R-SIG-Finance July 2010

!SPAM: Re: R-Finance Tutorial

B

1 msg · Jul 1

B

Brian G. Peterson !SPAM: Re: R-Finance Tutorial Jul 1, 2010

!SPAM: Re: optimization

B

1 msg · Jul 17

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Brian G. Peterson !SPAM: Re: optimization Jul 17, 2010

!SPAM: Re: Documentation and functions under tradesys, blotter, quantstrat etc?

B

1 msg · Jul 11

B

Brian G. Peterson !SPAM: Re: Documentation and functions under tradesys, blotter, quantstrat etc? Jul 11, 2010

A problem about the "dlm" package

郝

1 msg · Jul 30

郝

郝立亚 A problem about the "dlm" package Jul 30, 2010

Annulized returns from daily? Back to the roots

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A

2 msgs · Jul 29 – Jul 29

J

julien cuisinier Annulized returns from daily? Back to the roots Jul 29, 2010

A

Adams, Zeno Annulized returns from daily? Back to the roots Jul 29, 2010

Basel-II certification?

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H

3 msgs · Jul 12 – Jul 19

R

Ron Michael Basel-II certification? Jul 12, 2010

R

Ron Michael Basel-II certification? Jul 18, 2010

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Hans Radtke Basel-II certification? Jul 19, 2010

Blotter - Improvement for addTxn when symbol is missing

W

1 msg · Jul 1

W

Wolfgang Wu Blotter - Improvement for addTxn when symbol is missing Jul 1, 2010

Call for Papers Midwest Finance Association

J

1 msg · Jul 29

J

Joshua Ulrich Call for Papers Midwest Finance Association Jul 29, 2010

Comparing time and getting historical interest rates

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C

M

6 msgs · Jul 6 – Jul 10

A

Aaditya Nanduri Comparing time and getting historical interest rates Jul 6, 2010

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Corey Gallon Comparing time and getting historical interest rates Jul 6, 2010

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Marc Delvaux Comparing time and getting historical interest rates Jul 6, 2010

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Dirk Eddelbuettel Comparing time and getting historical interest rates Jul 6, 2010

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Corey Gallon Comparing time and getting historical interest rates Jul 6, 2010

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Aaditya Nanduri Comparing time and getting historical interest rates Jul 10, 2010

Developing Markets Sovereign Debt

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1 msg · Jul 3

T

Timothy M. Ney Developing Markets Sovereign Debt Jul 3, 2010

Developing Markets Sovereign Debt -- World Bank

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1 msg · Jul 4

J

Jim Callahan Developing Markets Sovereign Debt -- World Bank Jul 4, 2010

Documentation and functions under tradesys, blotter, quantstrat etc?

R

1 msg · Jul 11

R

Raghu Documentation and functions under tradesys, blotter, quantstrat etc? Jul 11, 2010

Error while running a function

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M

3 msgs · Jul 17 – Jul 18

R

Raghu Error while running a function Jul 17, 2010

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Raghu Error while running a function Jul 17, 2010

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Mark Breman Error while running a function Jul 18, 2010

FRED database schema

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P

P

4 msgs · Jul 23 – Jul 26

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Nick Torenvliet FRED database schema Jul 23, 2010

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Paul Gilbert FRED database schema Jul 26, 2010

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Nick Torenvliet FRED database schema Jul 26, 2010

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Paul Teetor FRED database schema Jul 26, 2010

Forex data

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W

2 msgs · Jul 1 – Jul 2

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Aaditya Nanduri Forex data Jul 1, 2010

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Wolfgang Wu Forex data Jul 2, 2010

Hello

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S

M

3 msgs · Jul 5 – Jul 7

R

Raghu Hello Jul 5, 2010

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Sarbo Hello Jul 5, 2010

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Martin Maechler Hello Jul 7, 2010

Implementing option pricing models

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S

2 msgs · Jul 21 – Jul 21

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Suman Narayan Implementing option pricing models Jul 21, 2010

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Sarbo Implementing option pricing models Jul 21, 2010

Interest rate

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C

3 msgs · Jul 19 – Jul 19

M

Megh Dal Interest rate Jul 19, 2010

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Cedrick Johnson Interest rate Jul 19, 2010

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Megh Dal Interest rate Jul 19, 2010

KALMAN

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L

C

3 msgs · Jul 21 – Jul 21

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Research KALMAN Jul 21, 2010

