R-SIG-Finance April 2011

(no subject)

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3 msgs · Apr 20 – Apr 20

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Rashaad Tayob (no subject) Apr 20, 2011

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Paul Teetor (no subject) Apr 20, 2011

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Dirk Eddelbuettel (no subject) Apr 20, 2011

600 people's time series

苏

1 msg · Apr 16

苏

苏江东Su Jiangdong 600 people's time series Apr 16, 2011

ANNOUNCEMENT: Worlds' First Open Source Futures Exchange

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3 msgs · Apr 1 – Apr 4

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Paul Teetor ANNOUNCEMENT: Worlds' First Open Source Futures Exchange Apr 1, 2011

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Krishna Kumar ANNOUNCEMENT: Worlds' First Open Source Futures Exchange Apr 2, 2011

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Paul Teetor ANNOUNCEMENT: Worlds' First Open Source Futures Exchange Apr 4, 2011

ANTUNES, Rui

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1 msg · Apr 16

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Rui ANTUNES ANTUNES, Rui Apr 16, 2011

Artificial price series

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23 msgs · Apr 11 – Apr 19

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Worik Artificial price series Apr 11, 2011

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Patrick Caldon Artificial price series Apr 11, 2011

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David St John Artificial price series Apr 12, 2011

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David St John Artificial price series Apr 12, 2011

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Mark Breman Artificial price series Apr 12, 2011

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Mark Leeds Artificial price series Apr 12, 2011

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Joshua Ulrich Artificial price series Apr 12, 2011

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Horace Tso Artificial price series Apr 12, 2011

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Mark Leeds Artificial price series Apr 12, 2011

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Horace Tso Artificial price series Apr 12, 2011

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Mark Leeds Artificial price series Apr 12, 2011

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David St John Artificial price series Apr 12, 2011

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Dirk Eddelbuettel Artificial price series Apr 12, 2011

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Jeff Ryan Artificial price series Apr 12, 2011

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Worik Artificial price series Apr 12, 2011

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stefano iacus Artificial price series Apr 13, 2011

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Ron Michael Artificial price series Apr 18, 2011

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Mark Leeds Artificial price series Apr 18, 2011

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Horace Tso Artificial price series Apr 18, 2011

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Ron Michael Artificial price series Apr 18, 2011

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Worik Artificial price series Apr 18, 2011

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Mark Leeds Artificial price series Apr 18, 2011

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Bharat Kherwa Artificial price series Apr 19, 2011

Calculate AGG monthly returns using Quantmod

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1 msg · Apr 6

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Pacheco, Luis Calculate AGG monthly returns using Quantmod Apr 6, 2011

Computation on xts

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3 msgs · Apr 29 – Apr 30

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Robert A'gata Computation on xts Apr 29, 2011

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Me Computation on xts Apr 29, 2011

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Joshua Ulrich Computation on xts Apr 30, 2011

Computational Finance and Microstructure Models session

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1 msg · Mar 31

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German Creamer Computational Finance and Microstructure Models session Mar 31, 2011

Conference Details for R/Finance 2011 in Chicago

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3 msgs · Apr 20 – Apr 20

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Jeff Ryan Conference Details for R/Finance 2011 in Chicago Apr 20, 2011

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Rashaad Tayob Conference Details for R/Finance 2011 in Chicago Apr 20, 2011

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Dirk Eddelbuettel Conference Details for R/Finance 2011 in Chicago Apr 20, 2011

Daily Natural Gas Price Data for Europe?

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1 msg · Apr 29

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Johannes Lips Daily Natural Gas Price Data for Europe? Apr 29, 2011

Dynamic asset allocation among hedge fund's strategies

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1 msg · Apr 27

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Alex Bird Dynamic asset allocation among hedge fund's strategies Apr 27, 2011

FRED prob

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1 msg · Apr 30

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Costas Vorlow FRED prob Apr 30, 2011

Finding all the tickers for common stock from Yahoo or Interactive Brokers

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6 msgs · Apr 14 – Apr 17

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Samo Pahor Finding all the tickers for common stock from Yahoo or Interactive Brokers Apr 14, 2011

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julien cuisinier Finding all the tickers for common stock from Yahoo or Interactive Brokers Apr 14, 2011

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andrew morgan Finding all the tickers for common stock from Yahoo or Interactive Brokers Apr 15, 2011

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Zachary Mayer Finding all the tickers for common stock from Yahoo or Interactive Brokers Apr 15, 2011

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Joshua Ulrich Finding all the tickers for common stock from Yahoo or Interactive Brokers Apr 15, 2011

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Samo Pahor Finding all the tickers for common stock from Yahoo or Interactive Brokers Apr 17, 2011

Granger Causality in VAR Model

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3 msgs · Apr 4 – Apr 5

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Ivan Granger Causality in VAR Model Apr 4, 2011

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Pfaff, Bernhard Dr. Granger Causality in VAR Model Apr 5, 2011

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Ivan Granger Causality in VAR Model Apr 5, 2011

