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R-SIG-Finance June 2010

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Mean reversion tests - with stationary tests and trending series
1 msg
julius_cesarius Mean reversion tests - with stationary tests and trending series Jun 30, 2010
RBloomberg tick data
2 msgs
Geoffrey Smith RBloomberg tick data Jun 29, 2010
David Reiner - RBloomberg tick data - Email found in subject Jun 30, 2010
R-Finance Tutorial
2 msgs
Ben Nachtrieb R-Finance Tutorial Jun 30, 2010
Patrick Burns R-Finance Tutorial Jun 30, 2010
PerformanceAnalytics - Style Analysis
2 msgs
Thomas Etheber PerformanceAnalytics - Style Analysis Jun 29, 2010
Guy Yollin PerformanceAnalytics - Style Analysis Jun 29, 2010
How to input large datasets into R
5 msgs
Aaditya Nanduri How to input large datasets into R Jun 28, 2010
Sarbo How to input large datasets into R Jun 29, 2010
Carlos J. Gil Bellosta How to input large datasets into R Jun 29, 2010
Gabor Grothendieck How to input large datasets into R Jun 29, 2010
Whit Armstrong How to input large datasets into R Jun 29, 2010
SEC proposed rules require XML and Python? (Jim Callahan)
1 msg
Tommy Anderberg SEC proposed rules require XML and Python? (Jim Callahan) Jun 29, 2010
quantstrat: order sizing question
3 msgs
km quantstrat: order sizing question Jun 28, 2010
Brian G. Peterson !SPAM: Re: quantstrat: order sizing question Jun 28, 2010
km !SPAM: Re: quantstrat: order sizing question Jun 28, 2010
quantstrat: order sizing function question
1 msg
km quantstrat: order sizing function question Jun 28, 2010
SEC proposed rules require XML and Python?
1 msg
Jim Callahan SEC proposed rules require XML and Python? Jun 27, 2010
Soliciting Comments
4 msgs
Nick Torenvliet Soliciting Comments Jun 26, 2010
Nick Torenvliet Soliciting Comments Jun 26, 2010
Ulrich Staudinger Soliciting Comments Jun 26, 2010
Sarbo Soliciting Comments Jun 26, 2010
How to estimate the Hurst exponent in a stable and effective way?
2 msgs
Mogei Wang How to estimate the Hurst exponent in a stable and effective way? Jun 24, 2010
Dominick Samperi How to estimate the Hurst exponent in a stable and effective way? Jun 24, 2010
Bloomberg Keyboard
3 msgs
Samuel.Meichtry at bkw-fmb.ch Bloomberg Keyboard Jun 24, 2010
Ulrich Staudinger Bloomberg Keyboard Jun 24, 2010
Daniel Cegiełka Bloomberg Keyboard Jun 24, 2010
Deseasonalized TS data
1 msg
Ben Nachtrieb Deseasonalized TS data Jun 23, 2010
R/Finance 2010 slides and follow-up
1 msg
Dirk Eddelbuettel R/Finance 2010 slides and follow-up Jun 23, 2010
R on GPUs
2 msgs
Sergey Goriatchev R on GPUs Jun 22, 2010
Brian G. Peterson !SPAM: Re: R on GPUs Jun 22, 2010
R and Metatrader
1 msg
Daniel Cegiełka R and Metatrader Jun 22, 2010
R and Metatrader
2 msgs
jondollar R and Metatrader Jun 21, 2010
Daniel Cegiełka R and Metatrader Jun 21, 2010
!SPAM: Re: aligning xts object to regularly spaced time clock
2 msgs
Brian G. Peterson !SPAM: Re: aligning xts object to regularly spaced time clock Jun 21, 2010
Gabor Grothendieck !SPAM: Re: aligning xts object to regularly spaced time clock Jun 21, 2010
aligning xts object to regularly spaced time clock
5 msgs
Eric Zivot aligning xts object to regularly spaced time clock Jun 21, 2010
Achim Zeileis aligning xts object to regularly spaced time clock Jun 21, 2010
Dirk Eddelbuettel aligning xts object to regularly spaced time clock Jun 21, 2010
Jeff Ryan aligning xts object to regularly spaced time clock Jun 21, 2010
Gabor Grothendieck aligning xts object to regularly spaced time clock Jun 21, 2010
Recomendations for backtesting...
7 msgs
Nick Torenvliet Recomendations for backtesting... Jun 19, 2010
Daniel Cegiełka Recomendations for backtesting... Jun 19, 2010
Vijay Vaidyanathan Recomendations for backtesting... Jun 19, 2010
Ulrich Staudinger Recomendations for backtesting... Jun 20, 2010
Brian G. Peterson !SPAM: Re: Recomendations for backtesting... Jun 20, 2010
Ulrich Staudinger Recomendations for backtesting... Jun 20, 2010
Mark Breman Recomendations for backtesting... Jun 20, 2010
kdb and q?
