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R-SIG-Finance January 2010

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Option greeks
5 msgs
Christofer Bogaso Option greeks Jan 31, 2010
Brian G. Peterson Option greeks Jan 31, 2010
Sarbo Option greeks Jan 31, 2010
Christofer Bogaso Option greeks Jan 31, 2010
Sarbo Option greeks Jan 31, 2010
how to get next trading day's VaR
3 msgs
deng yishuo how to get next trading day's VaR Jan 27, 2010
Sarbo how to get next trading day's VaR Jan 28, 2010
Alexios Ghalanos how to get next trading day's VaR Jan 28, 2010
ICE commodity swap
4 msgs
Megh Dal ICE commodity swap Jan 28, 2010
Brian G. Peterson ICE commodity swap Jan 28, 2010
Patrick Burns alternative lists (was : ICE commodity swap) Jan 28, 2010
Brian G. Peterson alternative lists (was : ICE commodity swap) Jan 28, 2010
Packages/functions for finance day count conventions
5 msgs
Eric Zivot Packages/functions for finance day count conventions Jan 13, 2010
Dirk Eddelbuettel Packages/functions for finance day count conventions Jan 13, 2010
Khanh Nguyen Packages/functions for finance day count conventions Jan 13, 2010
Khanh Nguyen Packages/functions for finance day count conventions Jan 13, 2010
Matthias Koberstein Packages/functions for finance day count conventions Jan 28, 2010
Need help please
5 msgs
Christofer Bogaso Need help please Jan 26, 2010
Zhang, Ivan Need help please Jan 27, 2010
julien cuisinier Need help please Jan 27, 2010
Tony Plate Need help please Jan 27, 2010
Arun Kumar Saha Need help please Jan 28, 2010
GARCH (1,1) negative volatility???
2 msgs
Trafim Vanishek GARCH (1,1) negative volatility??? Jan 27, 2010
Sarbo GARCH (1,1) negative volatility??? Jan 27, 2010
RBloomberg xts quantmod Coercion
2 msgs
Rich Ghazarian RBloomberg xts quantmod Coercion Jan 27, 2010
Jeff Ryan RBloomberg xts quantmod Coercion Jan 27, 2010
CVaR portfolio-optimization vs. utility maximization..
4 msgs
John Seppänen CVaR portfolio-optimization vs. utility maximization.. Jan 27, 2010
Brian G. Peterson CVaR portfolio-optimization vs. utility maximization.. Jan 27, 2010
John Seppänen CVaR portfolio-optimization vs. utility maximization.. Jan 27, 2010
Brian G. Peterson CVaR portfolio-optimization vs. utility maximization.. Jan 27, 2010
Cointegration, more than one structural break
2 msgs
karla hernandez villafuerte Cointegration, more than one structural break Jan 25, 2010
Matthieu Stigler Cointegration, more than one structural break Jan 27, 2010
GARCH (1,1) negative volatility???
2 msgs
Trafim Vanishek GARCH (1,1) negative volatility??? Jan 27, 2010
Martin Becker GARCH (1,1) negative volatility??? Jan 27, 2010
BurStFin package
1 msg
Patrick Burns BurStFin package Jan 26, 2010
Estimation of growth in electricity consumption timeserie [hourly]
1 msg
Samuel.Meichtry at bkw-fmb.ch Estimation of growth in electricity consumption timeserie [hourly] Jan 25, 2010
How to extract all VaR values?
6 msgs
Brian G. Peterson How to extract all VaR values? Jan 23, 2010
Alexios Ghalanos How to extract all VaR values? Jan 23, 2010
Guillaume Yziquel How to extract all VaR values? Jan 24, 2010
Alexios Ghalanos How to extract all VaR values? Jan 24, 2010
Dirk Eddelbuettel How to extract all VaR values? Jan 24, 2010
Guillaume Yziquel How to extract all VaR values? Jan 25, 2010
Getting Index Members
2 msgs
Siddharth Agarwal Getting Index Members Jan 24, 2010
Sankalp Upadhyay Getting Index Members Jan 25, 2010
IBrokers - twsConnect error
5 msgs
Francisco Javier Perez Caballero IBrokers - twsConnect error Jan 16, 2010
Jeff Ryan IBrokers - twsConnect error Jan 16, 2010
Francisco Javier Perez Caballero IBrokers - twsConnect error Jan 16, 2010
Jonathan Shore IBrokers - twsConnect error Jan 24, 2010
Jeff Ryan IBrokers - twsConnect error Jan 24, 2010
Statistically how to find overbought and oversold condition of stocks?.
