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R-SIG-Finance March 2010

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Simulating VAR model (re-post)
4 msgs
Ron Michael Simulating VAR model (re-post) Mar 30, 2010
Matthieu Stigler Simulating VAR model (re-post) Mar 31, 2010
Ron Michael Simulating VAR model (re-post) Mar 31, 2010
Ron Michael Simulating VAR model (re-post) Apr 1, 2010
plot log scale on y axis using zoo object (with plot.zoo)
4 msgs
Pierre Lapointe plot log scale on y axis using zoo object (with plot.zoo) Mar 31, 2010
Brian G. Peterson plot log scale on y axis using zoo object (with plot.zoo) Mar 31, 2010
Pierre Lapointe plot log scale on y axis using zoo object (with plot.zoo) Mar 31, 2010
Jeff Ryan plot log scale on y axis using zoo object (with plot.zoo) Mar 31, 2010
VECM problem with exogenous components
6 msgs
Pfaff, Bernhard Dr. VECM problem with exogenous components Mar 31, 2010
Matthieu Stigler VECM problem with exogenous components Mar 31, 2010
Pfaff, Bernhard Dr. VECM problem with exogenous components Mar 31, 2010
renault gautier VECM problem with exogenous components Mar 31, 2010
Pfaff, Bernhard Dr. VECM problem with exogenous components Mar 31, 2010
Gautier RENAULT VECM problem with exogenous components Mar 31, 2010
RBloomberg: blpReadFields
1 msg
Anil Vijendran RBloomberg: blpReadFields Mar 31, 2010
Truncated Distributions - for OpVaR
2 msgs
Julia Cains Truncated Distributions - for OpVaR Mar 31, 2010
Carlos J. Gil Bellosta Truncated Distributions - for OpVaR Mar 31, 2010
VECM problem with exogenous components
1 msg
Gautier RENAULT VECM problem with exogenous components Mar 31, 2010
Wild bootstrap
7 msgs
Paulo Grahl Wild bootstrap Mar 29, 2010
Chiquoine, Ben Wild bootstrap Mar 29, 2010
Brian G. Peterson Wild bootstrap Mar 29, 2010
Patrick Burns Wild bootstrap Mar 30, 2010
Jae Kim Wild bootstrap Mar 30, 2010
Matthieu Stigler Wild bootstrap Mar 30, 2010
Paulo Grahl Wild bootstrap Mar 30, 2010
Inflection point on a curve
1 msg
FMH Inflection point on a curve Mar 30, 2010
Plotting intraday time series with ggplot2
3 msgs
Chris Masters Plotting intraday time series with ggplot2 Mar 30, 2010
Gabor Grothendieck Plotting intraday time series with ggplot2 Mar 30, 2010
Jeff Ryan Plotting intraday time series with ggplot2 Mar 30, 2010
Coding for a trailing stop (% or fixed $)
4 msgs
David L. Van Brunt, Ph.D. Coding for a trailing stop (% or fixed $) Mar 28, 2010
Brian G. Peterson Coding for a trailing stop (% or fixed $) Mar 28, 2010
Hesen Peng Coding for a trailing stop (% or fixed $) Mar 28, 2010
Daniel Cegiełka Coding for a trailing stop (% or fixed $) Mar 28, 2010
A problem with RBloomberg
2 msgs
Konrad Banachewicz A problem with RBloomberg Mar 28, 2010
Krishna Kumar A problem with RBloomberg Mar 28, 2010
specifyModel/buildModel/tradeModel
2 msgs
Worik specifyModel/buildModel/tradeModel Mar 27, 2010
Brian G. Peterson specifyModel/buildModel/tradeModel Mar 28, 2010
A problem with RBloomberg
2 msgs
邓一硕 A problem with RBloomberg Mar 27, 2010
Cedrick Johnson A problem with RBloomberg Mar 27, 2010
A problem with RBloomberg
1 msg
邓一硕 A problem with RBloomberg Mar 27, 2010
R and Metatrader
1 msg
yoda55 R and Metatrader Mar 27, 2010
Anyone Know How to Calculate Ex Ante Standard Deviation
2 msgs
Gottlieb, Neil Anyone Know How to Calculate Ex Ante Standard Deviation Mar 26, 2010
