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R-SIG-Finance August 2010

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Adrian Ng

Last active: Aug 25, 2010
1 msg
Adrian Ng Secant Method Convergence (Method to replicate Excel XIRR/IRR) Aug 25, 2010

Alex Pramov

Last active: Aug 30, 2010
1 msg
Alex Pramov PerformanceAnalytics: functions don't work after updating the package Aug 30, 2010

Alexios Ghalanos

Last active: Aug 30, 2010
1 msg
Alexios Ghalanos News impact curve? Aug 30, 2010

Amy Milano

Last active: Aug 31, 2010
1 msg
Amy Milano Annual Percentage Rate Aug 31, 2010

Andreas Klein

Last active: Aug 1, 2010
1 msg
Andreas Klein BCa-intervals not defined in boot.ci() for tsboot() Aug 1, 2010

Andrew Piskorski

Last active: Aug 13, 2010
3 msgs
Andrew Piskorski xts + indexing for tick data? Aug 5, 2010 Andrew Piskorski xts + indexing for tick data? Aug 6, 2010 Andrew Piskorski fast date/time format that handles both known and unknown timezones? Aug 13, 2010

Arun Kumar Saha

Last active: Aug 3, 2010
1 msg
Arun Kumar Saha Seasonal plot of daily data Aug 3, 2010

Brenda Quismorio

Last active: Aug 21, 2010
1 msg
Brenda Quismorio Calculating measures of extreme tail independency and dependence Aug 21, 2010

Cedrick Johnson

Last active: Aug 9, 2010
1 msg
Cedrick Johnson question in quantmod package Aug 9, 2010

Curt Hagenlocher

Last active: Aug 30, 2010
2 msgs
Curt Hagenlocher New 3 course online certificate in computational finance using R Aug 12, 2010 Curt Hagenlocher News impact curve? Aug 30, 2010

David Reiner

Last active: Aug 26, 2010
4 msgs
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 David Reiner - fast date/time format that handles both known andunknown timezones? - Email found in subject Aug 13, 2010 David Reiner - Re: Question regarding floor and round - Email found in subject Aug 26, 2010

Dirk Eddelbuettel

Last active: Aug 13, 2010
2 msgs
Dirk Eddelbuettel R and Windows64 :help wanted for (R)QuantLib build Aug 10, 2010 Dirk Eddelbuettel fast date/time format that handles both known and unknown timezones? Aug 13, 2010

Eric Zivot

Last active: Aug 30, 2010
3 msgs
Eric Zivot PerformanceAnalytics - Style Analysis Aug 4, 2010 Eric Zivot New 3 course online certificate in computational finance using R Aug 11, 2010 Eric Zivot Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Aug 30, 2010

Eugenio De Maio

Last active: Aug 31, 2010
3 msgs
Eugenio De Maio duan model - garch option pricing Aug 1, 2010 Eugenio De Maio R-SIG-Finance Digest, Vol 75, Issue 21 Aug 27, 2010 Eugenio De Maio R-SIG-Finance Digest, Vol 75, Issue 24, FI-GARCH Model in R ? Aug 31, 2010

Fernando Saldanha

Last active: Aug 21, 2010
1 msg
Fernando Saldanha serialize() Aug 21, 2010

Gabor Grothendieck

Last active: Aug 3, 2010
3 msgs
Gabor Grothendieck Seasonal plot of daily data Aug 2, 2010 Gabor Grothendieck Seasonal plot of daily data Aug 2, 2010 Gabor Grothendieck Seasonal plot of daily data Aug 3, 2010

Gandhi, Puneet - RSCH AMRS

Last active: Aug 30, 2010
4 msgs
Gandhi, Puneet - RSCH AMRS Question regarding floor and round Aug 25, 2010 Gandhi, Puneet - RSCH AMRS Question regarding floor and round Aug 26, 2010 Gandhi, Puneet - RSCH AMRS PerformanceAnalytics: functions don't work afterupdating the package Aug 30, 2010 Gandhi, Puneet - RSCH AMRS Ques regarding price conversion Aug 30, 2010

Guy Green

Last active: Aug 18, 2010
1 msg
Guy Green how to get quotes with IBrokers Aug 18, 2010

Jeff Ryan

Last active: Aug 31, 2010
6 msgs
Jeff Ryan quantmod getOptionChain failing on one character symbol Aug 2, 2010 Jeff Ryan Seasonal plot of daily data Aug 3, 2010 Jeff Ryan xts + indexing for tick data? Aug 5, 2010 Jeff Ryan how to get quotes with IBrokers Aug 18, 2010 Jeff Ryan Combining XTS objects with unmatched but regular dates Aug 18, 2010 Jeff Ryan xts problem after version update Aug 31, 2010

Joshua Ulrich

Last active: Aug 21, 2010
3 msgs
Joshua Ulrich quantmod Example-google data download-problems Aug 7, 2010 Joshua Ulrich Quantmod Aug 21, 2010 Joshua Ulrich adding xts time series Aug 21, 2010

Krishna Kumar

Last active: Aug 2, 2010
2 msgs
Krishna Kumar Seasonal plot of daily data Aug 2, 2010 Krishna Kumar Seasonal plot of daily data Aug 2, 2010

