R-SIG-Finance October 2009
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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
Wednesday, October 28, 2009 5 emails
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
Saturday, October 24, 2009 1 email
Friday, October 23, 2009 3 emails
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
Tuesday, October 20, 2009 2 emails
Monday, October 19, 2009 3 emails
Friday, October 16, 2009 17 emails
Dirk Eddelbuettel
Exploratory analyses: Experience using gputools-package for Nvidia graphics-accellerators?
Brian G. Peterson
Exploratory analyses: Experience using gputools-package for Nvidia graphics-accellerators?
Gero Schwenk
Exploratory analyses: Experience using gputools-package for Nvidia graphics-accellerators?
Dirk Eddelbuettel
Enough, please (Was: Mathematical Expectation for a trading system)
Mark Breman
Mathematical Expectation for a trading system
Mark Knecht
Mathematical Expectation for a trading system
Ulrich Staudinger
Mathematical Expectation for a trading system
Mark Knecht
Mathematical Expectation for a trading system
Mark Knecht
Mathematical Expectation for a trading system
Ulrich Staudinger
Mathematical Expectation for a trading system
Sergey Goriatchev
Question related to RBloomberg
Mark Breman
Mathematical Expectation for a trading system
Mark Knecht
Mathematical Expectation for a trading system
Phil Smyth
Question related to RBloomberg
Mark Breman
Mathematical Expectation for a trading system
Sergey Goriatchev
Question related to RBloomberg
Patrick Burns
Mathematical Expectation for a trading system
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
Monday, October 12, 2009 7 emails
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
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
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
Monday, October 5, 2009 3 emails
Sunday, October 4, 2009 1 email
Friday, October 2, 2009 6 emails
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