R-SIG-Finance February 2010

Academic Papers

N

D

2 msgs · Feb 5 – Feb 5

N

Nick Torenvliet Academic Papers Feb 5, 2010

D

Dirk Eddelbuettel Academic Papers Feb 5, 2010

Any time series visualization tool and backtest platform in R? Any good software outside R

M

J

G

3 msgs · Feb 18 – Feb 18

M

Michael Jungle Any time series visualization tool and backtest platform in R? Any good software outside R Feb 18, 2010

J

Joshua Ulrich Any time series visualization tool and backtest platform in R? Any good software outside R Feb 18, 2010

G

Gabor Grothendieck Any time series visualization tool and backtest platform in R? Any good software outside R Feb 18, 2010

Blotter package - problem with example.

K

B

5 msgs · Feb 28 – Feb 28

K

kafkaz Blotter package - problem with example. Feb 28, 2010

B

Brian G. Peterson Blotter package - problem with example. Feb 28, 2010

K

kafkaz Blotter package - problem with example. Feb 28, 2010

B

Brian G. Peterson Blotter package - problem with example. Feb 28, 2010

K

kafkaz Blotter package - problem with example. Feb 28, 2010

Commodity swap?

C

B

2 msgs · Feb 18 – Feb 18

C

Christofer Bogaso Commodity swap? Feb 18, 2010

B

Brian G. Peterson Commodity swap? Feb 18, 2010

Creating regularly spaced time series from irregular one

I

J

G

3 msgs · Feb 22 – Feb 22

I

Ivan Kalafatic Creating regularly spaced time series from irregular one Feb 22, 2010

J

Jeff Ryan Creating regularly spaced time series from irregular one Feb 22, 2010

G

Gabor Grothendieck Creating regularly spaced time series from irregular one Feb 22, 2010

Downloading data from Reuters - second trial

T

1 msg · Feb 21

T

Thomas Schwander Downloading data from Reuters - second trial Feb 21, 2010

Downloading data from Reuters - second trial (Andrew)

A

T

2 msgs · Feb 22 – Feb 23

A

andrew morgan Downloading data from Reuters - second trial (Andrew) Feb 22, 2010

T

Thomas Schwander Downloading data from Reuters - second trial (Andrew) Feb 23, 2010

Extracting regression coefficient standard errors from VAR

H

M

2 msgs · Feb 19 – Feb 20

H

Harry Hummel Extracting regression coefficient standard errors from VAR Feb 19, 2010

M

Matthieu Stigler Extracting regression coefficient standard errors from VAR Feb 20, 2010

How people do get information about the list?

M

M

R

5 msgs · Feb 26 – Feb 26

M

Matthieu Stigler How people do get information about the list? Feb 26, 2010

M

Mark Breman How people do get information about the list? Feb 26, 2010

R

Robert Iquiapaza How people do get information about the list? Feb 26, 2010

J

Joshua Ulrich How people do get information about the list? Feb 26, 2010

B

Brian G. Peterson How people do get information about the list? Feb 26, 2010

How to cluster time series sequences?

M

B

3 msgs · Feb 23 – Feb 23

M

Michael Jungle How to cluster time series sequences? Feb 23, 2010

B

Brian G. Peterson How to cluster time series sequences? Feb 23, 2010

M

Michael Jungle How to cluster time series sequences? Feb 23, 2010

How to find lead-lag relation in two time series?

P

M

B

3 msgs · Feb 20 – Feb 22

P

Patrick Burns How to find lead-lag relation in two time series? Feb 20, 2010

M

Matthieu Stigler How to find lead-lag relation in two time series? Feb 20, 2010

B

Brian G. Peterson How to find lead-lag relation in two time series? Feb 22, 2010

How to find lead-lag relation in two time series?

