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R-SIG-Finance October 2010

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intraday volatility
4 msgs
Andres Susrud intraday volatility Oct 28, 2010
Brian G. Peterson intraday volatility Oct 28, 2010
rex intraday volatility Oct 28, 2010
rex intraday volatility Oct 30, 2010
Using dense constraint matrix in package lpSolve
1 msg
Premkumar Narasimhan Using dense constraint matrix in package lpSolve Oct 30, 2010
Bollinger Bands error
6 msgs
Nikos Rachmanis Bollinger Bands error Oct 21, 2010
Jeff Ryan Bollinger Bands error Oct 21, 2010
Joshua Ulrich Bollinger Bands error Oct 21, 2010
Nikos Rachmanis Bollinger Bands error Oct 23, 2010
Joshua Ulrich Bollinger Bands error Oct 30, 2010
Nikos Rachmanis Bollinger Bands error Oct 30, 2010
Mean-Semivariance (downside risk) Portfolio Construction
1 msg
Gabe Plaxico Mean-Semivariance (downside risk) Portfolio Construction Oct 29, 2010
Seasonal ARIMA simulation using time series history
1 msg
Knut Erik Vedahl Seasonal ARIMA simulation using time series history Oct 29, 2010
IBrokers : asssign.Data and others questions..
1 msg
Olivier MERLE IBrokers : asssign.Data and others questions.. Oct 29, 2010
haver
2 msgs
amit jain haver Oct 26, 2010
Joshua Ulrich haver Oct 28, 2010
help: blotter debugging: How to step into a blotter function.
3 msgs
Lei Jin help: blotter debugging: How to step into a blotter function. Oct 27, 2010
Mark Breman help: blotter debugging: How to step into a blotter function. Oct 28, 2010
Brian G. Peterson help: blotter debugging: How to step into a blotter function. Oct 28, 2010
Calculating returns on negative time series
5 msgs
Cedrick Johnson Calculating returns on negative time series Oct 27, 2010
Patrick Burns Calculating returns on negative time series Oct 27, 2010
Cedrick Johnson Calculating returns on negative time series Oct 27, 2010
Patrick Burns Calculating returns on negative time series Oct 27, 2010
Cedrick Johnson Calculating returns on negative time series Oct 27, 2010
cointegration & reversion to mean
3 msgs
Stephen Choularton cointegration & reversion to mean Oct 26, 2010
Paul Teetor cointegration & reversion to mean Oct 27, 2010
Matthieu Stigler cointegration & reversion to mean Oct 27, 2010
fancier version of weeklyReturn (quantmod)
1 msg
Horace Tso fancier version of weeklyReturn (quantmod) Oct 27, 2010
Bloomberg historical data requests via rcom
1 msg
Alex Bird Bloomberg historical data requests via rcom Oct 27, 2010
ANTUNES, Rui
1 msg
Rui ANTUNES ANTUNES, Rui Oct 27, 2010
REUTERS
5 msgs
Costas REUTERS Oct 26, 2010
Daniel Cegiełka REUTERS Oct 26, 2010
Brian G. Peterson REUTERS Oct 26, 2010
gordon.morrison at hsbcib.com REUTERS Oct 26, 2010
Krishna Kumar REUTERS Oct 27, 2010
surface3d from a three column matrix ??
1 msg
Arun Kumar Saha surface3d from a three column matrix ?? Oct 26, 2010
Copula Package
2 msgs
Muteba Mwamba, John Copula Package Oct 26, 2010
Christophe Dutang Copula Package Oct 26, 2010
R & factset?
