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R-SIG-Finance October 2009

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merging a list of xts objects
2 msgs
Jiri Hoogland merging a list of xts objects Oct 29, 2009
Jeff Ryan merging a list of xts objects Oct 30, 2009
Time series temporal disaggregation
4 msgs
Axel Leroix Time series temporal disaggregation Oct 30, 2009
Brian G. Peterson Time series temporal disaggregation (or: going from low frequency to higher frequency) Oct 30, 2009
John C Frain 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
modeling and forecasting commodity time series?
2 msgs
Luna modeling and forecasting commodity time series? Oct 28, 2009
David Lüthi modeling and forecasting commodity time series? Oct 30, 2009
Fast optimizer
1 msg
R_help Help Fast optimizer Oct 29, 2009
Fast optimizer
2 msgs
R_help Help Fast optimizer Oct 29, 2009
Joshua Ulrich Fast optimizer Oct 29, 2009
Volatility Swaps
2 msgs
Val Neyman Volatility Swaps Oct 29, 2009
Luwingo Volatility Swaps Oct 29, 2009
gofCopula - Intuition?
1 msg
Michael Kristoffer Nagl gofCopula - Intuition? Oct 28, 2009
R/Finance 2010: Applied Finance with R --- Call for Papers
1 msg
Jeff Ryan R/Finance 2010: Applied Finance with R --- Call for Papers Oct 28, 2009
how to use xts in setClass()
9 msgs
Wind how to use xts in setClass() Oct 27, 2009
Wind how to use xts in setClass() Oct 27, 2009
Jeff Ryan how to use xts in setClass() Oct 27, 2009
Wind how to use xts in setClass() Oct 27, 2009
Guillaume Yziquel how to use xts in setClass() Oct 27, 2009
Wind how to use xts in setClass() Oct 27, 2009
Guillaume Yziquel how to use xts in setClass() Oct 27, 2009
Clhis Alberty Manipulate database Oct 28, 2009
Brian G. Peterson Manipulate database Oct 28, 2009
getQuote real time
2 msgs
zubin getQuote real time Oct 27, 2009
Brian G. Peterson getQuote real time Oct 27, 2009
agent-based models: any progress?
2 msgs
Pradeep Raje agent-based models: any progress? Oct 27, 2009
Ana Nelson agent-based models: any progress? Oct 27, 2009
Extracting a fitted series from an ARIMA model
1 msg
Philipp Lincoln Extracting a fitted series from an ARIMA model Oct 27, 2009
R CMD --meetup=Chicago --where=JaksTap --when=THIS THURSDAY!! (Oct 29)
1 msg
Jeff Ryan R CMD --meetup=Chicago --where=JaksTap --when=THIS THURSDAY!! (Oct 29) Oct 26, 2009
RBloomberg error?
3 msgs
Konrad Banachewicz RBloomberg error? Oct 14, 2009
Ana Nelson RBloomberg error? Oct 15, 2009
Konrad Banachewicz RBloomberg error? Oct 24, 2009
little arrows on quantmod charts
6 msgs
Wind little arrows on quantmod charts Oct 22, 2009
Mark Breman little arrows on quantmod charts Oct 22, 2009
Wind little arrows on quantmod charts Oct 22, 2009
Jeff Ryan little arrows on quantmod charts Oct 23, 2009
Mark Breman little arrows on quantmod charts Oct 23, 2009
Jeff Ryan little arrows on quantmod charts Oct 23, 2009
COPULA
1 msg
Michael Kristoffer Nagl COPULA Oct 22, 2009
Performance Analytics Package: Annualized Returns/Sharpe Ratios and Treynor Ratio
2 msgs
Philipp Lincoln Performance Analytics Package: Annualized Returns/Sharpe Ratios and Treynor Ratio Oct 22, 2009
Brian G. Peterson Performance Analytics Package: Annualized Returns/Sharpe Ratios and Treynor Ratio Oct 22, 2009
garch model estimation
2 msgs
ShyhWeir Tzang garch model estimation Oct 22, 2009
Yohan Chalabi garch model estimation Oct 22, 2009
Multiply xts-series with different frequencies
2 msgs
Bjorn Skogtro Multiply xts-series with different frequencies Oct 21, 2009
Jeff Ryan Multiply xts-series with different frequencies Oct 21, 2009
seasonal dummy lm equation
2 msgs
karla hernandez villafuerte seasonal dummy lm equation Oct 20, 2009
Matthieu Stigler seasonal dummy lm equation Oct 20, 2009
Rolling Beta
1 msg
Brian G. Peterson Rolling Beta Oct 19, 2009
Rolling Beta
2 msgs
ehxpieterse Rolling Beta Oct 19, 2009
Brian G. Peterson Rolling Beta Oct 19, 2009
Exploratory analyses: Experience using gputools-package for Nvidia graphics-accellerators?
