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R-SIG-Finance January 2010

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Alexios Ghalanos

Last active: Jan 28, 2010
3 msgs
Alexios Ghalanos How to extract all VaR values? Jan 23, 2010 Alexios Ghalanos How to extract all VaR values? Jan 24, 2010 Alexios Ghalanos how to get next trading day's VaR Jan 28, 2010

Arnaud Battistella

Last active: Jan 14, 2010
1 msg
Arnaud Battistella IBrokers Jan 14, 2010

Arun Kumar Saha

Last active: Jan 28, 2010
1 msg
Arun Kumar Saha Need help please Jan 28, 2010

Brenda Quismorio

Last active: Jan 19, 2010
1 msg
Brenda Quismorio Tail dependence coefficient using fCopulae Jan 19, 2010

Brian G. Peterson

Last active: Jan 31, 2010
24 msgs
Brian G. Peterson Stability of trading models Jan 3, 2010 Brian G. Peterson 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 Brian G. Peterson taq high-frequency data Jan 11, 2010 Brian G. Peterson Bry/Boschan routine for timing Business Cycle turning points Jan 12, 2010 Brian G. Peterson fPortfolioSolver Issues Jan 14, 2010 Brian G. Peterson [Fwd: RE: fPortfolioSolver Issues] Jan 15, 2010 Brian G. Peterson A question about the package "ccgarch" Jan 17, 2010 Brian G. Peterson Reading nsedata price series Jan 17, 2010 Brian G. Peterson Any quant trading conference in 2010? Jan 18, 2010 Brian G. Peterson Detecting a range through time for a security? Jan 20, 2010 Brian G. Peterson Blotter package - problem with example. Jan 20, 2010 Brian G. Peterson to run R in Amazon Elastic Compute Cloud Jan 21, 2010 Brian G. Peterson 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 Brian G. Peterson Return.annualized(PerformanceAnalytics) Jan 21, 2010 Brian G. Peterson How to separate date and time into different columns? Jan 22, 2010 Brian G. Peterson How to extract all VaR values? Jan 23, 2010 Brian G. Peterson How to extract all VaR values? Jan 23, 2010 Brian G. Peterson CVaR portfolio-optimization vs. utility maximization.. Jan 27, 2010 Brian G. Peterson CVaR portfolio-optimization vs. utility maximization.. Jan 27, 2010 Brian G. Peterson ICE commodity swap Jan 28, 2010 Brian G. Peterson alternative lists (was : ICE commodity swap) Jan 28, 2010 Brian G. Peterson Option greeks Jan 31, 2010

Carlos J. Gil Bellosta

Last active: Jan 21, 2010
1 msg
Carlos J. Gil Bellosta to run R in Amazon Elastic Compute Cloud Jan 21, 2010

Chiquoine, Ben

Last active: Jan 5, 2010
1 msg
Chiquoine, Ben Portfolio Optimization Subject to Tracking Error Constraint Jan 5, 2010

Christofer Bogaso

Last active: Jan 31, 2010
3 msgs
Christofer Bogaso Need help please Jan 26, 2010 Christofer Bogaso Option greeks Jan 31, 2010 Christofer Bogaso Option greeks Jan 31, 2010

Daniel Cegiełka

Last active: Jan 18, 2010
1 msg
Daniel Cegiełka Any quant trading conference in 2010? Jan 18, 2010

Diego Jara

Last active: Jan 19, 2010
2 msgs
Diego Jara Add business days Jan 13, 2010 Diego Jara Add business days Jan 19, 2010

Diethelm Wuertz

Last active: Jan 19, 2010
4 msgs
Diethelm Wuertz R/Rmetrics Conference Singapore, February 19/20 Jan 14, 2010 Diethelm Wuertz 5th of month working day Jan 18, 2010 Diethelm Wuertz R/Rmetrics Internships a t ETH Zurich Jan 18, 2010 Diethelm Wuertz Add business days Jan 19, 2010

Dirk Eddelbuettel

Last active: Jan 24, 2010
8 msgs
Dirk Eddelbuettel Brazilian Equities Jan 2, 2010 Dirk Eddelbuettel Simple Date Formatting Jan 3, 2010 Dirk Eddelbuettel getting nseindia time series values Jan 9, 2010 Dirk Eddelbuettel Packages/functions for finance day count conventions Jan 13, 2010 Dirk Eddelbuettel Any quant trading conference in 2010? Jan 18, 2010 Dirk Eddelbuettel Any quant trading conference in 2010? Jan 18, 2010 Dirk Eddelbuettel Statistically how to find overbought and oversold condition of stocks?. Jan 23, 2010 Dirk Eddelbuettel How to extract all VaR values? Jan 24, 2010

