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R-SIG-Finance September 2010

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SABR model
3 msgs
abe chan SABR model Sep 27, 2010
Sarbo SABR model Sep 30, 2010
Brian G. Peterson SABR model Sep 30, 2010
Quantmod/Chartseries Color Problem.
2 msgs
Daniel Probst Quantmod/Chartseries Color Problem. Sep 30, 2010
Jeff Ryan Quantmod/Chartseries Color Problem. Sep 30, 2010
Rbloomberg & RJava
1 msg
Jorge Nieves Rbloomberg & RJava Sep 30, 2010
how to avoid loops & using xts, quantmod
3 msgs
Immanuel how to avoid loops & using xts, quantmod Sep 29, 2010
Immanuel how to avoid loops & using xts, quantmod Sep 29, 2010
Sarbo how to avoid loops & using xts, quantmod Sep 30, 2010
how to avoid loops & using xts, quantmod
1 msg
Immanuel how to avoid loops & using xts, quantmod Sep 29, 2010
interactive session
2 msgs
Pam interactive session Sep 29, 2010
Joshua Ulrich interactive session Sep 29, 2010
interactive session
2 msgs
Pam interactive session Sep 28, 2010
Arun Kumar Saha interactive session Sep 28, 2010
How to remove NA from an xts object (NAs appear in the index )
4 msgs
Paulo Grahl How to remove NA from an xts object (NAs appear in the index ) Sep 26, 2010
Joshua Ulrich How to remove NA from an xts object (NAs appear in the index ) Sep 26, 2010
Paulo Grahl How to remove NA from an xts object (NAs appear in the index ) Sep 26, 2010
Paulo Grahl How to remove NA from an xts object (NAs appear in the index ) Sep 27, 2010
Bloomberg API bug - fix available
1 msg
Ana Nelson Bloomberg API bug - fix available Sep 27, 2010
minvariancePortfolio - "Constraints may be too restrictive error" when they aren't
1 msg
Mark Gordon minvariancePortfolio - "Constraints may be too restrictive error" when they aren't Sep 27, 2010
Mumbai November 2010: R Course for Finance
1 msg
Diethelm Wuertz Mumbai November 2010: R Course for Finance Sep 27, 2010
Time series in half hourly intervals- how do i do it?/
3 msgs
Adrian Ladaniwskyj Time series in half hourly intervals- how do i do it?/ Sep 27, 2010
Brian G. Peterson Time series in half hourly intervals- how do i do it?/ Sep 27, 2010
Gabor Grothendieck Time series in half hourly intervals- how do i do it?/ Sep 27, 2010
How to remove NA from an xts object (NAs appear in the index )
2 msgs
Gandhi, Puneet - RSCH AMRS How to remove NA from an xts object (NAs appear in the index ) Sep 26, 2010
Paulo Grahl How to remove NA from an xts object (NAs appear in the index ) Sep 26, 2010
Download Bloomberg Data Directly into R
2 msgs
benjamin sigel Download Bloomberg Data Directly into R Sep 26, 2010
Ana Nelson Download Bloomberg Data Directly into R Sep 26, 2010
basic "date" issue
3 msgs
Pam basic "date" issue Sep 24, 2010
Joshua Ulrich basic "date" issue Sep 24, 2010
Samuel Le basic "date" issue Sep 24, 2010
Selecting a time range from an XTS series?
