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R-SIG-Finance November 2010

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Aaditya Nanduri

Last active: Nov 30, 2010
4 msgs
Aaditya Nanduri How to backtest in R Nov 29, 2010 Aaditya Nanduri How to backtest in R Nov 29, 2010 Aaditya Nanduri How to backtest in R Nov 29, 2010 Aaditya Nanduri How to backtest in R Nov 30, 2010

Adams, Zeno

Last active: Nov 9, 2010
2 msgs
Adams, Zeno Questions on fitted garch(1,1) Nov 9, 2010 Adams, Zeno Differencing / Detrending in "vars"-Package Nov 9, 2010

Alexios Ghalanos

Last active: Nov 4, 2010
1 msg
Alexios Ghalanos Questions on fitted garch(1,1) Nov 4, 2010

Ana Nelson

Last active: Nov 13, 2010
1 msg
Ana Nelson About RBloomberg Nov 13, 2010

Arun Kumar Saha

Last active: Nov 23, 2010
3 msgs
Arun Kumar Saha Questions on fitted garch(1,1) Nov 4, 2010 Arun Kumar Saha garchFit- initial volatility Nov 5, 2010 Arun Kumar Saha Calibration of mean reversion models Nov 23, 2010

Brian G. Peterson

Last active: Nov 30, 2010
12 msgs
Brian G. Peterson Barrier options Nov 1, 2010 Brian G. Peterson Mean-Semivariance (downside risk) Portfolio Construction Nov 1, 2010 Brian G. Peterson IBrokers : asssign.Data and others questions.. No ideas ? Nov 2, 2010 Brian G. Peterson How to calculate Trading Days Nov 7, 2010 Brian G. Peterson blotter package Nov 7, 2010 Brian G. Peterson How to calculate Trading Days Nov 7, 2010 Brian G. Peterson blotter package Nov 7, 2010 Brian G. Peterson About RBloomberg Nov 13, 2010 Brian G. Peterson Question on blotter: AddTxn() and Txn.Fee Nov 15, 2010 Brian G. Peterson blotter package Nov 23, 2010 Brian G. Peterson Hello Nov 23, 2010 Brian G. Peterson How to backtest in R Nov 30, 2010

Brian Lee Yung Rowe

Last active: Nov 7, 2010
1 msg
Brian Lee Yung Rowe How to calculate trading days Nov 7, 2010

Cedrick Johnson

Last active: Nov 24, 2010
4 msgs
Cedrick Johnson Barrier options Nov 2, 2010 Cedrick Johnson blotter package Nov 23, 2010 Cedrick Johnson blotter package Nov 23, 2010 Cedrick Johnson Another new bug with quantmod Nov 24, 2010

Chenchen Jin

Last active: Nov 23, 2010
1 msg
Chenchen Jin Calibration of mean reversion models Nov 23, 2010

Christophe Dutang

Last active: Nov 9, 2010
1 msg
Christophe Dutang Copula Package Nov 9, 2010

Daniel Cegiełka

Last active: Nov 2, 2010
1 msg
Daniel Cegiełka Quantmod segmentation fault Nov 2, 2010

Daniel Probst

Last active: Nov 18, 2010
2 msgs
Daniel Probst How to calculate Trading Days Nov 10, 2010 Daniel Probst Quantmod problem: calling Charts from function Nov 18, 2010

David Kane

Last active: Nov 29, 2010
1 msg
David Kane How to backtest in R Nov 29, 2010

David Reiner

Last active: Nov 4, 2010
1 msg
David Reiner - Implied Volatility, Column operation - Email found in subject Nov 4, 2010

Gabor Grothendieck

Last active: Nov 14, 2010
4 msgs
Gabor Grothendieck 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 Gabor Grothendieck 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

Gero Schwenk

Last active: Nov 9, 2010
1 msg
Gero Schwenk Differencing / Detrending in "vars"-Package Nov 9, 2010

Harun Özkan

Last active: Nov 3, 2010
1 msg
Harun Özkan Granger causality with panel data (econometrics related question) Nov 3, 2010

Immanuel

Last active: Nov 2, 2010
2 msgs
Immanuel getting date of highest value (xts) Nov 2, 2010 Immanuel getting date of highest value (xts) Nov 2, 2010

Jason Kwok

Last active: Nov 18, 2010
2 msgs
Jason Kwok Export Data from R Nov 18, 2010 Jason Kwok Export Data from R Nov 18, 2010