2 msgs
julien cuisinier R & factset? Oct 26, 2010
Brian G. Peterson R & factset? Oct 26, 2010
RBloomberg - Trade data with bargain condition codes
2 msgs
gordon.morrison at hsbcib.com RBloomberg - Trade data with bargain condition codes Oct 25, 2010
Ana Nelson RBloomberg - Trade data with bargain condition codes Oct 26, 2010
R and Metatrader
6 msgs
Bernd Kreuss R and Metatrader Oct 24, 2010
Immanuel Quantmod / xts problem " Error in `[.xts`(x, xsubset) : subscript out of bounds" Oct 25, 2010
Jeff Ryan Quantmod / xts problem " Error in `[.xts`(x, xsubset) : subscript out of bounds" Oct 25, 2010
Immanuel Quantmod / xts problem " Error in `[.xts`(x, xsubset) : subscript out of bounds" Oct 25, 2010
Daniel Cegiełka Quantmod / xts problem " Error in `[.xts`(x, xsubset) : subscript out of bounds" Oct 25, 2010
Jeff Ryan Quantmod / xts problem " Error in `[.xts`(x, xsubset) : subscript out of bounds" Oct 25, 2010
Database for Historical Security Prices
5 msgs
Jason Kwok Database for Historical Security Prices Oct 25, 2010
Cedrick Johnson Database for Historical Security Prices Oct 25, 2010
Mark Breman Database for Historical Security Prices Oct 25, 2010
Cedrick Johnson Database for Historical Security Prices Oct 25, 2010
Brian G. Peterson Database for Historical Security Prices Oct 25, 2010
Coefficients, Principal Component Regression. pcr
5 msgs
karla hernandez villafuerte Coefficients, Principal Component Regression. pcr Oct 14, 2010
Matthieu Stigler Coefficients, Principal Component Regression. pcr Oct 16, 2010
Sarbo Coefficients, Principal Component Regression. pcr Oct 17, 2010
Matthieu Stigler Coefficients, Principal Component Regression. pcr Oct 20, 2010
Sarbo Coefficients, Principal Component Regression. pcr Oct 21, 2010
Portfolio Value at Risk - A conceptual problem
1 msg
Amy Milano Portfolio Value at Risk - A conceptual problem Oct 20, 2010
Leon et al.(2005)'s GARCHSK Model Estimation
1 msg
Hsiao-nan Cheung Leon et al.(2005)'s GARCHSK Model Estimation Oct 20, 2010
Portfolio Value at Risk - A conceptual problem
5 msgs
Amy Milano Portfolio Value at Risk - A conceptual problem Oct 20, 2010
Patrick Burns Portfolio Value at Risk - A conceptual problem Oct 20, 2010
Brian G. Peterson Portfolio Value at Risk - A conceptual problem Oct 20, 2010
Arun Kumar Saha Portfolio Value at Risk - A conceptual problem Oct 20, 2010
Brian G. Peterson Portfolio Value at Risk - A conceptual problem Oct 20, 2010
Ornstein-Uhlenbeck
16 msgs
Bjorn Skogtro Ornstein-Uhlenbeck Oct 12, 2010
Paul Teetor Ornstein-Uhlenbeck Oct 12, 2010
stefano iacus Ornstein-Uhlenbeck Oct 12, 2010
Bjorn Skogtro Ornstein-Uhlenbeck Oct 12, 2010
Patrick Burns Ornstein-Uhlenbeck Oct 12, 2010
stefano iacus Ornstein-Uhlenbeck Oct 12, 2010
Stephen Choularton Ornstein-Uhlenbeck Oct 13, 2010
Stephen Choularton Ornstein-Uhlenbeck Oct 18, 2010
Yihao Lu aeolus_lu Mean reversion Oct 18, 2010
Stephen Choularton Mean reversion Oct 18, 2010
Yihao Lu aeolus_lu Mean reversion Oct 18, 2010
Stephen Choularton cointegration Oct 18, 2010
Eric Zivot Mean reversion Oct 18, 2010
Sarbo Mean reversion Oct 19, 2010
Paul Teetor cointegration Oct 19, 2010
Yihao Lu aeolus_lu Mean reversion Oct 19, 2010
Regression with ARMA errors and Student T innovations
2 msgs
arthur Regression with ARMA errors and Student T innovations Oct 17, 2010
Alexios Ghalanos Regression with ARMA errors and Student T innovations Oct 17, 2010
Data Sources
6 msgs
Noah Silverman Data Sources Oct 16, 2010
Ulrich Staudinger Data Sources Oct 16, 2010
Noah Silverman Data Sources Oct 16, 2010
Ulrich Staudinger Data Sources Oct 16, 2010
Marc Delvaux Data Sources Oct 16, 2010
Guy Green Data Sources Oct 16, 2010
problem with frontierPlot
2 msgs
Alvaro Riascos problem with frontierPlot Oct 15, 2010
Santosh Srinivas problem with frontierPlot Oct 15, 2010
(no subject)
1 msg
Wolfgang Wu (no subject) Oct 15, 2010
Error in getSymbols with adjust=TRUE
2 msgs
Fernando Antunes Error in getSymbols with adjust=TRUE Oct 14, 2010
Jeff Ryan Error in getSymbols with adjust=TRUE Oct 14, 2010
Internship advert
1 msg
Alpert, William Internship advert Oct 14, 2010
New 3 course online certificate in computational finance using R
1 msg
Joe Stuart New 3 course online certificate in computational finance using R Oct 13, 2010
Using Benford's law for reported returns?
