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R-SIG-Finance November 2009

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Quantmod: getFin; getFinancials
2 msgs
Arun Kumar Saha Quantmod: getFin; getFinancials Nov 30, 2009
Konrad Hoppe Quantmod: getFin; getFinancials Nov 30, 2009
WG: quantmod addTA() How to scale the y axis
1 msg
Konrad Hoppe WG: quantmod addTA() How to scale the y axis Nov 28, 2009
WG: quantmod addTA() How to scale the y axis
3 msgs
Konrad Hoppe WG: quantmod addTA() How to scale the y axis Nov 28, 2009
Joshua Ulrich WG: quantmod addTA() How to scale the y axis Nov 28, 2009
Konrad Hoppe WG: quantmod addTA() How to scale the y axis Nov 28, 2009
AW: quantmod addTA() How to scale the y axis
1 msg
Brian G. Peterson AW: quantmod addTA() How to scale the y axis Nov 28, 2009
quantmod addTA() How to scale the y axis
2 msgs
Konrad Hoppe quantmod addTA() How to scale the y axis Nov 27, 2009
Brian G. Peterson quantmod addTA() How to scale the y axis Nov 27, 2009
Discretising intra-day data -- how to get by with less memory?
7 msgs
Ajay Shah Discretising intra-day data -- how to get by with less memory? Nov 27, 2009
Gabor Grothendieck Discretising intra-day data -- how to get by with less memory? Nov 27, 2009
Brian G. Peterson Discretising intra-day data -- how to get by with less memory? Nov 27, 2009
Brian G. Peterson Discretising intra-day data -- how to get by with less memory? Nov 27, 2009
Jeff Ryan Discretising intra-day data -- how to get by with less memory? Nov 27, 2009
Ajay Shah Discretising intra-day data -- how to get by with less memory? Nov 27, 2009
Gabor Grothendieck Discretising intra-day data -- how to get by with less memory? Nov 27, 2009
Data
6 msgs
Renato Costa Data Nov 27, 2009
Luwingo Data Nov 27, 2009
Charles Evans Data Nov 27, 2009
Jeff Ryan Data Nov 27, 2009
Renato Costa Data Nov 27, 2009
Jeff Ryan Data Nov 27, 2009
How good is Black-Scholes vs actual option prices
2 msgs
Peter Mennie How good is Black-Scholes vs actual option prices Nov 23, 2009
Luwingo How good is Black-Scholes vs actual option prices Nov 27, 2009
Creating a back adjusted continuous price series from log returns
3 msgs
Wolfgang Wu Creating a back adjusted continuous price series from log returns Nov 27, 2009
Whit Armstrong Creating a back adjusted continuous price series from log returns Nov 27, 2009
Patrick Burns Creating a back adjusted continuous price series from log returns Nov 27, 2009
SMA on Volume?
2 msgs
Robert Nicholson SMA on Volume? Nov 27, 2009
Joshua Ulrich SMA on Volume? Nov 27, 2009
A VaR question
5 msgs
Ron Michael A VaR question Nov 24, 2009
Ron Michael A VaR question Nov 25, 2009
Matthieu Stigler A VaR question Nov 26, 2009
Ron Michael A VaR question Nov 26, 2009
Ron Michael A VaR question Nov 26, 2009
how use the results of rollapply in the previous row to the next row...
