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R-SIG-Finance March 2010

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