1 msg
Peter Carl Using Benford's law for reported returns? Oct 13, 2010
plotting vertical lines on months in xyplot
1 msg
Jeff D. Hamann plotting vertical lines on months in xyplot Oct 12, 2010
Ornstein-Uhlenbeck
2 msgs
Stephen Choularton Ornstein-Uhlenbeck Oct 11, 2010
Sarbo Ornstein-Uhlenbeck Oct 12, 2010
finding symbols
2 msgs
Stephen Choularton finding symbols Oct 10, 2010
Brian G. Peterson finding symbols Oct 11, 2010
VECM estimation
4 msgs
Jonathan Beokhokhei VECM estimation Oct 9, 2010
John Kerpel VECM estimation Oct 9, 2010
Pete B VECM estimation Oct 9, 2010
Matthieu Stigler VECM estimation Oct 11, 2010
Call to specific IBrokers function never returns - How to catch this error ?
2 msgs
Me Call to specific IBrokers function never returns - How to catch this error ? Oct 10, 2010
Jeff Ryan Call to specific IBrokers function never returns - How to catch this error ? Oct 10, 2010
Matlab vs. R performance/convenience benchmarking for quantitative analysis business
5 msgs
Samuel.Meichtry at bkw-fmb.ch Matlab vs. R performance/convenience benchmarking for quantitative analysis business Oct 6, 2010
fjpcaballero at gmail.com Matlab vs. R performance/convenience benchmarking for quantitative analysis business Oct 6, 2010
Eric Zivot Matlab vs. R performance/convenience benchmarking for quantitative analysis business Oct 6, 2010
Tobias Verbeke Matlab vs. R performance/convenience benchmarking for quantitative analysis business Oct 6, 2010
Sarbo Matlab vs. R performance/convenience benchmarking for quantitative analysis business Oct 10, 2010
downloading prices for Australian 90 day bank bills and 3 and 10, year bonds
3 msgs
Stephen Choularton downloading prices for Australian 90 day bank bills and 3 and 10, year bonds Oct 6, 2010
Patrick Caldon downloading prices for Australian 90 day bank bills and 3 and 10, year bonds Oct 6, 2010
Guy Green downloading prices for Australian 90 day bank bills and 3 and 10, year bonds Oct 6, 2010
Matlab vs. R performance/convenience benchmarking for quantitative analysis business
3 msgs
fjpcaballero at gmail.com Matlab vs. R performance/convenience benchmarking for quantitative analysis business Oct 6, 2010
Tobias Verbeke Matlab vs. R performance/convenience benchmarking for quantitative analysis business Oct 6, 2010
Dirk Eddelbuettel Matlab vs. R performance/convenience benchmarking for quantitative analysis business Oct 6, 2010
Help needed with advanced tradesys package
1 msg
Mark Breman Help needed with advanced tradesys package Oct 6, 2010
xts question: Extract rows with an NA
3 msgs
Worik xts question: Extract rows with an NA Oct 5, 2010
Worik xts question: Extract rows with an NA Oct 5, 2010
Joshua Ulrich xts question: Extract rows with an NA Oct 5, 2010
Backtesting Trading systems
3 msgs
thomasrbolton at yahoo.co.uk Backtesting Trading systems Oct 1, 2010
Brian G. Peterson Backtesting Trading systems Oct 1, 2010
Mark Breman Backtesting Trading systems Oct 1, 2010