Handling of irregular time series in lineChart

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2 msgs · Apr 28 – Apr 28

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Robert A'gata Handling of irregular time series in lineChart Apr 28, 2011

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Brian G. Peterson Handling of irregular time series in lineChart Apr 28, 2011

How to add data to secondary axis in chartSeries

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2 msgs · Apr 29 – Apr 29

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Robert A'gata How to add data to secondary axis in chartSeries Apr 29, 2011

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Brian G. Peterson How to add data to secondary axis in chartSeries Apr 29, 2011

How to calculate coskewness or coskewness matrix

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2 msgs · Apr 30 – Apr 30

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Pasha Zulfuqali How to calculate coskewness or coskewness matrix Apr 30, 2011

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Brian G. Peterson How to calculate coskewness or coskewness matrix Apr 30, 2011

IBrokers and timezone

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3 msgs · Apr 18 – Apr 20

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Dzidas IBrokers and timezone Apr 18, 2011

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Me IBrokers and timezone Apr 20, 2011

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Jeff Ryan IBrokers and timezone Apr 20, 2011

Importing shiller xls from http://

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1 msg · Apr 12

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Kent Russell Importing shiller xls from http:// Apr 12, 2011

Irregular time series and tick data

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6 msgs · Apr 15 – Apr 15

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Noah Silverman Irregular time series and tick data Apr 15, 2011

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Jeff Ryan Irregular time series and tick data Apr 15, 2011

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Noah Silverman Irregular time series and tick data Apr 15, 2011

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Noah Silverman Irregular time series and tick data Apr 15, 2011

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Jeff Ryan Irregular time series and tick data Apr 15, 2011

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Jeff Ryan Irregular time series and tick data Apr 15, 2011

Performance Analytics Question

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2 msgs · Apr 17 – Apr 17

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Eric Thungstom Performance Analytics Question Apr 17, 2011

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Brian G. Peterson Performance Analytics Question Apr 17, 2011

PerformanceAnalytics: periodicity() function

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3 msgs · Apr 26 – Apr 26

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Murali.Menon at avivainvestors.com PerformanceAnalytics: periodicity() function Apr 26, 2011

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Peter Carl PerformanceAnalytics: periodicity() function Apr 26, 2011

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Jeff Ryan PerformanceAnalytics: periodicity() function Apr 26, 2011

Please help in a trade rule based on obv

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2 msgs · Apr 2 – Apr 3

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xri pro Please help in a trade rule based on obv Apr 2, 2011

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Brian G. Peterson Please help in a trade rule based on obv Apr 3, 2011

Please help make an obv trade rule

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1 msg · Apr 2

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xri pro Please help make an obv trade rule Apr 2, 2011

Possibly offtopic, about actuar package.

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2 msgs · Apr 25 – Apr 25

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Carlos López Possibly offtopic, about actuar package. Apr 25, 2011

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Carlos López Possibly offtopic, about actuar package. Apr 25, 2011

Quantmod ChartThemes

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1 msg · Apr 28

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Costas Vorlow Quantmod ChartThemes Apr 28, 2011

Quantstrat - Error while applying strategy

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1 msg · Apr 25

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Me Quantstrat - Error while applying strategy Apr 25, 2011

R Memory Usage

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6 msgs · Apr 10 – Apr 15

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Elliot Joel Bernstein R Memory Usage Apr 10, 2011

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Brian G. Peterson R Memory Usage Apr 10, 2011

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Jeff Ryan R Memory Usage Apr 10, 2011

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Elliot Joel Bernstein R Memory Usage Apr 15, 2011

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Brian G. Peterson R Memory Usage Apr 15, 2011

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Matt Dowle R Memory Usage Apr 15, 2011

R/Finance 2011 Conference Agenda

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1 msg · Apr 1

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Jeff Ryan R/Finance 2011 Conference Agenda Apr 1, 2011

R/Finance 2011: Ten days remaining

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1 msg · Apr 19

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Dirk Eddelbuettel R/Finance 2011: Ten days remaining Apr 19, 2011

Rbloomberg problem

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4 msgs · Apr 20 – Apr 21

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Jorge Nieves Rbloomberg problem Apr 20, 2011

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Ana Nelson Rbloomberg problem Apr 20, 2011

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Jorge Nieves Rbloomberg problem Apr 21, 2011

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Jorge Nieves Rbloomberg problem Apr 21, 2011

Sullivan, Timmerman and White 1999: TA rules, and R

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1 msg · Apr 5

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Worik Sullivan, Timmerman and White 1999: TA rules, and R Apr 5, 2011

Sullivan, Timmerman and White 1999: TA rules, and R

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1 msg · Apr 5

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Worik Sullivan, Timmerman and White 1999: TA rules, and R Apr 5, 2011

Transforming Price Timeseries

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A

2 msgs · Apr 21 – Apr 21

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Johannes Lips Transforming Price Timeseries Apr 21, 2011

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Alexios Ghalanos Transforming Price Timeseries Apr 21, 2011

Vasicek,CIR or RiskMetrics

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3 msgs · Apr 7 – Apr 9

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babel at centrum.sk Vasicek,CIR or RiskMetrics Apr 7, 2011

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Eric Zivot Vasicek,CIR or RiskMetrics Apr 7, 2011

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Sarbo Vasicek,CIR or RiskMetrics Apr 9, 2011

Where can I download the latest RBloomberg package ?

