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R-SIG-Finance March 2010

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Ajay Shah

Last active: Mar 17, 2010
1 msg
Ajay Shah A bug report on quantmod::getSymbols (or a bug in FRED) Mar 17, 2010

Alexios Ghalanos

Last active: Mar 13, 2010
1 msg
Alexios Ghalanos Problem with ugarchroll Mar 13, 2010

Ana Nelson

Last active: Mar 5, 2010
2 msgs
Ana Nelson Problems using blp function Mar 5, 2010 Ana Nelson RBloomberg Package Problem Mar 5, 2010

Anil Vijendran

Last active: Mar 31, 2010
1 msg
Anil Vijendran RBloomberg: blpReadFields Mar 31, 2010

Brian G. Peterson

Last active: Mar 31, 2010
28 msgs
Brian G. Peterson fPortfolio plotting of efficient frontiers Mar 1, 2010 Brian G. Peterson fPortfolio plotting of efficient frontiers Mar 1, 2010 Brian G. Peterson Blotter package - problem with example. Mar 1, 2010 Brian G. Peterson Blotter package - problem with example. Mar 1, 2010 Brian G. Peterson Blotter package - problem with example. Mar 1, 2010 Brian G. Peterson Blotter package - problem with example. Mar 1, 2010 Brian G. Peterson PerformanceAnalytics - show.symmetric Mar 3, 2010 Brian G. Peterson Subject: Re: Standard Deviations using Sliding window? Mar 5, 2010 Brian G. Peterson about Nelson-Siegel model fitting Mar 6, 2010 Brian G. Peterson about Nelson-Siegel model fitting Mar 6, 2010 Brian G. Peterson Xts, Zoo Error: "number of items to replace not multiple of replacement length" Mar 9, 2010 Brian G. Peterson The 'realized' package user manual Mar 11, 2010 Brian G. Peterson The 'realized' package user manual Mar 13, 2010 Brian G. Peterson about Nelson-Siegel model fitting Mar 13, 2010 Brian G. Peterson Rownames on blp() return matrix Mar 17, 2010 Brian G. Peterson addTA on an existing subchart Mar 19, 2010 Brian G. Peterson fArma Mar 21, 2010 Brian G. Peterson efficient yearly return on a monthly basis Mar 22, 2010 Brian G. Peterson Selecting once a month from a xts series Mar 24, 2010 Brian G. Peterson Error in Blotter's Longtrend Demo Mar 25, 2010 Brian G. Peterson Error in Blotter's Longtrend Demo Mar 25, 2010 Brian G. Peterson Tests for TTR, and similar, packages Mar 25, 2010 Brian G. Peterson Multi-currency example for blotter Mar 26, 2010 Brian G. Peterson Anyone Know How to Calculate Ex Ante Standard Deviation Mar 26, 2010 Brian G. Peterson specifyModel/buildModel/tradeModel Mar 28, 2010 Brian G. Peterson Coding for a trailing stop (% or fixed $) Mar 28, 2010 Brian G. Peterson Wild bootstrap Mar 29, 2010 Brian G. Peterson plot log scale on y axis using zoo object (with plot.zoo) Mar 31, 2010

Carlos J. Gil Bellosta

Last active: Mar 31, 2010
1 msg
Carlos J. Gil Bellosta Truncated Distributions - for OpVaR Mar 31, 2010

Cedrick Johnson

Last active: Mar 27, 2010
3 msgs
Cedrick Johnson Blotter package - problem with example. Mar 1, 2010 Cedrick Johnson RBloomberg Package Problem Mar 2, 2010 Cedrick Johnson A problem with RBloomberg Mar 27, 2010

Charles Ward

Last active: Mar 1, 2010
3 msgs
Charles Ward fPortfolio plotting of efficient frontiers Mar 1, 2010 Charles Ward fPortfolio plotting of efficient frontiers Mar 1, 2010 Charles Ward fPortfolio plotting of efficient frontiers Mar 1, 2010

Chiquoine, Ben

Last active: Mar 29, 2010
1 msg
Chiquoine, Ben Wild bootstrap Mar 29, 2010

Chris Masters

Last active: Mar 30, 2010
1 msg
Chris Masters Plotting intraday time series with ggplot2 Mar 30, 2010

Christofer Bogaso

Last active: Mar 21, 2010
1 msg
Christofer Bogaso VaR for path-dependent option portfolio Mar 21, 2010

Daniel Cegiełka

Last active: Mar 28, 2010
3 msgs
Daniel Cegiełka Blotter package - problem with example. Mar 1, 2010 Daniel Cegiełka Blotter package - problem with example. Mar 1, 2010 Daniel Cegiełka Coding for a trailing stop (% or fixed $) Mar 28, 2010

David L. Van Brunt, Ph.D.

