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R-SIG-Finance November 2010

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Tuesday, November 30, 2010 4 emails
Jeff Ryan pairs trading with IBroker Aaditya Nanduri How to backtest in R Krishna Kumar FX Forward outrights and FX Swaps Brian G. Peterson How to backtest in R
Monday, November 29, 2010 6 emails
Soumendra pairs trading with IBroker Aaditya Nanduri How to backtest in R Aaditya Nanduri How to backtest in R Joshua Ulrich How to backtest in R David Kane How to backtest in R Aaditya Nanduri How to backtest in R
Sunday, November 28, 2010 1 email
Jeff Ryan ibrokers
Saturday, November 27, 2010 2 emails
Stephen Choularton ibrokers Maciej Ombach fPortfolio (portfolioFrontier function)
Thursday, November 25, 2010 6 emails
Robert Ferstl Library termstrc Mark Breman RODBC Jorge Nieves RODBC Jeff Ryan Another new bug with quantmod Mark Breman Another new bug with quantmod Noah Silverman Another new bug with quantmod
Wednesday, November 24, 2010 4 emails
Cedrick Johnson Another new bug with quantmod Noah Silverman Another new bug with quantmod Jorge Nieves Library termstrc burcy blotter package
Tuesday, November 23, 2010 10 emails
Arun Kumar Saha Calibration of mean reversion models burcy blotter package Cedrick Johnson blotter package burcy blotter package Cedrick Johnson blotter package Chenchen Jin Calibration of mean reversion models Brian G. Peterson Hello Brian G. Peterson blotter package Robert Goldsmith Hello burcy blotter package
Sunday, November 21, 2010 3 emails
Jeff Ryan problem with ibrokers Jeff Ryan problem with ibrokers Stephen Choularton problem with ibrokers
Thursday, November 18, 2010 5 emails
Jason Kwok Export Data from R Jason Kwok Export Data from R Jeff Ryan Quantmod problem: calling Charts from function Mark Breman Quantmod problem: calling Charts from function Daniel Probst Quantmod problem: calling Charts from function
Wednesday, November 17, 2010 1 email
Matthieu Stigler VARHAC Covariance Matrix Estimator
Tuesday, November 16, 2010 5 emails
Jose Iparraguirre D'Elia VARHAC Covariance Matrix Estimator Jeff Ryan But in quantmod function Noah Silverman But in quantmod function Jeff Ryan How to install mgarchBEKK package Jeff Ryan But in quantmod function
Monday, November 15, 2010 12 emails
Jeff Ryan But in quantmod function Mark Breman But in quantmod function Ulrich Staudinger But in quantmod function Noah Silverman But in quantmod function Joshua Ulrich But in quantmod function Joshua Ulrich But in quantmod function Marc Delvaux But in quantmod function Noah Silverman But in quantmod function Marc Delvaux But in quantmod function Ron Michael How to install mgarchBEKK package Noah Silverman But in quantmod function Brian G. Peterson Question on blotter: AddTxn() and Txn.Fee
Sunday, November 14, 2010 9 emails
TeBe goodness of fit garch bekk Ulrich Staudinger About RBloomberg Richard Herron merge zoo with many entries per date with lagged self using ticker Gabor Grothendieck merge zoo with many entries per date with lagged self using ticker Richard Herron merge zoo with many entries per date with lagged self using ticker Gabor Grothendieck merge zoo with many entries per date with lagged self using ticker Richard Herron merge zoo with many entries per date with lagged self using ticker Lei Jin Question on blotter: AddTxn() and Txn.Fee matmsh PTSingleAssetBarrierOption gives different value from example in book by Haug
Saturday, November 13, 2010 15 emails
Gabor Grothendieck merge zoo with many entries per date with lagged self using ticker Richard Herron merge zoo with many entries per date with lagged self using ticker Sarbo About RBloomberg Stephen Liu About RBloomberg Stephen Liu About RBloomberg Shane Butler loops or other ooerations Ana Nelson About RBloomberg Sarbo PTSingleAssetBarrierOption gives different value from example in book by Haug Gabor Grothendieck merge zoo with many entries per date with lagged self using ticker Richard Herron merge zoo with many entries per date with lagged self using ticker Shing Hing Man PTSingleAssetBarrierOption gives different value from example in book by Haug Sarbo loops or other ooerations TeBe GARCH-BEKK Brian G. Peterson About RBloomberg Stephen Liu About RBloomberg
Friday, November 12, 2010 1 email
Stephen Choularton loops or other ooerations
Wednesday, November 10, 2010 7 emails
Marc Delvaux picking up the current index plus n -1, n-2, ..., n-20 Joshua Ulrich picking up the current index plus n -1, n-2, ..., n-20 Santosh Srinivas picking up the current index plus n -1, n-2, ..., n-20 Stephen Choularton picking up the current index plus n -1, n-2, ..., n-20 Daniel Probst How to calculate Trading Days Jeff Ryan IBrokers : asssign.Data and others questions.. No ideas ? Jeff Ryan Bug in quantmod library?
