R-SIG-Finance April 2010

'tail' method for its object

K

1 msg · Apr 30

K

Kyle Matoba 'tail' method for its object Apr 30, 2010

(no subject)

五

邓

2 msgs · Apr 16 – Apr 16

五

五月河 (no subject) Apr 16, 2010

邓

邓一硕 (no subject) Apr 16, 2010

A Value at Risk question

C

B

4 msgs · Apr 18 – Apr 21

C

Christofer Bogaso A Value at Risk question Apr 18, 2010

C

Christofer Bogaso A Value at Risk question Apr 18, 2010

C

Christofer Bogaso A Value at Risk question Apr 21, 2010

B

Brian G. Peterson A Value at Risk question Apr 21, 2010

A zoo question: what does this warning mean?

A

G

A

3 msgs · Apr 18 – Apr 18

A

Ajay Shah A zoo question: what does this warning mean? Apr 18, 2010

G

Gabor Grothendieck A zoo question: what does this warning mean? Apr 18, 2010

A

Achim Zeileis A zoo question: what does this warning mean? Apr 18, 2010

Appropriate lag length in VAR/VECM

K

A

2 msgs · Apr 1 – Apr 1

K

KAUSHIK BHATTACHARJEE Appropriate lag length in VAR/VECM Apr 1, 2010

A

Arun Kumar Saha Appropriate lag length in VAR/VECM Apr 1, 2010

BEKK help?

五

S

邓

6 msgs · Apr 15 – Apr 16

五

五月河 BEKK help? Apr 15, 2010

S

Sarbo BEKK help? Apr 15, 2010

邓

邓一硕 BEKK help? Apr 15, 2010

五

五月河 BEKK help? Apr 15, 2010

五

五月河 BEKK help? Apr 16, 2010

M

Matthieu Stigler BEKK help? Apr 16, 2010

Blotter - Setting up a futures_series

W

B

5 msgs · Apr 28 – Apr 29

W

Wolfgang Wu Blotter - Setting up a futures_series Apr 28, 2010

B

Brian G. Peterson Blotter - Setting up a futures_series Apr 28, 2010

W

Wolfgang Wu Blotter - Setting up a futures_series Apr 29, 2010

B

Brian G. Peterson Blotter - Setting up a futures_series Apr 29, 2010

W

Wolfgang Wu Blotter - Setting up a futures_series Apr 29, 2010

Combine two incomplete zoo object (with NAs) in one zoo series

P

J

G

3 msgs · Apr 1 – Apr 1

P

Pierre Lapointe Combine two incomplete zoo object (with NAs) in one zoo series Apr 1, 2010

J

Joshua Ulrich Combine two incomplete zoo object (with NAs) in one zoo series Apr 1, 2010

G

Gabor Grothendieck Combine two incomplete zoo object (with NAs) in one zoo series Apr 1, 2010

Derivative of a smooth function

F

S

J

4 msgs · Apr 2 – Apr 2

F

FMH Derivative of a smooth function Apr 2, 2010

S

Sarbo Derivative of a smooth function Apr 2, 2010

S

Sarbo Derivative of a smooth function Apr 2, 2010

J

Jeff Ryan Derivative of a smooth function Apr 2, 2010

Estimating volume at price for backtest data bars?