Last active: Mar 28, 2010
1 msg
David L. Van Brunt, Ph.D. Coding for a trailing stop (% or fixed $) Mar 28, 2010

Diego Jara

Last active: Mar 12, 2010
1 msg
Diego Jara Asian Options Inputs Mar 12, 2010

Diethelm Wuertz

Last active: Mar 22, 2010
2 msgs
Diethelm Wuertz Asian Options Inputs Mar 15, 2010 Diethelm Wuertz 4th R/Rmetrics Summer School and User/Developer Meeting Mar 22, 2010

Dirk Eddelbuettel

Last active: Mar 15, 2010
1 msg
Dirk Eddelbuettel R/Finance 2010 agenda and registration reminder Mar 15, 2010

Eric Zivot

Last active: Mar 23, 2010
2 msgs
Eric Zivot BHHH vs LBFGS Mar 22, 2010 Eric Zivot PerformanceAnalytics - Style Analysis Mar 23, 2010

FMH

Last active: Mar 30, 2010
1 msg
FMH Inflection point on a curve Mar 30, 2010

Fabrizio Pollastri

Last active: Mar 22, 2010
1 msg
Fabrizio Pollastri efficient yearly return on a monthly basis Mar 22, 2010

Gabor Grothendieck

Last active: Mar 30, 2010
6 msgs
Gabor Grothendieck Subject: Re: Standard Deviations using Sliding window? Mar 5, 2010 Gabor Grothendieck Subject: Re: Standard Deviations using Sliding window? Mar 5, 2010 Gabor Grothendieck Standard Deviations using Sliding window? Mar 6, 2010 Gabor Grothendieck what's wrong with diff.zoo Mar 7, 2010 Gabor Grothendieck "Package", please ... Mar 12, 2010 Gabor Grothendieck Plotting intraday time series with ggplot2 Mar 30, 2010

Gautier RENAULT

Last active: Mar 31, 2010
2 msgs
Gautier RENAULT VECM problem with exogenous components Mar 31, 2010 Gautier RENAULT VECM problem with exogenous components Mar 31, 2010

Gero Schwenk

Last active: Mar 23, 2010
1 msg
Gero Schwenk Neural Networks and R Mar 23, 2010

Gottlieb, Neil

Last active: Mar 26, 2010
1 msg
Gottlieb, Neil Anyone Know How to Calculate Ex Ante Standard Deviation Mar 26, 2010

Heiko Mayer

Last active: Mar 11, 2010
2 msgs
Heiko Mayer Portfolio Optimization Mar 9, 2010 Heiko Mayer Portfolio Optimization Mar 11, 2010

Hesen Peng

Last active: Mar 28, 2010
1 msg
Hesen Peng Coding for a trailing stop (% or fixed $) Mar 28, 2010

Jae Kim

Last active: Mar 30, 2010
1 msg
Jae Kim Wild bootstrap Mar 30, 2010

Jeff Ryan

Last active: Mar 31, 2010
11 msgs
Jeff Ryan Blotter package - problem with example. Mar 1, 2010 Jeff Ryan Adding columns to an XTS Mar 6, 2010 Jeff Ryan getOptionChain returns NULL data Mar 6, 2010 Jeff Ryan Most common way to add derived columns to an XTS object? Mar 10, 2010 Jeff Ryan A bug report on quantmod::getSymbols (or a bug in FRED) Mar 18, 2010 Jeff Ryan efficient yearly return on a monthly basis Mar 22, 2010 Jeff Ryan Looking for a fast convergence methodology Mar 23, 2010 Jeff Ryan Selecting once a month from a xts series Mar 24, 2010 Jeff Ryan Tests for TTR, and similar, packages Mar 25, 2010 Jeff Ryan Plotting intraday time series with ggplot2 Mar 30, 2010 Jeff Ryan plot log scale on y axis using zoo object (with plot.zoo) Mar 31, 2010

John Kerpel

Last active: Mar 9, 2010
1 msg
John Kerpel Timedate problems in Rmetrics Mar 9, 2010

Jorge Nieves

Last active: Mar 23, 2010
1 msg
Jorge Nieves Looking for a fast convergence methodology Mar 23, 2010

Josh C. Chien

Last active: Mar 2, 2010
1 msg
Josh C. Chien RBloomberg Package Problem Mar 2, 2010

Joshua Ulrich

Last active: Mar 10, 2010
2 msgs
Joshua Ulrich Standard Deviations using Sliding window? Mar 4, 2010 Joshua Ulrich Most common way to add derived columns to an XTS object? Mar 10, 2010

