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R-SIG-Finance December 2009

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Adams, Zeno

Last active: Dec 24, 2009
3 msgs
Adams, Zeno princomp(): how to get the component's names Dec 2, 2009 Adams, Zeno 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

Ajay Shah

Last active: Dec 6, 2009
2 msgs
Ajay Shah 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

Alexios Ghalanos

Last active: Dec 30, 2009
2 msgs
Alexios Ghalanos direct data download from metastock Dec 17, 2009 Alexios Ghalanos EGARCH and R Dec 30, 2009

Andre de Boer

Last active: Dec 27, 2009
1 msg
Andre de Boer newbie Dec 27, 2009

Arthur Kreitman

Last active: Dec 20, 2009
2 msgs
Arthur Kreitman API based Trading Lowest Commission Dec 19, 2009 Arthur Kreitman Cannot connect with tws Dec 20, 2009

Arun Kumar Saha

Last active: Dec 25, 2009
1 msg
Arun Kumar Saha error correction model - general specification Dec 25, 2009

Benczik Sandor

Last active: Dec 1, 2009
1 msg
Benczik Sandor Date problem Dec 1, 2009

Bjorn Hertzberg

Last active: Dec 28, 2009
2 msgs
Bjorn Hertzberg Pricing guaranteed execution Dec 11, 2009 Bjorn Hertzberg Analysis of market impact Dec 28, 2009

Brecknock, Peter

Last active: Dec 14, 2009
1 msg
Brecknock, Peter GLM correcting for serial correlation Dec 14, 2009

Brian G. Peterson

Last active: Dec 30, 2009
12 msgs
Brian G. Peterson 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 Brian G. Peterson xts and na.omit "unsupported type" Dec 10, 2009 Brian G. Peterson numerical integration Dec 14, 2009 Brian G. Peterson RBloomberg Dec 14, 2009 Brian G. Peterson FinData provider Xiginte and R Dec 20, 2009 Brian G. Peterson How to estimate SV type models in R more efficiently? Dec 23, 2009 Brian G. Peterson Fitting ACD model Dec 23, 2009 Brian G. Peterson Non parametric, unequal variance, equality of mean significance test Dec 23, 2009 Brian G. Peterson newbie Dec 27, 2009 Brian G. Peterson histogram, sd and mean questions Dec 29, 2009 Brian G. Peterson read data Dec 30, 2009

Cedrick Johnson

Last active: Dec 17, 2009
1 msg
Cedrick Johnson direct data download from metastock Dec 17, 2009

Christian Prinoth

Last active: Dec 11, 2009
1 msg
Christian Prinoth Pricing guaranteed execution Dec 11, 2009

Cipollini Fabrizio

Last active: Dec 15, 2009
1 msg
Cipollini Fabrizio seasonal model Dec 15, 2009

David St John

Last active: Dec 14, 2009
1 msg
David St John GLM correcting for serial correlation Dec 14, 2009

Diethelm Wuertz

Last active: Dec 16, 2009
1 msg
Diethelm Wuertz R/Rmetrics: Singapore Conference, Februar 19/20, 2010 Dec 16, 2009

Dirk Eddelbuettel

Last active: Dec 25, 2009
1 msg
Dirk Eddelbuettel Live Algo Trading Dec 25, 2009

Edouard Tallent

Last active: Dec 20, 2009
3 msgs
Edouard Tallent troubles with quantmod Dec 9, 2009 Edouard Tallent how to deal with time series in R ?? Dec 20, 2009 Edouard Tallent how to deal with time series in R ?? Dec 20, 2009

Eduard Pieterse (Macquarie Securities)

Last active: Dec 14, 2009
1 msg
Eduard Pieterse (Macquarie Securities) RBloomberg Dec 14, 2009

Eric Zivot

Last active: Dec 23, 2009
1 msg
Eric Zivot general zoo tutorial available? Dec 23, 2009

Fabrizio Pollastri

Last active: Dec 10, 2009
1 msg
Fabrizio Pollastri xts and na.omit "unsupported type" Dec 10, 2009

Gabor Grothendieck

Last active: Dec 23, 2009
6 msgs
Gabor Grothendieck Which Kalman filter? Dec 5, 2009 Gabor Grothendieck SUMMARY: Reducing an intra-day dataset into one obs per second Dec 6, 2009 Gabor Grothendieck Counting consecutive equally signed items in a time series Dec 18, 2009 Gabor Grothendieck how to deal with time series in R ?? Dec 20, 2009 Gabor Grothendieck Problem with plot.xts Dec 23, 2009 Gabor Grothendieck general zoo tutorial available? Dec 23, 2009

