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R-SIG-Finance August 2010

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xts problem after version update
3 msgs
Wolfgang Wu xts problem after version update Aug 31, 2010
Jeff Ryan xts problem after version update Aug 31, 2010
Wolfgang Wu !SPAM: AW: xts problem after version update Aug 31, 2010
R-SIG-Finance Digest, Vol 75, Issue 24, FI-GARCH Model in R ?
1 msg
Eugenio De Maio R-SIG-Finance Digest, Vol 75, Issue 24, FI-GARCH Model in R ? Aug 31, 2010
Annual Percentage Rate
1 msg
Amy Milano Annual Percentage Rate Aug 31, 2010
Calculating Hasbrouck's information share and Gonzalo-Granger weights on R
3 msgs
Nidhi Aggrawal Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Aug 28, 2010
Gandhi, Puneet - RSCH AMRS Ques regarding price conversion Aug 30, 2010
Eric Zivot Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Aug 30, 2010
News impact curve?
4 msgs
Matthieu Stigler News impact curve? Aug 30, 2010
Alexios Ghalanos News impact curve? Aug 30, 2010
Ron Michael News impact curve? Aug 30, 2010
Curt Hagenlocher News impact curve? Aug 30, 2010
News impact curve?
1 msg
Matthieu Stigler News impact curve? Aug 30, 2010
Market index data visualization in R
3 msgs
Nadeem Faiz Market index data visualization in R Aug 29, 2010
Ulrich Staudinger Market index data visualization in R Aug 30, 2010
Nadeem Faiz Market index data visualization in R Aug 30, 2010
PerformanceAnalytics: functions don't work after updating the package
2 msgs
Alex Pramov PerformanceAnalytics: functions don't work after updating the package Aug 30, 2010
Gandhi, Puneet - RSCH AMRS PerformanceAnalytics: functions don't work afterupdating the package Aug 30, 2010
R-SIG-Finance Digest, Vol 75, Issue 21
1 msg
Eugenio De Maio R-SIG-Finance Digest, Vol 75, Issue 21 Aug 27, 2010
Question regarding floor and round
5 msgs
Gandhi, Puneet - RSCH AMRS Question regarding floor and round Aug 25, 2010
Pierre Lapointe Question regarding floor and round Aug 25, 2010
Martin Becker Question regarding floor and round Aug 26, 2010
Gandhi, Puneet - RSCH AMRS Question regarding floor and round Aug 26, 2010
David Reiner - Re: Question regarding floor and round - Email found in subject Aug 26, 2010
blogging, etc.
1 msg
Patrick Burns blogging, etc. Aug 26, 2010
Secant Method Convergence (Method to replicate Excel XIRR/IRR)
1 msg
Adrian Ng Secant Method Convergence (Method to replicate Excel XIRR/IRR) Aug 25, 2010
(no subject)
1 msg
Rashaad Tayob (no subject) Aug 23, 2010
Calculating measures of extreme tail independency and dependence
1 msg
Brenda Quismorio Calculating measures of extreme tail independency and dependence Aug 21, 2010
Example code for nonparametric estimation of time-varying beta
2 msgs
김상환 Example code for nonparametric estimation of time-varying beta Aug 20, 2010
Mark Knecht Example code for nonparametric estimation of time-varying beta Aug 21, 2010
adding xts time series
3 msgs
Nick Torenvliet adding xts time series Aug 21, 2010
Nick Torenvliet adding xts time series Aug 21, 2010
Joshua Ulrich adding xts time series Aug 21, 2010
Quantmod
2 msgs
Werner Erselina Quantmod Aug 21, 2010
Joshua Ulrich Quantmod Aug 21, 2010
serialize()
2 msgs
Fernando Saldanha serialize() Aug 21, 2010
Matthieu Stigler serialize() Aug 21, 2010
ANTUNES, Rui
1 msg
Rui ANTUNES ANTUNES, Rui Aug 21, 2010
how to get quotes with IBrokers
6 msgs
andre zege how to get quotes with IBrokers Aug 17, 2010
R P Herrold how to get quotes with IBrokers Aug 17, 2010
Guy Green how to get quotes with IBrokers Aug 18, 2010
Jeff Ryan how to get quotes with IBrokers Aug 18, 2010
andre zege how to get quotes with IBrokers Aug 19, 2010
andre zege how to get quotes with IBrokers Aug 20, 2010
Non-parametric estimation of time-varying market beta?
2 msgs
김상환 Non-parametric estimation of time-varying market beta? Aug 20, 2010
Mark Knecht Non-parametric estimation of time-varying market beta? Aug 20, 2010
r and easylanguage?
