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R-SIG-Finance December 2009

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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

Accessing getSymbols data

6 msgs
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

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

Cannot connect with tws

2 msgs
Peter Rote Cannot connect with tws Dec 20, 2009 Arthur Kreitman Cannot connect with tws Dec 20, 2009

Counting consecutive equally signed items in a time series

1 msg
Nick Torenvliet Counting consecutive equally signed items in a time series Dec 18, 2009

Counting consecutive equally signed items in a time series

2 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

Data service

5 msgs
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

Date problem

2 msgs
Peter Rote Date problem Dec 1, 2009 Benczik Sandor Date problem Dec 1, 2009

EGARCH and R

2 msgs
Ibhar EGARCH and R Dec 30, 2009 Alexios Ghalanos EGARCH and R Dec 30, 2009

Examples IBrokers Code

1 msg
Nick Torenvliet Examples IBrokers Code Dec 17, 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

Fitting ACD model

2 msgs
R_help Help Fitting ACD model Dec 22, 2009 Brian G. Peterson Fitting ACD model Dec 23, 2009

Futures prices in quantmod?

8 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 Konrad Hoppe Futures prices in quantmod? Dec 7, 2009 Guillaume Yziquel Futures prices in quantmod? Dec 7, 2009

GLM correcting for serial correlation

5 msgs
Karl Schriek GLM correcting for serial correlation Dec 13, 2009 Matthieu Stigler GLM correcting for serial correlation Dec 14, 2009 David St John 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

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?

2 msgs
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

How to estimate SV type models in R more efficiently?

1 msg
qqjwl How to estimate SV type models in R more efficiently? Dec 22, 2009

IBrokers

1 msg
Peter Rote IBrokers Dec 22, 2009

Live Algo Trading

10 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 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

MSSV model with R?

1 msg
qqjwl MSSV model with R? Dec 31, 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

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

Pricing guaranteed execution

7 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 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

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

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

Questions related to R- Credit Risk

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

Questions related to R-Credit Risk

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

R/Rmetrics: Singapore Conference, Februar 19/20, 2010

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

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

Regression & quantmod

2 msgs
Thomas Etheber Regression & quantmod Dec 14, 2009 Jeff Ryan Regression & quantmod Dec 14, 2009

Retrieving latest day's data

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

Screeningn with IBrokers

2 msgs
Peter Rote Screeningn with IBrokers Dec 27, 2009 Jeff Ryan Screeningn with IBrokers Dec 28, 2009

Suggestions

2 msgs
Nick Torenvliet Suggestions Dec 7, 2009 Joshua Ulrich Suggestions Dec 7, 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?

4 msgs
Hubert Colt Which Kalman filter? Dec 5, 2009 Gabor Grothendieck Which Kalman filter? Dec 5, 2009 Mark Leeds Which Kalman filter? Dec 5, 2009 Hubert Colt Which Kalman filter? Dec 10, 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

disaggregation, R and Matlab

5 msgs
Hodgess, Erin disaggregation, R and Matlab Dec 8, 2009 stefan.albrecht@allianz.com disaggregation, R and Matlab Dec 9, 2009 Liviu Andronic disaggregation, R and Matlab Dec 9, 2009 Hodgess, Erin disaggregation, R and Matlab Dec 9, 2009 Hodgess, Erin disaggregation, R and Matlab Dec 9, 2009

dlm: dldMod Reg with constant alpha time-varying beta

2 msgs
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

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

error correction model - general specification

4 msgs
Gautier RENAULT error correction model - general specification Dec 23, 2009 Mark Leeds error correction model - general specification Dec 23, 2009 Matthieu Stigler error correction model - general specification Dec 24, 2009 Arun Kumar Saha error correction model - general specification Dec 25, 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

getSymbols and PD-UN

4 msgs
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

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

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

how to deal with time series in R ??

4 msgs
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 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 plot a data frame of timeseries?

7 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 Jeffrey Todd Lins 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

newbie

3 msgs
Andre de Boer newbie Dec 27, 2009 Brian G. Peterson newbie Dec 27, 2009 Hannu Kahra newbie Dec 27, 2009

numerical integration

2 msgs
Wei-han Liu numerical integration Dec 14, 2009 Brian G. Peterson numerical integration Dec 14, 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

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

read data

2 msgs
ShyhWeir Tzang read data Dec 30, 2009 Brian G. Peterson read data Dec 30, 2009

seasonal model

2 msgs
Mahesh Krishnan seasonal model Dec 13, 2009 Cipollini Fabrizio seasonal model Dec 15, 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

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

xts and na.omit "unsupported type"

5 msgs
Fabrizio Pollastri xts and na.omit "unsupported type" Dec 10, 2009 Brian G. Peterson xts and na.omit "unsupported type" Dec 10, 2009 Jose Iparraguirre D'Elia 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