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Lüthi David (XICD 1) KALMAN Jul 21, 2010

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Christophe Dutang KALMAN Jul 21, 2010

LIBOR Rates

A

W

A

4 msgs · Jul 19 – Jul 20

A

Aaditya Nanduri LIBOR Rates Jul 19, 2010

W

Whit Armstrong LIBOR Rates Jul 19, 2010

A

Arun Kumar Saha LIBOR Rates Jul 19, 2010

A

Arun Kumar Saha LIBOR Rates Jul 20, 2010

Mean reversion tests - with stationary tests and trending series

Y

M

2 msgs · Jul 1 – Jul 1

Y

Yihao Lu aeolus_lu Mean reversion tests - with stationary tests and trending series Jul 1, 2010

M

Mark Leeds Mean reversion tests - with stationary tests and trending series Jul 1, 2010

Mean reversion tests - with stationary tests andtrending series

A

1 msg · Jul 1

A

Adams, Zeno Mean reversion tests - with stationary tests andtrending series Jul 1, 2010

PerformanceAnalytics: couple of issues

M

2 msgs · Jul 28 – Jul 28

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Murali.Menon at avivainvestors.com PerformanceAnalytics: couple of issues Jul 28, 2010

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Murali.Menon at avivainvestors.com PerformanceAnalytics: couple of issues Jul 28, 2010

Portfolio Optimization with Rmetrics

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1 msg · Jul 30

M

Mercurio Danilo 1850 SPI Portfolio Optimization with Rmetrics Jul 30, 2010

Problem with getFX

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W

3 msgs · Jul 7 – Jul 7

O

Owe Jessen Problem with getFX Jul 7, 2010

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Wolfgang Wu Problem with getFX Jul 7, 2010

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Owe Jessen Problem with getFX Jul 7, 2010

Quantstrat and blotter packages not available?

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D

J

5 msgs · Jul 10 – Jul 10

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Raghu Quantstrat and blotter packages not available? Jul 10, 2010

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Daniel Cegiełka Quantstrat and blotter packages not available? Jul 10, 2010

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Raghu Quantstrat and blotter packages not available? Jul 10, 2010

D

Daniel Cegiełka Quantstrat and blotter packages not available? Jul 10, 2010

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Joshua Ulrich Quantstrat and blotter packages not available? Jul 10, 2010

Question regarding Tick Data

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W

U

6 msgs · Jul 27 – Jul 27

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Gandhi, Puneet - RSCH AMRS Question regarding Tick Data Jul 27, 2010

G

Gandhi, Puneet - RSCH AMRS Question regarding Tick Data Jul 27, 2010

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Whit Armstrong Question regarding Tick Data Jul 27, 2010

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Ulrich Staudinger Question regarding Tick Data Jul 27, 2010

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Whit Armstrong Question regarding Tick Data Jul 27, 2010

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Gandhi, Puneet - RSCH AMRS Question regarding Tick Data Jul 27, 2010

Quirky Behaviour of R?

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J

3 msgs · Jul 15 – Jul 15

R

Raghu Quirky Behaviour of R? Jul 15, 2010

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julien cuisinier Quirky Behaviour of R? Jul 15, 2010

R

Raghu Quirky Behaviour of R? Jul 15, 2010

R and Metatrader

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C

G

3 msgs · Jul 25 – Jul 25

Y

yoda55 R and Metatrader Jul 25, 2010

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Cedrick Johnson R and Metatrader Jul 25, 2010

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Gentil Homme R and Metatrader Jul 25, 2010

R-Finance Tutorial

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B

U

9 msgs · Jul 1 – Jul 1

S

Sarbo R-Finance Tutorial Jul 1, 2010

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Ben Nachtrieb R-Finance Tutorial Jul 1, 2010

B

Ben Nachtrieb R-Finance Tutorial Jul 1, 2010

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Ulrich Staudinger R-Finance Tutorial Jul 1, 2010

B

Ben Nachtrieb R-Finance Tutorial Jul 1, 2010

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Jeff Ryan R-Finance Tutorial Jul 1, 2010

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Gabor Grothendieck R-Finance Tutorial Jul 1, 2010

B

Ben Nachtrieb R-Finance Tutorial Jul 1, 2010

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Gabor Grothendieck R-Finance Tutorial Jul 1, 2010

