R-SIG-Finance January 2010
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(no subject)
5 msgs
(no subject)
5th of month working day
5 msgs
5th of month working day
A problem about download stock data from yahoo
3 msgs
A problem about download stock data from yahoo
A question about the package "ccgarch"
2 msgs
A question about the package "ccgarch"
Add business days
3 msgs
Add business days
Any quant trading conference in 2010?
5 msgs
Any quant trading conference in 2010?
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
Blotter package - problem with example.
3 msgs
Blotter package - problem with example.
Brazilian Equities
3 msgs
Brazilian Equities
Bry/Boschan routine for timing Business Cycle turning points
5 msgs
Bry/Boschan routine for timing Business Cycle turning points
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
BurStFin package
1 msg
BurStFin package
CVaR portfolio-optimization vs. utility maximization..
1 msg
CVaR portfolio-optimization vs. utility maximization..
CVaR portfolio-optimization vs. utility maximization..
3 msgs
CVaR portfolio-optimization vs. utility maximization..
Cointegration, more than one structural break
2 msgs
Cointegration, more than one structural break
Credit Migration Matrix
3 msgs
Credit Migration Matrix
Detecting a range through time for a security?
2 msgs
Detecting a range through time for a security?
Downloading Real Time Data from FRED (fImport/fredSeries)
1 msg
Downloading Real Time Data from FRED (fImport/fredSeries)
Downloading Real Time Data from FRED (fImport/fredSeries)
2 msgs
Downloading Real Time Data from FRED (fImport/fredSeries)
Estimation of growth in electricity consumption timeserie [hourly]
1 msg
Estimation of growth in electricity consumption timeserie [hourly]
GARCH (1,1) negative volatility???
4 msgs
GARCH (1,1) negative volatility???
Getting Index Members
2 msgs
Getting Index Members
How to extract all VaR values?
8 msgs
How to extract all VaR values?
deng yishuo
How to extract all VaR values?
Jan 23, 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
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
How to get SSE Composite Index from yahoo or google?
3 msgs
How to get SSE Composite Index from yahoo or google?
How to separate date and time into different columns?
2 msgs
How to separate date and time into different columns?
How to seperate date and time into different columns?
2 msgs
How to seperate date and time into different columns?
IBrokers
1 msg
IBrokers
IBrokers - twsConnect error
5 msgs
IBrokers - twsConnect error
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
ICE commodity swap
2 msgs
ICE commodity swap
MACD Histogram
2 msgs
MACD Histogram
Need help please
5 msgs
Need help please
News Analytics Applied to Trading, Fund Management and Risk Control
1 msg
News Analytics Applied to Trading, Fund Management and Risk Control
NoVaS transformation
1 msg
NoVaS transformation
Option greeks
5 msgs
Option greeks
Packages/functions for finance day count conventions
5 msgs
Packages/functions for finance day count conventions
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
Portfolio Optimization Subject to Tracking Error Constraint
1 msg
Portfolio Optimization Subject to Tracking Error Constraint
Problem on blpGetData function from RBloomberg package, is there a maximum return value size?
5 msgs
Problem on blpGetData function from RBloomberg package, is there a maximum return value size?
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
Quantmod vertical gridlines?
1 msg
Quantmod vertical gridlines?
Quantmod: getFin; getFinancials
1 msg
Quantmod: getFin; getFinancials
R/Rmetrics Conference Singapore, February 19/20
1 msg
R/Rmetrics Conference Singapore, February 19/20
R/Rmetrics Internships a t ETH Zurich
1 msg
R/Rmetrics Internships a t ETH Zurich
RBloomberg xts quantmod Coercion
2 msgs
RBloomberg xts quantmod Coercion
RcppTemplate user alert
1 msg
RcppTemplate user alert
Reading nsedata price series
5 msgs
Reading nsedata price series
Retrieving latest day's data
4 msgs
Retrieving latest day's data
Return.annualized(PerformanceAnalytics)
2 msgs
Return.annualized(PerformanceAnalytics)
Simple Date Formatting
4 msgs
Simple Date Formatting
Sorting Data.Frames after merge?
3 msgs
Sorting Data.Frames after merge?
Stability of trading models
2 msgs
Stability of trading models
Statistically how to find overbought and oversold condition of stocks?.
1 msg
Statistically how to find overbought and oversold condition of stocks?.
Statistically how to find overbought and oversold condition of stocks?.
2 msgs
Statistically how to find overbought and oversold condition of stocks?.
Tail dependence coefficient using fCopulae
1 msg
Tail dependence coefficient using fCopulae
Which one is better?
4 msgs
Which one is better?
Which tool to analyze past trade history?
2 msgs
Which tool to analyze past trade history?
[Fwd: RE: fPortfolioSolver Issues]
1 msg
[Fwd: RE: fPortfolioSolver Issues]
addTA error message with text()
2 msgs
addTA error message with text()
alternative lists (was : ICE commodity swap)
2 msgs
alternative lists (was : ICE commodity swap)
fPortfolioSolver Issues
3 msgs
fPortfolioSolver Issues
getting nseindia time series values
6 msgs
getting nseindia time series values
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
Velappan Periasamy
getting nseindia time series values
Jan 10, 2010
Sean O'Riordain
getting nseindia time series values
Jan 10, 2010