3 msgs
Velappan Periasamy Statistically how to find overbought and oversold condition of stocks?. Jan 23, 2010
Dirk Eddelbuettel Statistically how to find overbought and oversold condition of stocks?. Jan 23, 2010
Mark Knecht Statistically how to find overbought and oversold condition of stocks?. Jan 23, 2010
How to extract all VaR values?
2 msgs
deng yishuo How to extract all VaR values? Jan 23, 2010
Brian G. Peterson How to extract all VaR values? Jan 23, 2010
Quantmod: getFin; getFinancials
1 msg
Jeff Ryan Quantmod: getFin; getFinancials Jan 22, 2010
How to get SSE Composite Index from yahoo or google?
3 msgs
邓一硕 How to get SSE Composite Index from yahoo or google? Jan 22, 2010
Jeff Ryan How to get SSE Composite Index from yahoo or google? Jan 22, 2010
Joshua Ulrich How to get SSE Composite Index from yahoo or google? Jan 22, 2010
How to seperate date and time into different columns?
4 msgs
FMH How to seperate date and time into different columns? Jan 22, 2010
Brian G. Peterson How to separate date and time into different columns? Jan 22, 2010
Gabor Grothendieck How to seperate date and time into different columns? Jan 22, 2010
Jeff Ryan How to separate date and time into different columns? Jan 22, 2010
to run R in Amazon Elastic Compute Cloud
3 msgs
Wei-han Liu to run R in Amazon Elastic Compute Cloud Jan 20, 2010
Brian G. Peterson to run R in Amazon Elastic Compute Cloud Jan 21, 2010
Carlos J. Gil Bellosta to run R in Amazon Elastic Compute Cloud Jan 21, 2010
A problem about download stock data from yahoo
3 msgs
Joshua Ulrich A problem about download stock data from yahoo Jan 20, 2010 zhucai4 A problem about download stock data from yahoo Jan 20, 2010
zhucai4 A problem about download stock data from yahoo Jan 21, 2010
Return.annualized(PerformanceAnalytics)
2 msgs
Jorge Nieves Return.annualized(PerformanceAnalytics) Jan 21, 2010
Brian G. Peterson Return.annualized(PerformanceAnalytics) Jan 21, 2010
Problem on blpGetData function from RBloomberg package, is there a maximum return value size?
5 msgs
anna Problem on blpGetData function from RBloomberg package, is there a maximum return value size? Jan 21, 2010
Brian G. Peterson Problem on blpGetData function from RBloomberg package, is there a maximum return value size? Jan 21, 2010
anna Problem on blpGetData function from RBloomberg package, is there a maximum return value size? Jan 21, 2010
Brian G. Peterson Problem on blpGetData function from RBloomberg package, is there a maximum return value size? Jan 21, 2010
anna Problem on blpGetData function from RBloomberg package, is there a maximum return value size? Jan 21, 2010
Blotter package - problem with example.
3 msgs
Jan Vandermeer Blotter package - problem with example. Jan 20, 2010
Brian G. Peterson Blotter package - problem with example. Jan 20, 2010
Joshua Ulrich Blotter package - problem with example. Jan 20, 2010
Detecting a range through time for a security?
