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R-SIG-Finance July 2010

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A problem about the "dlm" package
1 msg
郝立亚 A problem about the "dlm" package Jul 30, 2010
Portfolio Optimization with Rmetrics
1 msg
Mercurio Danilo 1850 SPI Portfolio Optimization with Rmetrics Jul 30, 2010
package quantstrat
4 msgs
Raghu package quantstrat Jul 29, 2010
Joshua Ulrich package quantstrat Jul 29, 2010
Raghu package quantstrat Jul 29, 2010
Joshua Ulrich package quantstrat Jul 29, 2010
Call for Papers Midwest Finance Association
1 msg
Joshua Ulrich Call for Papers Midwest Finance Association Jul 29, 2010
Annulized returns from daily? Back to the roots
2 msgs
julien cuisinier Annulized returns from daily? Back to the roots Jul 29, 2010
Adams, Zeno Annulized returns from daily? Back to the roots Jul 29, 2010
PerformanceAnalytics: couple of issues
1 msg
Murali.Menon at avivainvestors.com PerformanceAnalytics: couple of issues Jul 28, 2010
PerformanceAnalytics: couple of issues
1 msg
Murali.Menon at avivainvestors.com PerformanceAnalytics: couple of issues Jul 28, 2010
Question regarding Tick Data
5 msgs
Gandhi, Puneet - RSCH AMRS Question regarding Tick Data Jul 27, 2010
Whit Armstrong Question regarding Tick Data Jul 27, 2010
Ulrich Staudinger Question regarding Tick Data Jul 27, 2010
Whit Armstrong Question regarding Tick Data Jul 27, 2010
Gandhi, Puneet - RSCH AMRS Question regarding Tick Data Jul 27, 2010
Question regarding Tick Data
1 msg
Gandhi, Puneet - RSCH AMRS Question regarding Tick Data Jul 27, 2010
rgarch: ugarchfit error
1 msg
Alexios Ghalanos rgarch: ugarchfit error Jul 26, 2010
FRED database schema
4 msgs
Nick Torenvliet FRED database schema Jul 23, 2010
Paul Gilbert FRED database schema Jul 26, 2010
Nick Torenvliet FRED database schema Jul 26, 2010
Paul Teetor FRED database schema Jul 26, 2010
[xts] timezone conversion problem
2 msgs
Anass Mouhsine timezone conversion problem Jul 26, 2010
Jeff Ryan timezone conversion problem Jul 26, 2010
rgarch: ugarchfit error
1 msg
Georgios Anastasiades rgarch: ugarchfit error Jul 26, 2010
Simulation of price
1 msg
Megh Dal Simulation of price Jul 26, 2010
R and Metatrader
3 msgs
yoda55 R and Metatrader Jul 25, 2010
Cedrick Johnson R and Metatrader Jul 25, 2010
Gentil Homme R and Metatrader Jul 25, 2010
comparing two elements of an xts object??..
4 msgs
Raghu comparing two elements of an xts object??.. Jul 24, 2010
Raghu comparing two elements of an xts object??.. Jul 24, 2010
Jeff Ryan comparing two elements of an xts object??.. Jul 24, 2010
Jeff Ryan comparing two elements of an xts object??.. Jul 24, 2010
RBloomberg (java version) error
5 msgs
Ignacio Ramos Alvarez RBloomberg (java version) error Jul 15, 2010
Ana Nelson RBloomberg (java version) error Jul 17, 2010
Ignacio Ramos Alvarez RBloomberg (java version) error Jul 19, 2010
Ignacio Ramos Alvarez RBloomberg (java version) error Jul 23, 2010
Ana Nelson RBloomberg (java version) error Jul 23, 2010
[quantmod] setSymbolLookup in a loop
3 msgs
Anass Mouhsine setSymbolLookup in a loop Jul 21, 2010
Jeff Ryan setSymbolLookup in a loop Jul 21, 2010
Anass Mouhsine setSymbolLookup in a loop Jul 22, 2010
Volatility clusters
8 msgs
kafkaz Volatility clusters Jul 19, 2010
Patrick Burns Volatility clusters Jul 19, 2010
kafkaz2 Volatility clusters Jul 20, 2010
Patrick Burns Volatility clusters Jul 21, 2010
kafkaz2 Volatility clusters Jul 21, 2010
Patrick Burns Volatility clusters Jul 21, 2010
kafkaz2 Volatility clusters Jul 21, 2010
Whit Armstrong Volatility clusters Jul 21, 2010
Specifying Portfolio Weights for VaR / Package PerformanceAnalytics
1 msg
Gero Schwenk Specifying Portfolio Weights for VaR / Package PerformanceAnalytics Jul 21, 2010
KALMAN
3 msgs
Research KALMAN Jul 21, 2010
Lüthi David (XICD 1) KALMAN Jul 21, 2010
Christophe Dutang KALMAN Jul 21, 2010
Implementing option pricing models
2 msgs
Suman Narayan Implementing option pricing models Jul 21, 2010
Sarbo Implementing option pricing models Jul 21, 2010
Update on Limit Orderbook Package
4 msgs
Andrew Liu Update on Limit Orderbook Package Jul 2, 2010
Jeff Ryan Update on Limit Orderbook Package Jul 2, 2010
Jeff Ryan Update on Limit Orderbook Package Jul 2, 2010
Immanuel Update on Limit Orderbook Package Jul 21, 2010
LIBOR Rates
4 msgs
Aaditya Nanduri LIBOR Rates Jul 19, 2010
Whit Armstrong LIBOR Rates Jul 19, 2010
Arun Kumar Saha LIBOR Rates Jul 19, 2010
Arun Kumar Saha LIBOR Rates Jul 20, 2010
RBloomberg receives "java.lang.OutOfMemoryError" ... what does this mean?