3 msgs
Jiri Hoogland how use the results of rollapply in the previous row to the next row... Nov 24, 2009
Benczik Sandor how use the results of rollapply in the previousrow to the next row... Nov 25, 2009
Gabor Grothendieck how use the results of rollapply in the previous row to the next row... Nov 25, 2009
R: Use VAR model to predict response to change in values of certain variables
3 msgs
Karl Schriek R: Use VAR model to predict response to change in values of certain variables Nov 24, 2009
Matthieu Stigler R: Use VAR model to predict response to change in values of certain variables Nov 24, 2009
Karl Schriek R: Use VAR model to predict response to change in values of certain variables Nov 24, 2009
Interpreting impluse response coefficients
2 msgs
Karl Schriek Interpreting impluse response coefficients Nov 24, 2009
Karl Schriek Interpreting impluse response coefficients Nov 24, 2009
Estimating BEKK model with the mgarch package
1 msg
Jeff Braun Estimating BEKK model with the mgarch package Nov 23, 2009
How can I retrieve list of all companies listed of a given Index say S&P 500
7 msgs
FX Going How can I retrieve list of all companies listed of a given Index say S&P 500 Nov 21, 2009
FX Going How can I retrieve list of all companies listed of a given Index say S&P 500 Nov 21, 2009
Dirk Eddelbuettel How can I retrieve list of all companies listed of a given Index say S&P 500 Nov 22, 2009
Martin Jenkins How can I retrieve list of all companies listed of a given Index say S&P 500 Nov 22, 2009
Arthur Kreitman How can I retrieve list of all companies listed of a given Index say S&P 500 Nov 22, 2009
Dirk Eddelbuettel How can I retrieve list of all companies listed of a given Index say S&P 500 Nov 23, 2009
Jeff Ryan How can I retrieve list of all companies listed of a given Index say S&P 500 Nov 23, 2009
row-by-row operations on multiple xts matrices
3 msgs
Murali.MENON at fortisinvestments.com row-by-row operations on multiple xts matrices Nov 23, 2009
Joshua Ulrich row-by-row operations on multiple xts matrices Nov 23, 2009
Murali.MENON at fortisinvestments.com row-by-row operations on multiple xts matrices Nov 23, 2009
R: Use VAR model to predict response to change in values of certain variables
2 msgs
Karl Schriek R: Use VAR model to predict response to change in values of certain variables Nov 23, 2009
Matthieu Stigler R: Use VAR model to predict response to change in values of certain variables Nov 23, 2009
Interfacing R and LIM
3 msgs
Neil Gupta Interfacing R and LIM Nov 19, 2009
Whit Armstrong Interfacing R and LIM Nov 19, 2009
Dirk Eddelbuettel Interfacing R and LIM Nov 19, 2009
problems in GJR-GARCH with t-disrtibuted error terms in SAS
2 msgs
KAUSHIK BHATTACHARJEE problems in GJR-GARCH with t-disrtibuted error terms in SAS Nov 19, 2009
Jeff Ryan problems in GJR-GARCH with t-disrtibuted error terms in SAS Nov 19, 2009
Fast way of replacing missing data points in xts object
3 msgs
Wolfgang Wu Fast way of replacing missing data points in xts object Nov 19, 2009
Brian G. Peterson Fast way of replacing missing data points in xts object Nov 19, 2009
Benczik Sandor Fast way of replacing missing data points in xts object Nov 19, 2009
Add values to time series in DB directly
2 msgs
Josuah Rechtsteiner Add values to time series in DB directly Nov 19, 2009
Whit Armstrong Add values to time series in DB directly Nov 19, 2009
Fast way of replacing missing data points in xts object
1 msg
Wolfgang Wu Fast way of replacing missing data points in xts object Nov 19, 2009
fSeries/fGarch for R 2.7.0
4 msgs
matthias.kornexl at raiffeisenbank.at fSeries/fGarch for R 2.7.0 Nov 18, 2009
Cedrick Johnson fSeries/fGarch for R 2.7.0 Nov 18, 2009
Brian G. Peterson fSeries/fGarch for R 2.7.0 Nov 18, 2009
Jeff Ryan fSeries/fGarch for R 2.7.0 Nov 18, 2009
Ibrokers Future API
3 msgs
zubin Ibrokers Future API Nov 17, 2009
Jeff Ryan Ibrokers Future API Nov 17, 2009
zubin Ibrokers Future API Nov 17, 2009
Retrieving latest day's data
5 msgs
Martin Jenkins Retrieving latest day's data Nov 16, 2009
Joshua Ulrich Retrieving latest day's data Nov 16, 2009
Cedrick Johnson Retrieving latest day's data Nov 16, 2009
Martin Jenkins Retrieving latest day's data Nov 17, 2009
Jeff Ryan Retrieving latest day's data Nov 17, 2009
Daily Return of a Leveraged / Shorted Asset
2 msgs
David St John Daily Return of a Leveraged / Shorted Asset Nov 17, 2009
Patrick Burns Daily Return of a Leveraged / Shorted Asset Nov 17, 2009
NYMEX/COMEX daily settle txt files
3 msgs
Joe W. Byers NYMEX/COMEX daily settle txt files Nov 17, 2009
Zanella Marco Order a XTS object by value Nov 17, 2009
Jeff Ryan Order a XTS object by value Nov 17, 2009
varRisk in fPortfolio package
3 msgs
Wei-han Liu varRisk in fPortfolio package Nov 16, 2009
Cedrick Johnson varRisk in fPortfolio package Nov 16, 2009
Brian G. Peterson varRisk in fPortfolio package Nov 17, 2009
Residuals with Elliot-Rothenberg-Stock Unit Root Test
2 msgs
Jose Iparraguirre D'Elia Residuals with Elliot-Rothenberg-Stock Unit Root Test Nov 13, 2009
Matthieu Stigler Residuals with Elliot-Rothenberg-Stock Unit Root Test Nov 16, 2009
fImport : where to get a list of ticker symbols?
