R-SIG-Finance - October 2009 - Date View

Friday, October 30, 2009 6 emails

Jeff Ryan merging a list of xts objects Brian G. Peterson Time series temporal disaggregation (or: going from low frequency to higher frequency) John C Frain Time series temporal disaggregation (or: going from low frequency to higher frequency) Brian G. Peterson Time series temporal disaggregation (or: going from low frequency to higher frequency) Axel Leroix Time series temporal disaggregation David Lüthi modeling and forecasting commodity time series?

Thursday, October 29, 2009 6 emails

Jiri Hoogland merging a list of xts objects R_help Help Fast optimizer Joshua Ulrich Fast optimizer R_help Help Fast optimizer Luwingo Volatility Swaps Val Neyman Volatility Swaps

Wednesday, October 28, 2009 5 emails

Luna modeling and forecasting commodity time series? Michael Kristoffer Nagl gofCopula - Intuition? Jeff Ryan R/Finance 2010: Applied Finance with R --- Call for Papers Brian G. Peterson Manipulate database Clhis Alberty Manipulate database

Tuesday, October 27, 2009 12 emails

Guillaume Yziquel how to use xts in setClass() Wind how to use xts in setClass() Brian G. Peterson getQuote real time zubin getQuote real time Guillaume Yziquel how to use xts in setClass() Wind how to use xts in setClass() Jeff Ryan how to use xts in setClass() Ana Nelson agent-based models: any progress? Philipp Lincoln Extracting a fitted series from an ARIMA model Wind how to use xts in setClass() Pradeep Raje agent-based models: any progress? Wind how to use xts in setClass()

Monday, October 26, 2009 1 email

Jeff Ryan R CMD --meetup=Chicago --where=JaksTap --when=THIS THURSDAY!! (Oct 29)

Saturday, October 24, 2009 1 email

Konrad Banachewicz RBloomberg error?

Friday, October 23, 2009 3 emails

Jeff Ryan little arrows on quantmod charts Mark Breman little arrows on quantmod charts Jeff Ryan little arrows on quantmod charts

Thursday, October 22, 2009 8 emails

Wind little arrows on quantmod charts Mark Breman little arrows on quantmod charts Wind little arrows on quantmod charts Michael Kristoffer Nagl COPULA Brian G. Peterson Performance Analytics Package: Annualized Returns/Sharpe Ratios and Treynor Ratio Yohan Chalabi garch model estimation Philipp Lincoln Performance Analytics Package: Annualized Returns/Sharpe Ratios and Treynor Ratio ShyhWeir Tzang garch model estimation

Wednesday, October 21, 2009 2 emails

Jeff Ryan Multiply xts-series with different frequencies Bjorn Skogtro Multiply xts-series with different frequencies

Tuesday, October 20, 2009 2 emails

Matthieu Stigler seasonal dummy lm equation karla hernandez villafuerte seasonal dummy lm equation

Monday, October 19, 2009 3 emails

Brian G. Peterson Rolling Beta Brian G. Peterson Rolling Beta ehxpieterse Rolling Beta

Friday, October 16, 2009 17 emails

Thursday, October 15, 2009 8 emails

Mark Knecht Mathematical Expectation for a trading system Gero Schwenk Error found - [Perfect out-of-sample-fit in a model containing a lagged dependent variable?] Adrian Trapletti Perfect out-of-sample-fit in a model containing a lagged dependent variable? FMH Estimation in a changepoint regression with R Ana Nelson RBloomberg error? Mark Breman Mathematical Expectation for a trading system Gero Schwenk Perfect out-of-sample-fit in a model containing a lagged dependent variable? Elise Johnson Can we post following event to discussion board?

Wednesday, October 14, 2009 10 emails

EliseJ Predictive Analytics Seminar: Nov. 11-12, San Francisco Konrad Banachewicz RBloomberg error? Mark Knecht Blotter package - problem with example. Mark Knecht Mathematical Expectation for a trading system Jan Vandermeer Blotter package - problem with example (Jan Vandermeer) Jan Vandermeer Blotter package - problem with example. Patrick Burns Mathematical Expectation for a trading system Patrick Burns Evaluating equity curves Aleks Clark Evaluating equity curves Mark Breman Mathematical Expectation for a trading system