2 msgs
donahchoo at me.com Detecting a range through time for a security? Jan 19, 2010
Brian G. Peterson Detecting a range through time for a security? Jan 20, 2010
Tail dependence coefficient using fCopulae
1 msg
Brenda Quismorio Tail dependence coefficient using fCopulae Jan 19, 2010
Add business days
3 msgs
Diego Jara Add business days Jan 13, 2010
Diethelm Wuertz Add business days Jan 19, 2010
Diego Jara Add business days Jan 19, 2010
5th of month working day
5 msgs
Research 5th of month working day Jan 18, 2010
Gabor Grothendieck 5th of month working day Jan 18, 2010
Diethelm Wuertz 5th of month working day Jan 18, 2010
Gabor Grothendieck 5th of month working day Jan 19, 2010
Gabor Grothendieck 5th of month working day Jan 19, 2010
R/Rmetrics Internships a t ETH Zurich
1 msg
Diethelm Wuertz R/Rmetrics Internships a t ETH Zurich Jan 18, 2010
Any quant trading conference in 2010?
5 msgs
Michael Any quant trading conference in 2010? Jan 18, 2010
Brian G. Peterson Any quant trading conference in 2010? Jan 18, 2010
Daniel Cegiełka Any quant trading conference in 2010? Jan 18, 2010
Dirk Eddelbuettel Any quant trading conference in 2010? Jan 18, 2010
Dirk Eddelbuettel Any quant trading conference in 2010? Jan 18, 2010
A question about the package "ccgarch"
2 msgs
Brian G. Peterson A question about the package "ccgarch" Jan 17, 2010 zhucai4 A question about the package "ccgarch" Jan 17, 2010
addTA error message with text()
2 msgs
andrew morgan addTA error message with text() Jan 17, 2010
Jeff Ryan addTA error message with text() Jan 17, 2010
Reading nsedata price series
4 msgs
Velappan Periasamy Reading nsedata price series Jan 9, 2010
Sankalp Upadhyay Reading nsedata price series Jan 10, 2010
Velappan Periasamy Reading nsedata price series Jan 17, 2010
Brian G. Peterson Reading nsedata price series Jan 17, 2010
Which tool to analyze past trade history?
2 msgs
Robert Nicholson Which tool to analyze past trade history? Jan 17, 2010
Otziger Simon (otis) Which tool to analyze past trade history? Jan 17, 2010
[Fwd: RE: fPortfolioSolver Issues]
1 msg
Brian G. Peterson [Fwd: RE: fPortfolioSolver Issues] Jan 15, 2010
fPortfolioSolver Issues
3 msgs
Todd Chadwick fPortfolioSolver Issues Jan 13, 2010
Brian G. Peterson fPortfolioSolver Issues Jan 14, 2010
Sarbo fPortfolioSolver Issues Jan 14, 2010
R/Rmetrics Conference Singapore, February 19/20
1 msg
Diethelm Wuertz R/Rmetrics Conference Singapore, February 19/20 Jan 14, 2010
IBrokers
1 msg
Arnaud Battistella IBrokers Jan 14, 2010
RcppTemplate user alert
1 msg
Dominick Samperi RcppTemplate user alert Jan 14, 2010
Quantmod vertical gridlines?
1 msg
andrew morgan Quantmod vertical gridlines? Jan 13, 2010
Bry/Boschan routine for timing Business Cycle turning points
5 msgs
Thomas Etheber Bry/Boschan routine for timing Business Cycle turning points Jan 12, 2010
Brian G. Peterson Bry/Boschan routine for timing Business Cycle turning points Jan 12, 2010
Otziger Simon (otis) Bry/Boschan routine for timing Business Cycle turning points Jan 12, 2010
Matthieu Stigler Bry/Boschan routine for timing Business Cycle turning points Jan 13, 2010
Thomas Etheber Bry/Boschan routine for timing Business Cycle turning points Jan 13, 2010
Credit Migration Matrix
3 msgs
Ricardo Ginçalves Silva Credit Migration Matrix Jan 12, 2010
Konrad Hoppe Credit Migration Matrix Jan 12, 2010
Sarbo Credit Migration Matrix Jan 13, 2010
Sorting Data.Frames after merge?
