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R-SIG-Finance April 2010

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Output of fExoticOptions
1 msg
Benji Famel Output of fExoticOptions Apr 30, 2010
Blotter - Setting up a futures_series
5 msgs
Wolfgang Wu Blotter - Setting up a futures_series Apr 28, 2010
Brian G. Peterson Blotter - Setting up a futures_series Apr 28, 2010
Wolfgang Wu Blotter - Setting up a futures_series Apr 29, 2010
Brian G. Peterson Blotter - Setting up a futures_series Apr 29, 2010
Wolfgang Wu Blotter - Setting up a futures_series Apr 29, 2010
GARCH - Models
11 msgs
Konrad Hoppe GARCH - Models Apr 16, 2010
Immanuel quantmod visual feedback from strategy testing Apr 16, 2010
Immanuel quantmod visual feedback from strategy testing ( plain text ) Apr 16, 2010
Sarbo GARCH - Models Apr 17, 2010
Konrad Hoppe GARCH - Models Apr 17, 2010
Sarbo GARCH - Models Apr 17, 2010
Konrad Hoppe GARCH - Models Apr 17, 2010
Konrad Hoppe GARCH - Models Apr 17, 2010
Sarbo GARCH - Models Apr 17, 2010
Konrad Hoppe GARCH - Models Apr 17, 2010
Joshua Ulrich quantmod visual feedback from strategy testing Apr 28, 2010
What are the requirements for instrument names in a blotter portfolio?
1 msg
Brian G. Peterson What are the requirements for instrument names in a blotter portfolio? Apr 28, 2010
blotter on 15 min data
4 msgs
kafkaz blotter on 15 min data Apr 13, 2010
Brian G. Peterson blotter on 15 min data Apr 13, 2010
kafkaz blotter on 15 min data Apr 14, 2010
kafkaz blotter on 15 min data Apr 28, 2010
Garch models with heavy tailed errors.
1 msg
Eddy A. Castillo S. Garch models with heavy tailed errors. Apr 27, 2010
Multiple quantmod charts on one plot ?
4 msgs
Ulrich Staudinger Multiple quantmod charts on one plot ? Apr 20, 2010
Jeff Ryan Multiple quantmod charts on one plot ? Apr 20, 2010
Sarbo Multiple quantmod charts on one plot ? Apr 20, 2010
Ulrich Staudinger Multiple quantmod charts on one plot ? Apr 27, 2010
What are the requirements for instrument names in a blotter portfolio?
5 msgs
Robert Nicholson What are the requirements for instrument names in a blotter portfolio? Apr 25, 2010
Brian G. Peterson What are the requirements for instrument names in a blotter portfolio? Apr 26, 2010
Robert Nicholson What are the requirements for instrument names in a blotter portfolio? Apr 26, 2010
Brian G. Peterson What are the requirements for instrument names in a blotter portfolio? Apr 26, 2010
Robert Nicholson What are the requirements for instrument names in a blotter portfolio? Apr 26, 2010
Why is blotter giving me this error?
1 msg
Robert Nicholson Why is blotter giving me this error? Apr 25, 2010
zoo: how to find for series x closest day in series y?
8 msgs
Matthieu Stigler zoo: how to find for series x closest day in series y? Apr 23, 2010
Gabor Grothendieck zoo: how to find for series x closest day in series y? Apr 23, 2010
Gabor Grothendieck zoo: how to find for series x closest day in series y? Apr 23, 2010
Matthieu Stigler zoo: how to find for series x closest day in series y? Apr 23, 2010
Gabor Grothendieck zoo: how to find for series x closest day in series y? Apr 23, 2010
Matthieu Stigler zoo: how to find for series x closest day in series y? Apr 25, 2010
Gabor Grothendieck zoo: how to find for series x closest day in series y? Apr 25, 2010
Matthieu Stigler zoo: how to find for series x closest day in series y? Apr 25, 2010
Problem with modified Var in PerformanceAnalytics?
2 msgs
Sergey Goriatchev Problem with modified Var in PerformanceAnalytics? Apr 21, 2010
Brian G. Peterson Problem with modified Var in PerformanceAnalytics? Apr 23, 2010
timeSeries Error
2 msgs
Attiglah, Mama timeSeries Error Apr 21, 2010
Diethelm Wuertz timeSeries Error Apr 21, 2010
fPortfolio - SOCP not available?
