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R-SIG-Finance November 2009

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Abhijit Bera

Last active: Nov 10, 2009
1 msg
Abhijit Bera Help with fPortfolio Nov 10, 2009

Ajay Shah

Last active: Nov 27, 2009
5 msgs
Ajay Shah Sequential MLE on time series with rolling window Nov 3, 2009 Ajay Shah Discretising intra-day data using zoo? Nov 7, 2009 Ajay Shah Discretising intra-day data using zoo? Nov 8, 2009 Ajay Shah 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

Alexios Ghalanos

Last active: Nov 14, 2009
1 msg
Alexios Ghalanos nonlinear constraints in GARCH estimation Nov 14, 2009

Allen Kuo

Last active: Nov 5, 2009
1 msg
Allen Kuo RquantLib : FittedBondCurve function Nov 5, 2009

Arthur Kreitman

Last active: Nov 22, 2009
3 msgs
Arthur Kreitman Simple XTS Quantmod Problem Nov 1, 2009 Arthur Kreitman Simple XTS Quantmod Problem Nov 1, 2009 Arthur Kreitman How can I retrieve list of all companies listed of a given Index say S&P 500 Nov 22, 2009

Arun Kumar Saha

Last active: Nov 30, 2009
1 msg
Arun Kumar Saha Quantmod: getFin; getFinancials Nov 30, 2009

Axel Leroix

Last active: Nov 6, 2009
1 msg
Axel Leroix Systemfit package/Autocorrelation Nov 6, 2009

Benczik Sandor

Last active: Nov 25, 2009
2 msgs
Benczik Sandor Fast way of replacing missing data points in xts object Nov 19, 2009 Benczik Sandor how use the results of rollapply in the previousrow to the next row... Nov 25, 2009

Brecknock, Peter

Last active: Nov 12, 2009
3 msgs
Brecknock, Peter ARIMA, xreg and intercepts Nov 9, 2009 Brecknock, Peter ARIMA, xreg and intercepts Nov 12, 2009 Brecknock, Peter ARIMA, xreg and intercepts Nov 12, 2009

Brian G. Peterson

Last active: Nov 28, 2009
13 msgs
Brian G. Peterson Grouped Log Likelihood function?? Nov 2, 2009 Brian G. Peterson plotting market cap heatmap Nov 2, 2009 Brian G. Peterson How to properly compare a trading signal to a random strategy. Nov 6, 2009 Brian G. Peterson A VaR question Nov 12, 2009 Brian G. Peterson ARIMA, xreg and intercepts Nov 12, 2009 Brian G. Peterson fImport : where to get a list of ticker symbols? Nov 15, 2009 Brian G. Peterson varRisk in fPortfolio package Nov 17, 2009 Brian G. Peterson fSeries/fGarch for R 2.7.0 Nov 18, 2009 Brian G. Peterson Fast way of replacing missing data points in xts object Nov 19, 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 Brian G. Peterson quantmod addTA() How to scale the y axis Nov 27, 2009 Brian G. Peterson AW: quantmod addTA() How to scale the y axis Nov 28, 2009

Cedrick Johnson

Last active: Nov 18, 2009
4 msgs
Cedrick Johnson A VaR question Nov 12, 2009 Cedrick Johnson Retrieving latest day's data Nov 16, 2009 Cedrick Johnson varRisk in fPortfolio package Nov 16, 2009 Cedrick Johnson fSeries/fGarch for R 2.7.0 Nov 18, 2009

Charles Evans

Last active: Nov 27, 2009
1 msg
Charles Evans Data Nov 27, 2009

Christofer Bogaso

Last active: Nov 12, 2009
2 msgs
Christofer Bogaso A VaR question Nov 12, 2009 Christofer Bogaso A VaR question Nov 12, 2009

David St John

Last active: Nov 17, 2009
3 msgs
David St John How to properly compare a trading signal to a random strategy. Nov 6, 2009 David St John How to properly compare a trading signal to a random strategy. Nov 6, 2009 David St John Daily Return of a Leveraged / Shorted Asset Nov 17, 2009

Dirk Eddelbuettel

Last active: Nov 23, 2009
3 msgs
Dirk Eddelbuettel Interfacing R and LIM Nov 19, 2009 Dirk Eddelbuettel 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

