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R-SIG-Finance July 2011

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Alexios Ghalanos

Last active: Jul 31, 2011
7 msgs
Alexios Ghalanos Piecewise distribution function estimation with Generalized Pareto for tail Jul 6, 2011 Alexios Ghalanos (no subject) Jul 20, 2011 Alexios Ghalanos (no subject) Jul 20, 2011 Alexios Ghalanos rgarch package - VAR in DCC model example Jul 21, 2011 Alexios Ghalanos rgarch package problems Jul 21, 2011 Alexios Ghalanos rgarch package - VAR in DCC model example Jul 22, 2011 Alexios Ghalanos rgarch package problems Jul 31, 2011

Amjad Ali

Last active: Jul 20, 2011
3 msgs
Amjad Ali (no subject) Jul 18, 2011 Amjad Ali (no subject) