R-SIG-Finance — 2011

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Sharpe's algorithm for portfolio improvement Marc Delvaux, Enrico Schumann +6

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PerformanceAnalytics package financial engineer, Joshua Ulrich +5

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Filtering dates/times from zoo/xts series Chris, Daniel Cegiełka +3

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TZs Matti Zemack, Brian G. Peterson +6

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Option valuation for arbitrary distribution using monte carlo simulation Joachim Breit, msalese +6

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Genetic Algorithms & Portfolio Optimization Lui ##, Guillaume Yziquel +4

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Quantstrat stoplimit orders not triggered Brian G. Peterson, G See +2

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Artificial price series David St John, Mark Breman +6

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xts NA date for Wolfgang Wu, G See +4

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quantmod for futures Edgar Vega, Mark Knecht +5

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New to R and Finance, backtest etc. G See, julien cuisinier +6

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millisec timestamps for rows of xts/zoo object Ulrich Staudinger, Brian G. Peterson +2

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RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array" Ben Hurh, John Laing +6

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Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics Idris Raja, Brian G. Peterson +2

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3d implied volatility surface Ulrich Staudinger, financial engineer +2

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Download RBloomberg for R-2.14.0 Adam Xia, Colstat +3

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msts command in the forecast package? Michael, Daniel Cegiełka +3

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quantstrat for live trading - some questions Me, Brian G. Peterson +2

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select subset from xts time series object. Noah Silverman, Hasan Diwan +2

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IBrokers - reqHistory results in missing random data S, Kostas Evangelinos +1

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