R-SIG-Finance December 2010
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Friday, December 31, 2010 2 emails
Thursday, December 30, 2010 7 emails
Ana Nelson
Error using blpConnect in package RBloomberg
Brian G. Peterson
Strategy performance summary report
Brian G. Peterson
?getSymbol.MySQL
Mark Knecht
?getSymbol.MySQL
Aidan Corcoran
Error using blpConnect in package RBloomberg
Dirk Eddelbuettel
Fitting returns - High frequency
Alex Sin
Fitting returns - High frequency
Wednesday, December 29, 2010 12 emails
Lei Jin
align time series correctly
Brian G. Peterson
align time series correctly
Joshua Ulrich
align time series correctly
Lei Jin
align time series correctly
Joshua Ulrich
as.POSIXct issue
Nick Torenvliet
as.POSIXct issue
Mark Knecht
Strategy performance summary report
Nick Torenvliet
as.POSIXct issue
Joshua Ulrich
as.POSIXct issue
Nick Torenvliet
as.POSIXct issue
Eric Zivot
UW Online Course: R Programming for Computational Finance
Brian G. Peterson
Strategy performance summary report
Tuesday, December 28, 2010 6 emails
Klemen Koselj
Strategy performance summary report
Brian G. Peterson
Blotter example by kafka from R-bloggers
Stephen Choularton
Blotter example by kafka from R-bloggers
Brian G. Peterson
Quantstrat problem
Emanuel Burgener
Quantstrat problem
Brian G. Peterson
Blotter example by kafka from R-bloggers
Monday, December 27, 2010 14 emails
Stephen Choularton
Blotter example by kafka from R-bloggers
Noah Silverman
LSPM - Unexpected Results
Joshua Ulrich
LSPM - Unexpected Results
Noah Silverman
LSPM - Unexpected Results
Noah Silverman
LSPM - Unexpected Results
Brian G. Peterson
package 'blotter' is not available (OS X, R 2.12.1 32 bit)
christophe00 at gmx.ch
package 'blotter' is not available (OS X, R 2.12.1 32 bit)
Joshua Ulrich
LSPM - Unexpected Results
Noah Silverman
LSPM - Unexpected Results
Joshua Ulrich
LSPM - Unexpected Results
Noah Silverman
LSPM - Unexpected Results
Mark Knecht
LSPM - Unexpected Results
Noah Silverman
LSPM - Unexpected Results
Anass Mouhsine
trading a synthetic asset -- example
Friday, December 24, 2010 10 emails
alex.rudnev at gmail.com
error message from portfolioFrontier function
Dirk Eddelbuettel
R/Finance 2011: Call for Papers: Now with prices and travel money
Brian G. Peterson
trading a synthetic asset -- example
Brian G. Peterson
trading a synthetic asset -- example
Anass Mouhsine
trading a synthetic asset -- example
Brian G. Peterson
error message from portfolioFrontier function
Brian G. Peterson
Another blotter test case
Wolfgang Wu
Another blotter test case
Anass Mouhsine
R-SIG-Finance Digest, Vol 79, Issue 23
thomas.chan.sf at boci-pru.com.hk
error message from portfolioFrontier function
Thursday, December 23, 2010 3 emails
Wednesday, December 22, 2010 10 emails
Brian G. Peterson
Blotter example by kafka from R-bloggers
Stephen Choularton
Blotter example by kafka from R-bloggers
Chiquoine, Ben
ks test to compare manager alphas.
Brian G. Peterson
Possible bug in blotter
Richard Herron
CRSP and R
Brian G. Peterson
Trading a synthetic asset
Anass Mouhsine
Trading a synthetic asset
Wolfgang Wu
Possible bug in blotter
Brian G. Peterson
Possible bug in blotter
Wolfgang Wu
Possible bug in blotter
Tuesday, December 21, 2010 7 emails
Monday, December 20, 2010 12 emails
Joshua Ulrich
ROC
Stephen Choularton
ROC
Michael Dothan
Forum for Macro-economics discussion
Eric Zivot
Forum for Macro-economics discussion
Christofer Bogaso
Forum for Macro-economics discussion
Matthieu Stigler
ks test to compare manager alphas.
Chiquoine, Ben
ks test to compare manager alphas.
Brian G. Peterson
can't find blotter
Stephen Choularton
can't find blotter
Mark Knecht
Expost prediction for ARMA or GARCH
Brian G. Peterson
Question in blotter::updatePosPL file: argument is of length zero
babel at centrum.sk
Expost prediction for ARMA or GARCH
Sunday, December 19, 2010 9 emails
Megh Dal
VECM estimation
Megh Dal
VECM estimation
Matthieu Stigler
VECM estimation
Megh Dal
VECM estimation
Matthieu Stigler
VECM estimation
Megh Dal
VECM estimation
Brian G. Peterson
Expost prediction for ARMA or GARCH
Brian G. Peterson
Expost prediction for ARMA or GARCH
Arun Kumar Saha
Expost prediction for ARMA or GARCH
Saturday, December 18, 2010 2 emails
Friday, December 17, 2010 6 emails
Thursday, December 16, 2010 12 emails
Joshua Ulrich
How to obtain data from *all* companies in the S&P 500 + sector information?
Marius Hofert
How to obtain data from *all* companies in the S&P 500 + sector information?
Alan Lue
CRSP and R
Costas
getSymbols problem in quantmod
Costas
getSymbols problem in quantmod
Joshua Ulrich
getSymbols problem in quantmod
Costas
getSymbols problem in quantmod
Mark Breman
getSymbols problem in quantmod
Costas
getSymbols problem in quantmod
Brian G. Peterson
How to obtain data from *all* companies in the S&P 500 + sector information?