2 msgs
Cliff Clive RBloomberg receives "java.lang.OutOfMemoryError" ... what does this mean? Jul 19, 2010
Sankalp Upadhyay RBloomberg receives "java.lang.OutOfMemoryError" ... what does this mean? Jul 19, 2010
applyStrategy() in quantstrat
1 msg
Joshua Ulrich applyStrategy() in quantstrat Jul 19, 2010
Interest rate
1 msg
Megh Dal Interest rate Jul 19, 2010
Interest rate
2 msgs
Megh Dal Interest rate Jul 19, 2010
Cedrick Johnson Interest rate Jul 19, 2010
applyStrategy() in quantstrat
1 msg
Raghu applyStrategy() in quantstrat Jul 19, 2010
Basel-II certification?
1 msg
Hans Radtke Basel-II certification? Jul 19, 2010
[off-topic] Basel-II certification?
1 msg
Ron Michael Basel-II certification? Jul 18, 2010
Error while running a function
3 msgs
Raghu Error while running a function Jul 17, 2010
Raghu Error while running a function Jul 17, 2010
Mark Breman Error while running a function Jul 18, 2010
optimization
2 msgs
Ben Nachtrieb optimization Jul 17, 2010
Brian G. Peterson !SPAM: Re: optimization Jul 17, 2010
RBloomberg tick data
1 msg
Ana Nelson RBloomberg tick data Jul 17, 2010
Sensitivity analysis of options portfolio?
2 msgs
Raghu Sensitivity analysis of options portfolio? Jul 16, 2010
Sarbo Sensitivity analysis of options portfolio? Jul 16, 2010
R-SIG-Finance Digest, Vol 74, Issue 14
2 msgs
Matt Slezak R-SIG-Finance Digest, Vol 74, Issue 14 Jul 15, 2010
Sarbo R-SIG-Finance Digest, Vol 74, Issue 14 Jul 16, 2010
fGarch: garchFit() with fixed coefficients
1 msg
Georgios Anastasiades fGarch: garchFit() with fixed coefficients Jul 15, 2010
Quirky Behaviour of R?
1 msg
Raghu Quirky Behaviour of R? Jul 15, 2010
Quirky Behaviour of R?
2 msgs
Raghu Quirky Behaviour of R? Jul 15, 2010
julien cuisinier Quirky Behaviour of R? Jul 15, 2010
fGarch and multivariate GARCH
2 msgs
Geoffrey Smith fGarch and multivariate GARCH Jul 14, 2010
Sarbo fGarch and multivariate GARCH Jul 15, 2010
[off-topic] Basel-II certification?
1 msg
Ron Michael Basel-II certification? Jul 12, 2010
tradesys not loading even after installing 32-bit system
2 msgs
Raghu tradesys not loading even after installing 32-bit system Jul 12, 2010
Joshua Ulrich tradesys not loading even after installing 32-bit system Jul 12, 2010
Time variable and historical interest rates
1 msg
Aaditya Nanduri Time variable and historical interest rates Jul 12, 2010
Testing serial correlation of logreturns
1 msg
Geoffrey Smith Testing serial correlation of logreturns Jul 12, 2010
Testing serial correlation of logreturns
1 msg
Leigh E. Lommen Testing serial correlation of logreturns Jul 11, 2010
Documentation and functions under tradesys, blotter, quantstrat etc?
2 msgs
Raghu Documentation and functions under tradesys, blotter, quantstrat etc? Jul 11, 2010
Brian G. Peterson !SPAM: Re: Documentation and functions under tradesys, blotter, quantstrat etc? Jul 11, 2010
same function behaves dfferently in a different instant?
2 msgs
Raghu same function behaves dfferently in a different instant? Jul 11, 2010
Robert Iquiapaza same function behaves dfferently in a differentinstant? Jul 11, 2010
Quantstrat and blotter packages not available?
2 msgs
Raghu Quantstrat and blotter packages not available? Jul 10, 2010
Joshua Ulrich Quantstrat and blotter packages not available? Jul 10, 2010
Comparing time and getting historical interest rates
1 msg
Aaditya Nanduri Comparing time and getting historical interest rates Jul 10, 2010
Quantstrat and blotter packages not available?
1 msg
Daniel Cegiełka Quantstrat and blotter packages not available? Jul 10, 2010
Quantstrat and blotter packages not available?
