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R-SIG-Finance October 2010

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Alex Bird

Last active: Oct 27, 2010
1 msg
Alex Bird Bloomberg historical data requests via rcom Oct 27, 2010

Alexios Ghalanos

Last active: Oct 17, 2010
1 msg
Alexios Ghalanos Regression with ARMA errors and Student T innovations Oct 17, 2010

Alpert, William

Last active: Oct 14, 2010
1 msg
Alpert, William Internship advert Oct 14, 2010

Alvaro Riascos

Last active: Oct 15, 2010
1 msg
Alvaro Riascos problem with frontierPlot Oct 15, 2010

Amy Milano

Last active: Oct 20, 2010
2 msgs
Amy Milano Portfolio Value at Risk - A conceptual problem Oct 20, 2010 Amy Milano Portfolio Value at Risk - A conceptual problem Oct 20, 2010

Ana Nelson

Last active: Oct 26, 2010
1 msg
Ana Nelson RBloomberg - Trade data with bargain condition codes Oct 26, 2010

Andres Susrud

Last active: Oct 28, 2010
1 msg
Andres Susrud intraday volatility Oct 28, 2010

Arun Kumar Saha

Last active: Oct 26, 2010
2 msgs
Arun Kumar Saha Portfolio Value at Risk - A conceptual problem Oct 20, 2010 Arun Kumar Saha surface3d from a three column matrix ?? Oct 26, 2010

Bernd Kreuss

Last active: Oct 24, 2010
1 msg
Bernd Kreuss R and Metatrader Oct 24, 2010

Bjorn Skogtro

Last active: Oct 12, 2010
2 msgs
Bjorn Skogtro Ornstein-Uhlenbeck Oct 12, 2010 Bjorn Skogtro Ornstein-Uhlenbeck Oct 12, 2010

Brian G. Peterson

Last active: Oct 28, 2010
9 msgs
Brian G. Peterson Backtesting Trading systems Oct 1, 2010 Brian G. Peterson finding symbols Oct 11, 2010 Brian G. Peterson Portfolio Value at Risk - A conceptual problem Oct 20, 2010 Brian G. Peterson Portfolio Value at Risk - A conceptual problem Oct 20, 2010 Brian G. Peterson Database for Historical Security Prices Oct 25, 2010 Brian G. Peterson REUTERS Oct 26, 2010 Brian G. Peterson R & factset? Oct 26, 2010 Brian G. Peterson help: blotter debugging: How to step into a blotter function. Oct 28, 2010 Brian G. Peterson intraday volatility Oct 28, 2010

Cedrick Johnson

Last active: Oct 27, 2010
5 msgs
Cedrick Johnson Database for Historical Security Prices Oct 25, 2010 Cedrick Johnson Database for Historical Security Prices Oct 25, 2010 Cedrick Johnson Calculating returns on negative time series Oct 27, 2010 Cedrick Johnson Calculating returns on negative time series Oct 27, 2010 Cedrick Johnson Calculating returns on negative time series Oct 27, 2010

Christophe Dutang

Last active: Oct 26, 2010
1 msg
Christophe Dutang Copula Package Oct 26, 2010

Costas

Last active: Oct 26, 2010
1 msg
Costas REUTERS Oct 26, 2010

Daniel Cegiełka

Last active: Oct 26, 2010
2 msgs
Daniel Cegiełka Quantmod / xts problem " Error in `[.xts`(x, xsubset) : subscript out of bounds" Oct 25, 2010 Daniel Cegiełka REUTERS Oct 26, 2010

Dirk Eddelbuettel

Last active: Oct 6, 2010
1 msg
Dirk Eddelbuettel Matlab vs. R performance/convenience benchmarking for quantitative analysis business Oct 6, 2010

Eric Zivot

Last active: Oct 18, 2010
2 msgs
Eric Zivot Matlab vs. R performance/convenience benchmarking for quantitative analysis business Oct 6, 2010 Eric Zivot Mean reversion Oct 18, 2010

Fernando Antunes

Last active: Oct 14, 2010
1 msg
Fernando Antunes Error in getSymbols with adjust=TRUE Oct 14, 2010

Gabe Plaxico

Last active: Oct 29, 2010
1 msg
Gabe Plaxico Mean-Semivariance (downside risk) Portfolio Construction Oct 29, 2010

Guy Green

Last active: Oct 16, 2010
2 msgs
Guy Green downloading prices for Australian 90 day bank bills and 3 and 10, year bonds Oct 6, 2010 Guy Green Data Sources Oct 16, 2010

Horace Tso

Last active: Oct 27, 2010
1 msg
Horace Tso fancier version of weeklyReturn (quantmod) Oct 27, 2010