Dominick Samperi

Last active: Jan 14, 2010
1 msg
Dominick Samperi RcppTemplate user alert Jan 14, 2010

Eric Zivot

Last active: Jan 13, 2010
1 msg
Eric Zivot Packages/functions for finance day count conventions Jan 13, 2010

FMH

Last active: Jan 22, 2010
1 msg
FMH How to seperate date and time into different columns? Jan 22, 2010

Francisco Javier Perez Caballero

Last active: Jan 16, 2010
2 msgs
Francisco Javier Perez Caballero IBrokers - twsConnect error Jan 16, 2010 Francisco Javier Perez Caballero IBrokers - twsConnect error Jan 16, 2010

Gabor Grothendieck

Last active: Jan 22, 2010
8 msgs
Gabor Grothendieck Simple Date Formatting Jan 3, 2010 Gabor Grothendieck Retrieving latest day's data Jan 10, 2010 Gabor Grothendieck Retrieving latest day's data Jan 10, 2010 Gabor Grothendieck Sorting Data.Frames after merge? Jan 12, 2010 Gabor Grothendieck 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 Gabor Grothendieck How to seperate date and time into different columns? Jan 22, 2010

Geoffrey Smith

Last active: Jan 11, 2010
1 msg
Geoffrey Smith taq high-frequency data Jan 11, 2010

Gero Schwenk

Last active: Jan 3, 2010
1 msg
Gero Schwenk Stability of trading models Jan 3, 2010

Guillaume Yziquel

Last active: Jan 25, 2010
2 msgs
Guillaume Yziquel How to extract all VaR values? Jan 24, 2010 Guillaume Yziquel How to extract all VaR values? Jan 25, 2010

Jan Vandermeer

Last active: Jan 20, 2010
1 msg
Jan Vandermeer Blotter package - problem with example. Jan 20, 2010

Jeff Ryan

Last active: Jan 27, 2010
9 msgs
Jeff Ryan MACD Histogram Jan 10, 2010 Jeff Ryan (no subject) Jan 11, 2010 Jeff Ryan IBrokers - twsConnect error Jan 16, 2010 Jeff Ryan addTA error message with text() Jan 17, 2010 Jeff Ryan How to separate date and time into different columns? Jan 22, 2010 Jeff Ryan How to get SSE Composite Index from yahoo or google? Jan 22, 2010 Jeff Ryan Quantmod: getFin; getFinancials Jan 22, 2010 Jeff Ryan IBrokers - twsConnect error Jan 24, 2010 Jeff Ryan RBloomberg xts quantmod Coercion Jan 27, 2010

John C Frain

Last active: Jan 1, 2010
1 msg
John C Frain Which one is better? Jan 1, 2010

John Kerpel

Last active: Jan 12, 2010
1 msg
John Kerpel (no subject) Jan 12, 2010

John Seppänen

Last active: Jan 27, 2010
2 msgs
John Seppänen CVaR portfolio-optimization vs. utility maximization.. Jan 27, 2010 John Seppänen CVaR portfolio-optimization vs. utility maximization.. Jan 27, 2010

Jonathan Shore

Last active: Jan 24, 2010
1 msg
Jonathan Shore IBrokers - twsConnect error Jan 24, 2010

Jorge Nieves

Last active: Jan 21, 2010
1 msg
Jorge Nieves Return.annualized(PerformanceAnalytics) Jan 21, 2010

Joshua Ulrich

Last active: Jan 22, 2010
4 msgs
Joshua Ulrich Brazilian Equities Jan 2, 2010 Joshua Ulrich A problem about download stock data from yahoo Jan 20, 2010 Joshua Ulrich Blotter package - problem with example. Jan 20, 2010 Joshua Ulrich How to get SSE Composite Index from yahoo or google? Jan 22, 2010

KAUSHIK BHATTACHARJEE

Last active: Jan 1, 2010
1 msg
KAUSHIK BHATTACHARJEE Which one is better? Jan 1, 2010