Gautier RENAULT

Last active: Dec 23, 2009
1 msg
Gautier RENAULT error correction model - general specification Dec 23, 2009

Gottlieb, Neil

Last active: Dec 4, 2009
1 msg
Gottlieb, Neil Portfolio optimization & PCA Dec 4, 2009

Guillaume Yziquel

Last active: Dec 10, 2009
8 msgs
Guillaume Yziquel getSymbols is zoo or xts? Dec 4, 2009 Guillaume Yziquel getSymbols is zoo or xts? Dec 4, 2009 Guillaume Yziquel getSymbols is zoo or xts? Dec 4, 2009 Guillaume Yziquel Futures prices in quantmod? Dec 7, 2009 Guillaume Yziquel Futures prices in quantmod? Dec 7, 2009 Guillaume Yziquel Futures prices in quantmod? Dec 7, 2009 Guillaume Yziquel Futures prices in quantmod? Dec 7, 2009 Guillaume Yziquel quantmod: get date column Dec 10, 2009

Hannu Kahra

Last active: Dec 27, 2009
1 msg
Hannu Kahra newbie Dec 27, 2009

Hans Radtke

Last active: Dec 28, 2009
1 msg
Hans Radtke Questions related to R-Credit Risk Dec 28, 2009

Hodgess, Erin

Last active: Dec 9, 2009
3 msgs
Hodgess, Erin disaggregation, R and Matlab Dec 8, 2009 Hodgess, Erin disaggregation, R and Matlab Dec 9, 2009 Hodgess, Erin disaggregation, R and Matlab Dec 9, 2009

Hubert Colt

Last active: Dec 15, 2009
4 msgs
Hubert Colt Which Kalman filter? Dec 5, 2009 Hubert Colt Which Kalman filter? Dec 10, 2009 Hubert Colt dlm: dldMod Reg with constant alpha time-varying beta Dec 15, 2009 Hubert Colt dlm: dldMod Reg with constant alpha time-varying beta Dec 15, 2009

Ibhar

Last active: Dec 30, 2009
1 msg
Ibhar EGARCH and R Dec 30, 2009

Jeff Ryan

Last active: Dec 28, 2009
19 msgs
Jeff Ryan getSymbols is zoo or xts? Dec 4, 2009 Jeff Ryan getSymbols is zoo or xts? Dec 4, 2009 Jeff Ryan Time Series For ohlcPlot Dec 5, 2009 Jeff Ryan how to plot a data frame of timeseries? Dec 9, 2009 Jeff Ryan how to plot a data frame of timeseries? Dec 9, 2009 Jeff Ryan xts and na.omit "unsupported type" Dec 10, 2009 Jeff Ryan xts and na.omit "unsupported type" Dec 10, 2009 Jeff Ryan quantmod: get date column Dec 10, 2009 Jeff Ryan download yahoo quotes using tseries get.hist.quote(), error 404 Dec 12, 2009 Jeff Ryan Regression & quantmod Dec 14, 2009 Jeff Ryan tseries and xts - time indexing in an easier way? Dec 17, 2009 Jeff Ryan how to deal with time series in R ?? Dec 20, 2009 Jeff Ryan Data service Dec 22, 2009 Jeff Ryan Problem with plot.xts Dec 22, 2009 Jeff Ryan Data service Dec 23, 2009 Jeff Ryan general zoo tutorial available? Dec 23, 2009 Jeff Ryan Live Algo Trading Dec 23, 2009 Jeff Ryan Live Algo Trading Dec 25, 2009 Jeff Ryan Screeningn with IBrokers Dec 28, 2009

Jeffrey Todd Lins

Last active: Dec 9, 2009
1 msg
Jeffrey Todd Lins how to plot a data frame of timeseries? Dec 9, 2009

Jorge Nieves

Last active: Dec 4, 2009
1 msg
Jorge Nieves Portfolio optimization & PCA Dec 4, 2009

Jose Iparraguirre D'Elia

Last active: Dec 10, 2009
1 msg
Jose Iparraguirre D'Elia xts and na.omit "unsupported type" Dec 10, 2009