M

B

E

9 msgs · Feb 19 – Feb 22

M

Michael Jungle How to find lead-lag relation in two time series? Feb 19, 2010

B

Brian G. Peterson How to find lead-lag relation in two time series? Feb 19, 2010

M

Michael Jungle How to find lead-lag relation in two time series? Feb 19, 2010

E

Eric Zivot How to find lead-lag relation in two time series? Feb 19, 2010

M

Michael Jungle How to find lead-lag relation in two time series? Feb 20, 2010

T

Thomas Etheber How to find lead-lag relation in two time series? Feb 20, 2010

S

Sarbo How to find lead-lag relation in two time series? Feb 20, 2010

M

Michael Jungle How to find lead-lag relation in two time series? Feb 22, 2010

S

Sarbo How to find lead-lag relation in two time series? Feb 22, 2010

Howto cancel reqMktData() from IBrokers package?

M

J

3 msgs · Feb 19 – Feb 20

M

Mark Breman Howto cancel reqMktData() from IBrokers package? Feb 19, 2010

J

Jeff Ryan Howto cancel reqMktData() from IBrokers package? Feb 19, 2010

M

Mark Breman Howto cancel reqMktData() from IBrokers package? Feb 20, 2010

IRC

N

J

3 msgs · Feb 5 – Feb 5

N

Nick Torenvliet IRC Feb 5, 2010

J

Joshua Ulrich IRC Feb 5, 2010

J

Joshua Ulrich IRC Feb 5, 2010

Is there a way to automate Bloomberg?

M

B

J

10 msgs · Feb 23 – Feb 26

M

Michael Jungle Is there a way to automate Bloomberg? Feb 23, 2010

M

Michael Jungle Is there a way to automate Bloomberg? Feb 23, 2010

B

Brian G. Peterson Is there a way to automate Bloomberg? Feb 23, 2010

M

Michael Jungle Is there a way to automate Bloomberg? Feb 24, 2010

J

julien cuisinier Is there a way to automate Bloomberg? Feb 24, 2010

U

Ulrich Staudinger Is there a way to automate Bloomberg? Feb 25, 2010

R

Robert for Groups Is there a way to automate Bloomberg? Feb 25, 2010

M

Michael Jungle Is there a way to automate Bloomberg? Feb 26, 2010

M

Michael Jungle Is there a way to automate Bloomberg? Feb 26, 2010

M

Michael Jungle Is there a way to automate Bloomberg? Feb 26, 2010

Lagging Correlations

N

E

G

3 msgs · Feb 23 – Feb 24

N

Neil Gupta Lagging Correlations Feb 23, 2010

E

Edouard Tallent Lagging Correlations Feb 24, 2010

G

Gower, Luke Lagging Correlations Feb 24, 2010

List etiquette

D

M

J

3 msgs · Feb 26 – Feb 26

D

Dirk Eddelbuettel List etiquette Feb 26, 2010

M

Mark Knecht List etiquette Feb 26, 2010

J

Jeff Ryan List etiquette Feb 26, 2010

One week remaining: useR! 2010 Abstract submission deadline

D

1 msg · Feb 21

D

Dirk Eddelbuettel One week remaining: useR! 2010 Abstract submission deadline Feb 21, 2010

Optimization Constraint Violations

T

S

M

5 msgs · Feb 21 – Feb 22

T

Todd Chadwick Optimization Constraint Violations Feb 21, 2010

S

Sarbo Optimization Constraint Violations Feb 22, 2010

M

matthias.kornexl at raiffeisenbank.at Optimization Constraint Violations Feb 22, 2010

