R-SIG-Finance - November 2010 - Thread View

pairs trading with IBroker

2 msgs Nov 30

Soumendra pairs trading with IBroker Nov 29, 2010

Jeff Ryan pairs trading with IBroker Nov 30, 2010

How to backtest in R

7 msgs Nov 30

Aaditya Nanduri How to backtest in R Nov 29, 2010

David Kane How to backtest in R Nov 29, 2010

Joshua Ulrich How to backtest in R Nov 29, 2010

Aaditya Nanduri How to backtest in R Nov 29, 2010

Brian G. Peterson How to backtest in R Nov 30, 2010

Aaditya Nanduri How to backtest in R Nov 30, 2010

FX Forward outrights and FX Swaps

1 msg Nov 30

ibrokers

2 msgs Nov 28

Stephen Choularton ibrokers Nov 27, 2010

Jeff Ryan ibrokers Nov 28, 2010

fPortfolio (portfolioFrontier function)

1 msg Nov 27

Maciej Ombach fPortfolio (portfolioFrontier function) Nov 27, 2010

Library termstrc

2 msgs Nov 25

Jorge Nieves Library termstrc Nov 24, 2010

Robert Ferstl Library termstrc Nov 25, 2010

RODBC

2 msgs Nov 25

Jorge Nieves RODBC Nov 25, 2010

Mark Breman RODBC Nov 25, 2010

Another new bug with quantmod

5 msgs Nov 25

Noah Silverman Another new bug with quantmod Nov 24, 2010

Cedrick Johnson Another new bug with quantmod Nov 24, 2010

Noah Silverman Another new bug with quantmod Nov 25, 2010

Mark Breman Another new bug with quantmod Nov 25, 2010

Jeff Ryan Another new bug with quantmod Nov 25, 2010

blotter package

12 msgs Nov 24

R Dupuy d'Angeac blotter package Nov 7, 2010

Brian G. Peterson blotter package Nov 7, 2010

burcy blotter package Nov 7, 2010

Brian G. Peterson blotter package Nov 7, 2010

burcy blotter package Nov 8, 2010

burcy blotter package Nov 23, 2010

Brian G. Peterson blotter package Nov 23, 2010

Cedrick Johnson blotter package Nov 23, 2010

burcy blotter package Nov 23, 2010

Cedrick Johnson blotter package Nov 23, 2010

burcy blotter package Nov 23, 2010

burcy blotter package Nov 24, 2010

Calibration of mean reversion models

2 msgs Nov 23

Chenchen Jin Calibration of mean reversion models Nov 23, 2010

Arun Kumar Saha Calibration of mean reversion models Nov 23, 2010

Hello

2 msgs Nov 23

Robert Goldsmith Hello Nov 23, 2010

Brian G. Peterson Hello Nov 23, 2010

problem with ibrokers

3 msgs Nov 21

Stephen Choularton problem with ibrokers Nov 21, 2010

Jeff Ryan problem with ibrokers Nov 21, 2010

Export Data from R

1 msg Nov 18

Jason Kwok Export Data from R Nov 18, 2010

Export Data from R

1 msg Nov 18

Jason Kwok Export Data from R Nov 18, 2010

Quantmod problem: calling Charts from function

3 msgs Nov 18

Daniel Probst Quantmod problem: calling Charts from function Nov 18, 2010

Mark Breman Quantmod problem: calling Charts from function Nov 18, 2010

Jeff Ryan Quantmod problem: calling Charts from function Nov 18, 2010

VARHAC Covariance Matrix Estimator

2 msgs Nov 17

Jose Iparraguirre D'Elia VARHAC Covariance Matrix Estimator Nov 16, 2010

Matthieu Stigler VARHAC Covariance Matrix Estimator Nov 17, 2010

But in quantmod function

2 msgs Nov 16

Noah Silverman But in quantmod function Nov 16, 2010

Jeff Ryan But in quantmod function Nov 16, 2010

How to install mgarchBEKK package

2 msgs Nov 16

Ron Michael How to install mgarchBEKK package Nov 15, 2010

Jeff Ryan How to install mgarchBEKK package Nov 16, 2010

But in quantmod function

8 msgs Nov 16

Noah Silverman But in quantmod function Nov 15, 2010

Marc Delvaux But in quantmod function Nov 15, 2010

Joshua Ulrich But in quantmod function Nov 15, 2010

Noah Silverman But in quantmod function Nov 15, 2010

Ulrich Staudinger But in quantmod function Nov 15, 2010

Mark Breman But in quantmod function Nov 15, 2010

Jeff Ryan But in quantmod function Nov 16, 2010