6 msgs
Ulrich Staudinger Selecting a time range from an XTS series? Sep 22, 2010
Jeff Ryan Selecting a time range from an XTS series? Sep 22, 2010
Jeff Ryan Selecting a time range from an XTS series? Sep 23, 2010
Ulrich Staudinger Selecting a time range from an XTS series? Sep 23, 2010
Jeff Ryan Selecting a time range from an XTS series? Sep 23, 2010
Ulrich Staudinger Selecting a time range from an XTS series? Sep 23, 2010
Using Hull White One-Factor Model by R
2 msgs
Josh C. Chien Using Hull White One-Factor Model by R Sep 16, 2010
Sarbo Using Hull White One-Factor Model by R Sep 23, 2010
trouble with timeSequence
3 msgs
Mercurio Danilo 1850 SPI trouble with timeSequence Sep 21, 2010
Yohan Chalabi trouble with timeSequence Sep 21, 2010
Mercurio Danilo 1850 SPI trouble with timeSequence Sep 22, 2010
Quantmod Monthly Return function
6 msgs
Werner Erselina Quantmod Monthly Return function Sep 20, 2010
Jan Vandermeer Quantmod Monthly Return function Sep 20, 2010
Jeff Ryan Quantmod Monthly Return function Sep 20, 2010
Werner Erselina Quantmod Monthly Return function Sep 20, 2010
Jeff Ryan Quantmod Monthly Return function Sep 20, 2010
Werner Erselina Quantmod Monthly Return function Sep 20, 2010
R/Finance 2011 - Call for Papers
1 msg
Brian G. Peterson R/Finance 2011 - Call for Papers Sep 20, 2010
Incorrect Formula in table.CAPM?
4 msgs
devlinme at mac.com Incorrect Formula in table.CAPM? Sep 17, 2010
Brian G. Peterson Incorrect Formula in table.CAPM? Sep 17, 2010
Russ Devlin Incorrect Formula in table.CAPM? Sep 17, 2010
Brian G. Peterson Incorrect Formula in table.CAPM? Sep 17, 2010
RBloomberg Problem with bar
2 msgs
Daniel Probst RBloomberg Problem with bar Sep 17, 2010
Ana Nelson RBloomberg Problem with bar Sep 17, 2010
basic F dist question
2 msgs
Leigh E. Lommen basic F dist question Sep 17, 2010
Brian G. Peterson basic F dist question Sep 17, 2010
RBloomberg getDATA
2 msgs
trb1 RBloomberg getDATA Sep 16, 2010
Ana Nelson RBloomberg getDATA Sep 17, 2010
How to spot lowest or Highest points from timeSeries object in Rmetrics library
3 msgs
Josh C. Chien How to spot lowest or Highest points from timeSeries object in Rmetrics library Sep 16, 2010
Mark Breman How to spot lowest or Highest points from timeSeries object in Rmetrics library Sep 16, 2010
Lüthi David (XICD 1) How to spot lowest or Highest points from timeSeries object in Rmetrics library Sep 16, 2010
removing repeating values from xts series
9 msgs
Ulrich Staudinger removing repeating values from xts series Sep 14, 2010
Lüthi David (XICD 1) removing repeating values from xts series Sep 15, 2010
Ulrich Staudinger removing repeating values from xts series Sep 15, 2010
Lüthi David (XICD 1) removing repeating values from xts series Sep 15, 2010
Patrick Burns removing repeating values from xts series Sep 15, 2010
Ulrich Staudinger removing repeating values from xts series Sep 15, 2010
Ulrich Staudinger removing repeating values from xts series Sep 15, 2010
Joshua Ulrich removing repeating values from xts series Sep 15, 2010
Ulrich Staudinger removing repeating values from xts series Sep 15, 2010
quantstrat- adding transaction fee to rule
5 msgs
Andre Barroso quantstrat- adding transaction fee to rule Sep 11, 2010
Brian G. Peterson quantstrat- adding transaction fee to rule Sep 11, 2010
Andre Barroso quantstrat- adding transaction fee to rule Sep 12, 2010
