R-SIG-Finance May 2011
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Tuesday, May 31, 2011 6 emails
Kostas Evangelinos
New to Quantitative Modeling (Looking for starting resources/suggestions)
Christofer Bogaso
New to Quantitative Modeling (Looking for starting resources/suggestions)
msalese
New to Quantitative Modeling (Looking for starting resources/suggestions)
Harsh
New to Quantitative Modeling (Looking for starting resources/suggestions)
Sarbo
New to Quantitative Modeling (Looking for starting resources/suggestions)
Harsh
New to Quantitative Modeling (Looking for starting resources/suggestions)
Monday, May 30, 2011 7 emails
Sunday, May 29, 2011 5 emails
Saturday, May 28, 2011 8 emails
Joshua Ulrich
Curve fitting the South African yield curve
Joshua Ulrich
Excessive data needed for volatility{TTR} calculation?
S
IBrokers - reqHistory results in missing random data
Jeff Ryan
IBrokers - reqHistory results in missing random data
Kostas Evangelinos
IBrokers - reqHistory results in missing random data
James
Excessive data needed for volatility{TTR} calculation?
Joshua Ulrich
Excessive data needed for volatility{TTR} calculation?
Thomas Browne
Curve fitting the South African yield curve
Friday, May 27, 2011 5 emails
James
Excessive data needed for volatility{TTR} calculation?
Joshua Ulrich
Excessive data needed for volatility{TTR} calculation?
James
Excessive data needed for volatility{TTR} calculation?
James
Excessive data needed for volatility{TTR} calculation?
Alex Bird
objective function optimization in JAGS/BUGS rather then in optim-like R tools
Wednesday, May 25, 2011 1 email
Tuesday, May 24, 2011 6 emails
Kent Russell
DCC-GARCH model and AR(1)-GARCH(1, 1) regression model
Yihao Lu aeolus_lu
garchFit NaNs produced
Arun Kumar Saha
garchFit NaNs produced
S
IBrokers - reqHistory results in missing random data
Yihao Lu aeolus_lu
garchFit NaNs produced
Marcin P?�ciennik
DCC-GARCH model and AR(1)-GARCH(1, 1) regression model
Monday, May 23, 2011 2 emails
Sunday, May 22, 2011 2 emails
Friday, May 20, 2011 6 emails
Thursday, May 19, 2011 1 email
Wednesday, May 18, 2011 6 emails
S
IBrokers - reqHistory results in missing random data
S
IBrokers - reqHistory results in missing random data
Jeff Ryan
IBrokers - reqHistory results in missing random data
S
IBrokers - reqHistory results in missing random data
des Mazis, Pierre-Alexandre
rolling regression estimate std. error / t value
Lu Fan
rolling regression estimate std. error / t value
Tuesday, May 17, 2011 16 emails
S
Multivariate cointegration framework in R?
Jeff Yan
Multivariate cointegration framework in R?
des Mazis, Pierre-Alexandre
rolling regression estimate std. error / t value
Lu Fan
rolling regression estimate std. error / t value
des Mazis, Pierre-Alexandre
rolling regression estimate std. error / t value
Lu Fan
rolling regression estimate std. error / t value
des Mazis, Pierre-Alexandre
rolling regression estimate std. error / t value
des Mazis, Pierre-Alexandre
Universal Portfolios
Lu Fan
rolling regression estimate std. error / t value
Marc Delvaux
Universal Portfolios
Brian G. Peterson
Universal Portfolios
stefano iacus
fOptions American options Implied Volatility
msalese
fOptions American options Implied Volatility
des Mazis, Pierre-Alexandre
Universal Portfolios
David Reiner
- fOptions American options Implied Volatility - Email found in subject
msalese
fOptions American options Implied Volatility
Monday, May 16, 2011 11 emails
Joshua Ulrich
na.omit.xts unsupported type error
Worik Stanton
na.omit.xts unsupported type error
Worik Stanton
na.omit.xts unsupported type error
Jeff Ryan
na.omit.xts unsupported type error
Joshua Ulrich
na.omit.xts unsupported type error
Worik Stanton
na.omit.xts unsupported type error
G See
quantstrat orders
B. Jonathan B. Jonathan
A question on Hull
Noah Silverman
Trading Platforms and APIs
Joshua Ulrich
getSymbols.yahoo 'adjusting' to NA
Mercurio Danilo 1850 SPI
strange trouble with timeSeries....