4 msgs
Gero Schwenk fImport : where to get a list of ticker symbols? Nov 15, 2009
Brian G. Peterson fImport : where to get a list of ticker symbols? Nov 15, 2009
julien cuisinier fImport : where to get a list of ticker symbols? Nov 15, 2009
Joshua Ulrich fImport : where to get a list of ticker symbols? Nov 15, 2009
nonlinear constraints in GARCH estimation
2 msgs
ShyhWeir Tzang nonlinear constraints in GARCH estimation Nov 14, 2009
Alexios Ghalanos nonlinear constraints in GARCH estimation Nov 14, 2009
A VaR question
4 msgs
Christofer Bogaso A VaR question Nov 12, 2009
Heiko Mayer A VaR question Nov 12, 2009
Christofer Bogaso A VaR question Nov 12, 2009
Heiko Mayer A VaR question Nov 13, 2009
xts conversion error
2 msgs
Subhrangshu Nandi xts conversion error Nov 12, 2009
Subhrangshu Nandi xts conversion error Nov 12, 2009
ARIMA, xreg and intercepts
4 msgs
Brecknock, Peter ARIMA, xreg and intercepts Nov 12, 2009
Brian G. Peterson ARIMA, xreg and intercepts Nov 12, 2009
Brecknock, Peter ARIMA, xreg and intercepts Nov 12, 2009
Guillaume Yziquel ARIMA, xreg and intercepts Nov 12, 2009
A VaR question
2 msgs
Brian G. Peterson A VaR question Nov 12, 2009
Cedrick Johnson A VaR question Nov 12, 2009
Help with fPortfolio
1 msg
Yohan Chalabi Help with fPortfolio Nov 11, 2009
Help with fPortfolio
1 msg
Abhijit Bera Help with fPortfolio Nov 10, 2009
Nelson- Siegel - (Yield Curve - Smoothening of curve)
1 msg
Julia Cairns Nelson- Siegel - (Yield Curve - Smoothening of curve) Nov 10, 2009
ARIMA, xreg and intercepts
1 msg
Brecknock, Peter ARIMA, xreg and intercepts Nov 9, 2009
[QuantMod] Load all stock symbols
3 msgs
Paolo Cabaleiro Load all stock symbols Nov 9, 2009
Jeff Ryan Load all stock symbols Nov 9, 2009
Khanh Nguyen Load all stock symbols Nov 9, 2009
RcppTemplate
1 msg
Dominick Samperi RcppTemplate Nov 8, 2009
Discretising intra-day data using zoo?
