7 msgs Sep 9

B

babel at centrum.sk access to real time market data Sep 9, 2009

B

Brian G. Peterson access to real time market data Sep 9, 2009

C

Cedrick Johnson access to real time market data Sep 9, 2009

J

Joshua Ulrich access to real time market data Sep 9, 2009

J

Joshua Ulrich access to real time market data Sep 9, 2009

D

davidr at rhotrading.com access to real time market data Sep 9, 2009

G

gug access to real time market data Sep 9, 2009

Inverse Mills in clustered (multilevel) cross-sectional panel data

1 msg Sep 8

S

saurav pathak Inverse Mills in clustered (multilevel) cross-sectional panel data Sep 8, 2009

Zelig::zelig

1 msg Sep 5

Z

Zebedee Nii-Naate Zelig::zelig Sep 5, 2009

general Levy processes and simulation

2 msgs Sep 3

W

Wei-han Liu general Levy processes and simulation Sep 3, 2009

S

stefano iacus general Levy processes and simulation Sep 3, 2009

Sorry for my previous posts :(

1 msg Sep 3

J

jatin patni Sorry for my previous posts :( Sep 3, 2009

general Levy processes and simulation

1 msg Sep 2

W

Wei-han Liu general Levy processes and simulation Sep 2, 2009

another silly question

3 msgs Sep 2

G

Gaspar Núñez another silly question Sep 2, 2009

S

Sean O'Riordain another silly question Sep 2, 2009

G

gug another silly question Sep 2, 2009

Measurement of forecasting accuracy-GFESM

1 msg Sep 2

B

babel at centrum.sk Measurement of forecasting accuracy-GFESM Sep 2, 2009

R-Help(Aggregate function): Multiple functions for different collumns

3 msgs Sep 2

J

jatin patni R-Help(Aggregate function): Multiple functions for different collumns Sep 2, 2009

J

Joshua Ulrich R-Help(Aggregate function): Multiple functions for different collumns Sep 2, 2009

J

jatin patni R-Help(Aggregate function): Multiple functions for different collumns Sep 2, 2009

Index of data is missing (dim is NULL)

2 msgs Sep 2

S

sunil Index of data is missing (dim is NULL) Sep 2, 2009

J

Joshua Ulrich Index of data is missing (dim is NULL) Sep 2, 2009

Regression in fPortfolio? Sorting by date does not work...

4 msgs Sep 2

N

Nicolas Chapados Regression in fPortfolio? Sorting by date does not work... Sep 1, 2009

A

Andrew Ellis Regression in fPortfolio? Sorting by date does not work... Sep 1, 2009

N

Nicolas Chapados Regression in fPortfolio? Sorting by date does not work... Sep 1, 2009

Y

Yohan Chalabi Regression in fPortfolio? Sorting by date does not work... Sep 2, 2009

Correct specification for modelling a AR(p)-GJR GARCH(1, 1) - skewed t using fGARCH

1 msg Sep 1

A

Alexios Ghalanos Correct specification for modelling a AR(p)-GJR GARCH(1, 1) - skewed t using fGARCH Sep 1, 2009

Non unique timestamp in zoo object

6 msgs Sep 1

J

jatin patni Non unique timestamp in zoo object Sep 1, 2009

B

Brian G. Peterson Non unique timestamp in zoo object Sep 1, 2009

G

Gabor Grothendieck Non unique timestamp in zoo object Sep 1, 2009

J

jatin patni Non unique timestamp in zoo object Sep 1, 2009

G

Gabor Grothendieck Non unique timestamp in zoo object Sep 1, 2009

J

Jeff Ryan Non unique timestamp in zoo object Sep 1, 2009

Quantmod and Tick Data

3 msgs Sep 1

J

jatin patni Quantmod and Tick Data Sep 1, 2009

B

Brian G. Peterson Quantmod and Tick Data Sep 1, 2009

D

Daniel Cegiełka Quantmod and Tick Data Sep 1, 2009