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R-SIG-Finance June 2010

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!SPAM: Re: R on GPUs

1 msg

!SPAM: Re: Recomendations for backtesting...

1 msg

!SPAM: Re: quantstrat: order sizing question

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!SPAM: Re: aligning xts object to regularly spaced time clock

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- RBloomberg tick data - Email found in subject

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About multi-dimension array on Binomial Tree Structure

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About multi-dimension array on Binomial TreeStructure

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About timeDate Problem

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Bloomberg API Developer's Guide

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Bloomberg Keyboard

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CreditMetrics - Bivariate Normal Distribution Probabilities

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CreditMetrics Methodology

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Deseasonalized TS data

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Existing packages for personal finance and OFX importation

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FinancialInstrument package

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Finding an efficient portfolio with a

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Finding an efficient portfolio with a given risk

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Follow up on limit orderbook

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Futures contract

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GARCH Estimation Problem---- This is not a R problem but an econometric problem

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GARCH Estimation Problem---- This is not a Rproblem but an econometric problem

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Getting quotes for stock options

2 msgs

How to estimate the Hurst exponent in a stable and effective way?

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How to input large datasets into R

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Mean reversion tests - with stationary tests and trending series

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Needing some good stuff on valuation

6 msgs

New Datasources... eoddata... wall street journal

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PerformanceAnalytics - Style Analysis

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Problem when installing IBrokers from code.google.com

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Quantmod chartSeries3d

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R and Metatrader

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R on GPUs

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R-Finance Tutorial

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R/Finance 2010 slides and follow-up

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RBloomberg - how to extract partial days

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RBloomberg tick data

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RBloomberg: Is there a limit to the size of a tick data download?

6 msgs

RFC - Limit Order Book Package

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Rbloomberg JavaAPI

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Rbloomberg currency conversion

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Recomendations for backtesting...

6 msgs

SEC proposed rules require XML and Python?

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SEC proposed rules require XML and Python? (Jim Callahan)

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Soliciting Comments

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Spread Approx Option question

7 msgs

SpreadapproxOption

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Unable to get option historical data using IBrokers

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XTS Question

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aligning xts object to regularly spaced time clock

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getPrice in blotter

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kdb and q?

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quantstrat: Missing function?

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quantstrat: order sizing function question

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quantstrat: order sizing question

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update cells

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