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R-SIG-Finance October 2009

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Adrian Trapletti

Last active: Oct 15, 2009
2 msgs
Adrian Trapletti Static Portfolio Optimization Oct 5, 2009 Adrian Trapletti Perfect out-of-sample-fit in a model containing a lagged dependent variable? Oct 15, 2009

Aleks Clark

Last active: Oct 14, 2009
4 msgs
Aleks Clark Vectorized rolling computation on xts series Oct 7, 2009 Aleks Clark interpolating missing values from a TS Oct 7, 2009 Aleks Clark Evaluating equity curves Oct 11, 2009 Aleks Clark Evaluating equity curves Oct 14, 2009

Ana Nelson

Last active: Oct 27, 2009
3 msgs
Ana Nelson RBloomberg News and Upcoming Versions Oct 1, 2009 Ana Nelson RBloomberg error? Oct 15, 2009 Ana Nelson agent-based models: any progress? Oct 27, 2009

Axel Leroix

Last active: Oct 30, 2009
1 msg
Axel Leroix Time series temporal disaggregation Oct 30, 2009

Bjorn Skogtro

Last active: Oct 21, 2009
1 msg
Bjorn Skogtro Multiply xts-series with different frequencies Oct 21, 2009

Brian G. Peterson

Last active: Oct 30, 2009
16 msgs
Brian G. Peterson portfolio.optim - RiskFreeRate Oct 6, 2009 Brian G. Peterson interpolating missing values from a TS Oct 7, 2009 Brian G. Peterson recommended zoo merge for multiple objects Oct 9, 2009 Brian G. Peterson How to do multiple time series modelling in R? Oct 9, 2009 Brian G. Peterson recommended zoo merge for multiple objects Oct 9, 2009 Brian G. Peterson Evaluating equity curves Oct 11, 2009 Brian G. Peterson Evaluating equity curves Oct 11, 2009 Brian G. Peterson R CMD --meetup=Chicago --when=Oct 29 --where=Jak'sTap Oct 13, 2009 Brian G. Peterson Exploratory analyses: Experience using gputools-package for Nvidia graphics-accellerators? Oct 16, 2009 Brian G. Peterson Rolling Beta Oct 19, 2009 Brian G. Peterson Rolling Beta Oct 19, 2009 Brian G. Peterson Performance Analytics Package: Annualized Returns/Sharpe Ratios and Treynor Ratio Oct 22, 2009 Brian G. Peterson getQuote real time Oct 27, 2009 Brian G. Peterson Manipulate database Oct 28, 2009 Brian G. Peterson Time series temporal disaggregation (or: going from low frequency to higher frequency) Oct 30, 2009 Brian G. Peterson Time series temporal disaggregation (or: going from low frequency to higher frequency) Oct 30, 2009

Charles Evans

Last active: Oct 9, 2009
1 msg
Charles Evans How to do multiple time series modelling in R? Oct 9, 2009

Clhis Alberty

Last active: Oct 28, 2009
1 msg
Clhis Alberty Manipulate database Oct 28, 2009

Daniel Cegiełka

Last active: Oct 12, 2009
3 msgs
Daniel Cegiełka QuantMod trading models docs? Oct 11, 2009 Daniel Cegiełka QuantMod trading models docs? Oct 11, 2009 Daniel Cegiełka QuantMod trading models docs? Oct 12, 2009

David Lüthi

Last active: Oct 30, 2009
1 msg
David Lüthi modeling and forecasting commodity time series? Oct 30, 2009

Diethelm Wuertz

Last active: Oct 6, 2009
2 msgs
Diethelm Wuertz fPortfolio question and edited code Oct 5, 2009 Diethelm Wuertz portfolio.optim - RiskFreeRate Oct 6, 2009

Dirk Eddelbuettel

Last active: Oct 16, 2009
5 msgs
Dirk Eddelbuettel Can you post next Predictive Analytics World conference on forum? Oct 1, 2009 Dirk Eddelbuettel Static Portfolio Optimization Oct 1, 2009 Dirk Eddelbuettel Static Portfolio Optimization Oct 1, 2009 Dirk Eddelbuettel Enough, please (Was: Mathematical Expectation for a trading system) Oct 16, 2009 Dirk Eddelbuettel Exploratory analyses: Experience using gputools-package for Nvidia graphics-accellerators? Oct 16, 2009