Jeff Ryan

Last active: Nov 30, 2010
15 msgs
Jeff Ryan Quantmod segmentation fault Nov 2, 2010 Jeff Ryan How to calculate Trading Days Nov 8, 2010 Jeff Ryan possible bug in IBrokers, or my confusion? Nov 9, 2010 Jeff Ryan Bug in quantmod library? Nov 10, 2010 Jeff Ryan IBrokers : asssign.Data and others questions.. No ideas ? Nov 10, 2010 Jeff Ryan But in quantmod function Nov 15, 2010 Jeff Ryan But in quantmod function Nov 16, 2010 Jeff Ryan How to install mgarchBEKK package Nov 16, 2010 Jeff Ryan But in quantmod function Nov 16, 2010 Jeff Ryan Quantmod problem: calling Charts from function Nov 18, 2010 Jeff Ryan problem with ibrokers Nov 21, 2010 Jeff Ryan problem with ibrokers Nov 21, 2010 Jeff Ryan Another new bug with quantmod Nov 25, 2010 Jeff Ryan ibrokers Nov 28, 2010 Jeff Ryan pairs trading with IBroker Nov 30, 2010

Jorge Nieves

Last active: Nov 25, 2010
2 msgs
Jorge Nieves Library termstrc Nov 24, 2010 Jorge Nieves RODBC Nov 25, 2010

Jose Iparraguirre D'Elia

Last active: Nov 16, 2010
1 msg
Jose Iparraguirre D'Elia VARHAC Covariance Matrix Estimator Nov 16, 2010

Joshua Ulrich

Last active: Nov 29, 2010
6 msgs
Joshua Ulrich getting date of highest value (xts) Nov 2, 2010 Joshua Ulrich Bug in quantmod library? Nov 9, 2010 Joshua Ulrich picking up the current index plus n -1, n-2, ..., n-20 Nov 10, 2010 Joshua Ulrich But in quantmod function Nov 15, 2010 Joshua Ulrich But in quantmod function Nov 15, 2010 Joshua Ulrich How to backtest in R Nov 29, 2010

Krishna Kumar

Last active: Nov 30, 2010
1 msg
Krishna Kumar FX Forward outrights and FX Swaps Nov 30, 2010

Lei Jin

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

Maciej Ombach

Last active: Nov 27, 2010
1 msg
Maciej Ombach fPortfolio (portfolioFrontier function) Nov 27, 2010

Marc Delvaux

Last active: Nov 15, 2010
3 msgs
Marc Delvaux picking up the current index plus n -1, n-2, ..., n-20 Nov 10, 2010 Marc Delvaux But in quantmod function Nov 15, 2010 Marc Delvaux But in quantmod function Nov 15, 2010

Mark Breman

Last active: Nov 25, 2010
9 msgs
Mark Breman Quantmod segmentation fault Nov 2, 2010 Mark Breman Quantmod segmentation fault Nov 2, 2010 Mark Breman Questions on fitted garch(1,1) Nov 4, 2010 Mark Breman Questions on fitted garch(1,1) Nov 9, 2010 Mark Breman Questions on fitted garch(1,1) Nov 9, 2010 Mark Breman But in quantmod function Nov 15, 2010 Mark Breman Quantmod problem: calling Charts from function Nov 18, 2010 Mark Breman Another new bug with quantmod Nov 25, 2010 Mark Breman RODBC Nov 25, 2010

Matthieu Stigler

Last active: Nov 17, 2010
3 msgs
Matthieu Stigler Seasonal ARIMA simulation using time series history Nov 1, 2010 Matthieu Stigler Granger causality with panel data (econometrics related question) Nov 4, 2010 Matthieu Stigler VARHAC Covariance Matrix Estimator Nov 17, 2010

Megh Dal

Last active: Nov 3, 2010
3 msgs
Megh Dal Barrier options Nov 1, 2010 Megh Dal Barrier options Nov 1, 2010 Megh Dal Barrier options Nov 3, 2010

Noah Silverman

Last active: Nov 25, 2010
10 msgs
Noah Silverman How to calculate Trading Days Nov 6, 2010 Noah Silverman How to calculate Trading Days Nov 7, 2010 Noah Silverman Bug in quantmod library? Nov 9, 2010 Noah Silverman Bug in quantmod library? Nov 9, 2010 Noah Silverman But in quantmod function Nov 15, 2010 Noah Silverman But in quantmod function Nov 15, 2010 Noah Silverman But in quantmod function Nov 15, 2010 Noah Silverman But in quantmod function Nov 16, 2010 Noah Silverman Another new bug with quantmod Nov 24, 2010 Noah Silverman Another new bug with quantmod Nov 25, 2010

