Skip to content

R-SIG-Finance February 2010

|

Alvaro Riascos

Last active: Feb 4, 2010
1 msg
Alvaro Riascos ts class to timeSeries class Feb 4, 2010

Ana Nelson

Last active: Feb 11, 2010
1 msg
Ana Nelson RBloomberg 0.2-98 Feb 11, 2010

Arnaud Battistella

Last active: Feb 17, 2010
3 msgs
Arnaud Battistella adf.test.help Feb 17, 2010 Arnaud Battistella adf.test.help Feb 17, 2010 Arnaud Battistella adf.test.help Feb 17, 2010

Arne Henningsen

Last active: Feb 23, 2010
1 msg
Arne Henningsen Systemfit package/Autocorrelation Feb 23, 2010

Benji Famel

Last active: Feb 17, 2010
4 msgs
Benji Famel PCA in Risk Control with R Feb 16, 2010 Benji Famel PCA in Risk Control with R Feb 16, 2010 Benji Famel PCA in Risk Control with R Feb 16, 2010 Benji Famel PCA in Risk Control with R Feb 17, 2010

Brian G. Peterson

Last active: Feb 28, 2010
14 msgs
Brian G. Peterson fPortfolio question: is it possible to optimize a portfolio when you've got missing (returns) data for a subset of your total assets? Feb 4, 2010 Brian G. Peterson Plot GARCH data using Quantmod Feb 12, 2010 Brian G. Peterson Rounding time series to nearest 5mn Feb 14, 2010 Brian G. Peterson PCA in Risk Control with R Feb 16, 2010 Brian G. Peterson Commodity swap? Feb 18, 2010 Brian G. Peterson How to find lead-lag relation in two time series? Feb 19, 2010 Brian G. Peterson Optimization Constraint Violations Feb 22, 2010 Brian G. Peterson How to find lead-lag relation in two time series? Feb 22, 2010 Brian G. Peterson How to cluster time series sequences? Feb 23, 2010 Brian G. Peterson Is there a way to automate Bloomberg? Feb 23, 2010 Brian G. Peterson How people do get information about the list? Feb 26, 2010 Brian G. Peterson blotter and dividends Feb 28, 2010 Brian G. Peterson Blotter package - problem with example. Feb 28, 2010 Brian G. Peterson Blotter package - problem with example. Feb 28, 2010

Brian Giarrocco

Last active: Feb 23, 2010
2 msgs
Brian Giarrocco Pairs trading & cointegration Feb 22, 2010 Brian Giarrocco Pairs trading & cointegration Feb 23, 2010

Chris Masters

Last active: Feb 17, 2010
1 msg
Chris Masters rnorm.sobol problems (from fOptions) Feb 17, 2010

Christian Prinoth

Last active: Feb 23, 2010
1 msg
Christian Prinoth Pairs trading & cointegration Feb 23, 2010

Christofer Bogaso

Last active: Feb 18, 2010
1 msg
Christofer Bogaso Commodity swap? Feb 18, 2010

Christophe Dutang

Last active: Feb 17, 2010
1 msg
Christophe Dutang rnorm.sobol problems (from fOptions) Feb 17, 2010

David Lüthi

Last active: Feb 14, 2010
1 msg
David Lüthi commodities futures Feb 14, 2010

David St John

Last active: Feb 14, 2010
2 msgs
David St John Rounding time series to nearest 5mn Feb 14, 2010 David St John Rounding time series to nearest 5mn Feb 14, 2010

Dirk Eddelbuettel

Last active: Feb 26, 2010
4 msgs
Dirk Eddelbuettel Academic Papers Feb 5, 2010 Dirk Eddelbuettel R / Finance 2010: Applied Finance with R -- Registration now open Feb 5, 2010 Dirk Eddelbuettel One week remaining: useR! 2010 Abstract submission deadline Feb 21, 2010 Dirk Eddelbuettel List etiquette Feb 26, 2010

Edouard Tallent

Last active: Feb 24, 2010
2 msgs
Edouard Tallent commodities futures Feb 13, 2010 Edouard Tallent Lagging Correlations Feb 24, 2010

Eric Zivot

Last active: Feb 19, 2010
2 msgs
Eric Zivot fPortfolio question: is it possible to optimizeaportfolio when you've got missing (returns) data for asubsetof your total assets? Feb 4, 2010 Eric Zivot How to find lead-lag relation in two time series? Feb 19, 2010

Gabor Grothendieck

Last active: Feb 22, 2010
2 msgs
Gabor Grothendieck Any time series visualization tool and backtest platform in R? Any good software outside R Feb 18, 2010 Gabor Grothendieck Creating regularly spaced time series from irregular one Feb 22, 2010

Gower, Luke

Last active: Feb 24, 2010
1 msg
Gower, Luke Lagging Correlations Feb 24, 2010

Harry Hummel

Last active: Feb 19, 2010
1 msg
Harry Hummel Extracting regression coefficient standard errors from VAR Feb 19, 2010