3 msgs
Gero Schwenk Exploratory analyses: Experience using gputools-package for Nvidia graphics-accellerators? Oct 16, 2009
Brian G. Peterson Exploratory analyses: Experience using gputools-package for Nvidia graphics-accellerators? Oct 16, 2009
Dirk Eddelbuettel Exploratory analyses: Experience using gputools-package for Nvidia graphics-accellerators? Oct 16, 2009
Mathematical Expectation for a trading system
16 msgs
Mark Breman Mathematical Expectation for a trading system Oct 14, 2009
Patrick Burns Mathematical Expectation for a trading system Oct 14, 2009
Mark Knecht Mathematical Expectation for a trading system Oct 14, 2009
Mark Breman Mathematical Expectation for a trading system Oct 15, 2009
Mark Knecht Mathematical Expectation for a trading system Oct 15, 2009
Patrick Burns Mathematical Expectation for a trading system Oct 16, 2009
Mark Breman Mathematical Expectation for a trading system Oct 16, 2009
Mark Knecht Mathematical Expectation for a trading system Oct 16, 2009
Mark Breman Mathematical Expectation for a trading system Oct 16, 2009
Ulrich Staudinger 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
Ulrich Staudinger Mathematical Expectation for a trading system Oct 16, 2009
Mark Knecht Mathematical Expectation for a trading system Oct 16, 2009
Mark Breman Mathematical Expectation for a trading system Oct 16, 2009
Dirk Eddelbuettel Enough, please (Was: Mathematical Expectation for a trading system) Oct 16, 2009
Question related to RBloomberg
3 msgs
Sergey Goriatchev Question related to RBloomberg Oct 16, 2009
Phil Smyth Question related to RBloomberg Oct 16, 2009
Sergey Goriatchev Question related to RBloomberg Oct 16, 2009
Error found - [Perfect out-of-sample-fit in a model containing a lagged dependent variable?]
1 msg
Gero Schwenk Error found - [Perfect out-of-sample-fit in a model containing a lagged dependent variable?] Oct 15, 2009
Perfect out-of-sample-fit in a model containing a lagged dependent variable?
1 msg
Adrian Trapletti Perfect out-of-sample-fit in a model containing a lagged dependent variable? Oct 15, 2009
Estimation in a changepoint regression with R
1 msg
FMH Estimation in a changepoint regression with R Oct 15, 2009
Perfect out-of-sample-fit in a model containing a lagged dependent variable?
1 msg
Gero Schwenk Perfect out-of-sample-fit in a model containing a lagged dependent variable? Oct 15, 2009
Can we post following event to discussion board?
1 msg
Elise Johnson Can we post following event to discussion board? Oct 15, 2009
Predictive Analytics Seminar: Nov. 11-12, San Francisco
1 msg
EliseJ Predictive Analytics Seminar: Nov. 11-12, San Francisco Oct 14, 2009
Blotter package - problem with example.
4 msgs
Jan Vandermeer Blotter package - problem with example. Oct 13, 2009
Jeff Ryan Blotter package - problem with example. Oct 13, 2009
Jan Vandermeer Blotter package - problem with example. Oct 14, 2009
Mark Knecht Blotter package - problem with example. Oct 14, 2009
Blotter package - problem with example (Jan Vandermeer)
1 msg
Jan Vandermeer Blotter package - problem with example (Jan Vandermeer) Oct 14, 2009
Evaluating equity curves
3 msgs
Robert Sams Evaluating equity curves Oct 12, 2009
Aleks Clark Evaluating equity curves Oct 14, 2009
Patrick Burns Evaluating equity curves Oct 14, 2009
R CMD --meetup=Chicago --when=Oct 29 --where=Jak'sTap
1 msg
Brian G. Peterson R CMD --meetup=Chicago --when=Oct 29 --where=Jak'sTap Oct 13, 2009
QuantMod trading models docs?
9 msgs
Daniel Cegiełka QuantMod trading models docs? Oct 11, 2009
Mark Knecht QuantMod trading models docs? Oct 11, 2009
Daniel Cegiełka QuantMod trading models docs? Oct 11, 2009
Mark Knecht QuantMod trading models docs? Oct 12, 2009
Jeff Ryan QuantMod trading models docs? Oct 12, 2009
Daniel Cegiełka QuantMod trading models docs? Oct 12, 2009
Mark Knecht QuantMod trading models docs? Oct 12, 2009
Jeff Ryan QuantMod trading models docs? Oct 12, 2009
Mark Knecht QuantMod trading models docs? Oct 12, 2009
Evaluating equity curves
5 msgs
Aleks Clark Evaluating equity curves Oct 11, 2009
R. Vince Evaluating equity curves Oct 11, 2009
Brian G. Peterson Evaluating equity curves Oct 11, 2009
R. Vince Evaluating equity curves Oct 11, 2009
Brian G. Peterson Evaluating equity curves Oct 11, 2009
QuantMod trading models docs?
2 msgs
Mark Knecht QuantMod trading models docs? Oct 10, 2009
Jeff Ryan QuantMod trading models docs? Oct 11, 2009
how to handle both the symbol names and prices in one xts
2 msgs
Wind how to handle both the symbol names and prices in one xts Oct 11, 2009
Jeff Ryan how to handle both the symbol names and prices in one xts Oct 11, 2009
xts: xts/xts not an xts? and subsetting on hours across all dates
2 msgs
zubin xts: xts/xts not an xts? and subsetting on hours across all dates Oct 10, 2009
Gabor Grothendieck xts: xts/xts not an xts? and subsetting on hours across all dates Oct 10, 2009
How to do multiple time series modelling in R?