Brian G. Peterson Anyone Know How to Calculate Ex Ante Standard Deviation Mar 26, 2010
Multi-currency example for blotter
4 msgs
Wolfgang Wu Multi-currency example for blotter Mar 26, 2010
Wolfgang Wu Multi-currency example for blotter Mar 26, 2010
Brian G. Peterson Multi-currency example for blotter Mar 26, 2010
Wolfgang Wu Multi-currency example for blotter Mar 26, 2010
Error in Blotter's Longtrend Demo
2 msgs
Wolfgang Wu Error in Blotter's Longtrend Demo Mar 25, 2010
Wolfgang Wu Error in Blotter's Longtrend Demo Mar 26, 2010
Tests for TTR, and similar, packages
3 msgs
Worik Tests for TTR, and similar, packages Mar 25, 2010
Jeff Ryan Tests for TTR, and similar, packages Mar 25, 2010
Brian G. Peterson Tests for TTR, and similar, packages Mar 25, 2010
Error in Blotter's Longtrend Demo
7 msgs
Wolfgang Wu Error in Blotter's Longtrend Demo Mar 25, 2010
Wolfgang Wu Error in Blotter's Longtrend Demo Mar 25, 2010
Brian G. Peterson Error in Blotter's Longtrend Demo Mar 25, 2010
Wolfgang Wu Error in Blotter's Longtrend Demo Mar 25, 2010
Brian G. Peterson Error in Blotter's Longtrend Demo Mar 25, 2010
Wolfgang Wu Error in Blotter's Longtrend Demo Mar 25, 2010
Wolfgang Wu Error in Blotter's Longtrend Demo Mar 25, 2010
Selecting once a month from a xts series
4 msgs
Worik Stanton Selecting once a month from a xts series Mar 24, 2010
Brian G. Peterson Selecting once a month from a xts series Mar 24, 2010
Jeff Ryan Selecting once a month from a xts series Mar 24, 2010
Worik Stanton Selecting once a month from a xts series Mar 24, 2010
Neural Networks and R
1 msg
Gero Schwenk Neural Networks and R Mar 23, 2010
Looking for a fast convergence methodology
4 msgs
Jorge Nieves Looking for a fast convergence methodology Mar 23, 2010
Jeff Ryan Looking for a fast convergence methodology Mar 23, 2010
Whit Armstrong Looking for a fast convergence methodology Mar 23, 2010
Sarbo Looking for a fast convergence methodology Mar 23, 2010
PerformanceAnalytics - Style Analysis
2 msgs
Thomas Etheber PerformanceAnalytics - Style Analysis Mar 23, 2010
Eric Zivot PerformanceAnalytics - Style Analysis Mar 23, 2010
Price velocity and price acceleration
1 msg
Mark Breman Price velocity and price acceleration Mar 23, 2010
style.fit by month
4 msgs
René Naarmann style.fit by month Mar 15, 2010
julien cuisinier style.fit by month Mar 15, 2010
René Naarmann style.fit by month Mar 16, 2010
Thomas Etheber style.fit by month Mar 23, 2010
4th R/Rmetrics Summer School and User/Developer Meeting
1 msg
Diethelm Wuertz 4th R/Rmetrics Summer School and User/Developer Meeting Mar 22, 2010
Neural Networks and R
1 msg
Mike O'Connel Neural Networks and R Mar 22, 2010
BHHH vs LBFGS
3 msgs
Zany Z BHHH vs LBFGS Mar 22, 2010
Eric Zivot BHHH vs LBFGS Mar 22, 2010
Zany Z BHHH vs LBFGS Mar 22, 2010
efficient yearly return on a monthly basis
3 msgs
Fabrizio Pollastri efficient yearly return on a monthly basis Mar 22, 2010
Brian G. Peterson efficient yearly return on a monthly basis Mar 22, 2010
Jeff Ryan efficient yearly return on a monthly basis Mar 22, 2010
Strange side effect on setting not existing column to NULL in xts
1 msg
Mark Breman Strange side effect on setting not existing column to NULL in xts Mar 22, 2010
How to get Time-sharing data with package "quantmod"?
1 msg
邓一硕 How to get Time-sharing data with package "quantmod"? Mar 21, 2010
Any examples of addTA legend?