But in quantmod function

3 msgs Nov 15

Noah Silverman But in quantmod function Nov 15, 2010

Marc Delvaux But in quantmod function Nov 15, 2010

Jeff Ryan But in quantmod function Nov 15, 2010

Question on blotter: AddTxn() and Txn.Fee

1 msg Nov 15

Brian G. Peterson Question on blotter: AddTxn() and Txn.Fee Nov 15, 2010

goodness of fit garch bekk

1 msg Nov 14

TeBe goodness of fit garch bekk Nov 14, 2010

About RBloomberg

7 msgs Nov 14

Stephen Liu About RBloomberg Nov 13, 2010

Brian G. Peterson About RBloomberg Nov 13, 2010

Ana Nelson About RBloomberg Nov 13, 2010

Stephen Liu About RBloomberg Nov 13, 2010

Sarbo About RBloomberg Nov 13, 2010

Ulrich Staudinger About RBloomberg Nov 14, 2010

merge zoo with many entries per date with lagged self using ticker

9 msgs Nov 14

Richard Herron merge zoo with many entries per date with lagged self using ticker Nov 13, 2010

Gabor Grothendieck merge zoo with many entries per date with lagged self using ticker Nov 13, 2010

Richard Herron merge zoo with many entries per date with lagged self using ticker Nov 13, 2010

Gabor Grothendieck merge zoo with many entries per date with lagged self using ticker Nov 13, 2010

Richard Herron merge zoo with many entries per date with lagged self using ticker Nov 14, 2010

Gabor Grothendieck merge zoo with many entries per date with lagged self using ticker Nov 14, 2010

Richard Herron merge zoo with many entries per date with lagged self using ticker Nov 14, 2010

Gabor Grothendieck merge zoo with many entries per date with lagged self using ticker Nov 14, 2010

Richard Herron merge zoo with many entries per date with lagged self using ticker Nov 14, 2010

Question on blotter: AddTxn() and Txn.Fee

1 msg Nov 14

Lei Jin Question on blotter: AddTxn() and Txn.Fee Nov 14, 2010

PTSingleAssetBarrierOption gives different value from example in book by Haug

3 msgs Nov 14

Shing Hing Man PTSingleAssetBarrierOption gives different value from example in book by Haug Nov 13, 2010

Sarbo PTSingleAssetBarrierOption gives different value from example in book by Haug Nov 13, 2010

matmsh PTSingleAssetBarrierOption gives different value from example in book by Haug Nov 14, 2010

loops or other ooerations

3 msgs Nov 13

Stephen Choularton loops or other ooerations Nov 12, 2010

Sarbo loops or other ooerations Nov 13, 2010

Shane Butler loops or other ooerations Nov 13, 2010

GARCH-BEKK

1 msg Nov 13

TeBe GARCH-BEKK Nov 13, 2010

picking up the current index plus n -1, n-2, ..., n-20

4 msgs Nov 10

Stephen Choularton picking up the current index plus n -1, n-2, ..., n-20 Nov 10, 2010

Santosh Srinivas picking up the current index plus n -1, n-2, ..., n-20 Nov 10, 2010

Joshua Ulrich picking up the current index plus n -1, n-2, ..., n-20 Nov 10, 2010

Marc Delvaux picking up the current index plus n -1, n-2, ..., n-20 Nov 10, 2010

How to calculate Trading Days

6 msgs Nov 10

Noah Silverman How to calculate Trading Days Nov 6, 2010

Brian G. Peterson How to calculate Trading Days Nov 7, 2010

Noah Silverman How to calculate Trading Days Nov 7, 2010

Brian G. Peterson How to calculate Trading Days Nov 7, 2010

Jeff Ryan How to calculate Trading Days Nov 8, 2010

Daniel Probst How to calculate Trading Days Nov 10, 2010

IBrokers : asssign.Data and others questions.. No ideas ?

3 msgs Nov 10

Olivier MERLE IBrokers : asssign.Data and others questions.. No ideas ? Nov 2, 2010

Brian G. Peterson IBrokers : asssign.Data and others questions.. No ideas ? Nov 2, 2010

Jeff Ryan IBrokers : asssign.Data and others questions.. No ideas ? Nov 10, 2010

Bug in quantmod library?

