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R-SIG-Finance September 2010

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Adrian Ladaniwskyj

Last active: Sep 27, 2010
1 msg
Adrian Ladaniwskyj Time series in half hourly intervals- how do i do it?/ Sep 27, 2010

Alfredo

Last active: Sep 10, 2010
2 msgs
Alfredo for loop help Sep 10, 2010 Alfredo for loop help Sep 10, 2010

Alpert, William

Last active: Sep 2, 2010
1 msg
Alpert, William Tabloid journalism with Rmetrics Sep 2, 2010

Amy Milano

Last active: Sep 2, 2010
1 msg
Amy Milano Annual Percentage Rate (Amy Milano) Sep 2, 2010

Ana Nelson

Last active: Sep 27, 2010
5 msgs
Ana Nelson Installing RDCOMClient, Rbloomberg from source Sep 10, 2010 Ana Nelson RBloomberg getDATA Sep 17, 2010 Ana Nelson RBloomberg Problem with bar Sep 17, 2010 Ana Nelson Download Bloomberg Data Directly into R Sep 26, 2010 Ana Nelson Bloomberg API bug - fix available Sep 27, 2010

Andre Barroso

Last active: Sep 13, 2010
3 msgs
Andre Barroso quantstrat- adding transaction fee to rule Sep 11, 2010 Andre Barroso quantstrat- adding transaction fee to rule Sep 12, 2010 Andre Barroso quantstrat- adding transaction fee to rule Sep 13, 2010

Andres Susrud

Last active: Sep 4, 2010
1 msg
Andres Susrud reading forex data zoo or xts? Sep 4, 2010

Anil Vijendran

Last active: Sep 12, 2010
1 msg
Anil Vijendran aligning time series data Sep 12, 2010

Arun Kumar Saha

Last active: Sep 28, 2010
1 msg
Arun Kumar Saha interactive session Sep 28, 2010

Brian G. Peterson

Last active: Sep 30, 2010
13 msgs
Brian G. Peterson Drawdown functions from PerformanceAnalytics Sep 2, 2010 Brian G. Peterson Drawdown functions from PerformanceAnalytics Sep 2, 2010 Brian G. Peterson Blotter : pbm with P&L calculation Sep 9, 2010 Brian G. Peterson Blotter : "Error: cannot allocate vector of size 300 Mb" Sep 10, 2010 Brian G. Peterson for loop help Sep 10, 2010 Brian G. Peterson quantstrat- adding transaction fee to rule Sep 11, 2010 Brian G. Peterson quantstrat- adding transaction fee to rule Sep 12, 2010 Brian G. Peterson Incorrect Formula in table.CAPM? Sep 17, 2010 Brian G. Peterson basic F dist question Sep 17, 2010 Brian G. Peterson Incorrect Formula in table.CAPM? Sep 17, 2010 Brian G. Peterson R/Finance 2011 - Call for Papers Sep 20, 2010 Brian G. Peterson Time series in half hourly intervals- how do i do it?/ Sep 27, 2010 Brian G. Peterson SABR model Sep 30, 2010

Cedrick Johnson

Last active: Sep 6, 2010
1 msg
Cedrick Johnson Installing RDCOMClient, Rbloomberg from source Sep 6, 2010

Daniel Cegiełka

Last active: Sep 6, 2010
1 msg
Daniel Cegiełka IBrokers question Sep 6, 2010

Daniel Probst

Last active: Sep 30, 2010
2 msgs
Daniel Probst RBloomberg Problem with bar Sep 17, 2010 Daniel Probst Quantmod/Chartseries Color Problem. Sep 30, 2010

David Reiner

Last active: Sep 8, 2010
1 msg
David Reiner Bloomberg Sep 8, 2010

Diethelm Wuertz

Last active: Sep 27, 2010
1 msg
Diethelm Wuertz Mumbai November 2010: R Course for Finance Sep 27, 2010

Dirk Eddelbuettel

Last active: Sep 2, 2010
3 msgs
Dirk Eddelbuettel Ques regarding price conversion to 32nds Sep 2, 2010 Dirk Eddelbuettel Rquantlib vs Bloomberg Sep 2, 2010 Dirk Eddelbuettel Rquantlib vs Bloomberg Sep 2, 2010

