R-SIG-Finance August 2010

!SPAM: AW: xts problem after version update

W

1 msg · Aug 31

W

Wolfgang Wu !SPAM: AW: xts problem after version update Aug 31, 2010

(no subject)

W

R

2 msgs · Aug 17 – Aug 23

W

Wolfgang Wu (no subject) Aug 17, 2010

R

Rashaad Tayob (no subject) Aug 23, 2010

- GBSVolatility using apply - Email found in subject

D

1 msg · Aug 12

D

David Reiner - GBSVolatility using apply - Email found in subject Aug 12, 2010

- Re: Question regarding floor and round - Email found in subject

D

1 msg · Aug 26

D

David Reiner - Re: Question regarding floor and round - Email found in subject Aug 26, 2010

- Re: [SPAM] - GBSVolatility using apply - Email found in subject - Email found in subject

D

1 msg · Aug 12

D

David Reiner - Re: [SPAM] - GBSVolatility using apply - Email found in subject - Email found in subject Aug 12, 2010

- fast date/time format that handles both known andunknown timezones? - Email found in subject

D

1 msg · Aug 13

D

David Reiner - fast date/time format that handles both known andunknown timezones? - Email found in subject Aug 13, 2010

ANTUNES, Rui

R

1 msg · Aug 21

R

Rui ANTUNES ANTUNES, Rui Aug 21, 2010

Annual Percentage Rate

A

1 msg · Aug 31

A

Amy Milano Annual Percentage Rate Aug 31, 2010

BCa-intervals not defined in boot.ci() for tsboot()

A

1 msg · Aug 1

A

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

Calculating Hasbrouck's information share and Gonzalo-Granger weights on R

N

E

2 msgs · Aug 28 – Aug 30

N

Nidhi Aggrawal Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Aug 28, 2010

E

Eric Zivot Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Aug 30, 2010

Calculating measures of extreme tail independency and dependence

B

1 msg · Aug 21

B

Brenda Quismorio Calculating measures of extreme tail independency and dependence Aug 21, 2010

Chart Rolling Correlation in Package PerformanceAnalytics

P

1 msg · Aug 11

P

Philipp Haumueller Chart Rolling Correlation in Package PerformanceAnalytics Aug 11, 2010

Combining XTS objects with unmatched but regular dates

W

J

3 msgs · Aug 17 – Aug 18

W

Worik Combining XTS objects with unmatched but regular dates Aug 17, 2010

W

Worik Combining XTS objects with unmatched but regular dates Aug 17, 2010

J

Jeff Ryan Combining XTS objects with unmatched but regular dates Aug 18, 2010

Dividends

L

1 msg · Aug 17

L

Leigh E. Lommen Dividends Aug 17, 2010

Example code for nonparametric estimation of time-varying beta

김

M

2 msgs · Aug 20 – Aug 21

김

김상환 Example code for nonparametric estimation of time-varying beta Aug 20, 2010

M

Mark Knecht Example code for nonparametric estimation of time-varying beta Aug 21, 2010

Futures Roll?

R

W

R

3 msgs · Aug 4 – Aug 5

R

Raghu Futures Roll? Aug 4, 2010

W

Whit Armstrong Futures Roll? Aug 4, 2010

R

Robert Sams Futures Roll? Aug 5, 2010

GBSVolatility using apply

R

1 msg · Aug 11

R

Raghuraman Ramachandran GBSVolatility using apply Aug 11, 2010

Import data from dynamically changing spreadsheet

S

1 msg · Aug 2

S

Shekhar Gupta Import data from dynamically changing spreadsheet Aug 2, 2010

Market index data visualization in R

N

U

3 msgs · Aug 29 – Aug 30

N

Nadeem Faiz Market index data visualization in R Aug 29, 2010

U

Ulrich Staudinger Market index data visualization in R Aug 30, 2010

N

Nadeem Faiz Market index data visualization in R Aug 30, 2010

Meixner distribution

S

1 msg · Aug 15

S

stefano iacus Meixner distribution Aug 15, 2010

New 3 course online certificate in computational finance using R

E

S

C

3 msgs · Aug 11 – Aug 12

E

Eric Zivot New 3 course online certificate in computational finance using R Aug 11, 2010

S

Sergey Goriatchev New 3 course online certificate in computational finance using R Aug 12, 2010

C

Curt Hagenlocher New 3 course online certificate in computational finance using R Aug 12, 2010

News impact curve?