J

julien cuisinier Optimization Constraint Violations Feb 22, 2010

B

Brian G. Peterson Optimization Constraint Violations Feb 22, 2010

Option greeks

D

1 msg · Feb 1

D

davidr at rhotrading.com Option greeks Feb 1, 2010

PCA in Risk Control with R

B

B

S

7 msgs · Feb 16 – Feb 17

B

Benji Famel PCA in Risk Control with R Feb 16, 2010

B

Brian G. Peterson PCA in Risk Control with R Feb 16, 2010

B

Benji Famel PCA in Risk Control with R Feb 16, 2010

S

Sarbo PCA in Risk Control with R Feb 16, 2010

B

Benji Famel PCA in Risk Control with R Feb 16, 2010

J

julien cuisinier PCA in Risk Control with R Feb 17, 2010

B

Benji Famel PCA in Risk Control with R Feb 17, 2010

Pairs trading & cointegration

B

M

S

5 msgs · Feb 22 – Feb 23

B

Brian Giarrocco Pairs trading & cointegration Feb 22, 2010

M

Mark Knecht Pairs trading & cointegration Feb 22, 2010

S

Sankalp Upadhyay Pairs trading & cointegration Feb 22, 2010

C

Christian Prinoth Pairs trading & cointegration Feb 23, 2010

B

Brian Giarrocco Pairs trading & cointegration Feb 23, 2010

Plot GARCH data using Quantmod

R

B

S

3 msgs · Feb 12 – Feb 12

R

Rich Ghazarian Plot GARCH data using Quantmod Feb 12, 2010

B

Brian G. Peterson Plot GARCH data using Quantmod Feb 12, 2010

S

Sarbo Plot GARCH data using Quantmod Feb 12, 2010

R / Finance 2010: Applied Finance with R -- Registration now open

D

1 msg · Feb 5

D

Dirk Eddelbuettel R / Finance 2010: Applied Finance with R -- Registration now open Feb 5, 2010

RBloomberg 0.2-98

A

D

2 msgs · Feb 11 – Feb 11

A

Ana Nelson RBloomberg 0.2-98 Feb 11, 2010

D

davidr at rhotrading.com RBloomberg 0.2-98 Feb 11, 2010

RBloomberg: Switch 'periodicity' without disconnect and reconnect

L

2 msgs · Feb 23 – Feb 25

L

Lüthi David (XICD 1) RBloomberg: Switch 'periodicity' without disconnect and reconnect Feb 23, 2010

L

Lüthi David (XICD 1) RBloomberg: Switch 'periodicity' without disconnect and reconnect Feb 25, 2010

Retrieving Historical Intraday Data with RBloomberg

K

S

D

4 msgs · Feb 6 – Feb 8

K

Kanin Kaninski Retrieving Historical Intraday Data with RBloomberg Feb 6, 2010

S

Sarbo Retrieving Historical Intraday Data with RBloomberg Feb 7, 2010

D

davidr at rhotrading.com Retrieving Historical Intraday Data with RBloomberg Feb 8, 2010

K

Kanin Kaninski Retrieving Historical Intraday Data with RBloomberg Feb 8, 2010

Retrieving Historical Intraday Data withRBloomberg

D

K

3 msgs · Feb 9 – Feb 11

D

davidr at rhotrading.com Retrieving Historical Intraday Data withRBloomberg Feb 9, 2010

K

Kanin Kaninski Retrieving Historical Intraday Data withRBloomberg Feb 9, 2010

K

Kanin Kaninski Retrieving Historical Intraday Data withRBloomberg Feb 11, 2010

Rounding time series to nearest 5mn

K

J

J

7 msgs · Feb 13 – Feb 14

K

Kanin Kaninski Rounding time series to nearest 5mn Feb 13, 2010

J

Joshua Ulrich Rounding time series to nearest 5mn Feb 13, 2010

J

Jeff Ryan Rounding time series to nearest 5mn Feb 13, 2010

D

David St John Rounding time series to nearest 5mn Feb 14, 2010

D

David St John Rounding time series to nearest 5mn Feb 14, 2010

K

Kanin Kaninski Rounding time series to nearest 5mn Feb 14, 2010

B

Brian G. Peterson Rounding time series to nearest 5mn Feb 14, 2010

Systemfit package/Autocorrelation

X

A

2 msgs · Feb 23 – Feb 23

X

Xie Jinghua Systemfit package/Autocorrelation Feb 23, 2010

A

Arne Henningsen Systemfit package/Autocorrelation Feb 23, 2010

adf.test.help

A

M

5 msgs · Feb 17 – Feb 17

A

Arnaud Battistella adf.test.help Feb 17, 2010

M

Matthieu Stigler adf.test.help Feb 17, 2010

A

Arnaud Battistella adf.test.help Feb 17, 2010

M

Matthieu Stigler adf.test.help Feb 17, 2010

A

Arnaud Battistella adf.test.help Feb 17, 2010

adjustOHLC does not consider setSymbolLookup settings [quantmod]