Sunday, May 15, 2011 10 emails
rex
options/BS/MC
G See
getSymbols.yahoo 'adjusting' to NA
G See
getSymbols.yahoo 'adjusting' to NA
G See
getSymbols.yahoo 'adjusting' to NA
Joshua Ulrich
getSymbols.yahoo 'adjusting' to NA
G See
getSymbols.yahoo 'adjusting' to NA
Mark Breman
1
neal smith
options/BS/MC
Dirk Eddelbuettel
1
Andrew West
1
Saturday, May 14, 2011 11 emails
Arun Kumar Saha
options/BS/MC
S
Process used to manage workspace and large data files
neal smith
options/BS/MC
Jeff Ryan
Process used to manage workspace and large data files
Arun Kumar Saha
options/BS/MC
G See
Process used to manage workspace and large data files
G See
Process used to manage workspace and large data files
neal smith
options/BS/MC
S
Process used to manage workspace and large data files
G See
Process used to manage workspace and large data files
S
Process used to manage workspace and large data files
Friday, May 13, 2011 8 emails
Brian G. Peterson
Process used to manage workspace and large data files
S
Process used to manage workspace and large data files
G See
is there a function that will compute a cumulative return times series
S
is there a function that will compute a cumulative return times series
Brian G. Peterson
is there a function that will compute a cumulative return times series
S
is there a function that will compute a cumulative return times series
G See
is there a function that will compute a cumulative return times series
S
is there a function that will compute a cumulative return times series
Thursday, May 12, 2011 5 emails
Wednesday, May 11, 2011 5 emails
Tuesday, May 10, 2011 10 emails
Ben Nachtrieb
performance attribution
G See
Quantstrat pair trade
G See
Quantstrat pair trade
Brian G. Peterson
Quantstrat pair trade
G See
Quantstrat pair trade
Costas Vorlow
findDrawdowns {PerformanceAnalytics}
Brian G. Peterson
findDrawdowns {PerformanceAnalytics}
Costas Vorlow
findDrawdowns {PerformanceAnalytics}
msalese
xts, period.apply question
Subhrangshu Nandi
xts, period.apply question
Monday, May 9, 2011 7 emails
Sunday, May 8, 2011 1 email
Saturday, May 7, 2011 4 emails
Friday, May 6, 2011 4 emails
Thursday, May 5, 2011 9 emails
Robert A'gata
Aggregating time series to every 30sec
Jeff Ryan
Aggregating time series to every 30sec
S
EndEquity lower than initEq despite positive p/l
Robert A'gata
Aggregating time series to every 30sec
S
EndEquity lower than initEq despite positive p/l
Paul Teetor
R, Finance, and Statistical Computing at JSM
S
EndEquity lower than initEq despite positive p/l
Brian G. Peterson
quantmod/Rmetrics-timeSeries and RQuantLib/Rmetrics-fOptions ?
msalese
quantmod/Rmetrics-timeSeries and RQuantLib/Rmetrics-fOptions ?
Wednesday, May 4, 2011 2 emails
Tuesday, May 3, 2011 8 emails
Monday, May 2, 2011 17 emails
S
quantstrat & custom indicators
Joshua Ulrich
Quantmod ChartThemes
Brian G. Peterson
quantstrat & custom indicators
S
quantstrat & custom indicators
Daniel Cegiełka
Strategy performance summary report
Vijay Vaidyanathan
Strategy performance summary report
Joshua Ulrich
R/Finance 2011
Brian G. Peterson
R/Finance 2011
Thomas Laugle
R/Finance 2011
avneet singh
R/Finance 2011
Daniel Cegiełka
Strategy performance summary report
BBands
R/Finance 2011
Arun Kumar Saha
How to add data to secondary axis in chartSeries
Peter Carl
Strategy performance summary report
S
Strategy performance summary report
Brian G. Peterson
Strategy performance summary report
Daniel Cegiełka
Strategy performance summary report