R-SIG-Finance February 2011

Monday, February 28, 2011 9 emails

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Ledon, Alain - Eqty NY fPortfolio: Extracting Weight Vectors for FrontierPoints?

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Gabor Grothendieck re-indexing data under the zoo package

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Gabor Grothendieck re-indexing data under the zoo package

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Aidan Corcoran re-indexing data under the zoo package

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Jeff Ryan re-indexing data under the zoo package

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Stefan Grosse re-indexing data under the zoo package

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Arun Kumar Saha re-indexing data under the zoo package

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Aidan Corcoran re-indexing data under the zoo package

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Ana Nelson RBloomberg and Bloomberg API 3.4.1.3

Sunday, February 27, 2011 7 emails

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Zhang, Beiting Solving Constrained Quadratic Programming Problem w An Absolute Value "Headache" (corrected version)

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Zhang, Beiting Solving Constrained Quadratic Programming Problem w An Absolute Value "Headache"

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Zhang Beiting Solving Constrained Quadratic Programming Problem w An Absolute Value "Headache"

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Brian G. Peterson blotter getting getEndEq(account, CurrentDate) by Symbol

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Immanuel blotter getting getEndEq(account, CurrentDate) by Symbol

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Brian G. Peterson blotter getting getEndEq(account, CurrentDate) by Symbol

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Immanuel blotter getting getEndEq(account, CurrentDate) by Symbol

Saturday, February 26, 2011 8 emails

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Jeff Ryan quantstrat example stragey error

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Stephen Choularton quantstrat - stop loss and stop trailing:

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Immanuel blotter update MM & weights without recalculation all

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Immanuel quantstrat example stragey error

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Brian G. Peterson quantstrat example stragey error

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Immanuel quantstrat example stragey error

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Brian G. Peterson blotter update MM & weights without recalculation all

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Immanuel blotter update MM & weights without recalculation all

Thursday, February 24, 2011 2 emails

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Johannes Lips Estimation of an GARCH model with conditional skewness and kurtosis

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Stephen Choularton quantstrat - stop loss and stop trailing:

Wednesday, February 23, 2011 2 emails

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andrew morgan runMax and DonchianChannel()

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Ana Nelson RBloomberg and Bloomberg API 3.4.1.3

Tuesday, February 22, 2011 15 emails

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Jeff Ryan Strange troubles with sub-setting xts

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Worik Stanton Strange troubles with sub-setting xts

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Henry Ward RESOLVED: Re: XTS R-Forge Installation Error

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Jeff Ryan PerformanceAnalytics Marginal VaR

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Henry Ward XTS R-Forge Installation Error

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Brian G. Peterson PerformanceAnalytics Marginal VaR

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Henry Ward PerformanceAnalytics Marginal VaR

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Jeff Ryan PerformanceAnalytics Marginal VaR

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Henry Ward PerformanceAnalytics Marginal VaR

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Brian G. Peterson quantstrat for live trading - some questions

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Brian G. Peterson quantstrat - stop loss and stop trailing:

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babel at centrum.sk Lags in ArchTest

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slava zimine showing more ticks in quantmod charting

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slava zimine showing more ticks in quantmod charting

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Stephen Choularton quantstrat - stop loss and stop trailing:

Monday, February 21, 2011 1 email

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Me quantstrat for live trading - some questions

Saturday, February 19, 2011 1 email

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Johannes Lips Estimation of an GARCH model with conditional skewness and kurtosis

Friday, February 18, 2011 3 emails

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Johannes Lips Estimation of an GARCH model with conditional skewness and kurtosis

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Yohan Chalabi Estimation of an GARCH model with conditional skewness and kurtosis

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Johannes Lips Estimation of an GARCH model with conditional skewness and kurtosis

Wednesday, February 16, 2011 4 emails

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Gabor Grothendieck Omiting some observation of a zoo object

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Christofer Bogaso Omiting some observation of a zoo object

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Christofer Bogaso Omiting some observation of a zoo object

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Gabor Grothendieck Omiting some observation of a zoo object

Tuesday, February 15, 2011 3 emails

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Simon Blomberg how to plot shade area with quantmod in log scale

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Aidan Corcoran Datastream Interface

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riccardo visca Datastream Interface

Monday, February 14, 2011 5 emails

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Hixon, Scott R. Datastream Interface

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Pierre Lapointe Datastream Interface

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Hixon, Scott R. Datastream Interface

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Brian G. Peterson Datastream Interface

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Aidan Corcoran Datastream Interface

Sunday, February 13, 2011 1 email

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Rory Winston EIKON REUTERS

Friday, February 11, 2011 6 emails

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Mark Knecht date range when using getSymbols?