4 msgs
Ajay Shah kdb and q? Jun 19, 2010
Daniel Cegiełka kdb and q? Jun 19, 2010
Dirk Eddelbuettel kdb and q? Jun 19, 2010
Andrew Piskorski kdb and q? Jun 20, 2010
About multi-dimension array on Binomial Tree Structure
5 msgs
Josh C. Chien About multi-dimension array on Binomial Tree Structure Jun 17, 2010
Ulrich Staudinger About multi-dimension array on Binomial Tree Structure Jun 17, 2010
Andrew Piskorski About multi-dimension array on Binomial Tree Structure Jun 18, 2010
Sarbo About multi-dimension array on Binomial Tree Structure Jun 18, 2010
Enrico Schumann About multi-dimension array on Binomial TreeStructure Jun 19, 2010
RBloomberg: Is there a limit to the size of a tick data download?
6 msgs
Cliff Clive RBloomberg: Is there a limit to the size of a tick data download? Jun 10, 2010
Cedrick Johnson RBloomberg: Is there a limit to the size of a tick data download? Jun 10, 2010
Cliff Clive RBloomberg: Is there a limit to the size of a tick data download? Jun 10, 2010
Ana Nelson RBloomberg: Is there a limit to the size of a tick data download? Jun 14, 2010
Cliff Clive RBloomberg: Is there a limit to the size of a tick data download? Jun 14, 2010
Ana Nelson RBloomberg: Is there a limit to the size of a tick data download? Jun 18, 2010
Rbloomberg currency conversion
3 msgs
Voss, Kent Rbloomberg currency conversion Jun 17, 2010
Ana Nelson Rbloomberg currency conversion Jun 18, 2010
Voss, Kent Rbloomberg currency conversion Jun 18, 2010
Bloomberg API Developer's Guide
1 msg
Ana Nelson Bloomberg API Developer's Guide Jun 18, 2010
update cells
4 msgs
Daniel update cells Jun 17, 2010
Jeff Ryan update cells Jun 17, 2010
Konrad Hoppe update cells Jun 17, 2010
Patrick Burns update cells Jun 18, 2010
Futures contract
3 msgs
Christofer Bogaso Futures contract Jun 10, 2010
Whit Armstrong Futures contract Jun 10, 2010
Heiko Mayer Futures contract Jun 15, 2010
CreditMetrics Methodology
2 msgs
Mario Melchiori CreditMetrics Methodology Jun 15, 2010
Liviu Andronic CreditMetrics Methodology Jun 15, 2010
Follow up on limit orderbook
4 msgs
Khanh Nguyen Follow up on limit orderbook Jun 14, 2010
Jeff Ryan Follow up on limit orderbook Jun 14, 2010
Daniel Cegiełka Follow up on limit orderbook Jun 14, 2010
Jeff Ryan Follow up on limit orderbook Jun 14, 2010
Problem when installing IBrokers from code.google.com
2 msgs
Me Problem when installing IBrokers from code.google.com Jun 14, 2010
Jeff Ryan Problem when installing IBrokers from code.google.com Jun 14, 2010
GARCH Estimation Problem---- This is not a R problem but an econometric problem
3 msgs
KAUSHIK BHATTACHARJEE GARCH Estimation Problem---- This is not a R problem but an econometric problem Jun 14, 2010
Adams, Zeno GARCH Estimation Problem---- This is not a Rproblem but an econometric problem Jun 14, 2010
Patrick Burns GARCH Estimation Problem---- This is not a R problem but an econometric problem Jun 14, 2010
Unable to get option historical data using IBrokers
2 msgs
Marc Delvaux Unable to get option historical data using IBrokers Jun 12, 2010
Marc Delvaux Unable to get option historical data using IBrokers Jun 12, 2010
Spread Approx Option question
7 msgs
Ben Cooper Spread Approx Option question Jun 10, 2010
Nick Torenvliet Spread Approx Option question Jun 10, 2010
Sarbo Spread Approx Option question Jun 10, 2010
Sarbo Spread Approx Option question Jun 10, 2010
stefano iacus Spread Approx Option question Jun 11, 2010
Martin Becker Spread Approx Option question Jun 11, 2010
Ben Cooper Spread Approx Option question Jun 11, 2010
Quantmod chartSeries3d
2 msgs
Nick Torenvliet Quantmod chartSeries3d Jun 10, 2010
Trey Johnson Quantmod chartSeries3d Jun 11, 2010
RBloomberg - how to extract partial days
3 msgs