M

A

R

5 msgs · Aug 30 – Aug 30

M

Matthieu Stigler News impact curve? Aug 30, 2010

M

Matthieu Stigler News impact curve? Aug 30, 2010

A

Alexios Ghalanos News impact curve? Aug 30, 2010

R

Ron Michael News impact curve? Aug 30, 2010

C

Curt Hagenlocher News impact curve? Aug 30, 2010

Non standard options, how to filter

M

1 msg · Aug 2

M

Marc Delvaux Non standard options, how to filter Aug 2, 2010

Non-parametric estimation of time-varying market beta?

김

M

2 msgs · Aug 20 – Aug 20

김

김상환 Non-parametric estimation of time-varying market beta? Aug 20, 2010

M

Mark Knecht Non-parametric estimation of time-varying market beta? Aug 20, 2010

PerformanceAnalytics - Style Analysis

T

E

2 msgs · Aug 4 – Aug 4

T

Thomas Etheber PerformanceAnalytics - Style Analysis Aug 4, 2010

E

Eric Zivot PerformanceAnalytics - Style Analysis Aug 4, 2010

PerformanceAnalytics: functions don't work after updating the package

A

1 msg · Aug 30

A

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

PerformanceAnalytics: functions don't work afterupdating the package

G

1 msg · Aug 30

G

Gandhi, Puneet - RSCH AMRS PerformanceAnalytics: functions don't work afterupdating the package Aug 30, 2010

Quantmod

W

J

2 msgs · Aug 21 – Aug 21

W

Werner Erselina Quantmod Aug 21, 2010

J

Joshua Ulrich Quantmod Aug 21, 2010

Ques regarding price conversion

G

1 msg · Aug 30

G

Gandhi, Puneet - RSCH AMRS Ques regarding price conversion Aug 30, 2010

Question regarding floor and round

G

P

M

4 msgs · Aug 25 – Aug 26

G

Gandhi, Puneet - RSCH AMRS Question regarding floor and round Aug 25, 2010

P

Pierre Lapointe Question regarding floor and round Aug 25, 2010

M

Martin Becker Question regarding floor and round Aug 26, 2010

G

Gandhi, Puneet - RSCH AMRS Question regarding floor and round Aug 26, 2010

R and Windows64 :help wanted for (R)QuantLib build

D

1 msg · Aug 10

D

Dirk Eddelbuettel R and Windows64 :help wanted for (R)QuantLib build Aug 10, 2010

R-SIG-Finance Digest, Vol 75, Issue 21

E

1 msg · Aug 27

E

Eugenio De Maio R-SIG-Finance Digest, Vol 75, Issue 21 Aug 27, 2010

R-SIG-Finance Digest, Vol 75, Issue 24, FI-GARCH Model in R ?

E

1 msg · Aug 31

E

Eugenio De Maio R-SIG-Finance Digest, Vol 75, Issue 24, FI-GARCH Model in R ? Aug 31, 2010

Seasonal plot of daily data

K

G

P

8 msgs · Aug 2 – Aug 3

K

Krishna Kumar Seasonal plot of daily data Aug 2, 2010

G

Gabor Grothendieck Seasonal plot of daily data Aug 2, 2010

P

Paul Teetor Seasonal plot of daily data Aug 2, 2010

G

Gabor Grothendieck Seasonal plot of daily data Aug 2, 2010

K

Krishna Kumar Seasonal plot of daily data Aug 2, 2010

A

Arun Kumar Saha Seasonal plot of daily data Aug 3, 2010

J

Jeff Ryan Seasonal plot of daily data Aug 3, 2010

G

Gabor Grothendieck Seasonal plot of daily data Aug 3, 2010

Secant Method Convergence (Method to replicate Excel XIRR/IRR)