Hsiao-nan Cheung

Last active: Oct 20, 2010
1 msg
Hsiao-nan Cheung Leon et al.(2005)'s GARCHSK Model Estimation Oct 20, 2010

Immanuel

Last active: Oct 25, 2010
2 msgs
Immanuel 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

Jason Kwok

Last active: Oct 25, 2010
1 msg
Jason Kwok Database for Historical Security Prices Oct 25, 2010

Jeff D. Hamann

Last active: Oct 12, 2010
1 msg
Jeff D. Hamann plotting vertical lines on months in xyplot Oct 12, 2010

Jeff Ryan

Last active: Oct 25, 2010
5 msgs
Jeff Ryan Call to specific IBrokers function never returns - How to catch this error ? Oct 10, 2010 Jeff Ryan Error in getSymbols with adjust=TRUE Oct 14, 2010 Jeff Ryan Bollinger Bands error Oct 21, 2010 Jeff Ryan 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

Joe Stuart

Last active: Oct 13, 2010
1 msg
Joe Stuart New 3 course online certificate in computational finance using R Oct 13, 2010

John Kerpel

Last active: Oct 9, 2010
1 msg
John Kerpel VECM estimation Oct 9, 2010

Jonathan Beokhokhei

Last active: Oct 9, 2010
1 msg
Jonathan Beokhokhei VECM estimation Oct 9, 2010

Joshua Ulrich

Last active: Oct 30, 2010
4 msgs
Joshua Ulrich xts question: Extract rows with an NA Oct 5, 2010 Joshua Ulrich Bollinger Bands error Oct 21, 2010 Joshua Ulrich haver Oct 28, 2010 Joshua Ulrich Bollinger Bands error Oct 30, 2010

Knut Erik Vedahl

Last active: Oct 29, 2010
1 msg
Knut Erik Vedahl Seasonal ARIMA simulation using time series history Oct 29, 2010

Krishna Kumar

Last active: Oct 27, 2010
1 msg
Krishna Kumar REUTERS Oct 27, 2010

Lei Jin

Last active: Oct 27, 2010
1 msg
Lei Jin help: blotter debugging: How to step into a blotter function. Oct 27, 2010

Marc Delvaux

Last active: Oct 16, 2010
1 msg
Marc Delvaux Data Sources Oct 16, 2010

Mark Breman

Last active: Oct 28, 2010
4 msgs
Mark Breman Backtesting Trading systems Oct 1, 2010 Mark Breman Help needed with advanced tradesys package Oct 6, 2010 Mark Breman Database for Historical Security Prices Oct 25, 2010 Mark Breman help: blotter debugging: How to step into a blotter function. Oct 28, 2010

Matthieu Stigler

Last active: Oct 27, 2010
4 msgs
Matthieu Stigler VECM estimation Oct 11, 2010 Matthieu Stigler Coefficients, Principal Component Regression. pcr Oct 16, 2010 Matthieu Stigler Coefficients, Principal Component Regression. pcr Oct 20, 2010 Matthieu Stigler cointegration & reversion to mean Oct 27, 2010

Me

Last active: Oct 10, 2010
1 msg
Me Call to specific IBrokers function never returns - How to catch this error ? Oct 10, 2010

Muteba Mwamba, John

Last active: Oct 26, 2010
1 msg
Muteba Mwamba, John Copula Package Oct 26, 2010

Nikos Rachmanis

Last active: Oct 30, 2010
3 msgs
Nikos Rachmanis Bollinger Bands error Oct 21, 2010 Nikos Rachmanis Bollinger Bands error Oct 23, 2010 Nikos Rachmanis Bollinger Bands error Oct 30, 2010

Noah Silverman

Last active: Oct 16, 2010
2 msgs
Noah Silverman Data Sources Oct 16, 2010 Noah Silverman Data Sources Oct 16, 2010

Olivier MERLE

Last active: Oct 29, 2010
1 msg
Olivier MERLE IBrokers : asssign.Data and others questions.. Oct 29, 2010

Patrick Burns

Last active: Oct 27, 2010
4 msgs
Patrick Burns Ornstein-Uhlenbeck Oct 12, 2010 Patrick Burns Portfolio Value at Risk - A conceptual problem Oct 20, 2010 Patrick Burns Calculating returns on negative time series Oct 27, 2010 Patrick Burns Calculating returns on negative time series Oct 27, 2010

Patrick Caldon

Last active: Oct 6, 2010
1 msg
Patrick Caldon downloading prices for Australian 90 day bank bills and 3 and 10, year bonds Oct 6, 2010

