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R-SIG-Finance February 2011

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fPortfolio: Extracting Weight Vectors for FrontierPoints?
1 msg
Ledon, Alain - Eqty NY fPortfolio: Extracting Weight Vectors for FrontierPoints? Feb 28, 2011
re-indexing data under the zoo package
7 msgs
Aidan Corcoran re-indexing data under the zoo package Feb 28, 2011
Arun Kumar Saha re-indexing data under the zoo package Feb 28, 2011
Stefan Grosse re-indexing data under the zoo package Feb 28, 2011
Jeff Ryan re-indexing data under the zoo package Feb 28, 2011
Aidan Corcoran re-indexing data under the zoo package Feb 28, 2011
Gabor Grothendieck re-indexing data under the zoo package Feb 28, 2011
Gabor Grothendieck re-indexing data under the zoo package Feb 28, 2011
fPortfolio: Extracting Weight Vectors for Frontier Points?
1 msg
RBloomberg and Bloomberg API 3.4.1.3
2 msgs
Ana Nelson RBloomberg and Bloomberg API 3.4.1.3 Feb 23, 2011
Ana Nelson RBloomberg and Bloomberg API 3.4.1.3 Feb 28, 2011
Solving Constrained Quadratic Programming Problem w An Absolute Value "Headache" (corrected version)
1 msg
Zhang, Beiting Solving Constrained Quadratic Programming Problem w An Absolute Value "Headache" (corrected version) Feb 27, 2011
Solving Constrained Quadratic Programming Problem w An Absolute Value "Headache"
2 msgs
Zhang Beiting Solving Constrained Quadratic Programming Problem w An Absolute Value "Headache" Feb 27, 2011
Zhang, Beiting Solving Constrained Quadratic Programming Problem w An Absolute Value "Headache" Feb 27, 2011
blotter getting getEndEq(account, CurrentDate) by Symbol
4 msgs
Immanuel blotter getting getEndEq(account, CurrentDate) by Symbol Feb 27, 2011
Brian G. Peterson blotter getting getEndEq(account, CurrentDate) by Symbol Feb 27, 2011
Immanuel blotter getting getEndEq(account, CurrentDate) by Symbol Feb 27, 2011
Brian G. Peterson blotter getting getEndEq(account, CurrentDate) by Symbol Feb 27, 2011
quantstrat example stragey error
4 msgs
Immanuel quantstrat example stragey error Feb 26, 2011
Brian G. Peterson quantstrat example stragey error Feb 26, 2011
Immanuel quantstrat example stragey error Feb 26, 2011
Jeff Ryan quantstrat example stragey error Feb 26, 2011
quantstrat - stop loss and stop trailing:
1 msg
Stephen Choularton quantstrat - stop loss and stop trailing: Feb 26, 2011
blotter update MM & weights without recalculation all
3 msgs
Immanuel blotter update MM & weights without recalculation all Feb 26, 2011
Brian G. Peterson blotter update MM & weights without recalculation all Feb 26, 2011
Immanuel blotter update MM & weights without recalculation all Feb 26, 2011
Estimation of an GARCH model with conditional skewness and kurtosis
1 msg
Johannes Lips Estimation of an GARCH model with conditional skewness and kurtosis Feb 24, 2011
quantstrat - stop loss and stop trailing:
3 msgs
Stephen Choularton quantstrat - stop loss and stop trailing: Feb 22, 2011
