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R-SIG-Finance December 2009

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MSSV model with R?
1 msg
qqjwl MSSV model with R? Dec 31, 2009
EGARCH and R
2 msgs
Ibhar EGARCH and R Dec 30, 2009
Alexios Ghalanos EGARCH and R Dec 30, 2009
read data
2 msgs
ShyhWeir Tzang read data Dec 30, 2009
Brian G. Peterson read data Dec 30, 2009
histogram, sd and mean questions
3 msgs
donahchoo at me.com histogram, sd and mean questions Dec 29, 2009
Brian G. Peterson histogram, sd and mean questions Dec 29, 2009
donahchoo at me.com histogram, sd and mean questions Dec 29, 2009
Non parametric, unequal variance, equality of mean significance test
7 msgs
Reena Bansal Non parametric, unequal variance, equality of mean significance test Dec 23, 2009
Brian G. Peterson Non parametric, unequal variance, equality of mean significance test Dec 23, 2009
Adams, Zeno Non parametric, unequal variance, equality of mean significance test Dec 23, 2009
Reena Bansal Non parametric, unequal variance, equality of mean significance test Dec 23, 2009
Moshe Olshansky Non parametric, unequal variance, equality of mean significance test Dec 23, 2009
Adams, Zeno Non parametric, unequal variance, equality of mean significance test Dec 24, 2009
Reena Bansal Non parametric, unequal variance, equality of mean significance test Dec 28, 2009
Screeningn with IBrokers
2 msgs
Peter Rote Screeningn with IBrokers Dec 27, 2009
Jeff Ryan Screeningn with IBrokers Dec 28, 2009
Questions related to R-Credit Risk
1 msg
Hans Radtke Questions related to R-Credit Risk Dec 28, 2009
Questions related to R- Credit Risk
1 msg
Lisete Fernandes de Noronha (DGR) Questions related to R- Credit Risk Dec 28, 2009
Analysis of market impact
3 msgs
Megh Dal Analysis of market impact Dec 27, 2009
Mark Breman Analysis of market impact Dec 27, 2009
Bjorn Hertzberg Analysis of market impact Dec 28, 2009
newbie
3 msgs
Andre de Boer newbie Dec 27, 2009
Brian G. Peterson newbie Dec 27, 2009
Hannu Kahra newbie Dec 27, 2009
Live Algo Trading
4 msgs
Ulrich Staudinger Live Algo Trading Dec 25, 2009
tradetree Live Algo Trading Dec 25, 2009
Dirk Eddelbuettel Live Algo Trading Dec 25, 2009
tradetree Live Algo Trading Dec 26, 2009
Live Algo Trading
6 msgs
tradetree Live Algo Trading Dec 23, 2009
Jeff Ryan Live Algo Trading Dec 23, 2009
tradetree Live Algo Trading Dec 23, 2009
Nick Torenvliet Live Algo Trading Dec 25, 2009
Jeff Ryan Live Algo Trading Dec 25, 2009
tradetree Live Algo Trading Dec 25, 2009
error correction model - general specification
2 msgs
Gautier RENAULT error correction model - general specification Dec 23, 2009
Arun Kumar Saha error correction model - general specification Dec 25, 2009
error correction model - general specification
2 msgs
Mark Leeds error correction model - general specification Dec 23, 2009
Matthieu Stigler error correction model - general specification Dec 24, 2009
general zoo tutorial available?
5 msgs
Stephen J. Barr general zoo tutorial available? Dec 23, 2009
Gabor Grothendieck general zoo tutorial available? Dec 23, 2009
Eric Zivot general zoo tutorial available? Dec 23, 2009
Jeff Ryan general zoo tutorial available? Dec 23, 2009
Stephen J. Barr general zoo tutorial available? Dec 23, 2009
How to estimate SV type models in R more efficiently?
1 msg
Mark Leeds How to estimate SV type models in R more efficiently? Dec 23, 2009
How to estimate SV type models in R more efficiently?
