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R-SIG-Finance September 2009

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(TTR) chaikinVolatility problems

6 msgs
Mark Knecht (TTR) chaikinVolatility problems Sep 14, 2009 Joshua Ulrich (TTR) chaikinVolatility problems Sep 14, 2009 Mark Knecht (TTR) chaikinVolatility problems Sep 14, 2009 Joshua Ulrich (TTR) chaikinVolatility problems Sep 14, 2009 Mark Knecht (TTR) chaikinVolatility problems Sep 14, 2009 Joshua Ulrich (TTR) chaikinVolatility problems Sep 14, 2009

(no subject)

1 msg
karla hernandez villafuerte (no subject) Sep 23, 2009

Announcing: Predictive Analytics World, Oct. 20-21 in Washington DC

1 msg
EliseJ Announcing: Predictive Analytics World, Oct. 20-21 in Washington DC Sep 30, 2009

Atlanta GA

1 msg
zubin Atlanta GA Sep 10, 2009

Bug in fOptions::GBSOption boundary condition?

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

Can you post next Predictive Analytics World conference on forum?

1 msg
Elise Johnson Can you post next Predictive Analytics World conference on forum? Sep 30, 2009

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

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

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

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

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

8 msgs
Michael Does anybody know how to connect to KDB from within R? Sep 24, 2009 Michael Does anybody know how to connect to KDB from within R? Sep 24, 2009 Daniel Cegiełka Does anybody know how to connect to KDB from within R? Sep 24, 2009 Michael Does anybody know how to connect to KDB from within R? Sep 24, 2009 Daniel Cegiełka Does anybody know how to connect to KDB from within R? Sep 24, 2009 Michael Does anybody know how to connect to KDB from within R? Sep 24, 2009 Daniel Cegiełka Does anybody know how to connect to KDB from within R? Sep 25, 2009 Michael Does anybody know how to connect to KDB from within R? Sep 25, 2009

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

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

EXCEL & R

10 msgs
Josh C. Chien EXCEL & R Sep 9, 2009 Josuah Rechtsteiner EXCEL & R Sep 9, 2009 Dirk Eddelbuettel EXCEL & R Sep 9, 2009 Brian G. Peterson EXCEL & R Sep 9, 2009 Jan Vandermeer EXCEL & R Sep 9, 2009 Brian G. Peterson EXCEL & R Sep 9, 2009 Hans-Peter Suter EXCEL & R Sep 10, 2009 Gabor Grothendieck EXCEL & R Sep 10, 2009 Ana Nelson EXCEL & R Sep 14, 2009 Paul Gilbert EXCEL & R Sep 15, 2009

Help to calculate tail dependence and tail risks

2 msgs
Brenda Quismorio Help to calculate tail dependence and tail risks Sep 22, 2009 Mark Knecht Help to calculate tail dependence and tail risks Sep 22, 2009

Index of data is missing (dim is NULL)

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

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

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

LPPL model for bubble burst forcasting

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

Markov Switching

2 msgs
Angel Spassov Markov Switching Sep 22, 2009 Patrick Brandt Markov Switching Sep 22, 2009

Measurement of forecasting accuracy-GFESM

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

Multivariate TS plot with RGL

1 msg
Megh Dal Multivariate TS plot with RGL Sep 14, 2009

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

3 msgs
Jonathan Ling Newbie Question: Portfolio Optimization with MV, LPM and CVaR constraints Sep 11, 2009 Brian G. Peterson Newbie Question: Portfolio Optimization with MV, LPM and CVaR constraints Sep 11, 2009 julien cuisinier Newbie Question: Portfolio Optimization with MV, LPM and CVaR constraints Sep 11, 2009

Newbie quantmod periodicity question

4 msgs
Andre Nathan Newbie quantmod periodicity question Sep 10, 2009 Brian G. Peterson Newbie quantmod periodicity question Sep 10, 2009 Brian G. Peterson Newbie quantmod periodicity question Sep 10, 2009 Andre Nathan Newbie quantmod periodicity question Sep 10, 2009

Non unique timestamp in zoo object

6 msgs
jatin patni Non unique timestamp in zoo object Sep 1, 2009 Brian G. Peterson Non unique timestamp in zoo object Sep 1, 2009 Gabor Grothendieck Non unique timestamp in zoo object Sep 1, 2009 jatin patni Non unique timestamp in zoo object Sep 1, 2009 Gabor Grothendieck Non unique timestamp in zoo object Sep 1, 2009 Jeff Ryan Non unique timestamp in zoo object Sep 1, 2009

Possible enhancement to volatility in TTR

5 msgs
Cedrick Johnson Possible enhancement to volatility in TTR Sep 23, 2009 Cedrick Johnson Possible enhancement to volatility in TTR Sep 28, 2009 Joshua Ulrich Possible enhancement to volatility in TTR Sep 28, 2009 Cedrick Johnson Possible enhancement to volatility in TTR Sep 29, 2009 Joshua Ulrich Possible enhancement to volatility in TTR Sep 29, 2009

Problem in getSymbols.mysql()

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

Problem on ploting of a zoo object

2 msgs
Christofer Bogaso Problem on ploting of a zoo object Sep 24, 2009 Gabor Grothendieck Problem on ploting of a zoo object Sep 24, 2009

Problem with getSymbols.oanda in quantmod

2 msgs
Luis Torgo Problem with getSymbols.oanda in quantmod Sep 18, 2009 Jeff Ryan Problem with getSymbols.oanda in quantmod Sep 18, 2009

Quantmod and Tick Data

3 msgs
jatin patni Quantmod and Tick Data Sep 1, 2009 Brian G. Peterson Quantmod and Tick Data Sep 1, 2009 Daniel Cegiełka Quantmod and Tick Data Sep 1, 2009