A

1 msg · Aug 25

A

Adrian Ng Secant Method Convergence (Method to replicate Excel XIRR/IRR) Aug 25, 2010

adding xts time series

N

J

3 msgs · Aug 21 – Aug 21

N

Nick Torenvliet adding xts time series Aug 21, 2010

N

Nick Torenvliet adding xts time series Aug 21, 2010

J

Joshua Ulrich adding xts time series Aug 21, 2010

blogging, etc.

P

1 msg · Aug 26

P

Patrick Burns blogging, etc. Aug 26, 2010

calculating GBSVolatility using apply?

R

1 msg · Aug 6

R

Raghuraman Ramachandran calculating GBSVolatility using apply? Aug 6, 2010

duan model - garch option pricing

E

1 msg · Aug 1

E

Eugenio De Maio duan model - garch option pricing Aug 1, 2010

fast date/time format that handles both known and unknown timezones?

D

1 msg · Aug 13

D

Dirk Eddelbuettel fast date/time format that handles both known and unknown timezones? Aug 13, 2010

fast date/time format that handles both known and unknown timezones?

A

1 msg · Aug 13

A

Andrew Piskorski fast date/time format that handles both known and unknown timezones? Aug 13, 2010

help in quantstrat

R

1 msg · Aug 1

R

Raghu help in quantstrat Aug 1, 2010

how to get quotes with IBrokers

A

R

G

6 msgs · Aug 17 – Aug 20

A

andre zege how to get quotes with IBrokers Aug 17, 2010

R

R P Herrold how to get quotes with IBrokers Aug 17, 2010

G

Guy Green how to get quotes with IBrokers Aug 18, 2010

J

Jeff Ryan how to get quotes with IBrokers Aug 18, 2010

A

andre zege how to get quotes with IBrokers Aug 19, 2010

A

andre zege how to get quotes with IBrokers Aug 20, 2010

quantmod Example-google data download-problems

V

J

2 msgs · Aug 7 – Aug 7

V

Velappan Periasamy quantmod Example-google data download-problems Aug 7, 2010

J

Joshua Ulrich quantmod Example-google data download-problems Aug 7, 2010

quantmod getOptionChain failing on one character symbol

M

J

2 msgs · Aug 2 – Aug 2

M

Marc Delvaux quantmod getOptionChain failing on one character symbol Aug 2, 2010

J

Jeff Ryan quantmod getOptionChain failing on one character symbol Aug 2, 2010

question in quantmod package

R

C

3 msgs · Aug 9 – Aug 9

R

Raghuraman Ramachandran question in quantmod package Aug 9, 2010

C

Cedrick Johnson question in quantmod package Aug 9, 2010

R

Raghuraman Ramachandran question in quantmod package Aug 9, 2010

r and easylanguage?

R

1 msg · Aug 18

R

Rolf Edberg r and easylanguage? Aug 18, 2010

serialize()

F

M

2 msgs · Aug 21 – Aug 21

F

Fernando Saldanha serialize() Aug 21, 2010

M

Matthieu Stigler serialize() Aug 21, 2010

the dividend effect?

R

1 msg · Aug 17

R

Raghuraman Ramachandran the dividend effect? Aug 17, 2010

xts + indexing for tick data?

A

J

3 msgs · Aug 5 – Aug 6

A

Andrew Piskorski xts + indexing for tick data? Aug 5, 2010

J

Jeff Ryan xts + indexing for tick data? Aug 5, 2010

A

Andrew Piskorski xts + indexing for tick data? Aug 6, 2010

xts problem after version update

W

J

2 msgs · Aug 31 – Aug 31

W

Wolfgang Wu xts problem after version update Aug 31, 2010

J

Jeff Ryan xts problem after version update Aug 31, 2010