Joshua Ulrich

Last active: Dec 17, 2009
7 msgs
Joshua Ulrich Futures prices in quantmod? Dec 7, 2009 Joshua Ulrich Futures prices in quantmod? Dec 7, 2009 Joshua Ulrich Suggestions Dec 7, 2009 Joshua Ulrich Accessing getSymbols data Dec 11, 2009 Joshua Ulrich Accessing getSymbols data Dec 11, 2009 Joshua Ulrich getSymbols and PD-UN Dec 17, 2009 Joshua Ulrich getSymbols and PD-UN Dec 17, 2009

Karl Schriek

Last active: Dec 15, 2009
2 msgs
Karl Schriek GLM correcting for serial correlation Dec 13, 2009 Karl Schriek GLM correcting for serial correlation Dec 15, 2009

Konrad Hoppe

Last active: Dec 9, 2009
8 msgs
Konrad Hoppe princomp(): how to get the component's names Dec 2, 2009 Konrad Hoppe princomp(): how to get the component's names Dec 2, 2009 Konrad Hoppe Portfolio optimization & PCA Dec 4, 2009 Konrad Hoppe Futures prices in quantmod? Dec 7, 2009 Konrad Hoppe Futures prices in quantmod? Dec 7, 2009 Konrad Hoppe troubles with quantmod Dec 9, 2009 Konrad Hoppe how to plot a data frame of timeseries? Dec 9, 2009 Konrad Hoppe how to plot a data frame of timeseries? Dec 9, 2009

Krishna Kumar

Last active: Dec 17, 2009
4 msgs
Krishna Kumar Pricing guaranteed execution Dec 12, 2009 Krishna Kumar direct data download from metastock Dec 17, 2009 Krishna Kumar direct data download from metastock Dec 17, 2009 Krishna Kumar direct data download from metastock Dec 17, 2009

Lisete Fernandes de Noronha (DGR)

Last active: Dec 28, 2009
1 msg
Lisete Fernandes de Noronha (DGR) Questions related to R- Credit Risk Dec 28, 2009

Liviu Andronic

Last active: Dec 9, 2009
1 msg
Liviu Andronic disaggregation, R and Matlab Dec 9, 2009

Mahesh Krishnan

Last active: Dec 13, 2009
1 msg
Mahesh Krishnan seasonal model Dec 13, 2009

Marco Bianchi

Last active: Dec 12, 2009
2 msgs
Marco Bianchi 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

Mark Breman

Last active: Dec 27, 2009
2 msgs
Mark Breman Counting consecutive equally signed items in a time series Dec 18, 2009 Mark Breman Analysis of market impact Dec 27, 2009

Mark Leeds

Last active: Dec 23, 2009
3 msgs
Mark Leeds Which Kalman filter? Dec 5, 2009 Mark Leeds error correction model - general specification Dec 23, 2009 Mark Leeds How to estimate SV type models in R more efficiently? Dec 23, 2009

Martin Jenkins

Last active: Dec 17, 2009
2 msgs
Martin Jenkins Retrieving latest day's data Dec 17, 2009 Martin Jenkins Retrieving latest day's data Dec 17, 2009

Matthieu Stigler

Last active: Dec 24, 2009
3 msgs
Matthieu Stigler GLM correcting for serial correlation Dec 14, 2009 Matthieu Stigler RBloomberg Dec 14, 2009 Matthieu Stigler error correction model - general specification Dec 24, 2009

Me

Last active: Dec 21, 2009
2 msgs
Me FinData provider Xiginte and R Dec 20, 2009 Me FinData provider Xiginte and R Dec 21, 2009

Megh Dal

Last active: Dec 27, 2009
1 msg
Megh Dal Analysis of market impact Dec 27, 2009

Moshe Olshansky

Last active: Dec 23, 2009
1 msg
Moshe Olshansky Non parametric, unequal variance, equality of mean significance test Dec 23, 2009

Nick Torenvliet

Last active: Dec 25, 2009
14 msgs
Nick Torenvliet Time Series For ohlcPlot Dec 5, 2009 Nick Torenvliet Suggestions Dec 7, 2009 Nick Torenvliet Accessing getSymbols data Dec 11, 2009 Nick Torenvliet Accessing getSymbols data Dec 11, 2009 Nick Torenvliet Accessing getSymbols data Dec 11, 2009 Nick Torenvliet Accessing getSymbols data Dec 11, 2009 Nick Torenvliet getSymbols and PD-UN Dec 17, 2009 Nick Torenvliet getSymbols and PD-UN Dec 17, 2009 Nick Torenvliet Examples IBrokers Code Dec 17, 2009 Nick Torenvliet Counting consecutive equally signed items in a time series Dec 18, 2009 Nick Torenvliet Data service Dec 22, 2009 Nick Torenvliet Data service Dec 22, 2009 Nick Torenvliet Data service Dec 23, 2009 Nick Torenvliet Live Algo Trading Dec 25, 2009