Elise Johnson

Last active: Oct 15, 2009
1 msg
Elise Johnson Can we post following event to discussion board? Oct 15, 2009

EliseJ

Last active: Oct 14, 2009
1 msg
EliseJ Predictive Analytics Seminar: Nov. 11-12, San Francisco Oct 14, 2009

Erb Philipp (erbp)

Last active: Oct 7, 2009
1 msg
Erb Philipp (erbp) Evaluating/comparing dynamic linear model Oct 7, 2009

Eric Zivot

Last active: Oct 2, 2009
1 msg
Eric Zivot Static Portfolio Optimization Oct 2, 2009

FMH

Last active: Oct 15, 2009
2 msgs
FMH How to do multiple time series modelling in R? Oct 9, 2009 FMH Estimation in a changepoint regression with R Oct 15, 2009

Gabor Grothendieck

Last active: Oct 10, 2009
3 msgs
Gabor Grothendieck interpolating missing values from a TS Oct 7, 2009 Gabor Grothendieck recommended zoo merge for multiple objects Oct 9, 2009 Gabor Grothendieck xts: xts/xts not an xts? and subsetting on hours across all dates Oct 10, 2009

Geoffrey Smith

Last active: Oct 7, 2009
1 msg
Geoffrey Smith treynor black (1973) Oct 7, 2009

Gero Schwenk

Last active: Oct 16, 2009
3 msgs
Gero Schwenk Perfect out-of-sample-fit in a model containing a lagged dependent variable? Oct 15, 2009 Gero Schwenk Error found - [Perfect out-of-sample-fit in a model containing a lagged dependent variable?] Oct 15, 2009 Gero Schwenk Exploratory analyses: Experience using gputools-package for Nvidia graphics-accellerators? Oct 16, 2009

Gower, Luke

Last active: Sep 30, 2009
1 msg
Gower, Luke what should I be reading? Sep 30, 2009

Guillaume Yziquel

Last active: Oct 27, 2009
2 msgs
Guillaume Yziquel how to use xts in setClass() Oct 27, 2009 Guillaume Yziquel how to use xts in setClass() Oct 27, 2009

Guy Yollin

Last active: Oct 2, 2009
1 msg
Guy Yollin Engle Granger test critical values Oct 2, 2009

Jan Vandermeer

Last active: Oct 14, 2009
3 msgs
Jan Vandermeer Blotter package - problem with example. Oct 13, 2009 Jan Vandermeer Blotter package - problem with example. Oct 14, 2009 Jan Vandermeer Blotter package - problem with example (Jan Vandermeer) Oct 14, 2009

Jeff Ryan

Last active: Oct 30, 2009
13 msgs
Jeff Ryan How to do multiple time series modelling in R? Oct 9, 2009 Jeff Ryan how to handle both the symbol names and prices in one xts Oct 11, 2009 Jeff Ryan QuantMod trading models docs? Oct 11, 2009 Jeff Ryan QuantMod trading models docs? Oct 12, 2009 Jeff Ryan QuantMod trading models docs? Oct 12, 2009 Jeff Ryan Blotter package - problem with example. Oct 13, 2009 Jeff Ryan Multiply xts-series with different frequencies Oct 21, 2009 Jeff Ryan little arrows on quantmod charts Oct 23, 2009 Jeff Ryan little arrows on quantmod charts Oct 23, 2009 Jeff Ryan R CMD --meetup=Chicago --where=JaksTap --when=THIS THURSDAY!! (Oct 29) Oct 26, 2009 Jeff Ryan how to use xts in setClass() Oct 27, 2009 Jeff Ryan R/Finance 2010: Applied Finance with R --- Call for Papers Oct 28, 2009 Jeff Ryan merging a list of xts objects Oct 30, 2009

Jiri Hoogland

Last active: Oct 29, 2009
1 msg
Jiri Hoogland merging a list of xts objects Oct 29, 2009

John C Frain

Last active: Oct 30, 2009
1 msg
John C Frain Time series temporal disaggregation (or: going from low frequency to higher frequency) Oct 30, 2009

