R-SIG-Finance - September 2010 - Subject View

Annual Percentage Rate

1 msg · Sep 1

Werner Erselina Annual Percentage Rate Sep 1, 2010

Annual Percentage Rate (Amy Milano)

2 msgs · Sep 1 – Sep 2

Geoffrey Smith Annual Percentage Rate (Amy Milano) Sep 1, 2010 Amy Milano Annual Percentage Rate (Amy Milano) Sep 2, 2010

Bloomberg

6 msgs · Sep 8 – Sep 8

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

Bloomberg API bug - fix available

1 msg · Sep 27

Ana Nelson Bloomberg API bug - fix available Sep 27, 2010

Blotter : "Error: cannot allocate vector of size 300 Mb"

2 msgs · Sep 10 – Sep 10

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

Blotter : pbm with P&L calculation

3 msgs · Sep 9 – Sep 9

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

Computational and Machine Learning Methods in Finance

1 msg · Sep 10

German Creamer Computational and Machine Learning Methods in Finance Sep 10, 2010

Download Bloomberg Data Directly into R

2 msgs · Sep 26 – Sep 26

benjamin sigel Download Bloomberg Data Directly into R Sep 26, 2010 Ana Nelson Download Bloomberg Data Directly into R Sep 26, 2010

Drawdown functions from PerformanceAnalytics

6 msgs · Sep 2 – Sep 2

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

Extract option IDs from option chain

9 msgs · Sep 6 – Sep 8

Fill values in a zoo object

2 msgs · Sep 5 – Sep 5

Wilfred Daye Fill values in a zoo object Sep 5, 2010 Gabor Grothendieck Fill values in a zoo object Sep 5, 2010

How to deal with futures data?

3 msgs · Sep 6 – Sep 7

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 remove NA from an xts object (NAs appear in the index )

1 msg · Sep 26

Gandhi, Puneet - RSCH AMRS How to remove NA from an xts object (NAs appear in the index ) Sep 26, 2010

How to remove NA from an xts object (NAs appear in the index )

5 msgs · Sep 26 – Sep 27

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 26, 2010 Paulo Grahl How to remove NA from an xts object (NAs appear in the index ) Sep 27, 2010

How to spot lowest or Highest points from timeSeries object in Rmetrics library

3 msgs · Sep 16 – Sep 16

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

IB contract specification for VIX index: load fails

4 msgs · Sep 3 – Sep 3

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

IBrokers question

4 msgs · Sep 6 – Sep 6

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

Incorrect Formula in table.CAPM?

4 msgs · Sep 17 – Sep 17

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

Installing RDCOMClient, Rbloomberg from source

4 msgs · Sep 6 – Sep 10

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

Mumbai November 2010: R Course for Finance

1 msg · Sep 27

Diethelm Wuertz Mumbai November 2010: R Course for Finance Sep 27, 2010

Quantmod

1 msg · Sep 1

Werner Erselina Quantmod Sep 1, 2010

Quantmod Monthly Return function

6 msgs · Sep 20 – Sep 20

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

Quantmod function to collect close prices into new object

2 msgs · Sep 11 – Sep 11

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

Quantmod/Chartseries Color Problem.

2 msgs · Sep 30 – Sep 30

Daniel Probst Quantmod/Chartseries Color Problem. Sep 30, 2010 Jeff Ryan Quantmod/Chartseries Color Problem. Sep 30, 2010

Ques abt RQuantlib

1 msg · Sep 2

Gandhi, Puneet - RSCH AMRS Ques abt RQuantlib Sep 2, 2010

Ques regarding price conversion to 32nds

6 msgs · Sep 1 – Sep 2

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

R/Finance 2011 - Call for Papers

1 msg · Sep 20

Brian G. Peterson R/Finance 2011 - Call for Papers Sep 20, 2010

RBloomberg Lib Issue

1 msg · Sep 5

Josh C. Chien RBloomberg Lib Issue Sep 5, 2010

RBloomberg Problem with bar

2 msgs · Sep 17 – Sep 17

Daniel Probst RBloomberg Problem with bar Sep 17, 2010 Ana Nelson RBloomberg Problem with bar Sep 17, 2010

RBloomberg getDATA

2 msgs · Sep 16 – Sep 17

trb1 RBloomberg getDATA Sep 16, 2010 Ana Nelson RBloomberg getDATA Sep 17, 2010

Rbloomberg & RJava

1 msg · Sep 30

Jorge Nieves Rbloomberg & RJava Sep 30, 2010

Rquantlib vs Bloomberg

6 msgs · Sep 2 – Sep 2

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

Running sum by subset time series

2 msgs · Sep 8 – Sep 8

Wilfred Daye Running sum by subset time series Sep 8, 2010 Gabor Grothendieck Running sum by subset time series Sep 8, 2010

SABR model

3 msgs · Sep 27 – Sep 30

abe chan SABR model Sep 27, 2010 Sarbo SABR model Sep 30, 2010 Brian G. Peterson SABR model Sep 30, 2010

Selecting a time range from an XTS series?