1 msg
Rolf Edberg r and easylanguage? Aug 18, 2010
Combining XTS objects with unmatched but regular dates
3 msgs
Worik Combining XTS objects with unmatched but regular dates Aug 17, 2010
Worik Combining XTS objects with unmatched but regular dates Aug 17, 2010
Jeff Ryan Combining XTS objects with unmatched but regular dates Aug 18, 2010
(no subject)
1 msg
Wolfgang Wu (no subject) Aug 17, 2010
Dividends
1 msg
Leigh E. Lommen Dividends Aug 17, 2010
the dividend effect?
1 msg
Raghuraman Ramachandran the dividend effect? Aug 17, 2010
Meixner distribution
1 msg
stefano iacus Meixner distribution Aug 15, 2010
fast date/time format that handles both known and unknown timezones?
3 msgs
Andrew Piskorski fast date/time format that handles both known and unknown timezones? Aug 13, 2010
Dirk Eddelbuettel fast date/time format that handles both known and unknown timezones? Aug 13, 2010
David Reiner - fast date/time format that handles both known andunknown timezones? - Email found in subject Aug 13, 2010
New 3 course online certificate in computational finance using R
2 msgs
Sergey Goriatchev New 3 course online certificate in computational finance using R Aug 12, 2010
Curt Hagenlocher New 3 course online certificate in computational finance using R Aug 12, 2010
GBSVolatility using apply
3 msgs
Raghuraman Ramachandran GBSVolatility using apply Aug 11, 2010
David Reiner - GBSVolatility using apply - Email found in subject Aug 12, 2010
David Reiner - Re: [SPAM] - GBSVolatility using apply - Email found in subject - Email found in subject Aug 12, 2010
Chart Rolling Correlation in Package PerformanceAnalytics
1 msg
Philipp Haumueller Chart Rolling Correlation in Package PerformanceAnalytics Aug 11, 2010
New 3 course online certificate in computational finance using R
1 msg
Eric Zivot New 3 course online certificate in computational finance using R Aug 11, 2010
R and Windows64 :help wanted for (R)QuantLib build
1 msg
Dirk Eddelbuettel R and Windows64 :help wanted for (R)QuantLib build Aug 10, 2010
question in quantmod package
3 msgs
Raghuraman Ramachandran question in quantmod package Aug 9, 2010
Cedrick Johnson question in quantmod package Aug 9, 2010
Raghuraman Ramachandran question in quantmod package Aug 9, 2010
quantmod Example-google data download-problems
2 msgs
Velappan Periasamy quantmod Example-google data download-problems Aug 7, 2010
Joshua Ulrich quantmod Example-google data download-problems Aug 7, 2010
calculating GBSVolatility using apply?
1 msg
Raghuraman Ramachandran calculating GBSVolatility using apply? Aug 6, 2010
xts + indexing for tick data?
3 msgs
Andrew Piskorski xts + indexing for tick data? Aug 5, 2010
Jeff Ryan xts + indexing for tick data? Aug 5, 2010
Andrew Piskorski xts + indexing for tick data? Aug 6, 2010
Futures Roll?
3 msgs
Raghu Futures Roll? Aug 4, 2010
Whit Armstrong Futures Roll? Aug 4, 2010
Robert Sams Futures Roll? Aug 5, 2010
PerformanceAnalytics - Style Analysis
2 msgs
Thomas Etheber PerformanceAnalytics - Style Analysis Aug 4, 2010
Eric Zivot PerformanceAnalytics - Style Analysis Aug 4, 2010
Seasonal plot of daily data
6 msgs
Krishna Kumar Seasonal plot of daily data Aug 2, 2010
Gabor Grothendieck Seasonal plot of daily data Aug 2, 2010
Paul Teetor Seasonal plot of daily data Aug 2, 2010
Gabor Grothendieck Seasonal plot of daily data Aug 2, 2010
Krishna Kumar Seasonal plot of daily data Aug 2, 2010
Gabor Grothendieck Seasonal plot of daily data Aug 3, 2010
Seasonal plot of daily data
2 msgs
Arun Kumar Saha Seasonal plot of daily data Aug 3, 2010
Jeff Ryan Seasonal plot of daily data Aug 3, 2010
quantmod getOptionChain failing on one character symbol
2 msgs
Marc Delvaux quantmod getOptionChain failing on one character symbol Aug 2, 2010
Jeff Ryan quantmod getOptionChain failing on one character symbol Aug 2, 2010
Import data from dynamically changing spreadsheet
1 msg
Shekhar Gupta Import data from dynamically changing spreadsheet Aug 2, 2010
Non standard options, how to filter
1 msg
Marc Delvaux Non standard options, how to filter Aug 2, 2010
duan model - garch option pricing
1 msg
Eugenio De Maio duan model - garch option pricing Aug 1, 2010
help in quantstrat
1 msg
Raghu help in quantstrat Aug 1, 2010
BCa-intervals not defined in boot.ci() for tsboot()
1 msg
Andreas Klein BCa-intervals not defined in boot.ci() for tsboot() Aug 1, 2010