Jorge Nieves

Last active: Oct 1, 2009
2 msgs
Jorge Nieves Static Portfolio Optimization Oct 1, 2009 Jorge Nieves Static Portfolio Optimization Oct 1, 2009

Joshua Ulrich

Last active: Oct 29, 2009
3 msgs
Joshua Ulrich Vectorized rolling computation on xts series Oct 7, 2009 Joshua Ulrich recommended zoo merge for multiple objects Oct 9, 2009 Joshua Ulrich Fast optimizer Oct 29, 2009

Konrad Banachewicz

Last active: Oct 24, 2009
2 msgs
Konrad Banachewicz RBloomberg error? Oct 14, 2009 Konrad Banachewicz RBloomberg error? Oct 24, 2009

Krishna Kumar

Last active: Oct 4, 2009
1 msg
Krishna Kumar RBloomberg News and Upcoming Versions Oct 4, 2009

Lara Shocron

Last active: Oct 5, 2009
3 msgs
Lara Shocron fPortfolio - Portfolio Optimization Oct 1, 2009 Lara Shocron Portfolio Optimization Oct 2, 2009 Lara Shocron portfolio.optim - RiskFreeRate Oct 5, 2009

Lorenzo Bertolini

Last active: Oct 6, 2009
2 msgs
Lorenzo Bertolini fPortfolio question and edited code Oct 2, 2009 Lorenzo Bertolini fPortfolio question and edited code Oct 6, 2009

Luna

Last active: Oct 28, 2009
1 msg
Luna modeling and forecasting commodity time series? Oct 28, 2009

Luwingo

Last active: Oct 29, 2009
1 msg
Luwingo Volatility Swaps Oct 29, 2009

Mark Breman

Last active: Oct 23, 2009
10 msgs
Mark Breman Vectorized rolling computation on xts series Oct 7, 2009 Mark Breman Vectorized rolling computation on xts series Oct 7, 2009 Mark Breman Vectorized rolling computation on xts series Oct 8, 2009 Mark Breman Mathematical Expectation for a trading system Oct 14, 2009 Mark Breman Mathematical Expectation for a trading system Oct 15, 2009 Mark Breman Mathematical Expectation for a trading system Oct 16, 2009 Mark Breman Mathematical Expectation for a trading system Oct 16, 2009 Mark Breman Mathematical Expectation for a trading system Oct 16, 2009 Mark Breman little arrows on quantmod charts Oct 22, 2009 Mark Breman little arrows on quantmod charts Oct 23, 2009

Mark Knecht

Last active: Oct 16, 2009
12 msgs
Mark Knecht QuantMod trading models docs? Oct 10, 2009 Mark Knecht QuantMod trading models docs? Oct 11, 2009 Mark Knecht QuantMod trading models docs? Oct 12, 2009 Mark Knecht QuantMod trading models docs? Oct 12, 2009 Mark Knecht QuantMod trading models docs? Oct 12, 2009 Mark Knecht Mathematical Expectation for a trading system Oct 14, 2009 Mark Knecht Blotter package - problem with example. Oct 14, 2009 Mark Knecht Mathematical Expectation for a trading system Oct 15, 2009 Mark Knecht Mathematical Expectation for a trading system Oct 16, 2009 Mark Knecht Mathematical Expectation for a trading system Oct 16, 2009 Mark Knecht Mathematical Expectation for a trading system Oct 16, 2009 Mark Knecht Mathematical Expectation for a trading system Oct 16, 2009

Mark Leeds

Last active: Oct 9, 2009
2 msgs
Mark Leeds Static Portfolio Optimization Oct 1, 2009 Mark Leeds How to do multiple time series modelling in R? Oct 9, 2009

Matthieu Stigler

Last active: Oct 20, 2009
2 msgs
Matthieu Stigler interpolating missing values from a TS Oct 7, 2009 Matthieu Stigler seasonal dummy lm equation Oct 20, 2009

Michael Kristoffer Nagl

Last active: Oct 28, 2009
2 msgs
Michael Kristoffer Nagl COPULA Oct 22, 2009 Michael Kristoffer Nagl gofCopula - Intuition? Oct 28, 2009