3 msgs
qqjwl How to estimate SV type models in R more efficiently? Dec 22, 2009
Brian G. Peterson How to estimate SV type models in R more efficiently? Dec 23, 2009
qqjwl How to estimate SV type models in R more efficiently? Dec 23, 2009
IBrokers
6 msgs
Peter Rote IBrokers Dec 22, 2009
Nick Torenvliet Data service Dec 22, 2009
Nick Torenvliet Data service Dec 22, 2009
Jeff Ryan Data service Dec 22, 2009
Nick Torenvliet Data service Dec 23, 2009
Jeff Ryan Data service Dec 23, 2009
Problem with plot.xts
3 msgs
Pierre Lapointe Problem with plot.xts Dec 22, 2009
Jeff Ryan Problem with plot.xts Dec 22, 2009
Gabor Grothendieck Problem with plot.xts Dec 23, 2009
Fitting ACD model
2 msgs
R_help Help Fitting ACD model Dec 22, 2009
Brian G. Peterson Fitting ACD model Dec 23, 2009
FinData provider Xiginte and R
4 msgs
Me FinData provider Xiginte and R Dec 20, 2009
Brian G. Peterson FinData provider Xiginte and R Dec 20, 2009
Tobias Verbeke FinData provider Xiginte and R Dec 20, 2009
Me FinData provider Xiginte and R Dec 21, 2009
how to deal with time series in R ??
3 msgs
Edouard Tallent how to deal with time series in R ?? Dec 20, 2009
Jeff Ryan how to deal with time series in R ?? Dec 20, 2009
Gabor Grothendieck how to deal with time series in R ?? Dec 20, 2009
how to deal with time series in R ??
1 msg
Edouard Tallent how to deal with time series in R ?? Dec 20, 2009
Cannot connect with tws
2 msgs
Peter Rote Cannot connect with tws Dec 20, 2009
Arthur Kreitman Cannot connect with tws Dec 20, 2009
API based Trading Lowest Commission
2 msgs
zubin API based Trading Lowest Commission Dec 19, 2009
Arthur Kreitman API based Trading Lowest Commission Dec 19, 2009
Counting consecutive equally signed items in a time series
3 msgs
Mark Breman Counting consecutive equally signed items in a time series Dec 18, 2009
Gabor Grothendieck Counting consecutive equally signed items in a time series Dec 18, 2009
Nick Torenvliet Counting consecutive equally signed items in a time series Dec 18, 2009
direct data download from metastock
5 msgs
Krishna Kumar direct data download from metastock Dec 17, 2009
Cedrick Johnson direct data download from metastock Dec 17, 2009
Krishna Kumar direct data download from metastock Dec 17, 2009
Alexios Ghalanos direct data download from metastock Dec 17, 2009
Krishna Kumar direct data download from metastock Dec 17, 2009
Retrieving latest day's data
7 msgs
Martin Jenkins Retrieving latest day's data Dec 17, 2009
Martin Jenkins Retrieving latest day's data Dec 17, 2009
Nick Torenvliet getSymbols and PD-UN Dec 17, 2009
Joshua Ulrich getSymbols and PD-UN Dec 17, 2009
Nick Torenvliet getSymbols and PD-UN Dec 17, 2009
Joshua Ulrich getSymbols and PD-UN Dec 17, 2009
Nick Torenvliet Examples IBrokers Code Dec 17, 2009
tseries and xts - time indexing in an easier way?