Pardeep Singh

Last active: Dec 8, 2009
1 msg
Pardeep Singh Re%3A%20%5BR-SIG-Finance%5D%20FinTS%20requires%20zoo%20to%20export%20as.Date.numeric Dec 8, 2009

Patrick Burns

Last active: Dec 11, 2009
1 msg
Patrick Burns Pricing guaranteed execution Dec 11, 2009

Peter Rote

Last active: Dec 27, 2009
4 msgs
Peter Rote Date problem Dec 1, 2009 Peter Rote Cannot connect with tws Dec 20, 2009 Peter Rote IBrokers Dec 22, 2009 Peter Rote Screeningn with IBrokers Dec 27, 2009

Pierre Lapointe

Last active: Dec 22, 2009
1 msg
Pierre Lapointe Problem with plot.xts Dec 22, 2009

R_help Help

Last active: Dec 22, 2009
4 msgs
R_help Help Pricing guaranteed execution Dec 7, 2009 R_help Help Pricing guaranteed execution Dec 7, 2009 R_help Help Pricing guaranteed execution Dec 11, 2009 R_help Help Fitting ACD model Dec 22, 2009

Reena Bansal

Last active: Dec 28, 2009
3 msgs
Reena Bansal 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 Reena Bansal Non parametric, unequal variance, equality of mean significance test Dec 28, 2009

ShyhWeir Tzang

Last active: Dec 30, 2009
1 msg
ShyhWeir Tzang read data Dec 30, 2009

Stephen J. Barr

Last active: Dec 23, 2009
2 msgs
Stephen J. Barr general zoo tutorial available? Dec 23, 2009 Stephen J. Barr general zoo tutorial available? Dec 23, 2009

Thomas Etheber

Last active: Dec 14, 2009
1 msg
Thomas Etheber Regression & quantmod Dec 14, 2009

Tobias Verbeke

Last active: Dec 20, 2009
1 msg
Tobias Verbeke FinData provider Xiginte and R Dec 20, 2009

Ulrich Staudinger

Last active: Dec 25, 2009
1 msg
Ulrich Staudinger Live Algo Trading Dec 25, 2009

Wei-han Liu

Last active: Dec 14, 2009
1 msg
Wei-han Liu numerical integration Dec 14, 2009

Zhang, Ivan

Last active: Dec 17, 2009
1 msg
Zhang, Ivan tseries and xts - time indexing in an easier way? Dec 17, 2009

donahchoo at me.com

Last active: Dec 29, 2009
2 msgs
donahchoo at me.com histogram, sd and mean questions Dec 29, 2009 donahchoo at me.com histogram, sd and mean questions Dec 29, 2009

ehcpieterse

Last active: Dec 14, 2009
1 msg
ehcpieterse RBloomberg Dec 14, 2009

gmroot2004-ms at yahoo.it

Last active: Dec 9, 2009
1 msg
gmroot2004-ms at yahoo.it Probit model with specification for the conditional variance Dec 9, 2009

km

Last active: Dec 10, 2009
1 msg
km quantmod: get date column Dec 10, 2009

qqjwl

Last active: Dec 31, 2009
3 msgs
qqjwl How to estimate SV type models in R more efficiently? Dec 22, 2009 qqjwl How to estimate SV type models in R more efficiently? Dec 23, 2009 qqjwl MSSV model with R? Dec 31, 2009

rex

Last active: Dec 9, 2009
1 msg
rex troubles with quantmod Dec 9, 2009

stefan.albrecht@allianz.com

Last active: Dec 9, 2009
1 msg
stefan.albrecht@allianz.com disaggregation, R and Matlab Dec 9, 2009

tradetree

Last active: Dec 26, 2009
5 msgs
tradetree Live Algo Trading Dec 23, 2009 tradetree Live Algo Trading Dec 23, 2009 tradetree Live Algo Trading Dec 25, 2009 tradetree Live Algo Trading Dec 25, 2009 tradetree Live Algo Trading Dec 26, 2009

zubin

Last active: Dec 19, 2009
1 msg
zubin API based Trading Lowest Commission Dec 19, 2009