2 msgs
Mark Leeds How to do multiple time series modelling in R? Oct 9, 2009
Charles Evans How to do multiple time series modelling in R? Oct 9, 2009
How to do multiple time series modelling in R?
3 msgs
FMH How to do multiple time series modelling in R? Oct 9, 2009
Brian G. Peterson How to do multiple time series modelling in R? Oct 9, 2009
Jeff Ryan How to do multiple time series modelling in R? Oct 9, 2009
recommended zoo merge for multiple objects
6 msgs
zubin recommended zoo merge for multiple objects Oct 9, 2009
Brian G. Peterson recommended zoo merge for multiple objects Oct 9, 2009
zubin recommended zoo merge for multiple objects Oct 9, 2009
Joshua Ulrich recommended zoo merge for multiple objects Oct 9, 2009
Brian G. Peterson recommended zoo merge for multiple objects Oct 9, 2009
Gabor Grothendieck recommended zoo merge for multiple objects Oct 9, 2009
Vectorized rolling computation on xts series
6 msgs
Mark Breman Vectorized rolling computation on xts series Oct 7, 2009
Shane Conway Vectorized rolling computation on xts series Oct 7, 2009
Mark Breman Vectorized rolling computation on xts series Oct 7, 2009
Aleks Clark Vectorized rolling computation on xts series Oct 7, 2009
Joshua Ulrich Vectorized rolling computation on xts series Oct 7, 2009
Mark Breman Vectorized rolling computation on xts series Oct 8, 2009
Evaluating/comparing dynamic linear model
2 msgs
R_help Help Evaluating/comparing dynamic linear model Oct 7, 2009
Erb Philipp (erbp) Evaluating/comparing dynamic linear model Oct 7, 2009
treynor black (1973)
2 msgs
Geoffrey Smith treynor black (1973) Oct 7, 2009
ssmith88 at umd.edu treynor black (1973) Oct 7, 2009
interpolating missing values from a TS
4 msgs
Aleks Clark interpolating missing values from a TS Oct 7, 2009
Matthieu Stigler interpolating missing values from a TS Oct 7, 2009
Brian G. Peterson interpolating missing values from a TS Oct 7, 2009
Gabor Grothendieck interpolating missing values from a TS Oct 7, 2009
Vectorized rolling computation on xts series
1 msg
Sandor Benczik Vectorized rolling computation on xts series Oct 7, 2009
portfolio.optim - RiskFreeRate
3 msgs
Lara Shocron portfolio.optim - RiskFreeRate Oct 5, 2009
Brian G. Peterson portfolio.optim - RiskFreeRate Oct 6, 2009
Diethelm Wuertz portfolio.optim - RiskFreeRate Oct 6, 2009
fPortfolio question and edited code
3 msgs
Lorenzo Bertolini fPortfolio question and edited code Oct 2, 2009
Diethelm Wuertz fPortfolio question and edited code Oct 5, 2009
Lorenzo Bertolini fPortfolio question and edited code Oct 6, 2009
Static Portfolio Optimization
1 msg
Adrian Trapletti Static Portfolio Optimization Oct 5, 2009
RBloomberg News and Upcoming Versions
2 msgs
Ana Nelson RBloomberg News and Upcoming Versions Oct 1, 2009
Krishna Kumar RBloomberg News and Upcoming Versions Oct 4, 2009
Static Portfolio Optimization
5 msgs
Mark Leeds Static Portfolio Optimization Oct 1, 2009
Dirk Eddelbuettel Static Portfolio Optimization Oct 1, 2009
Jorge Nieves Static Portfolio Optimization Oct 1, 2009
Dirk Eddelbuettel Static Portfolio Optimization Oct 1, 2009
Patrick Burns Static Portfolio Optimization Oct 2, 2009
Engle Granger test critical values
2 msgs
Reena Bansal Engle Granger test critical values Oct 2, 2009
Guy Yollin Engle Granger test critical values Oct 2, 2009
Static Portfolio Optimization
3 msgs
Jorge Nieves Static Portfolio Optimization Oct 1, 2009
Thomas Etheber Static Portfolio Optimization Oct 1, 2009
Eric Zivot Static Portfolio Optimization Oct 2, 2009
Portfolio Optimization
1 msg
Lara Shocron Portfolio Optimization Oct 2, 2009
fPortfolio - Portfolio Optimization
1 msg
Lara Shocron fPortfolio - Portfolio Optimization Oct 1, 2009
Can you post next Predictive Analytics World conference on forum?
1 msg
Dirk Eddelbuettel Can you post next Predictive Analytics World conference on forum? Oct 1, 2009
Can you post next Predictive Analytics World conference on forum?
1 msg
Announcing: Predictive Analytics World, Oct. 20-21 in Washington DC
1 msg