2 msgs
Zhang, Ivan tseries and xts - time indexing in an easier way? Dec 17, 2009
Jeff Ryan tseries and xts - time indexing in an easier way? Dec 17, 2009
R/Rmetrics: Singapore Conference, Februar 19/20, 2010
1 msg
Diethelm Wuertz R/Rmetrics: Singapore Conference, Februar 19/20, 2010 Dec 16, 2009
seasonal model
1 msg
Cipollini Fabrizio seasonal model Dec 15, 2009
dlm: dldMod Reg with constant alpha time-varying beta
1 msg
Hubert Colt dlm: dldMod Reg with constant alpha time-varying beta Dec 15, 2009
dlm: dldMod Reg with constant alpha time-varying beta
1 msg
Hubert Colt dlm: dldMod Reg with constant alpha time-varying beta Dec 15, 2009
GLM correcting for serial correlation
4 msgs
Karl Schriek GLM correcting for serial correlation Dec 13, 2009
Matthieu Stigler GLM correcting for serial correlation Dec 14, 2009
Brecknock, Peter GLM correcting for serial correlation Dec 14, 2009
Karl Schriek GLM correcting for serial correlation Dec 15, 2009
Regression & quantmod
2 msgs
Thomas Etheber Regression & quantmod Dec 14, 2009
Jeff Ryan Regression & quantmod Dec 14, 2009
GLM correcting for serial correlation
1 msg
David St John GLM correcting for serial correlation Dec 14, 2009
RBloomberg
4 msgs
ehcpieterse RBloomberg Dec 14, 2009
Brian G. Peterson RBloomberg Dec 14, 2009
Matthieu Stigler RBloomberg Dec 14, 2009
Eduard Pieterse (Macquarie Securities) RBloomberg Dec 14, 2009
numerical integration
2 msgs
Wei-han Liu numerical integration Dec 14, 2009
Brian G. Peterson numerical integration Dec 14, 2009
seasonal model
1 msg
Mahesh Krishnan seasonal model Dec 13, 2009
Pricing guaranteed execution
5 msgs
R_help Help Pricing guaranteed execution Dec 11, 2009
Christian Prinoth Pricing guaranteed execution Dec 11, 2009
Patrick Burns Pricing guaranteed execution Dec 11, 2009
Bjorn Hertzberg Pricing guaranteed execution Dec 11, 2009
Krishna Kumar Pricing guaranteed execution Dec 12, 2009
download yahoo quotes using tseries get.hist.quote(), error 404
3 msgs
Marco Bianchi download yahoo quotes using tseries get.hist.quote(), error 404 Dec 12, 2009
Jeff Ryan download yahoo quotes using tseries get.hist.quote(), error 404 Dec 12, 2009
Marco Bianchi download yahoo quotes using tseries get.hist.quote(), error 404 Dec 12, 2009
how to plot a data frame of timeseries?
12 msgs
Konrad Hoppe how to plot a data frame of timeseries? Dec 9, 2009
Jeff Ryan how to plot a data frame of timeseries? Dec 9, 2009
Brian G. Peterson how to plot a data frame of timeseries? Dec 9, 2009
Konrad Hoppe how to plot a data frame of timeseries? Dec 9, 2009
Jeff Ryan how to plot a data frame of timeseries? Dec 9, 2009
Brian G. Peterson how to plot a data frame of timeseries? Dec 9, 2009
Nick Torenvliet Accessing getSymbols data Dec 11, 2009
Joshua Ulrich Accessing getSymbols data Dec 11, 2009
Nick Torenvliet Accessing getSymbols data Dec 11, 2009
Joshua Ulrich Accessing getSymbols data Dec 11, 2009
Nick Torenvliet Accessing getSymbols data Dec 11, 2009
Nick Torenvliet Accessing getSymbols data Dec 11, 2009
quantmod: get date column
3 msgs
km quantmod: get date column Dec 10, 2009
Jeff Ryan quantmod: get date column Dec 10, 2009
Guillaume Yziquel quantmod: get date column Dec 10, 2009
xts and na.omit "unsupported type"
4 msgs
Fabrizio Pollastri xts and na.omit "unsupported type" Dec 10, 2009
Brian G. Peterson xts and na.omit "unsupported type" Dec 10, 2009
Jeff Ryan xts and na.omit "unsupported type" Dec 10, 2009
Jeff Ryan xts and na.omit "unsupported type" Dec 10, 2009
xts and na.omit "unsupported type"
1 msg
Jose Iparraguirre D'Elia xts and na.omit "unsupported type" Dec 10, 2009
Which Kalman filter?
2 msgs
Mark Leeds Which Kalman filter? Dec 5, 2009
Hubert Colt Which Kalman filter? Dec 10, 2009
how to plot a data frame of timeseries?