Tuesday, November 9, 2010 12 emails
Noah Silverman Bug in quantmod library? Joshua Ulrich Bug in quantmod library? Noah Silverman Bug in quantmod library? Jeff Ryan possible bug in IBrokers, or my confusion? andre zege possible bug in IBrokers, or my confusion? Christophe Dutang Copula Package salmajj at softhome.net Copula Package Mark Breman Questions on fitted garch(1,1) Adams, Zeno Differencing / Detrending in "vars"-Package Gero Schwenk Differencing / Detrending in "vars"-Package Adams, Zeno Questions on fitted garch(1,1) Mark Breman Questions on fitted garch(1,1)
Monday, November 8, 2010 2 emails
Jeff Ryan How to calculate Trading Days burcy blotter package
Sunday, November 7, 2010 9 emails
Brian G. Peterson blotter package burcy blotter package Brian G. Peterson How to calculate Trading Days Brian G. Peterson blotter package Brian Lee Yung Rowe How to calculate trading days R Dupuy d'Angeac blotter package Noah Silverman How to calculate Trading Days Brian G. Peterson How to calculate Trading Days Sarbo - Implied Volatility, Column operation - Email found in subject
Saturday, November 6, 2010 2 emails
Noah Silverman How to calculate Trading Days neshac garchFit- initial volatility
Friday, November 5, 2010 2 emails
Arun Kumar Saha garchFit- initial volatility neshac garchFit- initial volatility
Thursday, November 4, 2010 8 emails
Patrick Burns Questions on fitted garch(1,1) Alexios Ghalanos Questions on fitted garch(1,1) Arun Kumar Saha Questions on fitted garch(1,1) Mark Breman Questions on fitted garch(1,1) Rohit Taklikar - Implied Volatility, Column operation - Email found in subject David Reiner - Implied Volatility, Column operation - Email found in subject Matthieu Stigler Granger causality with panel data (econometrics related question) Rohit Taklikar Implied Volatility, Column operation
Wednesday, November 3, 2010 3 emails
Harun Özkan Granger causality with panel data (econometrics related question) Samuel Le Barrier options Megh Dal Barrier options
Tuesday, November 2, 2010 13 emails
Immanuel getting date of highest value (xts) Joshua Ulrich getting date of highest value (xts) Immanuel getting date of highest value (xts) Jeff Ryan Quantmod segmentation fault Worik Barrier options Mark Breman Quantmod segmentation fault Brian G. Peterson IBrokers : asssign.Data and others questions.. No ideas ? Daniel Cegiełka Quantmod segmentation fault Mark Breman Quantmod segmentation fault Olivier MERLE IBrokers : asssign.Data and others questions.. No ideas ? Cedrick Johnson Barrier options Olivier MERLE Barrier options Sarbo Barrier options
Monday, November 1, 2010 7 emails
Rory Winston Barrier options Megh Dal Barrier options Brian G. Peterson Mean-Semivariance (downside risk) Portfolio Construction Brian G. Peterson Barrier options Matthieu Stigler Seasonal ARIMA simulation using time series history Megh Dal Barrier options julien cuisinier R & factset?