Frédéric LABORDERIE

Last active: Sep 10, 2010
3 msgs
Frédéric LABORDERIE Blotter : pbm with P&L calculation Sep 9, 2010 Frédéric LABORDERIE Blotter : pbm with P&L calculation Sep 9, 2010 Frédéric LABORDERIE Blotter : "Error: cannot allocate vector of size 300 Mb" Sep 10, 2010

Gabor Grothendieck

Last active: Sep 27, 2010
9 msgs
Gabor Grothendieck reading forex data zoo or xts? Sep 4, 2010 Gabor Grothendieck Fill values in a zoo object Sep 5, 2010 Gabor Grothendieck how to fill-in time stamp Sep 6, 2010 Gabor Grothendieck Extract option IDs from option chain Sep 6, 2010 Gabor Grothendieck Extract option IDs from option chain Sep 6, 2010 Gabor Grothendieck Running sum by subset time series Sep 8, 2010 Gabor Grothendieck rollapply over several columns Sep 9, 2010 Gabor Grothendieck aligning time series data Sep 12, 2010 Gabor Grothendieck Time series in half hourly intervals- how do i do it?/ Sep 27, 2010

Gandhi, Puneet - RSCH AMRS

Last active: Sep 26, 2010
7 msgs
Gandhi, Puneet - RSCH AMRS Ques regarding price conversion to 32nds Sep 1, 2010 Gandhi, Puneet - RSCH AMRS Ques regarding price conversion to 32nds Sep 2, 2010 Gandhi, Puneet - RSCH AMRS Rquantlib vs Bloomberg Sep 2, 2010 Gandhi, Puneet - RSCH AMRS Rquantlib vs Bloomberg Sep 2, 2010 Gandhi, Puneet - RSCH AMRS Ques abt RQuantlib Sep 2, 2010 Gandhi, Puneet - RSCH AMRS Rquantlib vs Bloomberg Sep 2, 2010 Gandhi, Puneet - RSCH AMRS How to remove NA from an xts object (NAs appear in the index ) Sep 26, 2010

Geoffrey Smith

Last active: Sep 1, 2010
1 msg
Geoffrey Smith Annual Percentage Rate (Amy Milano) Sep 1, 2010

German Creamer

Last active: Sep 10, 2010
1 msg
German Creamer Computational and Machine Learning Methods in Finance Sep 10, 2010

Immanuel

Last active: Sep 29, 2010
3 msgs
Immanuel how to avoid loops & using xts, quantmod Sep 29, 2010 Immanuel how to avoid loops & using xts, quantmod Sep 29, 2010 Immanuel how to avoid loops & using xts, quantmod Sep 29, 2010

Jan Vandermeer

Last active: Sep 20, 2010
1 msg
Jan Vandermeer Quantmod Monthly Return function Sep 20, 2010

Jeff Ryan

Last active: Sep 30, 2010
10 msgs
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 Jeff Ryan how to fill-in time stamp Sep 6, 2010 Jeff Ryan Extract option IDs from option chain Sep 6, 2010 Jeff Ryan Quantmod Monthly Return function Sep 20, 2010 Jeff Ryan Quantmod Monthly Return function Sep 20, 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 Jeff Ryan Selecting a time range from an XTS series? Sep 23, 2010 Jeff Ryan Quantmod/Chartseries Color Problem. Sep 30, 2010

Jonathan Shore

Last active: Sep 3, 2010
2 msgs
Jonathan Shore IB contract specification for VIX index: load fails Sep 3, 2010 Jonathan Shore IB contract specification for VIX index: load fails Sep 3, 2010

Jorge Nieves

Last active: Sep 30, 2010
4 msgs
Jorge Nieves Bloomberg Sep 8, 2010 Jorge Nieves Bloomberg Sep 8, 2010 Jorge Nieves Bloomberg Sep 8, 2010 Jorge Nieves Rbloomberg & RJava Sep 30, 2010