1 msg
Robert Nicholson Any examples of addTA legend? Mar 21, 2010
VaR for path-dependent option portfolio
2 msgs
Christofer Bogaso VaR for path-dependent option portfolio Mar 21, 2010
Sarbo VaR for path-dependent option portfolio Mar 21, 2010
Ratio collar option
2 msgs
Megh Dal Ratio collar option Mar 20, 2010
Sarbo Ratio collar option Mar 21, 2010
fArma
2 msgs
Zany Z fArma Mar 21, 2010
Brian G. Peterson fArma Mar 21, 2010
addTA on an existing subchart
2 msgs
Robert Nicholson addTA on an existing subchart Mar 19, 2010
Brian G. Peterson addTA on an existing subchart Mar 19, 2010
A bug report on quantmod::getSymbols (or a bug in FRED)
3 msgs
Ajay Shah A bug report on quantmod::getSymbols (or a bug in FRED) Mar 17, 2010
Mark Breman A bug report on quantmod::getSymbols (or a bug in FRED) Mar 18, 2010
Jeff Ryan A bug report on quantmod::getSymbols (or a bug in FRED) Mar 18, 2010
Rownames on blp() return matrix
3 msgs
anna Rownames on blp() return matrix Mar 17, 2010
Brian G. Peterson Rownames on blp() return matrix Mar 17, 2010
anna Rownames on blp() return matrix Mar 17, 2010
R/Finance 2010 agenda and registration reminder
1 msg
Dirk Eddelbuettel R/Finance 2010 agenda and registration reminder Mar 15, 2010
Asian Options Inputs
3 msgs
Diego Jara Asian Options Inputs Mar 12, 2010
Sarbo Asian Options Inputs Mar 13, 2010
Diethelm Wuertz Asian Options Inputs Mar 15, 2010
The 'realized' package user manual
5 msgs
Scott MacDonald The 'realized' package user manual Mar 10, 2010
Brian G. Peterson The 'realized' package user manual Mar 11, 2010
Scott MacDonald The 'realized' package user manual Mar 12, 2010
Brian G. Peterson The 'realized' package user manual Mar 13, 2010
Scott MacDonald The 'realized' package user manual Mar 13, 2010
Problem with ugarchroll
2 msgs
Owe Jessen Problem with ugarchroll Mar 13, 2010
Alexios Ghalanos Problem with ugarchroll Mar 13, 2010
about Nelson-Siegel model fitting
4 msgs
Khanh Nguyen about Nelson-Siegel model fitting Mar 7, 2010
Yin ZHANG about Nelson-Siegel model fitting Mar 13, 2010
Brian G. Peterson about Nelson-Siegel model fitting Mar 13, 2010
Yin ZHANG about Nelson-Siegel model fitting Mar 13, 2010
blp() function making R crash
2 msgs
anna blp() function making R crash Mar 11, 2010
anna blp() function making R crash Mar 12, 2010
Subject: Re: Standard Deviations using Sliding window?
8 msgs
Judson m Subject: Re: Standard Deviations using Sliding window? Mar 5, 2010
Robert Nicholson Subject: Re: Standard Deviations using Sliding window? Mar 5, 2010
Martin Maechler "Package", please ... Mar 5, 2010
Brian G. Peterson Subject: Re: Standard Deviations using Sliding window? Mar 5, 2010
Gabor Grothendieck Subject: Re: Standard Deviations using Sliding window? Mar 5, 2010
Gabor Grothendieck Subject: Re: Standard Deviations using Sliding window? Mar 5, 2010
Robert Nicholson "Package", please ... Mar 11, 2010
Gabor Grothendieck "Package", please ... Mar 12, 2010
Problems using blp function
3 msgs
anna Problems using blp function Mar 4, 2010
Ana Nelson Problems using blp function Mar 5, 2010
anna Problems using blp function Mar 11, 2010
Portfolio Optimization
4 msgs
Heiko Mayer Portfolio Optimization Mar 9, 2010
Whit Armstrong Portfolio Optimization Mar 9, 2010
Heiko Mayer Portfolio Optimization Mar 11, 2010
Whit Armstrong Portfolio Optimization Mar 11, 2010
Perhaps somebody would like to critique my code?
2 msgs
Robert Nicholson Perhaps somebody would like to critique my code? Mar 10, 2010
Rob Forler Perhaps somebody would like to critique my code? Mar 11, 2010
Most common way to add derived columns to an XTS object?
