R-SIG-Finance - March 2010 - Subject View

"Package", please ...

3 msgs · Mar 5 – Mar 12

Martin Maechler "Package", please ... Mar 5, 2010 Robert Nicholson "Package", please ... Mar 11, 2010 Gabor Grothendieck "Package", please ... Mar 12, 2010

4th R/Rmetrics Summer School and User/Developer Meeting

1 msg · Mar 22

Diethelm Wuertz 4th R/Rmetrics Summer School and User/Developer Meeting Mar 22, 2010

A bug report on quantmod::getSymbols (or a bug in FRED)

3 msgs · Mar 17 – Mar 18

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

A problem with RBloomberg

5 msgs · Mar 27 – Mar 28

邓一硕 A problem with RBloomberg Mar 27, 2010 邓一硕 A problem with RBloomberg Mar 27, 2010 Cedrick Johnson A problem with RBloomberg Mar 27, 2010 Konrad Banachewicz A problem with RBloomberg Mar 28, 2010 Krishna Kumar A problem with RBloomberg Mar 28, 2010

Adding columns to an XTS

2 msgs · Mar 6 – Mar 6

Robert Nicholson Adding columns to an XTS Mar 6, 2010 Jeff Ryan Adding columns to an XTS Mar 6, 2010

Any examples of addTA legend?

1 msg · Mar 21

Robert Nicholson Any examples of addTA legend? Mar 21, 2010

Anyone Know How to Calculate Ex Ante Standard Deviation

2 msgs · Mar 26 – Mar 26

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

Asian Options Inputs

3 msgs · Mar 12 – Mar 15

Diego Jara Asian Options Inputs Mar 12, 2010 Sarbo Asian Options Inputs Mar 13, 2010 Diethelm Wuertz Asian Options Inputs Mar 15, 2010

BHHH vs LBFGS

3 msgs · Mar 22 – Mar 22

Zany Z BHHH vs LBFGS Mar 22, 2010 Eric Zivot BHHH vs LBFGS Mar 22, 2010 Zany Z BHHH vs LBFGS Mar 22, 2010

Blotter package - problem with example.

17 msgs · Mar 1 – Mar 1

Coding for a trailing stop (% or fixed $)

4 msgs · Mar 28 – Mar 28

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

Error in Blotter's Longtrend Demo

9 msgs · Mar 25 – Mar 26

How to get Time-sharing data with package "quantmod"?

1 msg · Mar 21

邓一硕 How to get Time-sharing data with package "quantmod"? Mar 21, 2010

Inflection point on a curve

1 msg · Mar 30

FMH Inflection point on a curve Mar 30, 2010

List etiquette

1 msg · Feb 28

Mark Van De Vyver List etiquette Feb 28, 2010

Looking for a fast convergence methodology

4 msgs · Mar 23 – Mar 23

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

Most common way to add derived columns to an XTS object?

5 msgs · Mar 10 – Mar 10

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

Multi-currency example for blotter

4 msgs · Mar 26 – Mar 26

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

Neural Networks and R

2 msgs · Mar 22 – Mar 23

Mike O'Connel Neural Networks and R Mar 22, 2010 Gero Schwenk Neural Networks and R Mar 23, 2010

PerformanceAnalytics - Style Analysis

2 msgs · Mar 23 – Mar 23

Thomas Etheber PerformanceAnalytics - Style Analysis Mar 23, 2010 Eric Zivot PerformanceAnalytics - Style Analysis Mar 23, 2010

PerformanceAnalytics - show.symetric

1 msg · Mar 3

hvollmeier PerformanceAnalytics - show.symetric Mar 3, 2010

PerformanceAnalytics - show.symmetric

2 msgs · Mar 3 – Mar 3

Brian G. Peterson PerformanceAnalytics - show.symmetric Mar 3, 2010 hvollmeier PerformanceAnalytics - show.symmetric Mar 3, 2010

Perhaps somebody would like to critique my code?

2 msgs · Mar 10 – Mar 11

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

Plotting intraday time series with ggplot2

3 msgs · Mar 30 – Mar 30

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

Portfolio Optimization

4 msgs · Mar 9 – Mar 11

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

Price velocity and price acceleration

1 msg · Mar 23

Mark Breman Price velocity and price acceleration Mar 23, 2010

Problem with ugarchroll

2 msgs · Mar 13 – Mar 13

Owe Jessen Problem with ugarchroll Mar 13, 2010 Alexios Ghalanos Problem with ugarchroll Mar 13, 2010

Problems using blp function

3 msgs · Mar 4 – Mar 11

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

R and Metatrader

1 msg · Mar 27

yoda55 R and Metatrader Mar 27, 2010

R/Finance 2010 agenda and registration reminder

1 msg · Mar 15

Dirk Eddelbuettel R/Finance 2010 agenda and registration reminder Mar 15, 2010

RBloomberg Package Problem

3 msgs · Mar 2 – Mar 5

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

RBloomberg: blpReadFields

1 msg · Mar 31

Anil Vijendran RBloomberg: blpReadFields Mar 31, 2010

Ratio collar option

2 msgs · Mar 20 – Mar 21

Megh Dal Ratio collar option Mar 20, 2010 Sarbo Ratio collar option Mar 21, 2010

Rownames on blp() return matrix

3 msgs · Mar 17 – Mar 17

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

Selecting once a month from a xts series

4 msgs · Mar 24 – Mar 24

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

Simulating VAR model (re-post)

4 msgs · Mar 30 – Apr 1

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

Standard Deviations using Sliding window?