2 msgs
Heiko Mayer fPortfolio - SOCP not available? Apr 21, 2010
Diethelm Wuertz fPortfolio - SOCP not available? Apr 21, 2010
A Value at Risk question
3 msgs
Christofer Bogaso A Value at Risk question Apr 18, 2010
Christofer Bogaso A Value at Risk question Apr 21, 2010
Brian G. Peterson A Value at Risk question Apr 21, 2010
ttrTests cReturns and SMA rule
1 msg
Research ttrTests cReturns and SMA rule Apr 21, 2010
How to use zooreg and zoo in same plot?
2 msgs
Matthieu Stigler How to use zooreg and zoo in same plot? Apr 19, 2010
Gabor Grothendieck How to use zooreg and zoo in same plot? Apr 19, 2010
A zoo question: what does this warning mean?
3 msgs
Ajay Shah A zoo question: what does this warning mean? Apr 18, 2010
Gabor Grothendieck A zoo question: what does this warning mean? Apr 18, 2010
Achim Zeileis A zoo question: what does this warning mean? Apr 18, 2010
A Value at Risk question
1 msg
Christofer Bogaso A Value at Risk question Apr 18, 2010
Problem with solver solveRquadprog in fPortfolio
9 msgs
Peter Keller Problem with solver solveRquadprog in fPortfolio Apr 17, 2010
Yohan Chalabi Problem with solver solveRquadprog in fPortfolio Apr 17, 2010
Peter Keller Problem with solver solveRquadprog in fPortfolio Apr 17, 2010
Sarbo Problem with solver solveRquadprog in fPortfolio Apr 17, 2010
Peter Keller Problem with solver solveRquadprog in fPortfolio Apr 17, 2010
Sarbo Problem with solver solveRquadprog in fPortfolio Apr 17, 2010
Peter Keller Problem with solver solveRquadprog in fPortfolio Apr 17, 2010
Joshua Ulrich Problem with solver solveRquadprog in fPortfolio Apr 17, 2010
Peter Keller Problem with solver solveRquadprog in fPortfolio Apr 17, 2010
Estimation of Hull-White One -Factor Model‏
2 msgs
CHIH-HAO CHIEN Estimation of Hull-White One -Factor Model‏ Apr 1, 2010
Sarbo Estimation of Hull-White One -Factor Model‏ Apr 17, 2010
nearest correlation matrix
4 msgs
Parodi, Pietro nearest correlation matrix Apr 16, 2010
Enrico Schumann nearest correlation matrix Apr 16, 2010
Chiquoine, Ben nearest correlation matrix Apr 16, 2010
Sarbo nearest correlation matrix Apr 17, 2010
restrictions on cointegration relations - urca package
3 msgs
mapirlo at libero.it restrictions on cointegration relations - urca package Apr 14, 2010
Gautier RENAULT restrictions on cointegration relations - urca package Apr 16, 2010
Arun Kumar Saha restrictions on cointegration relations - urca package Apr 16, 2010
(no subject)
2 msgs
五月河 (no subject) Apr 16, 2010
邓一硕 (no subject) Apr 16, 2010
BEKK help?
2 msgs
五月河 BEKK help? Apr 16, 2010
Matthieu Stigler BEKK help? Apr 16, 2010
Weighted Sums of Dependent Random Variables
1 msg
Charlotte Maia Weighted Sums of Dependent Random Variables Apr 15, 2010
Re How to install latest version of quantmod?
3 msgs
Immanuel Re How to install latest version of quantmod? Apr 15, 2010
Jeff Ryan Re How to install latest version of quantmod? Apr 15, 2010
Immanuel Re How to install latest version of quantmod? Apr 15, 2010
How to install latest version of quantmod?
2 msgs
Immanuel How to install latest version of quantmod? Apr 15, 2010
Jeff Ryan How to install latest version of quantmod? Apr 15, 2010
package PerformanceAnalytics v1.0.2 released to CRAN
1 msg
Brian G. Peterson package PerformanceAnalytics v1.0.2 released to CRAN Apr 15, 2010
BEKK help?