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8 msgs · Apr 24 – Apr 27

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Gary Chin Where can I download the latest RBloomberg package ? Apr 24, 2011

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Gei Lin Where can I download the latest RBloomberg package ? Apr 24, 2011

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Gary Chin Where can I download the latest RBloomberg package ? Apr 25, 2011

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Ana Nelson Where can I download the latest RBloomberg package ? Apr 25, 2011

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Ramnath R Where can I download the latest RBloomberg package ? Apr 25, 2011

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Gary C Where can I download the latest RBloomberg package ? Apr 27, 2011

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Gary C Where can I download the latest RBloomberg package ? Apr 27, 2011

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Ana Nelson Where can I download the latest RBloomberg package ? Apr 27, 2011

addBBands don't work

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2 msgs · Apr 4 – Apr 4

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Sávio Ramos addBBands don't work Apr 4, 2011

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Joshua Ulrich addBBands don't work Apr 4, 2011

agg monthly returns

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1 msg · Apr 7

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Kent Russell agg monthly returns Apr 7, 2011

backtest export to openOffice calc

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B

2 msgs · Apr 18 – Apr 18

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Andres Susrud backtest export to openOffice calc Apr 18, 2011

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Brian G. Peterson backtest export to openOffice calc Apr 18, 2011

bbands demo

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1 msg · Apr 20

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Stephen Choularton bbands demo Apr 20, 2011

chart types

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5 msgs · Apr 20 – Apr 20

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Stephen Choularton chart types Apr 20, 2011

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Santosh Srinivas chart types Apr 20, 2011

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Brian G. Peterson chart types Apr 20, 2011

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Brian G. Peterson chart types Apr 20, 2011

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Stephen Choularton chart types Apr 20, 2011

cointegration using Johansen for VAR

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4 msgs · Apr 25 – Apr 26

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S cointegration using Johansen for VAR Apr 25, 2011

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Pfaff, Bernhard Dr. cointegration using Johansen for VAR Apr 26, 2011

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S cointegration using Johansen for VAR Apr 26, 2011

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Pfaff, Bernhard Dr. cointegration using Johansen for VAR Apr 26, 2011

curve fitting using lm with constraints

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2 msgs · Apr 13 – Apr 14

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abe chan curve fitting using lm with constraints Apr 13, 2011

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Hans Radtke curve fitting using lm with constraints Apr 14, 2011

editors

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7 msgs · Apr 1 – Apr 2

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BBands editors Apr 1, 2011

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Tony Lewis editors Apr 1, 2011

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Gabor Grothendieck editors Apr 1, 2011

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James P. Howard, II editors Apr 1, 2011

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BBands editors Apr 1, 2011

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Liviu Andronic editors Apr 1, 2011

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Johannes Lips editors Apr 2, 2011

fExoticOptions - CashOrNothingOption discrepancy

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1 msg · Apr 30

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Shing Hing Man fExoticOptions - CashOrNothingOption discrepancy Apr 30, 2011

logistic regression:weights and unbalanced samples

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1 msg · Apr 26

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Andre Guimaraes logistic regression:weights and unbalanced samples Apr 26, 2011

nabble.com r-sig-finance/Rmetrics mailing list - wrong email address

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1 msg · Apr 25

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Gary Chin nabble.com r-sig-finance/Rmetrics mailing list - wrong email address Apr 25, 2011

reqMktData in IBrokers

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1 msg · Apr 4

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Johnny Paulo reqMktData in IBrokers Apr 4, 2011

rollapply + lowess indicator

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M

2 msgs · Apr 24 – Apr 24

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Eric Thungstom rollapply + lowess indicator Apr 24, 2011

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Me rollapply + lowess indicator Apr 24, 2011

select subset from xts time series object.

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H

9 msgs · Apr 16 – Apr 16

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Noah Silverman select subset from xts time series object. Apr 16, 2011

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Jeff Ryan select subset from xts time series object. Apr 16, 2011

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Hasan Diwan select subset from xts time series object. Apr 16, 2011

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Noah Silverman select subset from xts time series object. Apr 16, 2011

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Joshua Ulrich select subset from xts time series object. Apr 16, 2011

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Noah Silverman select subset from xts time series object. Apr 16, 2011

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Jeff Ryan select subset from xts time series object. Apr 16, 2011

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Jeff Ryan select subset from xts time series object. Apr 16, 2011

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Jeff Ryan select subset from xts time series object. Apr 16, 2011

xts metadata

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3 msgs · Apr 23 – Apr 23

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Pete Brecknock xts metadata Apr 23, 2011

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Jeff Ryan xts metadata Apr 23, 2011

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Brian G. Peterson xts metadata Apr 23, 2011