Ivan Kalafatic

Last active: Feb 22, 2010
1 msg
Ivan Kalafatic Creating regularly spaced time series from irregular one Feb 22, 2010

Jeff Ryan

Last active: Feb 26, 2010
4 msgs
Jeff Ryan Rounding time series to nearest 5mn Feb 13, 2010 Jeff Ryan Howto cancel reqMktData() from IBrokers package? Feb 19, 2010 Jeff Ryan Creating regularly spaced time series from irregular one Feb 22, 2010 Jeff Ryan List etiquette Feb 26, 2010

Jorgy Porgee

Last active: Feb 4, 2010
1 msg
Jorgy Porgee fPortfolio question: is it possible to optimize a portfolio when you've got missing (returns) data for a subset of your total assets? Feb 4, 2010

Joshua Ulrich

Last active: Feb 26, 2010
6 msgs
Joshua Ulrich quantmod model functions Feb 4, 2010 Joshua Ulrich IRC Feb 5, 2010 Joshua Ulrich IRC Feb 5, 2010 Joshua Ulrich Rounding time series to nearest 5mn Feb 13, 2010 Joshua Ulrich Any time series visualization tool and backtest platform in R? Any good software outside R Feb 18, 2010 Joshua Ulrich How people do get information about the list? Feb 26, 2010

Kanin Kaninski

Last active: Feb 14, 2010
6 msgs
Kanin Kaninski Retrieving Historical Intraday Data with RBloomberg Feb 6, 2010 Kanin Kaninski Retrieving Historical Intraday Data with RBloomberg Feb 8, 2010 Kanin Kaninski Retrieving Historical Intraday Data withRBloomberg Feb 9, 2010 Kanin Kaninski Retrieving Historical Intraday Data withRBloomberg Feb 11, 2010 Kanin Kaninski Rounding time series to nearest 5mn Feb 13, 2010 Kanin Kaninski Rounding time series to nearest 5mn Feb 14, 2010

King, David

Last active: Feb 4, 2010
1 msg
King, David fPortfolio question: is it possible to optimize aportfolio when you've got missing (returns) data for a subsetof your total assets? Feb 4, 2010

Lüthi David (XICD 1)

Last active: Feb 25, 2010
2 msgs
Lüthi David (XICD 1) RBloomberg: Switch 'periodicity' without disconnect and reconnect Feb 23, 2010 Lüthi David (XICD 1) RBloomberg: Switch 'periodicity' without disconnect and reconnect Feb 25, 2010

Mark Breman

Last active: Feb 28, 2010
4 msgs
Mark Breman Howto cancel reqMktData() from IBrokers package? Feb 19, 2010 Mark Breman Howto cancel reqMktData() from IBrokers package? Feb 20, 2010 Mark Breman How people do get information about the list? Feb 26, 2010 Mark Breman blotter and dividends Feb 28, 2010

Mark Knecht

Last active: Feb 26, 2010
2 msgs
Mark Knecht Pairs trading & cointegration Feb 22, 2010 Mark Knecht List etiquette Feb 26, 2010

Martin Becker

Last active: Feb 17, 2010
1 msg
Martin Becker rnorm.sobol problems (from fOptions) Feb 17, 2010

Matthieu Stigler

Last active: Feb 26, 2010
5 msgs
Matthieu Stigler adf.test.help Feb 17, 2010 Matthieu Stigler adf.test.help Feb 17, 2010 Matthieu Stigler Extracting regression coefficient standard errors from VAR Feb 20, 2010 Matthieu Stigler How to find lead-lag relation in two time series? Feb 20, 2010 Matthieu Stigler How people do get information about the list? Feb 26, 2010

Michael Jungle

Last active: Feb 26, 2010
13 msgs
Michael Jungle Any time series visualization tool and backtest platform in R? Any good software outside R Feb 18, 2010 Michael Jungle How to find lead-lag relation in two time series? Feb 19, 2010 Michael Jungle How to find lead-lag relation in two time series? Feb 19, 2010 Michael Jungle How to find lead-lag relation in two time series? Feb 20, 2010 Michael Jungle How to find lead-lag relation in two time series? Feb 22, 2010 Michael Jungle How to cluster time series sequences? Feb 23, 2010 Michael Jungle How to cluster time series sequences? Feb 23, 2010 Michael Jungle Is there a way to automate Bloomberg? Feb 23, 2010 Michael Jungle Is there a way to automate Bloomberg? Feb 23, 2010 Michael Jungle Is there a way to automate Bloomberg? Feb 24, 2010 Michael Jungle Is there a way to automate Bloomberg? Feb 26, 2010 Michael Jungle Is there a way to automate Bloomberg? Feb 26, 2010 Michael Jungle Is there a way to automate Bloomberg? Feb 26, 2010

Neil Gupta

Last active: Feb 23, 2010
1 msg
Neil Gupta Lagging Correlations Feb 23, 2010

Nick Torenvliet

Last active: Feb 5, 2010
3 msgs
Nick Torenvliet quantmod model functions Feb 4, 2010 Nick Torenvliet IRC Feb 5, 2010 Nick Torenvliet Academic Papers Feb 5, 2010