1 msg
五月河 BEKK help? Apr 15, 2010
Portfolio Optimization with Non-linear Transaction Cost in RMetrics
2 msgs
thorsten schmidt Portfolio Optimization with Non-linear Transaction Cost in RMetrics Apr 15, 2010
Brian G. Peterson Portfolio Optimization with Non-linear Transaction Cost in RMetrics Apr 15, 2010
BEKK help?
3 msgs
五月河 BEKK help? Apr 15, 2010
Sarbo BEKK help? Apr 15, 2010
邓一硕 BEKK help? Apr 15, 2010
rbloomberg error when requesting data
2 msgs
Ana Nelson rbloomberg error when requesting data Apr 15, 2010
Piotr Chmielowski rbloomberg error when requesting data Apr 15, 2010
rbloomberg error when requesting data
1 msg
Piotr Chmielowski rbloomberg error when requesting data Apr 15, 2010
Testing existence in xts
3 msgs
Worik Stanton Testing existence in xts Apr 13, 2010
Jeff Ryan Testing existence in xts Apr 13, 2010
Worik Stanton Testing existence in xts Apr 13, 2010
sudden problem with RBloomberg
7 msgs
Sergey Goriatchev sudden problem with RBloomberg Apr 13, 2010
Ana Nelson sudden problem with RBloomberg Apr 13, 2010
Sergey Goriatchev sudden problem with RBloomberg Apr 13, 2010
Sergey Goriatchev sudden problem with RBloomberg Apr 13, 2010
Sergey Goriatchev sudden problem with RBloomberg Apr 13, 2010
Sergey Goriatchev sudden problem with RBloomberg Apr 13, 2010
Ana Nelson sudden problem with RBloomberg Apr 13, 2010
how to manually add data in a timeseries?
13 msgs
patzoul how to manually add data in a timeseries? Apr 7, 2010
Brian G. Peterson how to manually add data in a timeseries? Apr 7, 2010
patzoul how to manually add data in a timeseries? Apr 7, 2010
Brian G. Peterson how to manually add data in a timeseries? Apr 7, 2010
patzoul how to manually add data in a timeseries? Apr 8, 2010
Konrad Hoppe p-values of garch models Apr 9, 2010
Sarbo p-values of garch models Apr 10, 2010
Konrad Hoppe p-values of garch models Apr 12, 2010
Brian G. Peterson p-values of garch models Apr 12, 2010
Konrad Hoppe p-values of garch models Apr 13, 2010
Matthieu Stigler p-values of garch models Apr 13, 2010
Patrick Burns p-values of garch models Apr 13, 2010
Konrad Hoppe p-values of garch models Apr 13, 2010
Where to get historical quotes for LIBOR quotes (other than Economagic)
2 msgs
Ron Michael Where to get historical quotes for LIBOR quotes (other than Economagic) Apr 12, 2010
Robert Sams Where to get historical quotes for LIBOR quotes (other than Economagic) Apr 12, 2010
R/Finance 2010 April 16th and 17th 2010 THIS WEEK in Chicago!
1 msg
Jeff Ryan R/Finance 2010 April 16th and 17th 2010 THIS WEEK in Chicago! Apr 12, 2010
How to fit BEKK model with R?
3 msgs
邓一硕 How to fit BEKK model with R? Apr 11, 2010
Brian G. Peterson How to fit BEKK model with R? Apr 11, 2010
邓一硕 How to fit BEKK model with R? Apr 11, 2010
Two x and two y vectors in one X_Y coordinate system graph
2 msgs
Rajat Tayal Two x and two y vectors in one X_Y coordinate system graph Apr 10, 2010
Sarbo Two x and two y vectors in one X_Y coordinate system graph Apr 10, 2010
Two x and two y vectors in one X-Y coordinate system graph
3 msgs
Rajat Tayal Two x and two y vectors in one X-Y coordinate system graph Apr 10, 2010
Cedrick Johnson Two x and two y vectors in one X-Y coordinatesystem graph Apr 10, 2010
Sarbo Two x and two y vectors in one X-Y coordinate system graph Apr 10, 2010
GARCH estimation with exogenous variables in the mean equation
2 msgs
Changyou Sun GARCH estimation with exogenous variables in the mean equation Apr 9, 2010
Alexios Ghalanos GARCH estimation with exogenous variables in the mean equation Apr 9, 2010
RBloomberg blpConnect() not responding
5 msgs
Samuel.Meichtry at bkw-fmb.ch RBloomberg blpConnect() not responding Apr 9, 2010
Ana Nelson RBloomberg blpConnect() not responding Apr 9, 2010
Samuel.Meichtry at bkw-fmb.ch RBloomberg blpConnect() not responding Apr 9, 2010
Ana Nelson RBloomberg blpConnect() not responding Apr 9, 2010
Samuel.Meichtry at bkw-fmb.ch RBloomberg blpConnect() not responding Apr 9, 2010
N'th of month working day problem
2 msgs
Research N'th of month working day problem Apr 9, 2010
Gabor Grothendieck N'th of month working day problem Apr 9, 2010
Estimating volume at price for backtest data bars?