Brian G. Peterson quantstrat- adding transaction fee to rule Sep 12, 2010
Andre Barroso quantstrat- adding transaction fee to rule Sep 13, 2010
aligning time series data
2 msgs
Anil Vijendran aligning time series data Sep 12, 2010
Gabor Grothendieck aligning time series data Sep 12, 2010
Using quantmod to calculate returns on multiple stocks and save in new variable
2 msgs
Keith Peter Using quantmod to calculate returns on multiple stocks and save in new variable Sep 10, 2010
Joshua Ulrich Using quantmod to calculate returns on multiple stocks and save in new variable Sep 12, 2010
Quantmod function to collect close prices into new object
2 msgs
Keith Peter Quantmod function to collect close prices into new object Sep 11, 2010
Joshua Ulrich Quantmod function to collect close prices into new object Sep 11, 2010
Computational and Machine Learning Methods in Finance
1 msg
German Creamer Computational and Machine Learning Methods in Finance Sep 10, 2010
for loop help
3 msgs
Alfredo for loop help Sep 10, 2010
Brian G. Peterson for loop help Sep 10, 2010
Alfredo for loop help Sep 10, 2010
Blotter : "Error: cannot allocate vector of size 300 Mb"
2 msgs
Frédéric LABORDERIE Blotter : "Error: cannot allocate vector of size 300 Mb" Sep 10, 2010
Brian G. Peterson Blotter : "Error: cannot allocate vector of size 300 Mb" Sep 10, 2010
Installing RDCOMClient, Rbloomberg from source
4 msgs
Mercurio Danilo 1850 SPI Installing RDCOMClient, Rbloomberg from source Sep 6, 2010
Cedrick Johnson Installing RDCOMClient, Rbloomberg from source Sep 6, 2010
Mercurio Danilo 1850 SPI Installing RDCOMClient, Rbloomberg from source Sep 6, 2010
Ana Nelson Installing RDCOMClient, Rbloomberg from source Sep 10, 2010
rollapply over several columns
4 msgs
Ulrich Staudinger rollapply over several columns Sep 9, 2010
Murali.Menon at avivainvestors.com rollapply over several columns Sep 9, 2010
Ulrich Staudinger rollapply over several columns Sep 9, 2010
Gabor Grothendieck rollapply over several columns Sep 9, 2010
Blotter : pbm with P&L calculation
3 msgs
Frédéric LABORDERIE Blotter : pbm with P&L calculation Sep 9, 2010
Brian G. Peterson Blotter : pbm with P&L calculation Sep 9, 2010
Frédéric LABORDERIE Blotter : pbm with P&L calculation Sep 9, 2010
Running sum by subset time series
2 msgs
Wilfred Daye Running sum by subset time series Sep 8, 2010
Gabor Grothendieck Running sum by subset time series Sep 8, 2010
Bloomberg
6 msgs
Jorge Nieves Bloomberg Sep 8, 2010
Olivier Schmitt Bloomberg Sep 8, 2010
Jorge Nieves Bloomberg Sep 8, 2010
Olivier Schmitt Bloomberg Sep 8, 2010
David Reiner Bloomberg Sep 8, 2010
Jorge Nieves Bloomberg Sep 8, 2010
Extract option IDs from option chain
9 msgs
rex Extract option IDs from option chain Sep 6, 2010
rex Extract option IDs from option chain Sep 6, 2010
Gabor Grothendieck Extract option IDs from option chain Sep 6, 2010
Marc Delvaux Extract option IDs from option chain Sep 6, 2010
Jeff Ryan Extract option IDs from option chain Sep 6, 2010
Gabor Grothendieck Extract option IDs from option chain Sep 6, 2010
Marc Delvaux Extract option IDs from option chain Sep 7, 2010
rex Extract option IDs from option chain Sep 8, 2010
rex Extract option IDs from option chain Sep 8, 2010
Time Series PerformanceAnalytics
2 msgs
trb1 Time Series PerformanceAnalytics Sep 6, 2010
Joshua Ulrich Time Series PerformanceAnalytics Sep 7, 2010
How to deal with futures data?