M

B

M

4 msgs · Apr 6 – Apr 7

M

Mark Knecht Estimating volume at price for backtest data bars? Apr 6, 2010

B

Brian G. Peterson Estimating volume at price for backtest data bars? Apr 7, 2010

M

Mark Leeds Estimating volume at price for backtest data bars? Apr 7, 2010

M

Mark Knecht Estimating volume at price for backtest data bars? Apr 7, 2010

Estimation of Hull-White One -Factor Model‏

C

S

2 msgs · Apr 1 – Apr 17

C

CHIH-HAO CHIEN Estimation of Hull-White One -Factor Model‏ Apr 1, 2010

S

Sarbo Estimation of Hull-White One -Factor Model‏ Apr 17, 2010

GARCH - Models

K

S

8 msgs · Apr 16 – Apr 17

K

Konrad Hoppe GARCH - Models Apr 16, 2010

S

Sarbo GARCH - Models Apr 17, 2010

K

Konrad Hoppe GARCH - Models Apr 17, 2010

S

Sarbo GARCH - Models Apr 17, 2010

K

Konrad Hoppe GARCH - Models Apr 17, 2010

K

Konrad Hoppe GARCH - Models Apr 17, 2010

S

Sarbo GARCH - Models Apr 17, 2010

K

Konrad Hoppe GARCH - Models Apr 17, 2010

GARCH estimation with exogenous variables in the mean equation

A

1 msg · Apr 9

A

Alexios Ghalanos GARCH estimation with exogenous variables in the mean equation Apr 9, 2010

GARCH estimation with exogenous variables in the mean equation

C

1 msg · Apr 9

C

Changyou Sun GARCH estimation with exogenous variables in the mean equation Apr 9, 2010

Garch models with heavy tailed errors.

E

1 msg · Apr 27

E

Eddy A. Castillo S. Garch models with heavy tailed errors. Apr 27, 2010

How to fit BEKK model with R?

邓

B

3 msgs · Apr 11 – Apr 11

邓

邓一硕 How to fit BEKK model with R? Apr 11, 2010

B

Brian G. Peterson How to fit BEKK model with R? Apr 11, 2010

邓

邓一硕 How to fit BEKK model with R? Apr 11, 2010

How to include additional explanatory variables in the GARCH variance equation?

F

1 msg · Apr 30

F

FaTeR How to include additional explanatory variables in the GARCH variance equation? Apr 30, 2010

How to install latest version of quantmod?

I

J

2 msgs · Apr 15 – Apr 15

I

Immanuel How to install latest version of quantmod? Apr 15, 2010

J

Jeff Ryan How to install latest version of quantmod? Apr 15, 2010

How to use zooreg and zoo in same plot?

M

G

2 msgs · Apr 19 – Apr 19

M

Matthieu Stigler How to use zooreg and zoo in same plot? Apr 19, 2010

G

Gabor Grothendieck How to use zooreg and zoo in same plot? Apr 19, 2010

Java-based RBloomberg - early adopters wanted for testing

A

1 msg · Apr 6

A

Ana Nelson Java-based RBloomberg - early adopters wanted for testing Apr 6, 2010

Multiple quantmod charts on one plot ?

U

J

S

4 msgs · Apr 20 – Apr 27

U

Ulrich Staudinger Multiple quantmod charts on one plot ? Apr 20, 2010

J

Jeff Ryan Multiple quantmod charts on one plot ? Apr 20, 2010

S

Sarbo Multiple quantmod charts on one plot ? Apr 20, 2010

U

Ulrich Staudinger Multiple quantmod charts on one plot ? Apr 27, 2010

N'th of month working day problem

R

G

2 msgs · Apr 9 – Apr 9

R

Research N'th of month working day problem Apr 9, 2010

G

Gabor Grothendieck N'th of month working day problem Apr 9, 2010

Output of fExoticOptions

B

1 msg · Apr 30

B

Benji Famel Output of fExoticOptions Apr 30, 2010

Portfolio Optimization with Non-linear Transaction Cost in RMetrics

T

B

2 msgs · Apr 15 – Apr 15

T

thorsten schmidt Portfolio Optimization with Non-linear Transaction Cost in RMetrics Apr 15, 2010

B

Brian G. Peterson Portfolio Optimization with Non-linear Transaction Cost in RMetrics Apr 15, 2010

Problem with modified Var in PerformanceAnalytics?