1 msg
Jeffrey Todd Lins how to plot a data frame of timeseries? Dec 9, 2009
disaggregation, R and Matlab
3 msgs
Hodgess, Erin disaggregation, R and Matlab Dec 8, 2009
Liviu Andronic disaggregation, R and Matlab Dec 9, 2009
Hodgess, Erin disaggregation, R and Matlab Dec 9, 2009
disaggregation, R and Matlab
2 msgs
stefan.albrecht@allianz.com disaggregation, R and Matlab Dec 9, 2009
Hodgess, Erin disaggregation, R and Matlab Dec 9, 2009
troubles with quantmod
3 msgs
Edouard Tallent troubles with quantmod Dec 9, 2009
Konrad Hoppe troubles with quantmod Dec 9, 2009
rex troubles with quantmod Dec 9, 2009
Probit model with specification for the conditional variance
1 msg
gmroot2004-ms at yahoo.it Probit model with specification for the conditional variance Dec 9, 2009
Re%3A%20%5BR-SIG-Finance%5D%20FinTS%20requires%20zoo%20to%20export%20as.Date.numeric
1 msg
Pardeep Singh Re%3A%20%5BR-SIG-Finance%5D%20FinTS%20requires%20zoo%20to%20export%20as.Date.numeric Dec 8, 2009
Pricing guaranteed execution
1 msg
R_help Help Pricing guaranteed execution Dec 7, 2009
Futures prices in quantmod?
10 msgs
Guillaume Yziquel Futures prices in quantmod? Dec 7, 2009
Joshua Ulrich Futures prices in quantmod? Dec 7, 2009
Guillaume Yziquel Futures prices in quantmod? Dec 7, 2009
Konrad Hoppe Futures prices in quantmod? Dec 7, 2009
Guillaume Yziquel Futures prices in quantmod? Dec 7, 2009
Joshua Ulrich Futures prices in quantmod? Dec 7, 2009
Nick Torenvliet Suggestions Dec 7, 2009
Joshua Ulrich Suggestions Dec 7, 2009
Konrad Hoppe Futures prices in quantmod? Dec 7, 2009
Guillaume Yziquel Futures prices in quantmod? Dec 7, 2009
Pricing guaranteed execution
1 msg
R_help Help Pricing guaranteed execution Dec 7, 2009
SUMMARY: Reducing an intra-day dataset into one obs per second
3 msgs
Ajay Shah SUMMARY: Reducing an intra-day dataset into one obs per second Dec 6, 2009
Gabor Grothendieck SUMMARY: Reducing an intra-day dataset into one obs per second Dec 6, 2009
Ajay Shah SUMMARY: Reducing an intra-day dataset into one obs per second Dec 6, 2009
Time Series For ohlcPlot
2 msgs
Nick Torenvliet Time Series For ohlcPlot Dec 5, 2009
Jeff Ryan Time Series For ohlcPlot Dec 5, 2009
Which Kalman filter?
2 msgs
Hubert Colt Which Kalman filter? Dec 5, 2009
Gabor Grothendieck Which Kalman filter? Dec 5, 2009
getSymbols is zoo or xts?
5 msgs
Guillaume Yziquel getSymbols is zoo or xts? Dec 4, 2009
Jeff Ryan getSymbols is zoo or xts? Dec 4, 2009
Guillaume Yziquel getSymbols is zoo or xts? Dec 4, 2009
Jeff Ryan getSymbols is zoo or xts? Dec 4, 2009
Guillaume Yziquel getSymbols is zoo or xts? Dec 4, 2009
Portfolio optimization & PCA
3 msgs
Jorge Nieves Portfolio optimization & PCA Dec 4, 2009
Konrad Hoppe Portfolio optimization & PCA Dec 4, 2009
Gottlieb, Neil Portfolio optimization & PCA Dec 4, 2009
princomp(): how to get the component's names
3 msgs
Konrad Hoppe princomp(): how to get the component's names Dec 2, 2009
Adams, Zeno princomp(): how to get the component's names Dec 2, 2009
Konrad Hoppe princomp(): how to get the component's names Dec 2, 2009
Date problem
2 msgs
Peter Rote Date problem Dec 1, 2009
Benczik Sandor Date problem Dec 1, 2009
Quantmod: getFin; getFinancials
2 msgs