R-SIG-Finance Digest, Vol 74, Issue 14

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S

2 msgs · Jul 15 – Jul 16

M

Matt Slezak R-SIG-Finance Digest, Vol 74, Issue 14 Jul 15, 2010

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Sarbo R-SIG-Finance Digest, Vol 74, Issue 14 Jul 16, 2010

RBloomberg (java version) error

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A

5 msgs · Jul 15 – Jul 23

I

Ignacio Ramos Alvarez RBloomberg (java version) error Jul 15, 2010

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Ana Nelson RBloomberg (java version) error Jul 17, 2010

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Ignacio Ramos Alvarez RBloomberg (java version) error Jul 19, 2010

I

Ignacio Ramos Alvarez RBloomberg (java version) error Jul 23, 2010

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Ana Nelson RBloomberg (java version) error Jul 23, 2010

RBloomberg receives "java.lang.OutOfMemoryError" ... what does this mean?

C

S

2 msgs · Jul 19 – Jul 19

C

Cliff Clive RBloomberg receives "java.lang.OutOfMemoryError" ... what does this mean? Jul 19, 2010

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Sankalp Upadhyay RBloomberg receives "java.lang.OutOfMemoryError" ... what does this mean? Jul 19, 2010

RBloomberg tick data

A

1 msg · Jul 17

A

Ana Nelson RBloomberg tick data Jul 17, 2010

SIX Swiss Exchange

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S

2 msgs · Jul 5 – Jul 5

S

Samuel.Meichtry at bkw-fmb.ch SIX Swiss Exchange Jul 5, 2010

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Stefan Grosse SIX Swiss Exchange Jul 5, 2010

Sensitivity analysis of options portfolio?

R

S

2 msgs · Jul 16 – Jul 16

R

Raghu Sensitivity analysis of options portfolio? Jul 16, 2010

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Sarbo Sensitivity analysis of options portfolio? Jul 16, 2010

Simulation of price

M

1 msg · Jul 26

M

Megh Dal Simulation of price Jul 26, 2010

Specifying Portfolio Weights for VaR / Package PerformanceAnalytics

G

1 msg · Jul 21

G

Gero Schwenk Specifying Portfolio Weights for VaR / Package PerformanceAnalytics Jul 21, 2010

Split by date

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K

J

4 msgs · Jul 7 – Jul 7

A

Artem Simonov Split by date Jul 7, 2010

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Konrad Hoppe Split by date Jul 7, 2010

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Joshua Ulrich Split by date Jul 7, 2010

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Gabor Grothendieck Split by date Jul 7, 2010

Testing serial correlation of logreturns

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G

2 msgs · Jul 11 – Jul 12

L

Leigh E. Lommen Testing serial correlation of logreturns Jul 11, 2010

G

Geoffrey Smith Testing serial correlation of logreturns Jul 12, 2010

Time variable and historical interest rates

A

1 msg · Jul 12

A

Aaditya Nanduri Time variable and historical interest rates Jul 12, 2010

Update on Limit Orderbook Package

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J

I

4 msgs · Jul 2 – Jul 21

A

Andrew Liu Update on Limit Orderbook Package Jul 2, 2010

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Jeff Ryan Update on Limit Orderbook Package Jul 2, 2010

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Jeff Ryan Update on Limit Orderbook Package Jul 2, 2010

I

Immanuel Update on Limit Orderbook Package Jul 21, 2010

Volatility clusters

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P

K

8 msgs · Jul 19 – Jul 21

K

kafkaz Volatility clusters Jul 19, 2010

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Patrick Burns Volatility clusters Jul 19, 2010

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kafkaz2 Volatility clusters Jul 20, 2010

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Patrick Burns Volatility clusters Jul 21, 2010

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kafkaz2 Volatility clusters Jul 21, 2010

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Patrick Burns Volatility clusters Jul 21, 2010

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kafkaz2 Volatility clusters Jul 21, 2010

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Whit Armstrong Volatility clusters Jul 21, 2010

Wrapper for Barra Aegis

M

1 msg · Jul 1

M

Manoj Wrapper for Barra Aegis Jul 1, 2010

addLines in Quantmod

A

J

M

5 msgs · Jul 6 – Jul 8

A

Andres Petrocelli addLines in Quantmod Jul 6, 2010

J

Joshua Ulrich addLines in Quantmod Jul 6, 2010

M

Marc Delvaux addLines in Quantmod Jul 7, 2010

A

Andres Petrocelli addLines in Quantmod Jul 8, 2010

M

Marc Delvaux addLines in Quantmod Jul 8, 2010

applyStrategy() in quantstrat

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J

2 msgs · Jul 19 – Jul 19

R

Raghu applyStrategy() in quantstrat Jul 19, 2010

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Joshua Ulrich applyStrategy() in quantstrat Jul 19, 2010

comparing two elements of an xts object??..