Khanh Nguyen

Last active: Jan 13, 2010
2 msgs
Khanh Nguyen Packages/functions for finance day count conventions Jan 13, 2010 Khanh Nguyen Packages/functions for finance day count conventions Jan 13, 2010

Konrad Hoppe

Last active: Jan 12, 2010
3 msgs
Konrad Hoppe MACD Histogram Jan 10, 2010 Konrad Hoppe Sorting Data.Frames after merge? Jan 12, 2010 Konrad Hoppe Credit Migration Matrix Jan 12, 2010

Marc Delvaux

Last active: Jan 4, 2010
1 msg
Marc Delvaux NoVaS transformation Jan 4, 2010

Mark Knecht

Last active: Jan 23, 2010
1 msg
Mark Knecht Statistically how to find overbought and oversold condition of stocks?. Jan 23, 2010

Martin Becker

Last active: Jan 27, 2010
1 msg
Martin Becker GARCH (1,1) negative volatility??? Jan 27, 2010

Martin Jenkins

Last active: Jan 10, 2010
2 msgs
Martin Jenkins Retrieving latest day's data Jan 10, 2010 Martin Jenkins Retrieving latest day's data Jan 10, 2010

Matthias Koberstein

Last active: Jan 28, 2010
1 msg
Matthias Koberstein Packages/functions for finance day count conventions Jan 28, 2010

Matthieu Stigler

Last active: Jan 27, 2010
3 msgs
Matthieu Stigler Which one is better? Jan 1, 2010 Matthieu Stigler Bry/Boschan routine for timing Business Cycle turning points Jan 13, 2010 Matthieu Stigler Cointegration, more than one structural break Jan 27, 2010

Megh Dal

Last active: Jan 28, 2010
1 msg
Megh Dal ICE commodity swap Jan 28, 2010

Michael

Last active: Jan 18, 2010
1 msg
Michael Any quant trading conference in 2010? Jan 18, 2010

Michael Sun

Last active: Jan 11, 2010
1 msg
Michael Sun News Analytics Applied to Trading, Fund Management and Risk Control Jan 11, 2010

Nick Torenvliet

Last active: Jan 9, 2010
1 msg
Nick Torenvliet getting nseindia time series values Jan 9, 2010

Nicolas Chapados

Last active: Jan 11, 2010
1 msg
Nicolas Chapados quantmod: adding many TAs in a function without constant replotting Jan 11, 2010

Otziger Simon (otis)

Last active: Jan 17, 2010
2 msgs
Otziger Simon (otis) Bry/Boschan routine for timing Business Cycle turning points Jan 12, 2010 Otziger Simon (otis) Which tool to analyze past trade history? Jan 17, 2010

Patrick Burns

Last active: Jan 28, 2010
3 msgs
Patrick Burns Which one is better? Jan 1, 2010 Patrick Burns BurStFin package Jan 26, 2010 Patrick Burns alternative lists (was : ICE commodity swap) Jan 28, 2010

Pfaff, Bernhard Dr.

Last active: Jan 12, 2010
1 msg
Pfaff, Bernhard Dr. (no subject) Jan 12, 2010

R. Vince

Last active: Jan 3, 2010
2 msgs
R. Vince Brazilian Equities Jan 2, 2010 R. Vince Simple Date Formatting Jan 3, 2010

Research

Last active: Jan 18, 2010
2 msgs
Research Downloading Real Time Data from FRED (fImport/fredSeries) Jan 8, 2010 Research 5th of month working day Jan 18, 2010

Ricardo Ginçalves Silva

Last active: Jan 12, 2010
1 msg
Ricardo Ginçalves Silva Credit Migration Matrix Jan 12, 2010

Rich Ghazarian

Last active: Jan 27, 2010
1 msg
Rich Ghazarian RBloomberg xts quantmod Coercion Jan 27, 2010

Robert Iquiapaza

Last active: Jan 11, 2010
1 msg
Robert Iquiapaza (no subject) Jan 11, 2010

Robert Nicholson

Last active: Jan 17, 2010
1 msg
Robert Nicholson Which tool to analyze past trade history? Jan 17, 2010

Robert Sams

Last active: Jan 7, 2010
1 msg
Robert Sams Simple Date Formatting Jan 7, 2010

Samuel.Meichtry at bkw-fmb.ch

Last active: Jan 25, 2010
2 msgs
Samuel.Meichtry at bkw-fmb.ch Sorting Data.Frames after merge? Jan 12, 2010 Samuel.Meichtry at bkw-fmb.ch Estimation of growth in electricity consumption timeserie [hourly] Jan 25, 2010