Dominick Samperi

Last active: Nov 8, 2009
1 msg
Dominick Samperi RcppTemplate Nov 8, 2009

Eric Zivot

Last active: Nov 6, 2009
1 msg
Eric Zivot Systemfit package/Autocorrelation Nov 6, 2009

FMH

Last active: Nov 3, 2009
2 msgs
FMH Additive decomposition method Nov 2, 2009 FMH Additive decomposition method Nov 3, 2009

FX Going

Last active: Nov 21, 2009
2 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

Gabor Grothendieck

Last active: Nov 27, 2009
6 msgs
Gabor Grothendieck 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 Gabor Grothendieck how use the results of rollapply in the previous row to the next row... Nov 25, 2009 Gabor Grothendieck 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

Gero Schwenk

Last active: Nov 15, 2009
1 msg
Gero Schwenk fImport : where to get a list of ticker symbols? Nov 15, 2009

Guillaume Yziquel

Last active: Nov 12, 2009
3 msgs
Guillaume Yziquel Simple XTS Quantmod Problem Nov 1, 2009 Guillaume Yziquel Simple XTS Quantmod Problem Nov 1, 2009 Guillaume Yziquel ARIMA, xreg and intercepts Nov 12, 2009

Harry G

Last active: Nov 5, 2009
1 msg
Harry G How to properly compare a trading signal to a random strategy. Nov 5, 2009

Heiko Mayer

Last active: Nov 13, 2009
2 msgs
Heiko Mayer A VaR question Nov 12, 2009 Heiko Mayer A VaR question Nov 13, 2009

Jeff Braun

Last active: Nov 23, 2009
1 msg
Jeff Braun Estimating BEKK model with the mgarch package Nov 23, 2009

Jeff Ryan

Last active: Nov 30, 2009
12 msgs
Jeff Ryan save XTS Nov 2, 2009 Jeff Ryan Load all stock symbols Nov 9, 2009 Jeff Ryan Order a XTS object by value Nov 17, 2009 Jeff Ryan Retrieving latest day's data Nov 17, 2009 Jeff Ryan Ibrokers Future API Nov 17, 2009 Jeff Ryan fSeries/fGarch for R 2.7.0 Nov 18, 2009 Jeff Ryan problems in GJR-GARCH with t-disrtibuted error terms in SAS Nov 19, 2009 Jeff Ryan How can I retrieve list of all companies listed of a given Index say S&P 500 Nov 23, 2009 Jeff Ryan Discretising intra-day data -- how to get by with less memory? Nov 27, 2009 Jeff Ryan Data Nov 27, 2009 Jeff Ryan Data Nov 27, 2009 Jeff Ryan Quantmod: getFin; getFinancials Nov 30, 2009

Jiri Hoogland

Last active: Nov 24, 2009
1 msg
Jiri Hoogland how use the results of rollapply in the previous row to the next row... Nov 24, 2009

Joe W. Byers

Last active: Nov 17, 2009
1 msg
Joe W. Byers NYMEX/COMEX daily settle txt files Nov 17, 2009

John C Frain

Last active: Nov 7, 2009
1 msg
John C Frain Time series temporal disaggregation (or: going from low frequency to higher frequency) Nov 7, 2009

Jonathan Ling

Last active: Nov 4, 2009
2 msgs
Jonathan Ling fPortfolio not loading Rsymphony package Nov 3, 2009 Jonathan Ling fPortfolio not loading Rsymphony package Nov 4, 2009

Jose Iparraguirre D'Elia

Last active: Nov 13, 2009
1 msg
Jose Iparraguirre D'Elia Residuals with Elliot-Rothenberg-Stock Unit Root Test Nov 13, 2009

Joshua Ulrich

Last active: Nov 28, 2009
6 msgs
Joshua Ulrich save XTS Nov 2, 2009 Joshua Ulrich fImport : where to get a list of ticker symbols? Nov 15, 2009 Joshua Ulrich Retrieving latest day's data Nov 16, 2009 Joshua Ulrich row-by-row operations on multiple xts matrices Nov 23, 2009 Joshua Ulrich SMA on Volume? Nov 27, 2009 Joshua Ulrich WG: quantmod addTA() How to scale the y axis Nov 28, 2009