5 msgs
Robert Nicholson Most common way to add derived columns to an XTS object? Mar 10, 2010
Jeff Ryan Most common way to add derived columns to an XTS object? Mar 10, 2010
Joshua Ulrich Most common way to add derived columns to an XTS object? Mar 10, 2010
Robert Nicholson Most common way to add derived columns to an XTS object? Mar 10, 2010
Robert Nicholson Most common way to add derived columns to an XTS object? Mar 10, 2010
Timedate problems in Rmetrics
2 msgs
John Kerpel Timedate problems in Rmetrics Mar 9, 2010
Yohan Chalabi Timedate problems in Rmetrics Mar 10, 2010
Xts, Zoo Error: "number of items to replace not multiple of replacement length"
3 msgs
Wolfgang Wu Xts, Zoo Error: "number of items to replace not multiple of replacement length" Mar 9, 2010
Brian G. Peterson Xts, Zoo Error: "number of items to replace not multiple of replacement length" Mar 9, 2010
Wolfgang Wu Xts, Zoo Error: "number of items to replace not multiple of replacement length" Mar 9, 2010
what's wrong with diff.zoo
3 msgs
Matthieu Stigler what's wrong with diff.zoo Mar 7, 2010
Gabor Grothendieck what's wrong with diff.zoo Mar 7, 2010
Matthieu Stigler what's wrong with diff.zoo Mar 7, 2010
getOptionChain returns NULL data
3 msgs
rex getOptionChain returns NULL data Mar 6, 2010
Jeff Ryan getOptionChain returns NULL data Mar 6, 2010
rex getOptionChain returns NULL data Mar 6, 2010
Standard Deviations using Sliding window?
4 msgs
Robert Nicholson Standard Deviations using Sliding window? Mar 4, 2010
Joshua Ulrich Standard Deviations using Sliding window? Mar 4, 2010
Robert Nicholson Standard Deviations using Sliding window? Mar 6, 2010
Gabor Grothendieck Standard Deviations using Sliding window? Mar 6, 2010
Adding columns to an XTS
1 msg
Jeff Ryan Adding columns to an XTS Mar 6, 2010
Adding columns to an XTS
1 msg
Robert Nicholson Adding columns to an XTS Mar 6, 2010
about Nelson-Siegel model fitting
1 msg
Brian G. Peterson about Nelson-Siegel model fitting Mar 6, 2010
about Nelson-Siegel model fitting
3 msgs
Yin ZHANG about Nelson-Siegel model fitting Mar 6, 2010
Brian G. Peterson about Nelson-Siegel model fitting Mar 6, 2010
Sarbo about Nelson-Siegel model fitting Mar 6, 2010
RBloomberg Package Problem
3 msgs
Josh C. Chien RBloomberg Package Problem Mar 2, 2010
Cedrick Johnson RBloomberg Package Problem Mar 2, 2010
Ana Nelson RBloomberg Package Problem Mar 5, 2010
PerformanceAnalytics - show.symetric
3 msgs
hvollmeier PerformanceAnalytics - show.symetric Mar 3, 2010
Brian G. Peterson PerformanceAnalytics - show.symmetric Mar 3, 2010
hvollmeier PerformanceAnalytics - show.symmetric Mar 3, 2010
version 1.4.7 of vars: HC estimation
1 msg
Matthieu Stigler version 1.4.7 of vars: HC estimation Mar 2, 2010
Blotter package - problem with example.
1 msg
Robert Iquiapaza Blotter package - problem with example. Mar 1, 2010
Blotter package - problem with example.
16 msgs
kafkaz Blotter package - problem with example. Mar 1, 2010
Brian G. Peterson Blotter package - problem with example. Mar 1, 2010
kafkaz Blotter package - problem with example. Mar 1, 2010
Brian G. Peterson Blotter package - problem with example. Mar 1, 2010
kafkaz Blotter package - problem with example. Mar 1, 2010
Cedrick Johnson Blotter package - problem with example. Mar 1, 2010
kafkaz Blotter package - problem with example. Mar 1, 2010
Brian G. Peterson Blotter package - problem with example. Mar 1, 2010
Mark Breman Blotter package - problem with example. Mar 1, 2010
Daniel Cegiełka Blotter package - problem with example. Mar 1, 2010
Daniel Cegiełka Blotter package - problem with example. Mar 1, 2010
kafkaz Blotter package - problem with example. Mar 1, 2010
Brian G. Peterson Blotter package - problem with example. Mar 1, 2010
Robert Iquiapaza Blotter package - problem with example. Mar 1, 2010
Mark Breman Blotter package - problem with example. Mar 1, 2010
Jeff Ryan Blotter package - problem with example. Mar 1, 2010
fPortfolio plotting of efficient frontiers
5 msgs
Charles Ward fPortfolio plotting of efficient frontiers Mar 1, 2010
Brian G. Peterson fPortfolio plotting of efficient frontiers Mar 1, 2010
Charles Ward fPortfolio plotting of efficient frontiers Mar 1, 2010
Brian G. Peterson fPortfolio plotting of efficient frontiers Mar 1, 2010
Charles Ward fPortfolio plotting of efficient frontiers Mar 1, 2010
List etiquette
1 msg
Mark Van De Vyver List etiquette Feb 28, 2010