Josh C. Chien

Last active: Sep 16, 2010
3 msgs
Josh C. Chien RBloomberg Lib Issue Sep 5, 2010 Josh C. Chien How to spot lowest or Highest points from timeSeries object in Rmetrics library Sep 16, 2010 Josh C. Chien Using Hull White One-Factor Model by R Sep 16, 2010

Joshua Ulrich

Last active: Sep 29, 2010
8 msgs
Joshua Ulrich Ques regarding price conversion to 32nds Sep 1, 2010 Joshua Ulrich Time Series PerformanceAnalytics Sep 7, 2010 Joshua Ulrich Quantmod function to collect close prices into new object Sep 11, 2010 Joshua Ulrich Using quantmod to calculate returns on multiple stocks and save in new variable Sep 12, 2010 Joshua Ulrich removing repeating values from xts series Sep 15, 2010 Joshua Ulrich basic "date" issue Sep 24, 2010 Joshua Ulrich How to remove NA from an xts object (NAs appear in the index ) Sep 26, 2010 Joshua Ulrich interactive session Sep 29, 2010

Keith Peter

Last active: Sep 11, 2010
2 msgs
Keith Peter Using quantmod to calculate returns on multiple stocks and save in new variable Sep 10, 2010 Keith Peter Quantmod function to collect close prices into new object Sep 11, 2010

Leigh E. Lommen

Last active: Sep 17, 2010
1 msg
Leigh E. Lommen basic F dist question Sep 17, 2010

Lüthi David (XICD 1)

Last active: Sep 16, 2010
3 msgs
Lüthi David (XICD 1) removing repeating values from xts series Sep 15, 2010 Lüthi David (XICD 1) removing repeating values from xts series Sep 15, 2010 Lüthi David (XICD 1) How to spot lowest or Highest points from timeSeries object in Rmetrics library Sep 16, 2010

Marc Delvaux

Last active: Sep 7, 2010
2 msgs
Marc Delvaux Extract option IDs from option chain Sep 6, 2010 Marc Delvaux Extract option IDs from option chain Sep 7, 2010

Mark Breman

Last active: Sep 16, 2010
3 msgs
Mark Breman Drawdown functions from PerformanceAnalytics Sep 2, 2010 Mark Breman Drawdown functions from PerformanceAnalytics Sep 2, 2010 Mark Breman How to spot lowest or Highest points from timeSeries object in Rmetrics library Sep 16, 2010

Mark Gordon

Last active: Sep 27, 2010
1 msg
Mark Gordon minvariancePortfolio - "Constraints may be too restrictive error" when they aren't Sep 27, 2010

Matthieu Stigler

Last active: Sep 7, 2010
2 msgs
Matthieu Stigler How to deal with futures data? Sep 6, 2010 Matthieu Stigler How to deal with futures data? Sep 7, 2010

Mercurio Danilo 1850 SPI

Last active: Sep 22, 2010
4 msgs
Mercurio Danilo 1850 SPI Installing RDCOMClient, Rbloomberg from source Sep 6, 2010 Mercurio Danilo 1850 SPI Installing RDCOMClient, Rbloomberg from source Sep 6, 2010 Mercurio Danilo 1850 SPI trouble with timeSequence Sep 21, 2010 Mercurio Danilo 1850 SPI trouble with timeSequence Sep 22, 2010

Murali.Menon at avivainvestors.com

Last active: Sep 9, 2010
1 msg
Murali.Menon at avivainvestors.com rollapply over several columns Sep 9, 2010

Olivier Schmitt

Last active: Sep 8, 2010
2 msgs
Olivier Schmitt Bloomberg Sep 8, 2010 Olivier Schmitt Bloomberg Sep 8, 2010

Pam

Last active: Sep 29, 2010
3 msgs
Pam basic "date" issue Sep 24, 2010 Pam interactive session Sep 28, 2010 Pam interactive session Sep 29, 2010

Patrick Burns

Last active: Sep 15, 2010
1 msg
Patrick Burns removing repeating values from xts series Sep 15, 2010

Paulo Grahl

Last active: Sep 27, 2010
4 msgs
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 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