Patrick Burns

Last active: Oct 16, 2009
4 msgs
Patrick Burns Static Portfolio Optimization Oct 2, 2009 Patrick Burns Evaluating equity curves Oct 14, 2009 Patrick Burns Mathematical Expectation for a trading system Oct 14, 2009 Patrick Burns Mathematical Expectation for a trading system Oct 16, 2009

Phil Smyth

Last active: Oct 16, 2009
1 msg
Phil Smyth Question related to RBloomberg Oct 16, 2009

Philipp Lincoln

Last active: Oct 27, 2009
2 msgs
Philipp Lincoln Performance Analytics Package: Annualized Returns/Sharpe Ratios and Treynor Ratio Oct 22, 2009 Philipp Lincoln Extracting a fitted series from an ARIMA model Oct 27, 2009

Pradeep Raje

Last active: Oct 27, 2009
1 msg
Pradeep Raje agent-based models: any progress? Oct 27, 2009

R. Vince

Last active: Oct 11, 2009
2 msgs
R. Vince Evaluating equity curves Oct 11, 2009 R. Vince Evaluating equity curves Oct 11, 2009

R_help Help

Last active: Oct 29, 2009
3 msgs
R_help Help Evaluating/comparing dynamic linear model Oct 7, 2009 R_help Help Fast optimizer Oct 29, 2009 R_help Help Fast optimizer Oct 29, 2009

Reena Bansal

Last active: Oct 2, 2009
1 msg
Reena Bansal Engle Granger test critical values Oct 2, 2009

Robert Sams

Last active: Oct 12, 2009
1 msg
Robert Sams Evaluating equity curves Oct 12, 2009

Sandor Benczik

Last active: Oct 7, 2009
1 msg
Sandor Benczik Vectorized rolling computation on xts series Oct 7, 2009

Sergey Goriatchev

Last active: Oct 16, 2009
2 msgs
Sergey Goriatchev Question related to RBloomberg Oct 16, 2009 Sergey Goriatchev Question related to RBloomberg Oct 16, 2009

Shane Conway

Last active: Oct 7, 2009
1 msg
Shane Conway Vectorized rolling computation on xts series Oct 7, 2009

ShyhWeir Tzang

Last active: Oct 22, 2009
1 msg
ShyhWeir Tzang garch model estimation Oct 22, 2009

Thomas Etheber

Last active: Oct 1, 2009
1 msg
Thomas Etheber Static Portfolio Optimization Oct 1, 2009

Ulrich Staudinger

Last active: Oct 16, 2009
2 msgs
Ulrich Staudinger Mathematical Expectation for a trading system Oct 16, 2009 Ulrich Staudinger Mathematical Expectation for a trading system Oct 16, 2009

Val Neyman

Last active: Oct 29, 2009
1 msg
Val Neyman Volatility Swaps Oct 29, 2009

Wind

Last active: Oct 27, 2009
7 msgs
Wind how to handle both the symbol names and prices in one xts Oct 11, 2009 Wind little arrows on quantmod charts Oct 22, 2009 Wind little arrows on quantmod charts Oct 22, 2009 Wind how to use xts in setClass() Oct 27, 2009 Wind how to use xts in setClass() Oct 27, 2009 Wind how to use xts in setClass() Oct 27, 2009 Wind how to use xts in setClass() Oct 27, 2009

Yohan Chalabi

Last active: Oct 22, 2009
1 msg
Yohan Chalabi garch model estimation Oct 22, 2009

ehxpieterse

Last active: Oct 19, 2009
1 msg
ehxpieterse Rolling Beta Oct 19, 2009

karla hernandez villafuerte

Last active: Oct 20, 2009
1 msg
karla hernandez villafuerte seasonal dummy lm equation Oct 20, 2009

ssmith88 at umd.edu

Last active: Oct 7, 2009
1 msg
ssmith88 at umd.edu treynor black (1973) Oct 7, 2009

zubin

Last active: Oct 27, 2009
4 msgs
zubin recommended zoo merge for multiple objects Oct 9, 2009 zubin recommended zoo merge for multiple objects Oct 9, 2009 zubin xts: xts/xts not an xts? and subsetting on hours across all dates Oct 10, 2009 zubin getQuote real time Oct 27, 2009