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

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

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

4 msgs
Nicolas Chapados Regression in fPortfolio? Sorting by date does not work... Sep 1, 2009 Andrew Ellis Regression in fPortfolio? Sorting by date does not work... Sep 1, 2009 Nicolas Chapados Regression in fPortfolio? Sorting by date does not work... Sep 1, 2009 Yohan Chalabi Regression in fPortfolio? Sorting by date does not work... Sep 2, 2009

Short and longs positions - Portfolio optimization

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

Sorry for my previous posts :(

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

Static Portfolio Optimization

3 msgs
Jesse Velez Static Portfolio Optimization Sep 28, 2009 Brian G. Peterson Static Portfolio Optimization Sep 28, 2009 Thomas Etheber Static Portfolio Optimization Sep 28, 2009

Surface plot of multivariate time series

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

Zelig::zelig

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

access to real time market data

7 msgs
babel at centrum.sk access to real time market data Sep 9, 2009 Brian G. Peterson access to real time market data Sep 9, 2009 Cedrick Johnson access to real time market data Sep 9, 2009 Joshua Ulrich access to real time market data Sep 9, 2009 Joshua Ulrich access to real time market data Sep 9, 2009 davidr at rhotrading.com access to real time market data Sep 9, 2009 gug access to real time market data Sep 9, 2009

another silly question

3 msgs
Gaspar Núñez another silly question Sep 2, 2009 Sean O'Riordain another silly question Sep 2, 2009 gug another silly question Sep 2, 2009

column transposition with xts

5 msgs
Aleks Clark column transposition with xts Sep 14, 2009 Joshua Ulrich column transposition with xts Sep 14, 2009 Aleks Clark column transposition with xts Sep 16, 2009 Gabor Grothendieck column transposition with xts Sep 16, 2009 Jeff Ryan column transposition with xts Sep 16, 2009

computing term structures of bonds

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

discussion of time series objects in R/Rmetrics

2 msgs
Diethelm Wuertz discussion of time series objects in R/Rmetrics Sep 28, 2009 Mark Knecht discussion of time series objects in R/Rmetrics Sep 28, 2009

fit arima long period alternatives

1 msg
Matteo Bertini fit arima long period alternatives Sep 10, 2009

general Levy processes and simulation

3 msgs
Wei-han Liu general Levy processes and simulation Sep 2, 2009 Wei-han Liu general Levy processes and simulation Sep 3, 2009 stefano iacus general Levy processes and simulation Sep 3, 2009

hdf5, quantmod, xts... and dates

3 msgs
Daniel Cegiełka hdf5, quantmod, xts... and dates Sep 16, 2009 Jeff Ryan hdf5, quantmod, xts... and dates Sep 16, 2009 Daniel Cegiełka hdf5, quantmod, xts... and dates Sep 16, 2009

how to winsorize data

8 msgs
Geoffrey Smith how to winsorize data Sep 16, 2009 Breno Neri how to winsorize data Sep 16, 2009 Geoffrey Smith how to winsorize data Sep 16, 2009 David Smith how to winsorize data Sep 16, 2009 Breno Neri how to winsorize data Sep 16, 2009 Charles Ward how to winsorize data Sep 16, 2009 Gabor Grothendieck how to winsorize data Sep 16, 2009 Shane Conway how to winsorize data Sep 16, 2009

index tracking

3 msgs
Gower, Luke index tracking Sep 28, 2009 Adams, Zeno index tracking Sep 28, 2009 Patrick Burns index tracking Sep 29, 2009

limiting number of investments in the portfolio

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

loglik() in urca function

2 msgs
karla hernandez villafuerte loglik() in urca function Sep 23, 2009 Pfaff, Bernhard Dr. loglik() in urca function Sep 24, 2009

multivariate zoo and looping

2 msgs
zubin multivariate zoo and looping Sep 13, 2009 Gabor Grothendieck multivariate zoo and looping Sep 13, 2009

stableFit

1 msg
tzygmund mcfarlane stableFit Sep 17, 2009

termstrc: bond yields

2 msgs
sprohl at na.uni-tuebingen.de termstrc: bond yields Sep 27, 2009 Josef Hayden termstrc: bond yields Sep 28, 2009

timeSeries:: bizarre rbind behavior with colnames

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

timeSeries:: bizarre rbind behavior with colnames

4 msgs
Nicolas Chapados timeSeries:: bizarre rbind behavior with colnames Sep 23, 2009 Jeff Ryan timeSeries:: bizarre rbind behavior with colnames Sep 23, 2009 Diethelm Wuertz timeSeries:: bizarre rbind behavior with colnames Sep 27, 2009 Jeff Ryan timeSeries:: bizarre rbind behavior with colnames Sep 29, 2009

using caret to select financial models

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

what should I be reading?

2 msgs
Aleks Clark what should I be reading? Sep 30, 2009 Gabor Grothendieck what should I be reading? Sep 30, 2009

write.xts() and read.xts()

6 msgs
Wind write.xts() and read.xts() Sep 25, 2009 Gabor Grothendieck write.xts() and read.xts() Sep 25, 2009 Brian G. Peterson write.xts() and read.xts() Sep 25, 2009 Jeff Ryan write.xts() and read.xts() Sep 25, 2009 Wind write.xts() and read.xts() Sep 25, 2009 Jeff Ryan write.xts() and read.xts() Sep 25, 2009

yahoo quote what= commands

3 msgs
zubin yahoo quote what= commands Sep 15, 2009 zubin yahoo quote what= commands Sep 15, 2009 zubin yahoo quote what= commands Sep 15, 2009