Leigh E. Lommen

Last active: Aug 17, 2010
1 msg
Leigh E. Lommen Dividends Aug 17, 2010

Marc Delvaux

Last active: Aug 2, 2010
2 msgs
Marc Delvaux quantmod getOptionChain failing on one character symbol Aug 2, 2010 Marc Delvaux Non standard options, how to filter Aug 2, 2010

Mark Knecht

Last active: Aug 21, 2010
2 msgs
Mark Knecht Non-parametric estimation of time-varying market beta? Aug 20, 2010 Mark Knecht Example code for nonparametric estimation of time-varying beta Aug 21, 2010

Martin Becker

Last active: Aug 26, 2010
1 msg
Martin Becker Question regarding floor and round Aug 26, 2010

Matthieu Stigler

Last active: Aug 30, 2010
3 msgs
Matthieu Stigler serialize() Aug 21, 2010 Matthieu Stigler News impact curve? Aug 30, 2010 Matthieu Stigler News impact curve? Aug 30, 2010

Nadeem Faiz

Last active: Aug 30, 2010
2 msgs
Nadeem Faiz Market index data visualization in R Aug 29, 2010 Nadeem Faiz Market index data visualization in R Aug 30, 2010

Nick Torenvliet

Last active: Aug 21, 2010
2 msgs
Nick Torenvliet adding xts time series Aug 21, 2010 Nick Torenvliet adding xts time series Aug 21, 2010

Nidhi Aggrawal

Last active: Aug 28, 2010
1 msg
Nidhi Aggrawal Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Aug 28, 2010

Patrick Burns

Last active: Aug 26, 2010
1 msg
Patrick Burns blogging, etc. Aug 26, 2010

Paul Teetor

Last active: Aug 2, 2010
1 msg
Paul Teetor Seasonal plot of daily data Aug 2, 2010

Philipp Haumueller

Last active: Aug 11, 2010
1 msg
Philipp Haumueller Chart Rolling Correlation in Package PerformanceAnalytics Aug 11, 2010

Pierre Lapointe

Last active: Aug 25, 2010
1 msg
Pierre Lapointe Question regarding floor and round Aug 25, 2010

R P Herrold

Last active: Aug 17, 2010
1 msg
R P Herrold how to get quotes with IBrokers Aug 17, 2010

Raghu

Last active: Aug 4, 2010
2 msgs
Raghu help in quantstrat Aug 1, 2010 Raghu Futures Roll? Aug 4, 2010

Raghuraman Ramachandran

Last active: Aug 17, 2010
5 msgs
Raghuraman Ramachandran calculating GBSVolatility using apply? Aug 6, 2010 Raghuraman Ramachandran question in quantmod package Aug 9, 2010 Raghuraman Ramachandran question in quantmod package Aug 9, 2010 Raghuraman Ramachandran GBSVolatility using apply Aug 11, 2010 Raghuraman Ramachandran the dividend effect? Aug 17, 2010

Rashaad Tayob

Last active: Aug 23, 2010
1 msg
Rashaad Tayob (no subject) Aug 23, 2010

Robert Sams

Last active: Aug 5, 2010
1 msg
Robert Sams Futures Roll? Aug 5, 2010

Rolf Edberg

Last active: Aug 18, 2010
1 msg
Rolf Edberg r and easylanguage? Aug 18, 2010

Ron Michael

Last active: Aug 30, 2010
1 msg
Ron Michael News impact curve? Aug 30, 2010

Rui ANTUNES

Last active: Aug 21, 2010
1 msg
Rui ANTUNES ANTUNES, Rui Aug 21, 2010

Sergey Goriatchev

Last active: Aug 12, 2010
1 msg
Sergey Goriatchev New 3 course online certificate in computational finance using R Aug 12, 2010

Shekhar Gupta

Last active: Aug 2, 2010
1 msg
Shekhar Gupta Import data from dynamically changing spreadsheet Aug 2, 2010

Thomas Etheber

Last active: Aug 4, 2010
1 msg
Thomas Etheber PerformanceAnalytics - Style Analysis Aug 4, 2010

Ulrich Staudinger

Last active: Aug 30, 2010
1 msg
Ulrich Staudinger Market index data visualization in R Aug 30, 2010

Velappan Periasamy

Last active: Aug 7, 2010
1 msg
Velappan Periasamy quantmod Example-google data download-problems Aug 7, 2010

Werner Erselina

Last active: Aug 21, 2010
1 msg
Werner Erselina Quantmod Aug 21, 2010

Whit Armstrong

Last active: Aug 4, 2010
1 msg
Whit Armstrong Futures Roll? Aug 4, 2010

Wolfgang Wu

Last active: Aug 31, 2010
3 msgs
Wolfgang Wu (no subject) Aug 17, 2010 Wolfgang Wu xts problem after version update Aug 31, 2010 Wolfgang Wu !SPAM: AW: xts problem after version update Aug 31, 2010

Worik

Last active: Aug 17, 2010
2 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

andre zege

Last active: Aug 20, 2010
3 msgs
andre zege how to get quotes with IBrokers Aug 17, 2010 andre zege how to get quotes with IBrokers Aug 19, 2010 andre zege how to get quotes with IBrokers Aug 20, 2010

stefano iacus

Last active: Aug 15, 2010
1 msg
stefano iacus Meixner distribution Aug 15, 2010

김상환

Last active: Aug 20, 2010
2 msgs
김상환 Non-parametric estimation of time-varying market beta? Aug 20, 2010 김상환 Example code for nonparametric estimation of time-varying beta Aug 20, 2010