Sankalp Upadhyay

Last active: Jan 25, 2010
2 msgs
Sankalp Upadhyay Reading nsedata price series Jan 10, 2010 Sankalp Upadhyay Getting Index Members Jan 25, 2010

Sarbo

Last active: Jan 31, 2010
6 msgs
Sarbo Credit Migration Matrix Jan 13, 2010 Sarbo fPortfolioSolver Issues Jan 14, 2010 Sarbo GARCH (1,1) negative volatility??? Jan 27, 2010 Sarbo how to get next trading day's VaR Jan 28, 2010 Sarbo Option greeks Jan 31, 2010 Sarbo Option greeks Jan 31, 2010

Scott MacDonald

Last active: Jan 11, 2010
1 msg
Scott MacDonald taq high-frequency data Jan 11, 2010

Sean O'Riordain

Last active: Jan 10, 2010
1 msg
Sean O'Riordain getting nseindia time series values Jan 10, 2010

Siddharth Agarwal

Last active: Jan 24, 2010
1 msg
Siddharth Agarwal Getting Index Members Jan 24, 2010

Thomas Etheber

Last active: Jan 13, 2010
2 msgs
Thomas Etheber Bry/Boschan routine for timing Business Cycle turning points Jan 12, 2010 Thomas Etheber Bry/Boschan routine for timing Business Cycle turning points Jan 13, 2010

Todd Chadwick

Last active: Jan 13, 2010
1 msg
Todd Chadwick fPortfolioSolver Issues Jan 13, 2010

Tony Plate

Last active: Jan 27, 2010
1 msg
Tony Plate Need help please Jan 27, 2010

Trafim Vanishek

Last active: Jan 27, 2010
2 msgs
Trafim Vanishek GARCH (1,1) negative volatility??? Jan 27, 2010 Trafim Vanishek GARCH (1,1) negative volatility??? Jan 27, 2010

Velappan Periasamy

Last active: Jan 23, 2010
6 msgs
Velappan Periasamy getting nseindia time series values Jan 9, 2010 Velappan Periasamy Reading nsedata price series Jan 9, 2010 Velappan Periasamy Reading nsedata price series Jan 9, 2010 Velappan Periasamy getting nseindia time series values Jan 10, 2010 Velappan Periasamy Reading nsedata price series Jan 17, 2010 Velappan Periasamy Statistically how to find overbought and oversold condition of stocks?. Jan 23, 2010

Wei-han Liu

Last active: Jan 20, 2010
1 msg
Wei-han Liu to run R in Amazon Elastic Compute Cloud Jan 20, 2010

Zhang, Ivan

Last active: Jan 27, 2010
1 msg
Zhang, Ivan Need help please Jan 27, 2010

andrew morgan

Last active: Jan 17, 2010
2 msgs
andrew morgan Quantmod vertical gridlines? Jan 13, 2010 andrew morgan addTA error message with text() Jan 17, 2010

anna

Last active: Jan 21, 2010
3 msgs
anna 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 anna Problem on blpGetData function from RBloomberg package, is there a maximum return value size? Jan 21, 2010

deng yishuo

Last active: Jan 27, 2010
2 msgs
deng yishuo How to extract all VaR values? Jan 23, 2010 deng yishuo how to get next trading day's VaR Jan 27, 2010

donahchoo at me.com

Last active: Jan 19, 2010
1 msg
donahchoo at me.com Detecting a range through time for a security? Jan 19, 2010

julien cuisinier

Last active: Jan 27, 2010
1 msg
julien cuisinier Need help please Jan 27, 2010

karla hernandez villafuerte

Last active: Jan 25, 2010
1 msg
karla hernandez villafuerte Cointegration, more than one structural break Jan 25, 2010

sunil

Last active: Jan 9, 2010
1 msg
sunil getting nseindia time series values Jan 9, 2010

weiwei liu

Last active: Jan 10, 2010
1 msg
weiwei liu (no subject) Jan 10, 2010

zhucai4

Last active: Jan 21, 2010
3 msgs
zhucai4 A question about the package "ccgarch" Jan 17, 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

邓一硕

Last active: Jan 22, 2010
1 msg
邓一硕 How to get SSE Composite Index from yahoo or google? Jan 22, 2010