Josuah Rechtsteiner

Last active: Nov 19, 2009
1 msg
Josuah Rechtsteiner Add values to time series in DB directly Nov 19, 2009

Julia Cairns

Last active: Nov 10, 2009
1 msg
Julia Cairns Nelson- Siegel - (Yield Curve - Smoothening of curve) Nov 10, 2009

KAUSHIK BHATTACHARJEE

Last active: Nov 19, 2009
1 msg
KAUSHIK BHATTACHARJEE problems in GJR-GARCH with t-disrtibuted error terms in SAS Nov 19, 2009

Karl Schriek

Last active: Nov 24, 2009
5 msgs
Karl Schriek R: Use VAR model to predict response to change in values of certain variables Nov 23, 2009 Karl Schriek Interpreting impluse response coefficients Nov 24, 2009 Karl Schriek Interpreting impluse response coefficients Nov 24, 2009 Karl Schriek 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

Khanh Nguyen

Last active: Nov 9, 2009
5 msgs
Khanh Nguyen plotting market cap heatmap Nov 2, 2009 Khanh Nguyen Additive decomposition method Nov 2, 2009 Khanh Nguyen RquantLib : FittedBondCurve function Nov 5, 2009 Khanh Nguyen RquantLib : FittedBondCurve function Nov 5, 2009 Khanh Nguyen Load all stock symbols Nov 9, 2009

Konrad Hoppe

Last active: Nov 30, 2009
5 msgs
Konrad Hoppe quantmod addTA() How to scale the y axis Nov 27, 2009 Konrad Hoppe 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 Konrad Hoppe WG: quantmod addTA() How to scale the y axis Nov 28, 2009 Konrad Hoppe Quantmod: getFin; getFinancials Nov 30, 2009

Lara Shocron

Last active: Nov 5, 2009
1 msg
Lara Shocron portfolio optimization - maximizing returns for a given risk. Nov 5, 2009

Luwingo

Last active: Nov 27, 2009
2 msgs
Luwingo Data Nov 27, 2009 Luwingo How good is Black-Scholes vs actual option prices Nov 27, 2009

Manuel Serna

Last active: Nov 5, 2009
1 msg
Manuel Serna Creating a function for portfolio management Nov 5, 2009

Martin Jenkins

Last active: Nov 22, 2009
3 msgs
Martin Jenkins Retrieving latest day's data Nov 16, 2009 Martin Jenkins Retrieving latest day's data Nov 17, 2009 Martin Jenkins How can I retrieve list of all companies listed of a given Index say S&P 500 Nov 22, 2009

Matthieu Stigler

Last active: Nov 26, 2009
5 msgs
Matthieu Stigler package(vars) and generalized impulse response functions Nov 4, 2009 Matthieu Stigler Residuals with Elliot-Rothenberg-Stock Unit Root Test Nov 16, 2009 Matthieu Stigler 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 24, 2009 Matthieu Stigler A VaR question Nov 26, 2009

Michael Sun

Last active: Nov 4, 2009
1 msg
Michael Sun Invitation to R users - Forum on News Analytics applied to Trading, Fund Management and Risk Control Nov 4, 2009

Murali.MENON at fortisinvestments.com

Last active: Nov 23, 2009
2 msgs
Murali.MENON at fortisinvestments.com 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

Neil Gupta

Last active: Nov 19, 2009
1 msg
Neil Gupta Interfacing R and LIM Nov 19, 2009

Noah Silverman

Last active: Nov 2, 2009
1 msg
Noah Silverman Grouped Log Likelihood function?? Nov 2, 2009

Olivier Schmitt

Last active: Nov 6, 2009
3 msgs
Olivier Schmitt RquantLib : FittedBondCurve function Nov 4, 2009 Olivier Schmitt RquantLib : FittedBondCurve function Nov 5, 2009 Olivier Schmitt RquantLib : FittedBondCurve function Nov 6, 2009

Paolo Cabaleiro

Last active: Nov 9, 2009
1 msg
Paolo Cabaleiro Load all stock symbols Nov 9, 2009

Patrick Burns

Last active: Nov 27, 2009
2 msgs
Patrick Burns Daily Return of a Leveraged / Shorted Asset Nov 17, 2009 Patrick Burns Creating a back adjusted continuous price series from log returns Nov 27, 2009