4 msgs · Mar 4 – Mar 6

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

Strange side effect on setting not existing column to NULL in xts

1 msg · Mar 22

Mark Breman Strange side effect on setting not existing column to NULL in xts Mar 22, 2010

Subject: Re: Standard Deviations using Sliding window?

5 msgs · Mar 5 – Mar 5

Judson m Subject: Re: Standard Deviations using Sliding window? Mar 5, 2010 Robert Nicholson Subject: Re: Standard Deviations using Sliding window? 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

Tests for TTR, and similar, packages

3 msgs · Mar 25 – Mar 25

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

The 'realized' package user manual

5 msgs · Mar 10 – Mar 13

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

Timedate problems in Rmetrics

2 msgs · Mar 9 – Mar 10

John Kerpel Timedate problems in Rmetrics Mar 9, 2010 Yohan Chalabi Timedate problems in Rmetrics Mar 10, 2010

Truncated Distributions - for OpVaR

2 msgs · Mar 31 – Mar 31

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

7 msgs · Mar 31 – Mar 31

Gautier RENAULT VECM problem with exogenous components Mar 31, 2010 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

VaR for path-dependent option portfolio

2 msgs · Mar 21 – Mar 21

Christofer Bogaso VaR for path-dependent option portfolio Mar 21, 2010 Sarbo VaR for path-dependent option portfolio Mar 21, 2010

Wild bootstrap

7 msgs · Mar 29 – Mar 30

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

Xts, Zoo Error: "number of items to replace not multiple of replacement length"

1 msg · Mar 9

Brian G. Peterson Xts, Zoo Error: "number of items to replace not multiple of replacement length" Mar 9, 2010

Xts, Zoo Error: "number of items to replace not multiple of replacement length"

2 msgs · Mar 9 – Mar 9

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

about Nelson-Siegel model fitting

8 msgs · Mar 6 – Mar 13

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 Brian G. Peterson about Nelson-Siegel model fitting Mar 6, 2010 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

addTA on an existing subchart

2 msgs · Mar 19 – Mar 19

Robert Nicholson addTA on an existing subchart Mar 19, 2010 Brian G. Peterson addTA on an existing subchart Mar 19, 2010

blp() function making R crash

2 msgs · Mar 11 – Mar 12

anna blp() function making R crash Mar 11, 2010 anna blp() function making R crash Mar 12, 2010

efficient yearly return on a monthly basis

3 msgs · Mar 22 – Mar 22

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

fArma

2 msgs · Mar 21 – Mar 21

Zany Z fArma Mar 21, 2010 Brian G. Peterson fArma Mar 21, 2010

fPortfolio plotting of efficient frontiers

5 msgs · Mar 1 – Mar 1

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

getOptionChain returns NULL data

3 msgs · Mar 6 – Mar 6

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

plot log scale on y axis using zoo object (with plot.zoo)

4 msgs · Mar 31 – Mar 31

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

specifyModel/buildModel/tradeModel

2 msgs · Mar 27 – Mar 28

Worik specifyModel/buildModel/tradeModel Mar 27, 2010 Brian G. Peterson specifyModel/buildModel/tradeModel Mar 28, 2010

style.fit by month

4 msgs · Mar 15 – Mar 23

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

version 1.4.7 of vars: HC estimation

1 msg · Mar 2

Matthieu Stigler version 1.4.7 of vars: HC estimation Mar 2, 2010

what's wrong with diff.zoo

3 msgs · Mar 7 – Mar 7

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

R-SIG-Finance March 2010

"Package", please ...

4th R/Rmetrics Summer School and User/Developer Meeting

A bug report on quantmod::getSymbols (or a bug in FRED)

A problem with RBloomberg

Adding columns to an XTS

Any examples of addTA legend?

Anyone Know How to Calculate Ex Ante Standard Deviation

Asian Options Inputs

BHHH vs LBFGS

Blotter package - problem with example.

Coding for a trailing stop (% or fixed $)

Error in Blotter's Longtrend Demo

How to get Time-sharing data with package "quantmod"?

Inflection point on a curve

List etiquette

Looking for a fast convergence methodology

Most common way to add derived columns to an XTS object?

Multi-currency example for blotter

Neural Networks and R

PerformanceAnalytics - Style Analysis

PerformanceAnalytics - show.symetric

PerformanceAnalytics - show.symmetric

Perhaps somebody would like to critique my code?

Plotting intraday time series with ggplot2

Portfolio Optimization

Price velocity and price acceleration

Problem with ugarchroll

Problems using blp function

R and Metatrader

R/Finance 2010 agenda and registration reminder

RBloomberg Package Problem

RBloomberg: blpReadFields

Ratio collar option

Rownames on blp() return matrix

Selecting once a month from a xts series

Simulating VAR model (re-post)

Standard Deviations using Sliding window?

Strange side effect on setting not existing column to NULL in xts

Subject: Re: Standard Deviations using Sliding window?

Tests for TTR, and similar, packages

The 'realized' package user manual

Timedate problems in Rmetrics

Truncated Distributions - for OpVaR

VECM problem with exogenous components

VaR for path-dependent option portfolio

Wild bootstrap

Xts, Zoo Error: "number of items to replace not multiple of replacement length"

Xts, Zoo Error: "number of items to replace not multiple of replacement length"

about Nelson-Siegel model fitting

addTA on an existing subchart

blp() function making R crash

efficient yearly return on a monthly basis

fArma

fPortfolio plotting of efficient frontiers

getOptionChain returns NULL data

plot log scale on y axis using zoo object (with plot.zoo)

specifyModel/buildModel/tradeModel

style.fit by month

version 1.4.7 of vars: HC estimation

what's wrong with diff.zoo