Pasching Petra

Last active: Feb 22, 2010
1 msg
Pasching Petra close value Feb 22, 2010

Patrick Burns

Last active: Feb 20, 2010
3 msgs
Patrick Burns fPortfolio question: is it possible to optimizeaportfolio when you've got missing (returns) data for asubsetof your total assets? Feb 4, 2010 Patrick Burns fPortfolio question: is it possible to optimizeaportfolio when you've got missing (returns) data for asubsetof your total assets? Feb 4, 2010 Patrick Burns How to find lead-lag relation in two time series? Feb 20, 2010

Rich Ghazarian

Last active: Feb 12, 2010
1 msg
Rich Ghazarian Plot GARCH data using Quantmod Feb 12, 2010

Robert Iquiapaza

Last active: Feb 26, 2010
1 msg
Robert Iquiapaza How people do get information about the list? Feb 26, 2010

Robert for Groups

Last active: Feb 25, 2010
1 msg
Robert for Groups Is there a way to automate Bloomberg? Feb 25, 2010

Sankalp Upadhyay

Last active: Feb 22, 2010
1 msg
Sankalp Upadhyay Pairs trading & cointegration Feb 22, 2010

Sarbo

Last active: Feb 22, 2010
7 msgs
Sarbo Retrieving Historical Intraday Data with RBloomberg Feb 7, 2010 Sarbo Plot GARCH data using Quantmod Feb 12, 2010 Sarbo commodities futures Feb 13, 2010 Sarbo PCA in Risk Control with R Feb 16, 2010 Sarbo How to find lead-lag relation in two time series? Feb 20, 2010 Sarbo Optimization Constraint Violations Feb 22, 2010 Sarbo How to find lead-lag relation in two time series? Feb 22, 2010

Scott MacDonald

Last active: Feb 16, 2010
1 msg
Scott MacDonald quantmod getSymbols data extraction issue - (1) symbol starting with number & (2) accessing data from multiple symbols lookup (through simple loop?) Feb 16, 2010

Thomas Etheber

Last active: Feb 20, 2010
1 msg
Thomas Etheber How to find lead-lag relation in two time series? Feb 20, 2010

Thomas Schwander

Last active: Feb 23, 2010
2 msgs
Thomas Schwander Downloading data from Reuters - second trial Feb 21, 2010 Thomas Schwander Downloading data from Reuters - second trial (Andrew) Feb 23, 2010

Todd Chadwick

Last active: Feb 21, 2010
1 msg
Todd Chadwick Optimization Constraint Violations Feb 21, 2010

Ulrich Staudinger

Last active: Feb 25, 2010
1 msg
Ulrich Staudinger Is there a way to automate Bloomberg? Feb 25, 2010

Xie Jinghua

Last active: Feb 23, 2010
1 msg
Xie Jinghua Systemfit package/Autocorrelation Feb 23, 2010

andrew morgan

Last active: Feb 22, 2010
1 msg
andrew morgan Downloading data from Reuters - second trial (Andrew) Feb 22, 2010

christophe00 at gmx.ch

Last active: Feb 22, 2010
1 msg
christophe00 at gmx.ch adjustOHLC does not consider setSymbolLookup settings [quantmod] Feb 22, 2010

david.jessop at ubs.com

Last active: Feb 4, 2010
1 msg
david.jessop at ubs.com fPortfolio question: is it possible to optimizeaportfolio when you've got missing (returns) data for asubsetof your total assets? Feb 4, 2010

davidr at rhotrading.com

Last active: Feb 11, 2010
4 msgs
davidr at rhotrading.com Option greeks Feb 1, 2010 davidr at rhotrading.com Retrieving Historical Intraday Data with RBloomberg Feb 8, 2010 davidr at rhotrading.com Retrieving Historical Intraday Data withRBloomberg Feb 9, 2010 davidr at rhotrading.com RBloomberg 0.2-98 Feb 11, 2010

julien cuisinier

Last active: Feb 24, 2010
5 msgs
julien cuisinier quantmod getSymbols data extraction issue - (1) symbol starting with number & (2) accessing data from multiple symbols lookup (through simple loop?) Feb 16, 2010 julien cuisinier quantmod getSymbols data extraction issue - (1)symbol starting with number & (2) accessing data from multiple symbolslookup (through simple loop?) Feb 16, 2010 julien cuisinier PCA in Risk Control with R Feb 17, 2010 julien cuisinier Optimization Constraint Violations Feb 22, 2010 julien cuisinier Is there a way to automate Bloomberg? Feb 24, 2010

kafkaz

Last active: Feb 28, 2010
3 msgs
kafkaz Blotter package - problem with example. Feb 28, 2010 kafkaz Blotter package - problem with example. Feb 28, 2010 kafkaz Blotter package - problem with example. Feb 28, 2010

matthias.kornexl at raiffeisenbank.at

Last active: Feb 22, 2010
1 msg
matthias.kornexl at raiffeisenbank.at Optimization Constraint Violations Feb 22, 2010