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Brian G. Peterson date range when using getSymbols?

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Mark Knecht date range when using getSymbols?

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Mark Knecht Trading system correlation?

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Brian G. Peterson EIKON REUTERS

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Costas EIKON REUTERS

Thursday, February 10, 2011 4 emails

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Jeff Ryan Inhomogeneous Time Series Operator

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Vladimir Egorin quantstrat and nonstandard column names in the price series

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Brian G. Peterson Inhomogeneous Time Series Operator

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Gabor Grothendieck Inhomogeneous Time Series Operator

Wednesday, February 9, 2011 8 emails

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Jiwon Kim Inhomogeneous Time Series Operator

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Brian G. Peterson Trading system correlation?

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Mark Knecht Trading system correlation?

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Vladimir Egorin quantstrat and nonstandard column names in the price series

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Brian G. Peterson quantstrat and nonstandard column names in the price series

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Vladimir Egorin quantstrat and nonstandard column names in the price series

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Brian G. Peterson quantstrat and nonstandard column names in the price series

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Vladimir Egorin quantstrat and nonstandard column names in the price series

Tuesday, February 8, 2011 6 emails

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Matteo Fornasier R in batch mode - RBloomberg

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Paul Teetor Quantitative Finance on Stack Exchange

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Ana Nelson R in batch mode - RBloomberg

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Matteo Fornasier R in batch mode - RBloomberg

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Ana Nelson R in batch mode - RBloomberg

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Matteo Fornasier R in batch mode - RBloomberg

Monday, February 7, 2011 10 emails

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Stephen Choularton quantstrat - macross demo problem

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Stephen Choularton quantstrat - macross demo problem

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Joshua Ulrich quantstrat - macross demo problem

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Stephen Choularton quantstrat - macross demo problem

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Jeff Ryan quantstrat - macross demo problem

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Stephen Choularton quantstrat - macross demo problem

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Lui ## Creating a list of lists / hclust elements

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Brian G. Peterson quantstrat - macross demo problem

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Raphael Jeudy Gumbel Clayton copula mixture??

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Stephen Choularton quantstrat - macross demo problem

Saturday, February 5, 2011 4 emails

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Gabor Grothendieck I have a problem with zoo object

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Gabor Grothendieck I have a problem with zoo object

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Brian G. Peterson I have a problem with zoo object

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B. Jonathan B. Jonathan I have a problem with zoo object

Friday, February 4, 2011 1 email

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Corwin Joy Point and Figure Charting

Thursday, February 3, 2011 4 emails

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Lui ## Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices

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Ravi S. Shankar Help in generalizing code

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Paul Teetor Help in generalizing code

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Ravi S. Shankar Help in generalizing code

Wednesday, February 2, 2011 2 emails

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Stephen Choularton IBrokers - problems getting prices with reqMktData

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Joshua Ulrich R/Finance 2011: Call for Papers: Now with prices and travel money

Tuesday, February 1, 2011 10 emails

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Christophe Dutang Copula and Multivariate distribution

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Guy Green Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices

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Dirk Eddelbuettel Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices

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Lui ## Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices

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Guy Green Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices

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Lui ## Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices

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Pete Brecknock Selecting a subset of date range

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Jeff Ryan Selecting a subset of date range

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Brian G. Peterson Selecting a subset of date range

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Megh Dal Selecting a subset of date range

Monday, January 31, 2011 3 emails

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Worik Interesting failure in getSymbols src=oanda

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Stephen Choularton IBrokers - problems getting prices with reqMktData

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Stephen Choularton IBrokers - problems getting prices with reqMktData