Brian G. Peterson quantstrat - stop loss and stop trailing: Feb 22, 2011
Stephen Choularton quantstrat - stop loss and stop trailing: Feb 24, 2011
runMax and DonchianChannel()
1 msg
andrew morgan runMax and DonchianChannel() Feb 23, 2011
Strange troubles with sub-setting xts
2 msgs
Worik Stanton Strange troubles with sub-setting xts Feb 22, 2011
Jeff Ryan Strange troubles with sub-setting xts Feb 22, 2011
quantstrat for live trading - some questions
9 msgs
Me quantstrat for live trading - some questions Feb 21, 2011
Brian G. Peterson quantstrat for live trading - some questions Feb 22, 2011
Henry Ward PerformanceAnalytics Marginal VaR Feb 22, 2011
Jeff Ryan PerformanceAnalytics Marginal VaR Feb 22, 2011
Henry Ward PerformanceAnalytics Marginal VaR Feb 22, 2011
Brian G. Peterson PerformanceAnalytics Marginal VaR Feb 22, 2011
Henry Ward XTS R-Forge Installation Error Feb 22, 2011
Jeff Ryan PerformanceAnalytics Marginal VaR Feb 22, 2011
Henry Ward RESOLVED: Re: XTS R-Forge Installation Error Feb 22, 2011
showing more ticks in quantmod charting
3 msgs
slava zimine showing more ticks in quantmod charting Feb 22, 2011
slava zimine showing more ticks in quantmod charting Feb 22, 2011
babel at centrum.sk Lags in ArchTest Feb 22, 2011
Estimation of an GARCH model with conditional skewness and kurtosis
4 msgs
Johannes Lips Estimation of an GARCH model with conditional skewness and kurtosis Feb 18, 2011
Yohan Chalabi Estimation of an GARCH model with conditional skewness and kurtosis Feb 18, 2011
Johannes Lips Estimation of an GARCH model with conditional skewness and kurtosis Feb 18, 2011
Johannes Lips Estimation of an GARCH model with conditional skewness and kurtosis Feb 19, 2011
Omiting some observation of a zoo object
4 msgs
Gabor Grothendieck Omiting some observation of a zoo object Feb 16, 2011 Christofer Bogaso Omiting some observation of a zoo object Feb 16, 2011
Christofer Bogaso Omiting some observation of a zoo object Feb 16, 2011
Gabor Grothendieck Omiting some observation of a zoo object Feb 16, 2011
how to plot shade area with quantmod in log scale
1 msg
Simon Blomberg how to plot shade area with quantmod in log scale Feb 15, 2011
Datastream Interface
2 msgs
riccardo visca Datastream Interface Feb 15, 2011
Aidan Corcoran Datastream Interface Feb 15, 2011
Datastream Interface
1 msg
Hixon, Scott R. Datastream Interface Feb 14, 2011
Datastream Interface
2 msgs
Hixon, Scott R. Datastream Interface Feb 14, 2011
Pierre Lapointe Datastream Interface Feb 14, 2011
Datastream Interface
2 msgs
Aidan Corcoran Datastream Interface Feb 14, 2011
Brian G. Peterson Datastream Interface Feb 14, 2011
EIKON REUTERS
1 msg
Rory Winston EIKON REUTERS Feb 13, 2011
date range when using getSymbols?
3 msgs
Mark Knecht date range when using getSymbols? Feb 11, 2011
Brian G. Peterson date range when using getSymbols? Feb 11, 2011
Mark Knecht date range when using getSymbols? Feb 11, 2011
Trading system correlation?