Eugene Tyurin RBloomberg - how to extract partial days Jun 10, 2010
Ulrich Staudinger RBloomberg - how to extract partial days Jun 11, 2010
Pierre.Lequeux at avivainvestors.com RBloomberg - how to extract partial days Jun 11, 2010
New Datasources... eoddata... wall street journal
1 msg
Nick Torenvliet New Datasources... eoddata... wall street journal Jun 10, 2010
SpreadapproxOption
1 msg
Benji Famel SpreadapproxOption Jun 10, 2010
RFC - Limit Order Book Package
6 msgs
Khanh Nguyen RFC - Limit Order Book Package Jun 9, 2010
Daniel Cegiełka RFC - Limit Order Book Package Jun 9, 2010
Daniel Cegiełka RFC - Limit Order Book Package Jun 9, 2010
Rob Forler RFC - Limit Order Book Package Jun 9, 2010
Jeff Ryan RFC - Limit Order Book Package Jun 9, 2010
Patrick Burns RFC - Limit Order Book Package Jun 10, 2010
Finding an efficient portfolio with a
1 msg
Daniele Amberti Finding an efficient portfolio with a Jun 9, 2010
Finding an efficient portfolio with a given risk
3 msgs
Yaakov Moser Finding an efficient portfolio with a given risk Jun 7, 2010
Brian G. Peterson Finding an efficient portfolio with a given risk Jun 7, 2010
Heiko Mayer Finding an efficient portfolio with a given risk Jun 8, 2010
Rbloomberg JavaAPI
3 msgs
Voss, Kent Rbloomberg JavaAPI Jun 2, 2010
Ana Nelson Rbloomberg JavaAPI Jun 8, 2010
Voss, Kent Rbloomberg JavaAPI Jun 8, 2010
About timeDate Problem
4 msgs
Josh C. Chien About timeDate Problem Jun 4, 2010
Guy Green About timeDate Problem Jun 6, 2010
Sarbo About timeDate Problem Jun 6, 2010
Chirag Anand About timeDate Problem Jun 7, 2010
CreditMetrics - Bivariate Normal Distribution Probabilities
1 msg
Amy Milano CreditMetrics - Bivariate Normal Distribution Probabilities Jun 7, 2010
Existing packages for personal finance and OFX importation
6 msgs
Sébastien Durand Existing packages for personal finance and OFX importation Jun 5, 2010
Sarbo Existing packages for personal finance and OFX importation Jun 5, 2010
julien cuisinier Existing packages for personal finance and OFX importation Jun 6, 2010
Dirk Eddelbuettel Existing packages for personal finance and OFX importation Jun 6, 2010
Brian G. Peterson Existing packages for personal finance and OFX importation Jun 6, 2010
Dirk Eddelbuettel Existing packages for personal finance and OFX importation Jun 6, 2010
getPrice in blotter
3 msgs
Horace Tso getPrice in blotter Jun 4, 2010
Joshua Ulrich getPrice in blotter Jun 4, 2010
Brian G. Peterson getPrice in blotter Jun 4, 2010
FinancialInstrument package
4 msgs
Horace Tso FinancialInstrument package Jun 3, 2010
Dirk Eddelbuettel FinancialInstrument package Jun 3, 2010
Horace Tso FinancialInstrument package Jun 4, 2010
Brian G. Peterson FinancialInstrument package Jun 4, 2010
Getting quotes for stock options
2 msgs
Pete B Getting quotes for stock options Jun 4, 2010
Jeff Ryan Getting quotes for stock options Jun 4, 2010
CreditMetrics Methodology
1 msg
Christian.Langkamp at basf.com CreditMetrics Methodology Jun 4, 2010
CreditMetrics Methodology
4 msgs
Amy Milano CreditMetrics Methodology Jun 3, 2010
Liviu Andronic CreditMetrics Methodology Jun 3, 2010
Brian G. Peterson CreditMetrics Methodology Jun 3, 2010
Sarbo CreditMetrics Methodology Jun 4, 2010
XTS Question
2 msgs
Worik XTS Question Jun 2, 2010
Thomas Etheber XTS Question Jun 2, 2010
Needing some good stuff on valuation
6 msgs
Ron Michael Needing some good stuff on valuation Jun 1, 2010
Otziger Simon (otis) Needing some good stuff on valuation Jun 1, 2010
Samuel Le Needing some good stuff on valuation Jun 1, 2010
Martin Becker Needing some good stuff on valuation Jun 1, 2010
Corey Gallon Needing some good stuff on valuation Jun 1, 2010
Sarbo Needing some good stuff on valuation Jun 1, 2010