Marius Hofert
How to obtain data from *all* companies in the S&P 500 + sector information?
Matthieu Stigler
Forcasting VAR/VEC
Wednesday, December 15, 2010 3 emails
Tuesday, December 14, 2010 8 emails
Stephen Liu
How check IBrokers
Stephen Liu
About yahooImport to display output on R console
Stephen Choularton
placeOrder
Jeff Ryan
About yahooImport to display output on R console
Stephen Liu
About yahooImport to display output on R console
Megh Dal
Forcasting VAR/VEC
Aleksandr Rudnev
Problems with quantstrat and my own code
Brian G. Peterson
Problems with quantstrat and my own code
Monday, December 13, 2010 10 emails
Aaditya Nanduri
Problems with quantstrat and my own code
Jeff Ryan
xts / split time series issue
Jeff Ryan
reqMktDepth
Stephen Choularton
reqMktDepth
Brian G. Peterson
xts / split time series issue
Nick Torenvliet
xts / split time series issue
Jeff Ryan
reqMktDepth
Jeff Ryan
reqMktDepth
Stephen Choularton
reqMktDepth
Pfaff, Bernhard Dr.
Forcasting VAR/VEC
Sunday, December 12, 2010 4 emails
Saturday, December 11, 2010 5 emails
Friday, December 10, 2010 13 emails
Stephen Choularton
IBrokers
Stephen Choularton
IBrokers
Jeff Ryan
Help with Futures in IBrokers
Jeff Ryan
Help with Futures in IBrokers
Jeff Ryan
merge function weird behaviour
Saul Sala Peñalver
Help with Futures in IBrokers
Anass Mouhsine
merge function weird behaviour
Santosh Srinivas
merge function weird behaviour
Robert Iquiapaza
merge function weird behaviour
Anass Mouhsine
merge function weird behaviour
Mark Breman
merge function weird behaviour
Anass Mouhsine
merge function weird behaviour
Anass Mouhsine
merge function weird behaviour
Thursday, December 9, 2010 5 emails
Wednesday, December 8, 2010 15 emails
Josh C. Chien
Rmetrics TimeSeries Class
Charles Evans
Multivariate GARCH
Santosh Srinivas
Do you have any suggestions for spreading R in Taiwan where finance is dominated by Matlab?
Josh C. Chien
Do you have any suggestions for spreading R in Taiwan where finance is dominated by Matlab?
Corwin Joy
fPortfolio - SOCP not available?
Stephen Choularton
IBrokers
Eric Zivot
Winter and Spring online R programming courses for computational finance at the University of Washington
Eric Zivot
Winter and Spring online R programming courses for finance at the University of Washington
Jeff Ryan
IBrokers
Gabor Grothendieck
non-standard time-format conversion from data.frame to xts
Jeff Ryan
non-standard time-format conversion from data.frame to xts
Gabor Grothendieck
non-standard time-format conversion from data.frame to xts
Brian G. Peterson
non-standard time-format conversion from data.frame to xts
Brian G. Peterson
non-standard time-format conversion from data.frame to xts
Andres Susrud
non-standard time-format conversion from data.frame to xts
Tuesday, December 7, 2010 1 email
Monday, December 6, 2010 7 emails
Sunday, December 5, 2010 8 emails
Jeff Ryan
IBrokers
金陈琛
unstable cointegration vector estimates in Johansen test
Joshua Ulrich
quantmod yearlyReturns differ in 2008 for google, yahoo?
Marc Delvaux
quantmod yearlyReturns differ in 2008 for google, yahoo?
Daniel Cegiełka
IBrokers
Mark Breman
IBrokers
Stephen Choularton
IBrokers
David L. Van Brunt, Ph.D.
quantmod yearlyReturns differ in 2008 for google, yahoo?
Saturday, December 4, 2010 7 emails
Mark Leeds
question about correlated residuals
Matthieu Stigler
unstable cointegration vector estimates in Johansen test
Dirk Eddelbuettel
Quantile Regression-Fit Stock data
Ronald McEwan
Quantile Regression-Fit Stock data
Jeff Ryan
ibrokers - callback - example from Jeff Ryan's slides
Jeff Ryan
ibrokers - callback - example from Jeff Ryan's slides
Stephen Choularton
ibrokers - callback - example from Jeff Ryan's slides
Friday, December 3, 2010 2 emails
Thursday, December 2, 2010 10 emails
Daniel Cegiełka
Exponentially Weighted Moving Average (EWMA) in R library
Josh C. Chien
Exponentially Weighted Moving Average (EWMA) in R library
Mark Breman
ibrokers - new callback
Stephen Choularton
ibrokers - new callback
Brian G. Peterson
table.Drawdowns table in PerformanceAnalytics
Charles Evans
unstable cointegration vector estimates in Johansen test
H. Felix Wittmann
table.Drawdowns table in PerformanceAnalytics
H. Felix Wittmann
table.Drawdowns table in PerformanceAnalytics
Jeff Yan
Models for Day Trading
Mark Gordon
fPortfolio (portfolioFrontier function)
Wednesday, December 1, 2010 9 emails
Joshua Ulrich
Models for Day Trading
金陈琛
unstable cointegration vector estimates in Johansen test
FX Going
Models for Day Trading
Cedrick Johnson
Markov Switching Models for growth and stock prices
ben schreiber
Markov Switching Models for growth and stock prices
Patrick Burns
Volatility subsample analysis
dondom
Volatility subsample analysis
Rory Winston
FX Forward outrights and FX Swaps
Stephen Choularton
ibrokers