5 msgs
Ajay Shah Discretising intra-day data using zoo? Nov 7, 2009
Gabor Grothendieck Discretising intra-day data using zoo? Nov 8, 2009
Ajay Shah Discretising intra-day data using zoo? Nov 8, 2009
Gabor Grothendieck Discretising intra-day data using zoo? Nov 8, 2009
Gabor Grothendieck Discretising intra-day data using zoo? Nov 8, 2009
Time series temporal disaggregation (or: going from low frequency to higher frequency)
1 msg
John C Frain Time series temporal disaggregation (or: going from low frequency to higher frequency) Nov 7, 2009
Question about tailSlider function in fExtremes
1 msg
janet watson Question about tailSlider function in fExtremes Nov 7, 2009
Systemfit package/Autocorrelation
3 msgs
Axel Leroix Systemfit package/Autocorrelation Nov 6, 2009
Peter Carl Systemfit package/Autocorrelation Nov 6, 2009
Eric Zivot Systemfit package/Autocorrelation Nov 6, 2009
Creating a function for portfolio management
3 msgs
Manuel Serna Creating a function for portfolio management Nov 5, 2009
debashis dutta Creating a function for portfolio management Nov 6, 2009
debashis dutta Creating a function for portfolio management Nov 6, 2009
RquantLib : FittedBondCurve function
6 msgs
Olivier Schmitt RquantLib : FittedBondCurve function Nov 4, 2009
Allen Kuo RquantLib : FittedBondCurve function Nov 5, 2009
Khanh Nguyen RquantLib : FittedBondCurve function Nov 5, 2009
Olivier Schmitt RquantLib : FittedBondCurve function Nov 5, 2009
Khanh Nguyen RquantLib : FittedBondCurve function Nov 5, 2009
Olivier Schmitt RquantLib : FittedBondCurve function Nov 6, 2009
How to properly compare a trading signal to a random strategy.
1 msg
David St John How to properly compare a trading signal to a random strategy. Nov 6, 2009
How to properly compare a trading signal to a random strategy.
1 msg
David St John How to properly compare a trading signal to a random strategy. Nov 6, 2009
How to properly compare a trading signal to a random strategy.
2 msgs
Harry G How to properly compare a trading signal to a random strategy. Nov 5, 2009
Brian G. Peterson How to properly compare a trading signal to a random strategy. Nov 6, 2009
portfolio optimization - maximizing returns for a given risk.
2 msgs
Lara Shocron portfolio optimization - maximizing returns for a given risk. Nov 5, 2009
Thomas Etheber portfolio optimization - maximizing returns for a given risk. Nov 5, 2009
Invitation to R users - Forum on News Analytics applied to Trading, Fund Management and Risk Control
1 msg
Michael Sun Invitation to R users - Forum on News Analytics applied to Trading, Fund Management and Risk Control Nov 4, 2009
fPortfolio not loading Rsymphony package
2 msgs
Jonathan Ling fPortfolio not loading Rsymphony package Nov 3, 2009
Jonathan Ling fPortfolio not loading Rsymphony package Nov 4, 2009
package(vars) and generalized impulse response functions
3 msgs
Vimal B package(vars) and generalized impulse response functions Nov 4, 2009
Matthieu Stigler package(vars) and generalized impulse response functions Nov 4, 2009
Vimal B package(vars) and generalized impulse response functions Nov 4, 2009
Sequential MLE on time series with rolling window
2 msgs
R_help Help Sequential MLE on time series with rolling window Nov 3, 2009
Ajay Shah Sequential MLE on time series with rolling window Nov 3, 2009
Additive decomposition method
3 msgs
FMH Additive decomposition method Nov 2, 2009
Khanh Nguyen Additive decomposition method Nov 2, 2009
FMH Additive decomposition method Nov 3, 2009
save XTS
4 msgs
zubin save XTS Nov 2, 2009
Joshua Ulrich save XTS Nov 2, 2009
Jeff Ryan save XTS Nov 2, 2009
zubin save XTS Nov 2, 2009
plotting market cap heatmap
3 msgs
Khanh Nguyen plotting market cap heatmap Nov 2, 2009
Brian G. Peterson plotting market cap heatmap Nov 2, 2009
Peter Carl plotting market cap heatmap Nov 2, 2009
Grouped Log Likelihood function??
2 msgs
Noah Silverman Grouped Log Likelihood function?? Nov 2, 2009
Brian G. Peterson Grouped Log Likelihood function?? Nov 2, 2009
Simple XTS Quantmod Problem
5 msgs
Arthur Kreitman Simple XTS Quantmod Problem Nov 1, 2009
Scott MacDonald Simple XTS Quantmod Problem Nov 1, 2009
Guillaume Yziquel Simple XTS Quantmod Problem Nov 1, 2009
Arthur Kreitman Simple XTS Quantmod Problem Nov 1, 2009
Guillaume Yziquel Simple XTS Quantmod Problem Nov 1, 2009