Tuesday, October 13, 2009 3 emails

Jeff Ryan Blotter package - problem with example. Jan Vandermeer Blotter package - problem with example. Brian G. Peterson R CMD --meetup=Chicago --when=Oct 29 --where=Jak'sTap

Monday, October 12, 2009 7 emails

Mark Knecht QuantMod trading models docs? Jeff Ryan QuantMod trading models docs? Mark Knecht QuantMod trading models docs? Daniel Cegiełka QuantMod trading models docs? Jeff Ryan QuantMod trading models docs? Mark Knecht QuantMod trading models docs? Robert Sams Evaluating equity curves

Sunday, October 11, 2009 11 emails

Brian G. Peterson Evaluating equity curves R. Vince Evaluating equity curves Brian G. Peterson Evaluating equity curves R. Vince Evaluating equity curves Aleks Clark Evaluating equity curves Jeff Ryan QuantMod trading models docs? Daniel Cegiełka QuantMod trading models docs? Mark Knecht QuantMod trading models docs? Daniel Cegiełka QuantMod trading models docs? Jeff Ryan how to handle both the symbol names and prices in one xts Wind how to handle both the symbol names and prices in one xts

Saturday, October 10, 2009 3 emails

Gabor Grothendieck xts: xts/xts not an xts? and subsetting on hours across all dates zubin xts: xts/xts not an xts? and subsetting on hours across all dates Mark Knecht QuantMod trading models docs?

Friday, October 9, 2009 11 emails

Charles Evans How to do multiple time series modelling in R? Mark Leeds How to do multiple time series modelling in R? Jeff Ryan How to do multiple time series modelling in R? Gabor Grothendieck recommended zoo merge for multiple objects Brian G. Peterson recommended zoo merge for multiple objects Joshua Ulrich recommended zoo merge for multiple objects zubin recommended zoo merge for multiple objects Brian G. Peterson How to do multiple time series modelling in R? Brian G. Peterson recommended zoo merge for multiple objects zubin recommended zoo merge for multiple objects FMH How to do multiple time series modelling in R?

Thursday, October 8, 2009 1 email

Mark Breman Vectorized rolling computation on xts series

Wednesday, October 7, 2009 14 emails

Erb Philipp (erbp) Evaluating/comparing dynamic linear model Joshua Ulrich Vectorized rolling computation on xts series ssmith88 at umd.edu treynor black (1973) R_help Help Evaluating/comparing dynamic linear model Geoffrey Smith treynor black (1973) Gabor Grothendieck interpolating missing values from a TS Brian G. Peterson interpolating missing values from a TS Matthieu Stigler interpolating missing values from a TS Sandor Benczik Vectorized rolling computation on xts series Aleks Clark interpolating missing values from a TS Aleks Clark Vectorized rolling computation on xts series Mark Breman Vectorized rolling computation on xts series Shane Conway Vectorized rolling computation on xts series Mark Breman Vectorized rolling computation on xts series

Tuesday, October 6, 2009 3 emails

Diethelm Wuertz portfolio.optim - RiskFreeRate Brian G. Peterson portfolio.optim - RiskFreeRate Lorenzo Bertolini fPortfolio question and edited code

Monday, October 5, 2009 3 emails

Lara Shocron portfolio.optim - RiskFreeRate Diethelm Wuertz fPortfolio question and edited code Adrian Trapletti Static Portfolio Optimization

Sunday, October 4, 2009 1 email

Krishna Kumar RBloomberg News and Upcoming Versions

Friday, October 2, 2009 6 emails

Lorenzo Bertolini fPortfolio question and edited code Patrick Burns Static Portfolio Optimization Guy Yollin Engle Granger test critical values Eric Zivot Static Portfolio Optimization Reena Bansal Engle Granger test critical values Lara Shocron Portfolio Optimization

Thursday, October 1, 2009 9 emails

Thomas Etheber Static Portfolio Optimization Lara Shocron fPortfolio - Portfolio Optimization Dirk Eddelbuettel Static Portfolio Optimization Jorge Nieves Static Portfolio Optimization Dirk Eddelbuettel Static Portfolio Optimization Mark Leeds Static Portfolio Optimization Dirk Eddelbuettel Can you post next Predictive Analytics World conference on forum? Jorge Nieves Static Portfolio Optimization Ana Nelson RBloomberg News and Upcoming Versions

Wednesday, September 30, 2009 1 email

Gower, Luke what should I be reading?

R-SIG-Finance October 2009