4 msgs Nov 10

Noah Silverman Bug in quantmod library? Nov 9, 2010

Joshua Ulrich Bug in quantmod library? Nov 9, 2010

Noah Silverman Bug in quantmod library? Nov 9, 2010

Jeff Ryan Bug in quantmod library? Nov 10, 2010

possible bug in IBrokers, or my confusion?

2 msgs Nov 9

andre zege possible bug in IBrokers, or my confusion? Nov 9, 2010

Jeff Ryan possible bug in IBrokers, or my confusion? Nov 9, 2010

Copula Package

2 msgs Nov 9

salmajj at softhome.net Copula Package Nov 9, 2010

Christophe Dutang Copula Package Nov 9, 2010

Questions on fitted garch(1,1)

7 msgs Nov 9

Mark Breman Questions on fitted garch(1,1) Nov 4, 2010

Arun Kumar Saha Questions on fitted garch(1,1) Nov 4, 2010

Alexios Ghalanos Questions on fitted garch(1,1) Nov 4, 2010

Patrick Burns Questions on fitted garch(1,1) Nov 4, 2010

Mark Breman Questions on fitted garch(1,1) Nov 9, 2010

Adams, Zeno Questions on fitted garch(1,1) Nov 9, 2010

Mark Breman Questions on fitted garch(1,1) Nov 9, 2010

Differencing / Detrending in "vars"-Package

2 msgs Nov 9

Gero Schwenk Differencing / Detrending in "vars"-Package Nov 9, 2010

Adams, Zeno Differencing / Detrending in "vars"-Package Nov 9, 2010

How to calculate trading days

1 msg Nov 7

Brian Lee Yung Rowe How to calculate trading days Nov 7, 2010

Implied Volatility, Column operation

4 msgs Nov 7

Rohit Taklikar Implied Volatility, Column operation Nov 4, 2010

David Reiner - Implied Volatility, Column operation - Email found in subject Nov 4, 2010

Rohit Taklikar - Implied Volatility, Column operation - Email found in subject Nov 4, 2010

Sarbo - Implied Volatility, Column operation - Email found in subject Nov 7, 2010

garchFit- initial volatility

3 msgs Nov 6

neshac garchFit- initial volatility Nov 5, 2010

Arun Kumar Saha garchFit- initial volatility Nov 5, 2010

neshac garchFit- initial volatility Nov 6, 2010

Granger causality with panel data (econometrics related question)

2 msgs Nov 4

Harun Özkan Granger causality with panel data (econometrics related question) Nov 3, 2010

Matthieu Stigler Granger causality with panel data (econometrics related question) Nov 4, 2010

Barrier options

8 msgs Nov 3

Megh Dal Barrier options Nov 1, 2010

Brian G. Peterson Barrier options Nov 1, 2010

Megh Dal Barrier options Nov 1, 2010

Sarbo Barrier options Nov 2, 2010

Cedrick Johnson Barrier options Nov 2, 2010

Worik Barrier options Nov 2, 2010

Megh Dal Barrier options Nov 3, 2010

Samuel Le Barrier options Nov 3, 2010

getting date of highest value (xts)

3 msgs Nov 2

Immanuel getting date of highest value (xts) Nov 2, 2010

Joshua Ulrich getting date of highest value (xts) Nov 2, 2010

Immanuel getting date of highest value (xts) Nov 2, 2010

Quantmod segmentation fault

4 msgs Nov 2

Mark Breman Quantmod segmentation fault Nov 2, 2010

Daniel Cegiełka Quantmod segmentation fault Nov 2, 2010

Mark Breman Quantmod segmentation fault Nov 2, 2010

Jeff Ryan Quantmod segmentation fault Nov 2, 2010

Barrier options

1 msg Nov 2

Olivier MERLE Barrier options Nov 2, 2010

Barrier options

1 msg Nov 1

Rory Winston Barrier options Nov 1, 2010

Mean-Semivariance (downside risk) Portfolio Construction

1 msg Nov 1

Brian G. Peterson Mean-Semivariance (downside risk) Portfolio Construction Nov 1, 2010

Seasonal ARIMA simulation using time series history

1 msg Nov 1

Matthieu Stigler Seasonal ARIMA simulation using time series history Nov 1, 2010

R & factset?

1 msg Nov 1

julien cuisinier R & factset? Nov 1, 2010

R-SIG-Finance November 2010