S

B

2 msgs · Apr 21 – Apr 23

S

Sergey Goriatchev Problem with modified Var in PerformanceAnalytics? Apr 21, 2010

B

Brian G. Peterson Problem with modified Var in PerformanceAnalytics? Apr 23, 2010

Problem with solver solveRquadprog in fPortfolio

P

Y

S

9 msgs · Apr 17 – Apr 17

P

Peter Keller Problem with solver solveRquadprog in fPortfolio Apr 17, 2010

Y

Yohan Chalabi Problem with solver solveRquadprog in fPortfolio Apr 17, 2010

P

Peter Keller Problem with solver solveRquadprog in fPortfolio Apr 17, 2010

S

Sarbo Problem with solver solveRquadprog in fPortfolio Apr 17, 2010

P

Peter Keller Problem with solver solveRquadprog in fPortfolio Apr 17, 2010

S

Sarbo Problem with solver solveRquadprog in fPortfolio Apr 17, 2010

P

Peter Keller Problem with solver solveRquadprog in fPortfolio Apr 17, 2010

J

Joshua Ulrich Problem with solver solveRquadprog in fPortfolio Apr 17, 2010

P

Peter Keller Problem with solver solveRquadprog in fPortfolio Apr 17, 2010

R/Finance 2010 April 16th and 17th 2010 THIS WEEK in Chicago!

J

1 msg · Apr 12

J

Jeff Ryan R/Finance 2010 April 16th and 17th 2010 THIS WEEK in Chicago! Apr 12, 2010

RBloomberg blpConnect() not responding

S

A

5 msgs · Apr 9 – Apr 9

S

Samuel.Meichtry at bkw-fmb.ch RBloomberg blpConnect() not responding Apr 9, 2010

A

Ana Nelson RBloomberg blpConnect() not responding Apr 9, 2010

S

Samuel.Meichtry at bkw-fmb.ch RBloomberg blpConnect() not responding Apr 9, 2010

A

Ana Nelson RBloomberg blpConnect() not responding Apr 9, 2010

S

Samuel.Meichtry at bkw-fmb.ch RBloomberg blpConnect() not responding Apr 9, 2010

Re How to install latest version of quantmod?

I

J

3 msgs · Apr 15 – Apr 15

I

Immanuel Re How to install latest version of quantmod? Apr 15, 2010

J

Jeff Ryan Re How to install latest version of quantmod? Apr 15, 2010

I

Immanuel Re How to install latest version of quantmod? Apr 15, 2010

Re-Post: Performance Analytics Style Analysis

R

G

2 msgs · Apr 1 – Apr 1

R

René Naarmann Re-Post: Performance Analytics Style Analysis Apr 1, 2010

G

Gabor Grothendieck Re-Post: Performance Analytics Style Analysis Apr 1, 2010

Simulating VAR model (re-post)

C

M

P

3 msgs · Apr 1 – Apr 1

C

Cedrick Johnson Simulating VAR model (re-post) Apr 1, 2010

M

Matthieu Stigler Simulating VAR model (re-post) Apr 1, 2010

P

Paul Gilbert Simulating VAR model (re-post) Apr 1, 2010

Testing existence in xts

W

J

3 msgs · Apr 13 – Apr 13

W

Worik Stanton Testing existence in xts Apr 13, 2010

J

Jeff Ryan Testing existence in xts Apr 13, 2010

W

Worik Stanton Testing existence in xts Apr 13, 2010

Two x and two y vectors in one X-Y coordinate system graph

R

S

2 msgs · Apr 10 – Apr 10

R

Rajat Tayal Two x and two y vectors in one X-Y coordinate system graph Apr 10, 2010

S

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 coordinatesystem graph

C

1 msg · Apr 10

C

Cedrick Johnson Two x and two y vectors in one X-Y coordinatesystem graph Apr 10, 2010

Two x and two y vectors in one X_Y coordinate system graph

R

S

2 msgs · Apr 10 – Apr 10

R

Rajat Tayal Two x and two y vectors in one X_Y coordinate system graph Apr 10, 2010

S

Sarbo Two x and two y vectors in one X_Y coordinate system graph Apr 10, 2010

VECM problem with exogenous components

P

G

2 msgs · Apr 1 – Apr 2

P

Pfaff, Bernhard Dr. VECM problem with exogenous components Apr 1, 2010

G

Gautier RENAULT VECM problem with exogenous components Apr 2, 2010

Weighted Sums of Dependent Random Variables

C

1 msg · Apr 15

C

Charlotte Maia Weighted Sums of Dependent Random Variables Apr 15, 2010

What are the requirements for instrument names in a blotter portfolio?