Olivier MERLE

Last active: Nov 2, 2010
2 msgs
Olivier MERLE Barrier options Nov 2, 2010 Olivier MERLE IBrokers : asssign.Data and others questions.. No ideas ? Nov 2, 2010

Patrick Burns

Last active: Nov 4, 2010
1 msg
Patrick Burns Questions on fitted garch(1,1) Nov 4, 2010

R Dupuy d'Angeac

Last active: Nov 7, 2010
1 msg
R Dupuy d'Angeac blotter package Nov 7, 2010

Richard Herron

Last active: Nov 14, 2010
5 msgs
Richard Herron 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 Richard Herron 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 Richard Herron merge zoo with many entries per date with lagged self using ticker Nov 14, 2010

Robert Ferstl

Last active: Nov 25, 2010
1 msg
Robert Ferstl Library termstrc Nov 25, 2010

Robert Goldsmith

Last active: Nov 23, 2010
1 msg
Robert Goldsmith Hello Nov 23, 2010

Rohit Taklikar

Last active: Nov 4, 2010
2 msgs
Rohit Taklikar Implied Volatility, Column operation Nov 4, 2010 Rohit Taklikar - Implied Volatility, Column operation - Email found in subject Nov 4, 2010

Ron Michael

Last active: Nov 15, 2010
1 msg
Ron Michael How to install mgarchBEKK package Nov 15, 2010

Rory Winston

Last active: Nov 1, 2010
1 msg
Rory Winston Barrier options Nov 1, 2010

Samuel Le

Last active: Nov 3, 2010
1 msg
Samuel Le Barrier options Nov 3, 2010

Santosh Srinivas

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

Sarbo

Last active: Nov 13, 2010
5 msgs
Sarbo Barrier options Nov 2, 2010 Sarbo - Implied Volatility, Column operation - Email found in subject Nov 7, 2010 Sarbo loops or other ooerations Nov 13, 2010 Sarbo PTSingleAssetBarrierOption gives different value from example in book by Haug Nov 13, 2010 Sarbo About RBloomberg Nov 13, 2010

Shane Butler

Last active: Nov 13, 2010
1 msg
Shane Butler loops or other ooerations Nov 13, 2010

Shing Hing Man

Last active: Nov 13, 2010
1 msg
Shing Hing Man PTSingleAssetBarrierOption gives different value from example in book by Haug Nov 13, 2010

Soumendra

Last active: Nov 29, 2010
1 msg
Soumendra pairs trading with IBroker Nov 29, 2010

Stephen Choularton

Last active: Nov 27, 2010
4 msgs
Stephen Choularton picking up the current index plus n -1, n-2, ..., n-20 Nov 10, 2010 Stephen Choularton loops or other ooerations Nov 12, 2010 Stephen Choularton problem with ibrokers Nov 21, 2010 Stephen Choularton ibrokers Nov 27, 2010

Stephen Liu

Last active: Nov 13, 2010
3 msgs
Stephen Liu About RBloomberg Nov 13, 2010 Stephen Liu About RBloomberg Nov 13, 2010 Stephen Liu About RBloomberg Nov 13, 2010

TeBe

Last active: Nov 14, 2010
2 msgs
TeBe GARCH-BEKK Nov 13, 2010 TeBe goodness of fit garch bekk Nov 14, 2010

Ulrich Staudinger

Last active: Nov 15, 2010
2 msgs
Ulrich Staudinger About RBloomberg Nov 14, 2010 Ulrich Staudinger But in quantmod function Nov 15, 2010

Worik

Last active: Nov 2, 2010
1 msg
Worik Barrier options Nov 2, 2010

andre zege

Last active: Nov 9, 2010
1 msg
andre zege possible bug in IBrokers, or my confusion? Nov 9, 2010

burcy

Last active: Nov 24, 2010
6 msgs
burcy blotter package Nov 7, 2010 burcy blotter package Nov 8, 2010 burcy blotter package Nov 23, 2010 burcy blotter package Nov 23, 2010 burcy blotter package Nov 23, 2010 burcy blotter package Nov 24, 2010

julien cuisinier

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

matmsh

Last active: Nov 14, 2010
1 msg
matmsh PTSingleAssetBarrierOption gives different value from example in book by Haug Nov 14, 2010

neshac

Last active: Nov 6, 2010
2 msgs
neshac garchFit- initial volatility Nov 5, 2010 neshac garchFit- initial volatility Nov 6, 2010

salmajj at softhome.net

Last active: Nov 9, 2010
1 msg
salmajj at softhome.net Copula Package Nov 9, 2010