Peter Carl

Last active: Sep 2, 2010
1 msg
Peter Carl Drawdown functions from PerformanceAnalytics Sep 2, 2010

Pierre Lapointe

Last active: Sep 1, 2010
2 msgs
Pierre Lapointe Ques regarding price conversion to 32nds Sep 1, 2010 Pierre Lapointe Ques regarding price conversion to 32nds Sep 1, 2010

Russ Devlin

Last active: Sep 17, 2010
1 msg
Russ Devlin Incorrect Formula in table.CAPM? Sep 17, 2010

Samuel Le

Last active: Sep 24, 2010
3 msgs
Samuel Le Drawdown functions from PerformanceAnalytics Sep 2, 2010 Samuel Le Rquantlib vs Bloomberg Sep 2, 2010 Samuel Le basic "date" issue Sep 24, 2010

Sarbo

Last active: Sep 30, 2010
3 msgs
Sarbo Using Hull White One-Factor Model by R Sep 23, 2010 Sarbo how to avoid loops & using xts, quantmod Sep 30, 2010 Sarbo SABR model Sep 30, 2010

Sergey Goriatchev

Last active: Sep 6, 2010
2 msgs
Sergey Goriatchev IBrokers question Sep 6, 2010 Sergey Goriatchev IBrokers question Sep 6, 2010

Ulrich Staudinger

Last active: Sep 23, 2010
10 msgs
Ulrich Staudinger rollapply over several columns Sep 9, 2010 Ulrich Staudinger rollapply over several columns Sep 9, 2010 Ulrich Staudinger removing repeating values from xts series Sep 14, 2010 Ulrich Staudinger 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 Ulrich Staudinger removing repeating values from xts series Sep 15, 2010 Ulrich Staudinger Selecting a time range from an XTS series? Sep 22, 2010 Ulrich Staudinger Selecting a time range from an XTS series? Sep 23, 2010 Ulrich Staudinger Selecting a time range from an XTS series? Sep 23, 2010

Werner Erselina

Last active: Sep 20, 2010
5 msgs
Werner Erselina Annual Percentage Rate Sep 1, 2010 Werner Erselina Quantmod Sep 1, 2010 Werner Erselina Quantmod Monthly Return function Sep 20, 2010 Werner Erselina Quantmod Monthly Return function Sep 20, 2010 Werner Erselina Quantmod Monthly Return function Sep 20, 2010

Whit Armstrong

Last active: Sep 6, 2010
1 msg
Whit Armstrong How to deal with futures data? Sep 6, 2010

Wilfred Daye

Last active: Sep 8, 2010
2 msgs
Wilfred Daye Fill values in a zoo object Sep 5, 2010 Wilfred Daye Running sum by subset time series Sep 8, 2010

Yohan Chalabi

Last active: Sep 21, 2010
1 msg
Yohan Chalabi trouble with timeSequence Sep 21, 2010

abe chan

Last active: Sep 27, 2010
1 msg
abe chan SABR model Sep 27, 2010

benjamin sigel

Last active: Sep 26, 2010
1 msg
benjamin sigel Download Bloomberg Data Directly into R Sep 26, 2010

blueysnow

Last active: Sep 6, 2010
1 msg
blueysnow reading ultar high frequency data Sep 6, 2010

devlinme at mac.com

Last active: Sep 17, 2010
1 msg
devlinme at mac.com Incorrect Formula in table.CAPM? Sep 17, 2010

rex

Last active: Sep 8, 2010
5 msgs
rex IBrokers question Sep 6, 2010 rex Extract option IDs from option chain Sep 6, 2010 rex Extract option IDs from option chain Sep 6, 2010 rex Extract option IDs from option chain Sep 8, 2010 rex Extract option IDs from option chain Sep 8, 2010

t sf

Last active: Sep 6, 2010
1 msg
t sf how to fill-in time stamp Sep 6, 2010

trb1

Last active: Sep 16, 2010
2 msgs
trb1 Time Series PerformanceAnalytics Sep 6, 2010 trb1 RBloomberg getDATA Sep 16, 2010