6 msgs · Sep 22 – Sep 23

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

Tabloid journalism with Rmetrics

1 msg · Sep 2

Alpert, William Tabloid journalism with Rmetrics Sep 2, 2010

Time Series PerformanceAnalytics

2 msgs · Sep 6 – Sep 7

trb1 Time Series PerformanceAnalytics Sep 6, 2010 Joshua Ulrich Time Series PerformanceAnalytics Sep 7, 2010

Time series in half hourly intervals- how do i do it?/

3 msgs · Sep 27 – Sep 27

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

Using Hull White One-Factor Model by R

2 msgs · Sep 16 – Sep 23

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

Using quantmod to calculate returns on multiple stocks and save in new variable

2 msgs · Sep 10 – Sep 12

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

aligning time series data

2 msgs · Sep 12 – Sep 12

Anil Vijendran aligning time series data Sep 12, 2010 Gabor Grothendieck aligning time series data Sep 12, 2010

basic "date" issue

3 msgs · Sep 24 – Sep 24

Pam basic "date" issue Sep 24, 2010 Joshua Ulrich basic "date" issue Sep 24, 2010 Samuel Le basic "date" issue Sep 24, 2010

basic F dist question

2 msgs · Sep 17 – Sep 17

Leigh E. Lommen basic F dist question Sep 17, 2010 Brian G. Peterson basic F dist question Sep 17, 2010

for loop help

3 msgs · Sep 10 – Sep 10

Alfredo for loop help Sep 10, 2010 Brian G. Peterson for loop help Sep 10, 2010 Alfredo for loop help Sep 10, 2010

how to avoid loops & using xts, quantmod

4 msgs · Sep 29 – Sep 30

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 Sarbo how to avoid loops & using xts, quantmod Sep 30, 2010

how to fill-in time stamp

3 msgs · Sep 6 – Sep 6

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

interactive session

4 msgs · Sep 28 – Sep 29

Pam interactive session Sep 28, 2010 Arun Kumar Saha interactive session Sep 28, 2010 Pam interactive session Sep 29, 2010 Joshua Ulrich interactive session Sep 29, 2010

minvariancePortfolio - "Constraints may be too restrictive error" when they aren't

1 msg · Sep 27

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

quantstrat- adding transaction fee to rule

5 msgs · Sep 11 – Sep 13

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

reading forex data zoo or xts?

2 msgs · Sep 4 – Sep 4

Andres Susrud reading forex data zoo or xts? Sep 4, 2010 Gabor Grothendieck reading forex data zoo or xts? Sep 4, 2010

reading ultar high frequency data

1 msg · Sep 6

blueysnow reading ultar high frequency data Sep 6, 2010

removing repeating values from xts series

9 msgs · Sep 14 – Sep 15

rollapply over several columns

4 msgs · Sep 9 – Sep 9

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

trouble with timeSequence

3 msgs · Sep 21 – Sep 22

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

R-SIG-Finance September 2010

Annual Percentage Rate

Annual Percentage Rate (Amy Milano)

Bloomberg

Bloomberg API bug - fix available

Blotter : "Error: cannot allocate vector of size 300 Mb"

Blotter : pbm with P&L calculation

Computational and Machine Learning Methods in Finance

Download Bloomberg Data Directly into R

Drawdown functions from PerformanceAnalytics

Extract option IDs from option chain

Fill values in a zoo object

How to deal with futures data?

How to remove NA from an xts object (NAs appear in the index )

How to remove NA from an xts object (NAs appear in the index )

How to spot lowest or Highest points from timeSeries object in Rmetrics library

IB contract specification for VIX index: load fails

IBrokers question

Incorrect Formula in table.CAPM?

Installing RDCOMClient, Rbloomberg from source

Mumbai November 2010: R Course for Finance

Quantmod

Quantmod Monthly Return function

Quantmod function to collect close prices into new object

Quantmod/Chartseries Color Problem.

Ques abt RQuantlib

Ques regarding price conversion to 32nds

R/Finance 2011 - Call for Papers

RBloomberg Lib Issue

RBloomberg Problem with bar

RBloomberg getDATA

Rbloomberg & RJava

Rquantlib vs Bloomberg

Running sum by subset time series

SABR model

Selecting a time range from an XTS series?

Tabloid journalism with Rmetrics

Time Series PerformanceAnalytics

Time series in half hourly intervals- how do i do it?/

Using Hull White One-Factor Model by R

Using quantmod to calculate returns on multiple stocks and save in new variable

aligning time series data

basic "date" issue

basic F dist question

for loop help

how to avoid loops & using xts, quantmod

how to fill-in time stamp

interactive session

minvariancePortfolio - "Constraints may be too restrictive error" when they aren't

quantstrat- adding transaction fee to rule

reading forex data zoo or xts?

reading ultar high frequency data

removing repeating values from xts series

rollapply over several columns

trouble with timeSequence