B

R

5 msgs · Apr 26 – Apr 28

B

Brian G. Peterson What are the requirements for instrument names in a blotter portfolio? Apr 26, 2010

R

Robert Nicholson What are the requirements for instrument names in a blotter portfolio? Apr 26, 2010

B

Brian G. Peterson What are the requirements for instrument names in a blotter portfolio? Apr 26, 2010

R

Robert Nicholson What are the requirements for instrument names in a blotter portfolio? Apr 26, 2010

B

Brian G. Peterson What are the requirements for instrument names in a blotter portfolio? Apr 28, 2010

What are the requirements for instrument names in a blotter portfolio?

R

1 msg · Apr 25

R

Robert Nicholson What are the requirements for instrument names in a blotter portfolio? Apr 25, 2010

Where to get historical quotes for LIBOR quotes (other than Economagic)

R

R

2 msgs · Apr 12 – Apr 12

R

Ron Michael Where to get historical quotes for LIBOR quotes (other than Economagic) Apr 12, 2010

R

Robert Sams Where to get historical quotes for LIBOR quotes (other than Economagic) Apr 12, 2010

Why is blotter giving me this error?

R

1 msg · Apr 25

R

Robert Nicholson Why is blotter giving me this error? Apr 25, 2010

blotter on 15 min data

K

B

4 msgs · Apr 13 – Apr 28

K

kafkaz blotter on 15 min data Apr 13, 2010

B

Brian G. Peterson blotter on 15 min data Apr 13, 2010

K

kafkaz blotter on 15 min data Apr 14, 2010

K

kafkaz blotter on 15 min data Apr 28, 2010

fPortfolio - SOCP not available?

H

D

2 msgs · Apr 21 – Apr 21

H

Heiko Mayer fPortfolio - SOCP not available? Apr 21, 2010

D

Diethelm Wuertz fPortfolio - SOCP not available? Apr 21, 2010

how to manually add data in a timeseries?

P

B

5 msgs · Apr 7 – Apr 8

P

patzoul how to manually add data in a timeseries? Apr 7, 2010

B

Brian G. Peterson how to manually add data in a timeseries? Apr 7, 2010

P

patzoul how to manually add data in a timeseries? Apr 7, 2010

B

Brian G. Peterson how to manually add data in a timeseries? Apr 7, 2010

P

patzoul how to manually add data in a timeseries? Apr 8, 2010

nearest correlation matrix

P

E

C

4 msgs · Apr 16 – Apr 17

P

Parodi, Pietro nearest correlation matrix Apr 16, 2010

E

Enrico Schumann nearest correlation matrix Apr 16, 2010

C

Chiquoine, Ben nearest correlation matrix Apr 16, 2010

S

Sarbo nearest correlation matrix Apr 17, 2010

p-values of garch models

K

S

B

8 msgs · Apr 9 – Apr 13

K

Konrad Hoppe p-values of garch models Apr 9, 2010

S

Sarbo p-values of garch models Apr 10, 2010

K

Konrad Hoppe p-values of garch models Apr 12, 2010

B

Brian G. Peterson p-values of garch models Apr 12, 2010

K

Konrad Hoppe p-values of garch models Apr 13, 2010

M

Matthieu Stigler p-values of garch models Apr 13, 2010

P

Patrick Burns p-values of garch models Apr 13, 2010

K

Konrad Hoppe p-values of garch models Apr 13, 2010

package PerformanceAnalytics v1.0.2 released to CRAN

B

1 msg · Apr 15

B

Brian G. Peterson package PerformanceAnalytics v1.0.2 released to CRAN Apr 15, 2010