3 msgs
Samuel.Meichtry at bkw-fmb.ch Sorting Data.Frames after merge? Jan 12, 2010
Konrad Hoppe Sorting Data.Frames after merge? Jan 12, 2010
Gabor Grothendieck Sorting Data.Frames after merge? Jan 12, 2010
(no subject)
5 msgs
weiwei liu (no subject) Jan 10, 2010
Robert Iquiapaza (no subject) Jan 11, 2010
Jeff Ryan (no subject) Jan 11, 2010
Pfaff, Bernhard Dr. (no subject) Jan 12, 2010
John Kerpel (no subject) Jan 12, 2010
quantmod: adding many TAs in a function without constant replotting
1 msg
Nicolas Chapados quantmod: adding many TAs in a function without constant replotting Jan 11, 2010
taq high-frequency data
3 msgs
Geoffrey Smith taq high-frequency data Jan 11, 2010
Scott MacDonald taq high-frequency data Jan 11, 2010
Brian G. Peterson taq high-frequency data Jan 11, 2010
News Analytics Applied to Trading, Fund Management and Risk Control
1 msg
Michael Sun News Analytics Applied to Trading, Fund Management and Risk Control Jan 11, 2010
Retrieving latest day's data
4 msgs
Martin Jenkins Retrieving latest day's data Jan 10, 2010
Gabor Grothendieck Retrieving latest day's data Jan 10, 2010
Martin Jenkins Retrieving latest day's data Jan 10, 2010
Gabor Grothendieck Retrieving latest day's data Jan 10, 2010
MACD Histogram
2 msgs
Konrad Hoppe MACD Histogram Jan 10, 2010
Jeff Ryan MACD Histogram Jan 10, 2010
getting nseindia time series values
2 msgs
Velappan Periasamy getting nseindia time series values Jan 10, 2010
Sean O'Riordain getting nseindia time series values Jan 10, 2010
Reading nsedata price series
1 msg
Velappan Periasamy Reading nsedata price series Jan 9, 2010
getting nseindia time series values
4 msgs
Velappan Periasamy getting nseindia time series values Jan 9, 2010
Dirk Eddelbuettel getting nseindia time series values Jan 9, 2010
sunil getting nseindia time series values Jan 9, 2010
Nick Torenvliet getting nseindia time series values Jan 9, 2010
Downloading Real Time Data from FRED (fImport/fredSeries)
1 msg
Brian G. Peterson Downloading Real Time Data from FRED (fImport/fredSeries) Jan 8, 2010
Downloading Real Time Data from FRED (fImport/fredSeries)
2 msgs
Research Downloading Real Time Data from FRED (fImport/fredSeries) Jan 8, 2010
Brian G. Peterson Downloading Real Time Data from FRED (fImport/fredSeries) Jan 8, 2010
Simple Date Formatting
1 msg
Robert Sams Simple Date Formatting Jan 7, 2010
Portfolio Optimization Subject to Tracking Error Constraint
1 msg
Chiquoine, Ben Portfolio Optimization Subject to Tracking Error Constraint Jan 5, 2010
NoVaS transformation
1 msg
Marc Delvaux NoVaS transformation Jan 4, 2010
Brazilian Equities
6 msgs
R. Vince Brazilian Equities Jan 2, 2010
Joshua Ulrich Brazilian Equities Jan 2, 2010
Dirk Eddelbuettel Brazilian Equities Jan 2, 2010
R. Vince Simple Date Formatting Jan 3, 2010
Dirk Eddelbuettel Simple Date Formatting Jan 3, 2010
Gabor Grothendieck Simple Date Formatting Jan 3, 2010
Stability of trading models
2 msgs
Gero Schwenk Stability of trading models Jan 3, 2010
Brian G. Peterson Stability of trading models Jan 3, 2010
Which one is better?
4 msgs
KAUSHIK BHATTACHARJEE Which one is better? Jan 1, 2010
Matthieu Stigler Which one is better? Jan 1, 2010
Patrick Burns Which one is better? Jan 1, 2010
John C Frain Which one is better? Jan 1, 2010