Judson m

Last active: Mar 5, 2010
1 msg
Judson m Subject: Re: Standard Deviations using Sliding window? Mar 5, 2010

Julia Cains

Last active: Mar 31, 2010
1 msg
Julia Cains Truncated Distributions - for OpVaR Mar 31, 2010

Khanh Nguyen

Last active: Mar 7, 2010
1 msg
Khanh Nguyen about Nelson-Siegel model fitting Mar 7, 2010

Konrad Banachewicz

Last active: Mar 28, 2010
1 msg
Konrad Banachewicz A problem with RBloomberg Mar 28, 2010

Krishna Kumar

Last active: Mar 28, 2010
1 msg
Krishna Kumar A problem with RBloomberg Mar 28, 2010

Mark Breman

Last active: Mar 23, 2010
5 msgs
Mark Breman Blotter package - problem with example. Mar 1, 2010 Mark Breman Blotter package - problem with example. Mar 1, 2010 Mark Breman A bug report on quantmod::getSymbols (or a bug in FRED) Mar 18, 2010 Mark Breman Strange side effect on setting not existing column to NULL in xts Mar 22, 2010 Mark Breman Price velocity and price acceleration Mar 23, 2010

Mark Van De Vyver

Last active: Feb 28, 2010
1 msg
Mark Van De Vyver List etiquette Feb 28, 2010

Martin Maechler

Last active: Mar 5, 2010
1 msg
Martin Maechler "Package", please ... Mar 5, 2010

Matthieu Stigler

Last active: Mar 31, 2010
6 msgs
Matthieu Stigler version 1.4.7 of vars: HC estimation Mar 2, 2010 Matthieu Stigler what's wrong with diff.zoo Mar 7, 2010 Matthieu Stigler what's wrong with diff.zoo Mar 7, 2010 Matthieu Stigler Wild bootstrap Mar 30, 2010 Matthieu Stigler Simulating VAR model (re-post) Mar 31, 2010 Matthieu Stigler VECM problem with exogenous components Mar 31, 2010

Megh Dal

Last active: Mar 20, 2010
1 msg
Megh Dal Ratio collar option Mar 20, 2010

Mike O'Connel

Last active: Mar 22, 2010
1 msg
Mike O'Connel Neural Networks and R Mar 22, 2010

Owe Jessen

Last active: Mar 13, 2010
1 msg
Owe Jessen Problem with ugarchroll Mar 13, 2010

Patrick Burns

Last active: Mar 30, 2010
1 msg
Patrick Burns Wild bootstrap Mar 30, 2010

Paulo Grahl

Last active: Mar 30, 2010
2 msgs
Paulo Grahl Wild bootstrap Mar 29, 2010 Paulo Grahl Wild bootstrap Mar 30, 2010

Pfaff, Bernhard Dr.

Last active: Mar 31, 2010
3 msgs
Pfaff, Bernhard Dr. VECM problem with exogenous components Mar 31, 2010 Pfaff, Bernhard Dr. VECM problem with exogenous components Mar 31, 2010 Pfaff, Bernhard Dr. VECM problem with exogenous components Mar 31, 2010

Pierre Lapointe

Last active: Mar 31, 2010
2 msgs
Pierre Lapointe 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

René Naarmann

Last active: Mar 16, 2010
2 msgs
René Naarmann style.fit by month Mar 15, 2010 René Naarmann style.fit by month Mar 16, 2010

Rob Forler

Last active: Mar 11, 2010
1 msg
Rob Forler Perhaps somebody would like to critique my code? Mar 11, 2010

Robert Iquiapaza

Last active: Mar 1, 2010
2 msgs
Robert Iquiapaza Blotter package - problem with example. Mar 1, 2010 Robert Iquiapaza Blotter package - problem with example. Mar 1, 2010

Robert Nicholson

Last active: Mar 21, 2010
11 msgs
Robert Nicholson Standard Deviations using Sliding window? Mar 4, 2010 Robert Nicholson Subject: Re: Standard Deviations using Sliding window? Mar 5, 2010 Robert Nicholson Adding columns to an XTS Mar 6, 2010 Robert Nicholson Standard Deviations using Sliding window? Mar 6, 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 Robert Nicholson Most common way to add derived columns to an XTS object? Mar 10, 2010 Robert Nicholson Perhaps somebody would like to critique my code? Mar 10, 2010 Robert Nicholson "Package", please ... Mar 11, 2010 Robert Nicholson addTA on an existing subchart Mar 19, 2010 Robert Nicholson Any examples of addTA legend? Mar 21, 2010

Ron Michael

Last active: Apr 1, 2010
3 msgs
Ron Michael Simulating VAR model (re-post) Mar 30, 2010 Ron Michael Simulating VAR model (re-post) Mar 31, 2010 Ron Michael Simulating VAR model (re-post) Apr 1, 2010