2 msgs
Raghu Quantstrat and blotter packages not available? Jul 10, 2010
Daniel Cegiełka Quantstrat and blotter packages not available? Jul 10, 2010
ttrTests error
1 msg
David St John ttrTests error Jul 9, 2010
ttrTests error
6 msgs
Raghu ttrTests error Jul 8, 2010
Sarbo ttrTests error Jul 8, 2010
Joshua Ulrich ttrTests error Jul 8, 2010
Raghu ttrTests error Jul 9, 2010
Raghu ttrTests error Jul 9, 2010
Raghu ttrTests error Jul 9, 2010
addLines in Quantmod
2 msgs
Andres Petrocelli addLines in Quantmod Jul 8, 2010
Marc Delvaux addLines in Quantmod Jul 8, 2010
Split by date
4 msgs
Artem Simonov Split by date Jul 7, 2010
Konrad Hoppe Split by date Jul 7, 2010
Joshua Ulrich Split by date Jul 7, 2010
Gabor Grothendieck Split by date Jul 7, 2010
addLines in Quantmod
3 msgs
Andres Petrocelli addLines in Quantmod Jul 6, 2010
Joshua Ulrich addLines in Quantmod Jul 6, 2010
Marc Delvaux addLines in Quantmod Jul 7, 2010
Problem with getFX
3 msgs
Owe Jessen Problem with getFX Jul 7, 2010
Wolfgang Wu Problem with getFX Jul 7, 2010
Owe Jessen Problem with getFX Jul 7, 2010
Hello
3 msgs
Raghu Hello Jul 5, 2010
Sarbo Hello Jul 5, 2010
Martin Maechler Hello Jul 7, 2010
Comparing time and getting historical interest rates
5 msgs
Aaditya Nanduri Comparing time and getting historical interest rates Jul 6, 2010
Corey Gallon Comparing time and getting historical interest rates Jul 6, 2010
Marc Delvaux Comparing time and getting historical interest rates Jul 6, 2010
Dirk Eddelbuettel Comparing time and getting historical interest rates Jul 6, 2010
Corey Gallon Comparing time and getting historical interest rates Jul 6, 2010
hello all
4 msgs
Raghu hello all Jul 5, 2010
Sarbo hello all Jul 5, 2010
Corey Gallon hello all Jul 5, 2010
Raghu hello all Jul 6, 2010
SIX Swiss Exchange
2 msgs
Samuel.Meichtry at bkw-fmb.ch SIX Swiss Exchange Jul 5, 2010
Stefan Grosse SIX Swiss Exchange Jul 5, 2010
Developing Markets Sovereign Debt -- World Bank
1 msg
Jim Callahan Developing Markets Sovereign Debt -- World Bank Jul 4, 2010
Developing Markets Sovereign Debt
1 msg
Timothy M. Ney Developing Markets Sovereign Debt Jul 3, 2010
Forex data
2 msgs
Aaditya Nanduri Forex data Jul 1, 2010
Wolfgang Wu Forex data Jul 2, 2010
R-Finance Tutorial
6 msgs
Ben Nachtrieb R-Finance Tutorial Jul 1, 2010
Ulrich Staudinger R-Finance Tutorial Jul 1, 2010
Ben Nachtrieb R-Finance Tutorial Jul 1, 2010
Jeff Ryan R-Finance Tutorial Jul 1, 2010
Ben Nachtrieb R-Finance Tutorial Jul 1, 2010
Gabor Grothendieck R-Finance Tutorial Jul 1, 2010
quantstrat: Missing function?
5 msgs
Daniel Cegiełka quantstrat: Missing function? Jul 1, 2010
Daniel Cegiełka quantstrat: Missing function? Jul 1, 2010
km quantstrat: Missing function? Jul 1, 2010
Daniel Cegiełka quantstrat: Missing function? Jul 1, 2010
km quantstrat: Missing function? Jul 1, 2010
Mean reversion tests - with stationary tests and trending series
1 msg
Mark Leeds Mean reversion tests - with stationary tests and trending series Jul 1, 2010
Mean reversion tests - with stationary tests and trending series
1 msg
Yihao Lu aeolus_lu Mean reversion tests - with stationary tests and trending series Jul 1, 2010
R-Finance Tutorial
3 msgs
Ben Nachtrieb R-Finance Tutorial Jul 1, 2010
Brian G. Peterson !SPAM: Re: R-Finance Tutorial Jul 1, 2010
Gabor Grothendieck R-Finance Tutorial Jul 1, 2010
Blotter - Improvement for addTxn when symbol is missing
1 msg
Wolfgang Wu Blotter - Improvement for addTxn when symbol is missing Jul 1, 2010
R-Finance Tutorial
1 msg
Sarbo R-Finance Tutorial Jul 1, 2010
Mean reversion tests - with stationary tests andtrending series
1 msg
Adams, Zeno Mean reversion tests - with stationary tests andtrending series Jul 1, 2010
Wrapper for Barra Aegis
1 msg
Manoj Wrapper for Barra Aegis Jul 1, 2010
quantstrat: Missing function?
1 msg