Paul Teetor

Last active: Oct 27, 2010
3 msgs
Paul Teetor Ornstein-Uhlenbeck Oct 12, 2010 Paul Teetor cointegration Oct 19, 2010 Paul Teetor cointegration & reversion to mean Oct 27, 2010

Pete B

Last active: Oct 9, 2010
1 msg
Pete B VECM estimation Oct 9, 2010

Peter Carl

Last active: Oct 13, 2010
1 msg
Peter Carl Using Benford's law for reported returns? Oct 13, 2010

Premkumar Narasimhan

Last active: Oct 30, 2010
1 msg
Premkumar Narasimhan Using dense constraint matrix in package lpSolve Oct 30, 2010

Rui ANTUNES

Last active: Oct 27, 2010
1 msg
Rui ANTUNES ANTUNES, Rui Oct 27, 2010

Samuel.Meichtry at bkw-fmb.ch

Last active: Oct 6, 2010
1 msg
Samuel.Meichtry at bkw-fmb.ch Matlab vs. R performance/convenience benchmarking for quantitative analysis business Oct 6, 2010

Santosh Srinivas

Last active: Oct 15, 2010
1 msg
Santosh Srinivas problem with frontierPlot Oct 15, 2010

Sarbo

Last active: Oct 21, 2010
5 msgs
Sarbo Matlab vs. R performance/convenience benchmarking for quantitative analysis business Oct 10, 2010 Sarbo Ornstein-Uhlenbeck Oct 12, 2010 Sarbo Coefficients, Principal Component Regression. pcr Oct 17, 2010 Sarbo Mean reversion Oct 19, 2010 Sarbo Coefficients, Principal Component Regression. pcr Oct 21, 2010

Stephen Choularton

Last active: Oct 26, 2010
8 msgs
Stephen Choularton downloading prices for Australian 90 day bank bills and 3 and 10, year bonds Oct 6, 2010 Stephen Choularton finding symbols Oct 10, 2010 Stephen Choularton Ornstein-Uhlenbeck Oct 11, 2010 Stephen Choularton Ornstein-Uhlenbeck Oct 13, 2010 Stephen Choularton Ornstein-Uhlenbeck Oct 18, 2010 Stephen Choularton Mean reversion Oct 18, 2010 Stephen Choularton cointegration Oct 18, 2010 Stephen Choularton cointegration & reversion to mean Oct 26, 2010

Tobias Verbeke

Last active: Oct 6, 2010
2 msgs
Tobias Verbeke 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

Ulrich Staudinger

Last active: Oct 16, 2010
2 msgs
Ulrich Staudinger Data Sources Oct 16, 2010 Ulrich Staudinger Data Sources Oct 16, 2010

Wolfgang Wu

Last active: Oct 15, 2010
1 msg
Wolfgang Wu (no subject) Oct 15, 2010

Worik

Last active: Oct 5, 2010
2 msgs
Worik xts question: Extract rows with an NA Oct 5, 2010 Worik xts question: Extract rows with an NA Oct 5, 2010

Yihao Lu aeolus_lu

Last active: Oct 19, 2010
3 msgs
Yihao Lu aeolus_lu Mean reversion Oct 18, 2010 Yihao Lu aeolus_lu Mean reversion Oct 18, 2010 Yihao Lu aeolus_lu Mean reversion Oct 19, 2010

amit jain

Last active: Oct 26, 2010
1 msg
amit jain haver Oct 26, 2010

arthur

Last active: Oct 17, 2010
1 msg
arthur Regression with ARMA errors and Student T innovations Oct 17, 2010

fjpcaballero at gmail.com

Last active: Oct 6, 2010
2 msgs
fjpcaballero at gmail.com 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

gordon.morrison at hsbcib.com

Last active: Oct 26, 2010
2 msgs
gordon.morrison at hsbcib.com RBloomberg - Trade data with bargain condition codes Oct 25, 2010 gordon.morrison at hsbcib.com REUTERS Oct 26, 2010

julien cuisinier

Last active: Oct 26, 2010
1 msg
julien cuisinier R & factset? Oct 26, 2010

karla hernandez villafuerte

Last active: Oct 14, 2010
1 msg
karla hernandez villafuerte Coefficients, Principal Component Regression. pcr Oct 14, 2010

rex

Last active: Oct 30, 2010
2 msgs
rex intraday volatility Oct 28, 2010 rex intraday volatility Oct 30, 2010

stefano iacus

Last active: Oct 12, 2010
2 msgs
stefano iacus Ornstein-Uhlenbeck Oct 12, 2010 stefano iacus Ornstein-Uhlenbeck Oct 12, 2010

thomasrbolton at yahoo.co.uk

Last active: Oct 1, 2010
1 msg
thomasrbolton at yahoo.co.uk Backtesting Trading systems Oct 1, 2010