Peter Carl

Last active: Nov 6, 2009
2 msgs
Peter Carl plotting market cap heatmap Nov 2, 2009 Peter Carl Systemfit package/Autocorrelation Nov 6, 2009

Peter Mennie

Last active: Nov 23, 2009
1 msg
Peter Mennie How good is Black-Scholes vs actual option prices Nov 23, 2009

R_help Help

Last active: Nov 3, 2009
1 msg
R_help Help Sequential MLE on time series with rolling window Nov 3, 2009

Renato Costa

Last active: Nov 27, 2009
2 msgs
Renato Costa Data Nov 27, 2009 Renato Costa Data Nov 27, 2009

Robert Nicholson

Last active: Nov 27, 2009
1 msg
Robert Nicholson SMA on Volume? Nov 27, 2009

Ron Michael

Last active: Nov 26, 2009
4 msgs
Ron Michael A VaR question Nov 24, 2009 Ron Michael A VaR question Nov 25, 2009 Ron Michael A VaR question Nov 26, 2009 Ron Michael A VaR question Nov 26, 2009

Scott MacDonald

Last active: Nov 1, 2009
1 msg
Scott MacDonald Simple XTS Quantmod Problem Nov 1, 2009

ShyhWeir Tzang

Last active: Nov 14, 2009
1 msg
ShyhWeir Tzang nonlinear constraints in GARCH estimation Nov 14, 2009

Subhrangshu Nandi

Last active: Nov 12, 2009
2 msgs
Subhrangshu Nandi xts conversion error Nov 12, 2009 Subhrangshu Nandi xts conversion error Nov 12, 2009

Thomas Etheber

Last active: Nov 5, 2009
1 msg
Thomas Etheber portfolio optimization - maximizing returns for a given risk. Nov 5, 2009

Vimal B

Last active: Nov 4, 2009
2 msgs
Vimal B package(vars) and generalized impulse response functions Nov 4, 2009 Vimal B package(vars) and generalized impulse response functions Nov 4, 2009

Wei-han Liu

Last active: Nov 16, 2009
1 msg
Wei-han Liu varRisk in fPortfolio package Nov 16, 2009

Whit Armstrong

Last active: Nov 27, 2009
3 msgs
Whit Armstrong Add values to time series in DB directly Nov 19, 2009 Whit Armstrong Interfacing R and LIM Nov 19, 2009 Whit Armstrong Creating a back adjusted continuous price series from log returns Nov 27, 2009

Wolfgang Wu

Last active: Nov 27, 2009
3 msgs
Wolfgang Wu Fast way of replacing missing data points in xts object Nov 19, 2009 Wolfgang Wu Fast way of replacing missing data points in xts object Nov 19, 2009 Wolfgang Wu Creating a back adjusted continuous price series from log returns Nov 27, 2009

Yohan Chalabi

Last active: Nov 11, 2009
1 msg
Yohan Chalabi Help with fPortfolio Nov 11, 2009

Zanella Marco

Last active: Nov 17, 2009
1 msg
Zanella Marco Order a XTS object by value Nov 17, 2009

debashis dutta

Last active: Nov 6, 2009
2 msgs
debashis dutta Creating a function for portfolio management Nov 6, 2009 debashis dutta Creating a function for portfolio management Nov 6, 2009

janet watson

Last active: Nov 7, 2009
1 msg
janet watson Question about tailSlider function in fExtremes Nov 7, 2009

julien cuisinier

Last active: Nov 15, 2009
1 msg
julien cuisinier fImport : where to get a list of ticker symbols? Nov 15, 2009

km

Last active: Nov 30, 2009
1 msg
km Quantmod: getFin; getFinancials Nov 30, 2009

matthias.kornexl at raiffeisenbank.at

Last active: Nov 18, 2009
1 msg
matthias.kornexl at raiffeisenbank.at fSeries/fGarch for R 2.7.0 Nov 18, 2009

zubin

Last active: Nov 17, 2009
4 msgs
zubin save XTS Nov 2, 2009 zubin save XTS Nov 2, 2009 zubin Ibrokers Future API Nov 17, 2009 zubin Ibrokers Future API Nov 17, 2009