Sarbo

Last active: Mar 23, 2010
5 msgs
Sarbo about Nelson-Siegel model fitting Mar 6, 2010 Sarbo Asian Options Inputs Mar 13, 2010 Sarbo Ratio collar option Mar 21, 2010 Sarbo VaR for path-dependent option portfolio Mar 21, 2010 Sarbo Looking for a fast convergence methodology Mar 23, 2010

Scott MacDonald

Last active: Mar 13, 2010
3 msgs
Scott MacDonald The 'realized' package user manual Mar 10, 2010 Scott MacDonald The 'realized' package user manual Mar 12, 2010 Scott MacDonald The 'realized' package user manual Mar 13, 2010

Thomas Etheber

Last active: Mar 23, 2010
2 msgs
Thomas Etheber style.fit by month Mar 23, 2010 Thomas Etheber PerformanceAnalytics - Style Analysis Mar 23, 2010

Whit Armstrong

Last active: Mar 23, 2010
3 msgs
Whit Armstrong Portfolio Optimization Mar 9, 2010 Whit Armstrong Portfolio Optimization Mar 11, 2010 Whit Armstrong Looking for a fast convergence methodology Mar 23, 2010

Wolfgang Wu

Last active: Mar 26, 2010
12 msgs
Wolfgang Wu 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 Wolfgang Wu 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 Wolfgang Wu 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 Wolfgang Wu Error in Blotter's Longtrend Demo Mar 26, 2010 Wolfgang Wu Multi-currency example for blotter Mar 26, 2010 Wolfgang Wu Multi-currency example for blotter Mar 26, 2010 Wolfgang Wu Multi-currency example for blotter Mar 26, 2010

Worik

Last active: Mar 27, 2010
2 msgs
Worik Tests for TTR, and similar, packages Mar 25, 2010 Worik specifyModel/buildModel/tradeModel Mar 27, 2010

Worik Stanton

Last active: Mar 24, 2010
2 msgs
Worik Stanton Selecting once a month from a xts series Mar 24, 2010 Worik Stanton Selecting once a month from a xts series Mar 24, 2010

Yin ZHANG

Last active: Mar 13, 2010
3 msgs
Yin ZHANG about Nelson-Siegel model fitting Mar 6, 2010 Yin ZHANG about Nelson-Siegel model fitting Mar 13, 2010 Yin ZHANG about Nelson-Siegel model fitting Mar 13, 2010

Yohan Chalabi

Last active: Mar 10, 2010
1 msg
Yohan Chalabi Timedate problems in Rmetrics Mar 10, 2010

Zany Z

Last active: Mar 22, 2010
3 msgs
Zany Z fArma Mar 21, 2010 Zany Z BHHH vs LBFGS Mar 22, 2010 Zany Z BHHH vs LBFGS Mar 22, 2010

anna

Last active: Mar 17, 2010
6 msgs
anna Problems using blp function Mar 4, 2010 anna Problems using blp function Mar 11, 2010 anna blp() function making R crash Mar 11, 2010 anna blp() function making R crash Mar 12, 2010 anna Rownames on blp() return matrix Mar 17, 2010 anna Rownames on blp() return matrix Mar 17, 2010

hvollmeier

Last active: Mar 3, 2010
2 msgs
hvollmeier PerformanceAnalytics - show.symetric Mar 3, 2010 hvollmeier PerformanceAnalytics - show.symmetric Mar 3, 2010

julien cuisinier

Last active: Mar 15, 2010
1 msg
julien cuisinier style.fit by month Mar 15, 2010

kafkaz

Last active: Mar 1, 2010
5 msgs
kafkaz Blotter package - problem with example. Mar 1, 2010 kafkaz Blotter package - problem with example. Mar 1, 2010 kafkaz Blotter package - problem with example. Mar 1, 2010 kafkaz Blotter package - problem with example. Mar 1, 2010 kafkaz Blotter package - problem with example. Mar 1, 2010

renault gautier

Last active: Mar 31, 2010
1 msg
renault gautier VECM problem with exogenous components Mar 31, 2010

rex

Last active: Mar 6, 2010
2 msgs
rex getOptionChain returns NULL data Mar 6, 2010 rex getOptionChain returns NULL data Mar 6, 2010

yoda55

Last active: Mar 27, 2010
1 msg
yoda55 R and Metatrader Mar 27, 2010

邓一硕

Last active: Mar 27, 2010
3 msgs
邓一硕 How to get Time-sharing data with package "quantmod"? Mar 21, 2010 邓一硕 A problem with RBloomberg Mar 27, 2010 邓一硕 A problem with RBloomberg Mar 27, 2010