R

J

4 msgs · Jul 24 – Jul 24

R

Raghu comparing two elements of an xts object??.. Jul 24, 2010

R

Raghu comparing two elements of an xts object??.. Jul 24, 2010

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Jeff Ryan comparing two elements of an xts object??.. Jul 24, 2010

J

Jeff Ryan comparing two elements of an xts object??.. Jul 24, 2010

fGarch and multivariate GARCH

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S

2 msgs · Jul 14 – Jul 15

G

Geoffrey Smith fGarch and multivariate GARCH Jul 14, 2010

S

Sarbo fGarch and multivariate GARCH Jul 15, 2010

fGarch: garchFit() with fixed coefficients

G

1 msg · Jul 15

G

Georgios Anastasiades fGarch: garchFit() with fixed coefficients Jul 15, 2010

hello all

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S

C

4 msgs · Jul 5 – Jul 6

R

Raghu hello all Jul 5, 2010

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Sarbo hello all Jul 5, 2010

C

Corey Gallon hello all Jul 5, 2010

R

Raghu hello all Jul 6, 2010

optimization

B

1 msg · Jul 17

B

Ben Nachtrieb optimization Jul 17, 2010

package quantstrat

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J

4 msgs · Jul 29 – Jul 29

R

Raghu package quantstrat Jul 29, 2010

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Joshua Ulrich package quantstrat Jul 29, 2010

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Raghu package quantstrat Jul 29, 2010

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Joshua Ulrich package quantstrat Jul 29, 2010

quantstrat: Missing function?

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K

5 msgs · Jul 1 – Jul 1

D

Daniel Cegiełka quantstrat: Missing function? Jul 1, 2010

D

Daniel Cegiełka quantstrat: Missing function? Jul 1, 2010

K

km quantstrat: Missing function? Jul 1, 2010

D

Daniel Cegiełka quantstrat: Missing function? Jul 1, 2010

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km quantstrat: Missing function? Jul 1, 2010

rgarch: ugarchfit error

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A

2 msgs · Jul 26 – Jul 26

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Georgios Anastasiades rgarch: ugarchfit error Jul 26, 2010

A

Alexios Ghalanos rgarch: ugarchfit error Jul 26, 2010

same function behaves dfferently in a different instant?

R

1 msg · Jul 11

R

Raghu same function behaves dfferently in a different instant? Jul 11, 2010

same function behaves dfferently in a differentinstant?

R

1 msg · Jul 11

R

Robert Iquiapaza same function behaves dfferently in a differentinstant? Jul 11, 2010

setSymbolLookup in a loop

A

J

3 msgs · Jul 21 – Jul 22

A

Anass Mouhsine setSymbolLookup in a loop Jul 21, 2010

J

Jeff Ryan setSymbolLookup in a loop Jul 21, 2010

A

Anass Mouhsine setSymbolLookup in a loop Jul 22, 2010

timezone conversion problem

A

J

2 msgs · Jul 26 – Jul 26

A

Anass Mouhsine timezone conversion problem Jul 26, 2010

J

Jeff Ryan timezone conversion problem Jul 26, 2010

tradesys not loading even after installing 32-bit system

R

J

2 msgs · Jul 12 – Jul 12

R

Raghu tradesys not loading even after installing 32-bit system Jul 12, 2010

J

Joshua Ulrich tradesys not loading even after installing 32-bit system Jul 12, 2010

ttrTests error

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S

J

7 msgs · Jul 8 – Jul 9

R

Raghu ttrTests error Jul 8, 2010

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Sarbo ttrTests error Jul 8, 2010

J

Joshua Ulrich ttrTests error Jul 8, 2010

R

Raghu ttrTests error Jul 9, 2010

R

Raghu ttrTests error Jul 9, 2010

R

Raghu ttrTests error Jul 9, 2010

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David St John ttrTests error Jul 9, 2010