3 msgs
Mark Knecht Trading system correlation? Feb 9, 2011
Brian G. Peterson Trading system correlation? Feb 9, 2011
Mark Knecht Trading system correlation? Feb 11, 2011
EIKON REUTERS
2 msgs
Costas EIKON REUTERS Feb 11, 2011
Brian G. Peterson EIKON REUTERS Feb 11, 2011
Inhomogeneous Time Series Operator
4 msgs
Jiwon Kim Inhomogeneous Time Series Operator Feb 9, 2011
Gabor Grothendieck Inhomogeneous Time Series Operator Feb 10, 2011
Brian G. Peterson Inhomogeneous Time Series Operator Feb 10, 2011
Jeff Ryan Inhomogeneous Time Series Operator Feb 10, 2011
quantstrat and nonstandard column names in the price series
4 msgs
Vladimir Egorin quantstrat and nonstandard column names in the price series Feb 9, 2011
Brian G. Peterson quantstrat and nonstandard column names in the price series Feb 9, 2011
Vladimir Egorin quantstrat and nonstandard column names in the price series Feb 9, 2011
Vladimir Egorin quantstrat and nonstandard column names in the price series Feb 10, 2011
quantstrat and nonstandard column names in the price series
2 msgs
Vladimir Egorin quantstrat and nonstandard column names in the price series Feb 9, 2011
Brian G. Peterson quantstrat and nonstandard column names in the price series Feb 9, 2011
R in batch mode - RBloomberg
5 msgs
Matteo Fornasier R in batch mode - RBloomberg Feb 8, 2011
Ana Nelson R in batch mode - RBloomberg Feb 8, 2011
Matteo Fornasier R in batch mode - RBloomberg Feb 8, 2011
Ana Nelson R in batch mode - RBloomberg Feb 8, 2011
Matteo Fornasier R in batch mode - RBloomberg Feb 8, 2011
Quantitative Finance on Stack Exchange
1 msg
Paul Teetor Quantitative Finance on Stack Exchange Feb 8, 2011
quantstrat - macross demo problem
8 msgs
Stephen Choularton quantstrat - macross demo problem Feb 7, 2011
Brian G. Peterson quantstrat - macross demo problem Feb 7, 2011
Stephen Choularton quantstrat - macross demo problem Feb 7, 2011
Jeff Ryan quantstrat - macross demo problem Feb 7, 2011
Stephen Choularton quantstrat - macross demo problem Feb 7, 2011
Joshua Ulrich quantstrat - macross demo problem Feb 7, 2011
Stephen Choularton quantstrat - macross demo problem Feb 7, 2011
Stephen Choularton quantstrat - macross demo problem Feb 7, 2011
Creating a list of lists / hclust elements
1 msg
Lui ## Creating a list of lists / hclust elements Feb 7, 2011
Gumbel Clayton copula mixture??
1 msg
Raphael Jeudy Gumbel Clayton copula mixture?? Feb 7, 2011
I have a problem with zoo object
4 msgs
B. Jonathan B. Jonathan I have a problem with zoo object Feb 5, 2011
Brian G. Peterson I have a problem with zoo object Feb 5, 2011
Gabor Grothendieck I have a problem with zoo object Feb 5, 2011
Gabor Grothendieck I have a problem with zoo object Feb 5, 2011
Point and Figure Charting
1 msg
Corwin Joy Point and Figure Charting Feb 4, 2011
Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices
1 msg
Lui ## Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices Feb 3, 2011
Help in generalizing code
3 msgs
Ravi S. Shankar Help in generalizing code Feb 3, 2011
Paul Teetor Help in generalizing code Feb 3, 2011
Ravi S. Shankar Help in generalizing code Feb 3, 2011
IBrokers - problems getting prices with reqMktData
1 msg
Stephen Choularton IBrokers - problems getting prices with reqMktData Feb 2, 2011
R/Finance 2011: Call for Papers: Now with prices and travel money
1 msg
Joshua Ulrich R/Finance 2011: Call for Papers: Now with prices and travel money Feb 2, 2011
Copula and Multivariate distribution
1 msg
Christophe Dutang Copula and Multivariate distribution Feb 1, 2011
Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices
5 msgs
Lui ## Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices Feb 1, 2011
Guy Green Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices Feb 1, 2011
Lui ## Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices Feb 1, 2011
Dirk Eddelbuettel Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices Feb 1, 2011
Guy Green Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices Feb 1, 2011
Selecting a subset of date range
4 msgs
Megh Dal Selecting a subset of date range Feb 1, 2011
Brian G. Peterson Selecting a subset of date range Feb 1, 2011
Jeff Ryan Selecting a subset of date range Feb 1, 2011
Pete Brecknock Selecting a subset of date range Feb 1, 2011
Interesting failure in getSymbols src=oanda
1 msg
Worik Interesting failure in getSymbols src=oanda Jan 31, 2011
IBrokers - problems getting prices with reqMktData
1 msg
Stephen Choularton IBrokers - problems getting prices with reqMktData Jan 31, 2011
IBrokers - problems getting prices with reqMktData
1 msg