2 msgs
Mark Leeds Estimating volume at price for backtest data bars? Apr 7, 2010
Mark Knecht Estimating volume at price for backtest data bars? Apr 7, 2010
using "to.weekly" on a zoo object
3 msgs
Hodgess, Erin using "to.weekly" on a zoo object Apr 6, 2010
Mark Breman using "to.weekly" on a zoo object Apr 6, 2010
Brian G. Peterson using "to.weekly" on a zoo object Apr 7, 2010
Estimating volume at price for backtest data bars?
2 msgs
Mark Knecht Estimating volume at price for backtest data bars? Apr 6, 2010
Brian G. Peterson Estimating volume at price for backtest data bars? Apr 7, 2010
subsetting from timeSeries
6 msgs
Jeff D. Hamann subsetting from timeSeries Apr 6, 2010
Cedrick Johnson subsetting from timeSeries Apr 6, 2010
Brian G. Peterson subsetting from timeSeries Apr 6, 2010
Jeff Ryan subsetting from timeSeries Apr 6, 2010
Jeff Ryan subsetting from timeSeries Apr 6, 2010
Jeff Ryan subsetting from timeSeries Apr 6, 2010
Java-based RBloomberg - early adopters wanted for testing
1 msg
Ana Nelson Java-based RBloomberg - early adopters wanted for testing Apr 6, 2010
Derivative of a smooth function
4 msgs
FMH Derivative of a smooth function Apr 2, 2010
Sarbo Derivative of a smooth function Apr 2, 2010
Sarbo Derivative of a smooth function Apr 2, 2010
Jeff Ryan Derivative of a smooth function Apr 2, 2010
VECM problem with exogenous components
1 msg
Gautier RENAULT VECM problem with exogenous components Apr 2, 2010
Appropriate lag length in VAR/VECM
2 msgs
KAUSHIK BHATTACHARJEE Appropriate lag length in VAR/VECM Apr 1, 2010
Arun Kumar Saha Appropriate lag length in VAR/VECM Apr 1, 2010
Simulating VAR model (re-post)
1 msg
Paul Gilbert Simulating VAR model (re-post) Apr 1, 2010
Re-Post: Performance Analytics Style Analysis
2 msgs
René Naarmann Re-Post: Performance Analytics Style Analysis Apr 1, 2010
Gabor Grothendieck Re-Post: Performance Analytics Style Analysis Apr 1, 2010
Combine two incomplete zoo object (with NAs) in one zoo series
3 msgs
Pierre Lapointe Combine two incomplete zoo object (with NAs) in one zoo series Apr 1, 2010
Joshua Ulrich Combine two incomplete zoo object (with NAs) in one zoo series Apr 1, 2010
Gabor Grothendieck Combine two incomplete zoo object (with NAs) in one zoo series Apr 1, 2010
VECM problem with exogenous components
1 msg
Pfaff, Bernhard Dr. VECM problem with exogenous components Apr 1, 2010
Simulating VAR model (re-post)
2 msgs
Cedrick Johnson Simulating VAR model (re-post) Apr 1, 2010
Matthieu Stigler Simulating VAR model (re-post) Apr 1, 2010
plot log scale on y axis using zoo object (with plot.zoo)
1 msg
Gabor Grothendieck plot log scale on y axis using zoo object (with plot.zoo) Mar 31, 2010