3 msgs
Matthieu Stigler How to deal with futures data? Sep 6, 2010
Whit Armstrong How to deal with futures data? Sep 6, 2010
Matthieu Stigler How to deal with futures data? Sep 7, 2010
how to fill-in time stamp
3 msgs
t sf how to fill-in time stamp Sep 6, 2010
Jeff Ryan how to fill-in time stamp Sep 6, 2010
Gabor Grothendieck how to fill-in time stamp Sep 6, 2010
reading ultar high frequency data
1 msg
blueysnow reading ultar high frequency data Sep 6, 2010
IBrokers question
4 msgs
Sergey Goriatchev IBrokers question Sep 6, 2010
Daniel Cegiełka IBrokers question Sep 6, 2010
rex IBrokers question Sep 6, 2010
Sergey Goriatchev IBrokers question Sep 6, 2010
RBloomberg Lib Issue
1 msg
Josh C. Chien RBloomberg Lib Issue Sep 5, 2010
Fill values in a zoo object
2 msgs
Wilfred Daye Fill values in a zoo object Sep 5, 2010
Gabor Grothendieck Fill values in a zoo object Sep 5, 2010
reading forex data zoo or xts?
2 msgs
Andres Susrud reading forex data zoo or xts? Sep 4, 2010
Gabor Grothendieck reading forex data zoo or xts? Sep 4, 2010
IB contract specification for VIX index: load fails
4 msgs
Jonathan Shore IB contract specification for VIX index: load fails Sep 3, 2010
Jeff Ryan IB contract specification for VIX index: load fails Sep 3, 2010
Jeff Ryan IB contract specification for VIX index: load fails Sep 3, 2010
Jonathan Shore IB contract specification for VIX index: load fails Sep 3, 2010
Tabloid journalism with Rmetrics
1 msg
Alpert, William Tabloid journalism with Rmetrics Sep 2, 2010
Rquantlib vs Bloomberg
6 msgs
Gandhi, Puneet - RSCH AMRS Rquantlib vs Bloomberg Sep 2, 2010
Samuel Le Rquantlib vs Bloomberg Sep 2, 2010
Gandhi, Puneet - RSCH AMRS Rquantlib vs Bloomberg Sep 2, 2010
Dirk Eddelbuettel Rquantlib vs Bloomberg Sep 2, 2010
Gandhi, Puneet - RSCH AMRS Rquantlib vs Bloomberg Sep 2, 2010
Dirk Eddelbuettel Rquantlib vs Bloomberg Sep 2, 2010
Ques regarding price conversion to 32nds
6 msgs
Gandhi, Puneet - RSCH AMRS Ques regarding price conversion to 32nds Sep 1, 2010
Pierre Lapointe Ques regarding price conversion to 32nds Sep 1, 2010
Joshua Ulrich Ques regarding price conversion to 32nds Sep 1, 2010
Pierre Lapointe Ques regarding price conversion to 32nds Sep 1, 2010
Gandhi, Puneet - RSCH AMRS Ques regarding price conversion to 32nds Sep 2, 2010
Dirk Eddelbuettel Ques regarding price conversion to 32nds Sep 2, 2010
Ques abt RQuantlib
1 msg
Gandhi, Puneet - RSCH AMRS Ques abt RQuantlib Sep 2, 2010
Drawdown functions from PerformanceAnalytics
6 msgs
Mark Breman Drawdown functions from PerformanceAnalytics Sep 2, 2010
Samuel Le Drawdown functions from PerformanceAnalytics Sep 2, 2010
Brian G. Peterson Drawdown functions from PerformanceAnalytics Sep 2, 2010
Mark Breman Drawdown functions from PerformanceAnalytics Sep 2, 2010
Brian G. Peterson Drawdown functions from PerformanceAnalytics Sep 2, 2010
Peter Carl Drawdown functions from PerformanceAnalytics Sep 2, 2010
Annual Percentage Rate (Amy Milano)
1 msg
Amy Milano Annual Percentage Rate (Amy Milano) Sep 2, 2010
Quantmod
1 msg
Werner Erselina Quantmod Sep 1, 2010
Annual Percentage Rate (Amy Milano)
1 msg
Geoffrey Smith Annual Percentage Rate (Amy Milano) Sep 1, 2010
Annual Percentage Rate
1 msg
Werner Erselina Annual Percentage Rate Sep 1, 2010