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

G

1 msg · Mar 31

G

Gabor Grothendieck plot log scale on y axis using zoo object (with plot.zoo) Mar 31, 2010

quantmod visual feedback from strategy testing

I

J

2 msgs · Apr 16 – Apr 28

I

Immanuel quantmod visual feedback from strategy testing Apr 16, 2010

J

Joshua Ulrich quantmod visual feedback from strategy testing Apr 28, 2010

quantmod visual feedback from strategy testing ( plain text )

I

1 msg · Apr 16

I

Immanuel quantmod visual feedback from strategy testing ( plain text ) Apr 16, 2010

rbloomberg error when requesting data

P

A

3 msgs · Apr 15 – Apr 15

P

Piotr Chmielowski rbloomberg error when requesting data Apr 15, 2010

A

Ana Nelson rbloomberg error when requesting data Apr 15, 2010

P

Piotr Chmielowski rbloomberg error when requesting data Apr 15, 2010

restrictions on cointegration relations - urca package

M

G

A

3 msgs · Apr 14 – Apr 16

M

mapirlo at libero.it restrictions on cointegration relations - urca package Apr 14, 2010

G

Gautier RENAULT restrictions on cointegration relations - urca package Apr 16, 2010

A

Arun Kumar Saha restrictions on cointegration relations - urca package Apr 16, 2010

subsetting from timeSeries

J

C

B

6 msgs · Apr 6 – Apr 6

J

Jeff D. Hamann subsetting from timeSeries Apr 6, 2010

C

Cedrick Johnson subsetting from timeSeries Apr 6, 2010

B

Brian G. Peterson subsetting from timeSeries Apr 6, 2010

J

Jeff Ryan subsetting from timeSeries Apr 6, 2010

J

Jeff Ryan subsetting from timeSeries Apr 6, 2010

J

Jeff Ryan subsetting from timeSeries Apr 6, 2010

sudden problem with RBloomberg

S

A

7 msgs · Apr 13 – Apr 13

S

Sergey Goriatchev sudden problem with RBloomberg Apr 13, 2010

A

Ana Nelson sudden problem with RBloomberg Apr 13, 2010

S

Sergey Goriatchev sudden problem with RBloomberg Apr 13, 2010

S

Sergey Goriatchev sudden problem with RBloomberg Apr 13, 2010

S

Sergey Goriatchev sudden problem with RBloomberg Apr 13, 2010

S

Sergey Goriatchev sudden problem with RBloomberg Apr 13, 2010

A

Ana Nelson sudden problem with RBloomberg Apr 13, 2010

timeSeries Error

A

D

2 msgs · Apr 21 – Apr 21

A

Attiglah, Mama timeSeries Error Apr 21, 2010

D

Diethelm Wuertz timeSeries Error Apr 21, 2010

ttrTests cReturns and SMA rule

R

1 msg · Apr 21

R

Research ttrTests cReturns and SMA rule Apr 21, 2010

using "to.weekly" on a zoo object

H

M

B

3 msgs · Apr 6 – Apr 7

H

Hodgess, Erin using "to.weekly" on a zoo object Apr 6, 2010

M

Mark Breman using "to.weekly" on a zoo object Apr 6, 2010

B

Brian G. Peterson using "to.weekly" on a zoo object Apr 7, 2010

zoo: how to find for series x closest day in series y?

M

G

8 msgs · Apr 23 – Apr 25

M

Matthieu Stigler zoo: how to find for series x closest day in series y? Apr 23, 2010

G

Gabor Grothendieck zoo: how to find for series x closest day in series y? Apr 23, 2010

G

Gabor Grothendieck zoo: how to find for series x closest day in series y? Apr 23, 2010

M

Matthieu Stigler zoo: how to find for series x closest day in series y? Apr 23, 2010

G

Gabor Grothendieck zoo: how to find for series x closest day in series y? Apr 23, 2010

M

Matthieu Stigler zoo: how to find for series x closest day in series y? Apr 25, 2010

G

Gabor Grothendieck zoo: how to find for series x closest day in series y? Apr 25, 2010

M

Matthieu Stigler zoo: how to find for series x closest day in series y? Apr 25, 2010