C

1 msg · Feb 22

C

christophe00 at gmx.ch adjustOHLC does not consider setSymbolLookup settings [quantmod] Feb 22, 2010

blotter and dividends

M

B

2 msgs · Feb 28 – Feb 28

M

Mark Breman blotter and dividends Feb 28, 2010

B

Brian G. Peterson blotter and dividends Feb 28, 2010

close value

P

1 msg · Feb 22

P

Pasching Petra close value Feb 22, 2010

commodities futures

E

S

D

3 msgs · Feb 13 – Feb 14

E

Edouard Tallent commodities futures Feb 13, 2010

S

Sarbo commodities futures Feb 13, 2010

D

David Lüthi commodities futures Feb 14, 2010

fPortfolio question: is it possible to optimizeaportfolio when you've got missing (returns) data for asubsetof your total assets?

P

1 msg · Feb 4

P

Patrick Burns fPortfolio question: is it possible to optimizeaportfolio when you've got missing (returns) data for asubsetof your total assets? Feb 4, 2010

fPortfolio question: is it possible to optimizeaportfolio when you've got missing (returns) data for asubsetof your total assets?

E

P

2 msgs · Feb 4 – Feb 4

E

Eric Zivot fPortfolio question: is it possible to optimizeaportfolio when you've got missing (returns) data for asubsetof your total assets? Feb 4, 2010

P

Patrick Burns fPortfolio question: is it possible to optimizeaportfolio when you've got missing (returns) data for asubsetof your total assets? Feb 4, 2010

fPortfolio question: is it possible to optimize a portfolio when you've got missing (returns) data for a subset of your total assets?

B

1 msg · Feb 4

B

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

fPortfolio question: is it possible to optimize a portfolio when you've got missing (returns) data for a subset of your total assets?

J

1 msg · Feb 4

J

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

fPortfolio question: is it possible to optimize aportfolio when you've got missing (returns) data for a subsetof your total assets?

K

1 msg · Feb 4

K

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

fPortfolio question: is it possible to optimizeaportfolio when you've got missing (returns) data for asubsetof your total assets?

D

1 msg · Feb 4

D

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

quantmod getSymbols data extraction issue - (1) symbol starting with number & (2) accessing data from multiple symbols lookup (through simple loop?)

J

S

2 msgs · Feb 16 – Feb 16

J

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

S

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

quantmod getSymbols data extraction issue - (1)symbol starting with number & (2) accessing data from multiple symbolslookup (through simple loop?)

J

1 msg · Feb 16

J

julien cuisinier quantmod getSymbols data extraction issue - (1)symbol starting with number & (2) accessing data from multiple symbolslookup (through simple loop?) Feb 16, 2010

quantmod model functions

N

J

2 msgs · Feb 4 – Feb 4

N

Nick Torenvliet quantmod model functions Feb 4, 2010

J

Joshua Ulrich quantmod model functions Feb 4, 2010

rnorm.sobol problems (from fOptions)

C

M

C

3 msgs · Feb 17 – Feb 17

C

Chris Masters rnorm.sobol problems (from fOptions) Feb 17, 2010

M

Martin Becker rnorm.sobol problems (from fOptions) Feb 17, 2010

C

Christophe Dutang rnorm.sobol problems (from fOptions) Feb 17, 2010

ts class to timeSeries class

A

1 msg · Feb 4

A

Alvaro Riascos ts class to timeSeries class Feb 4, 2010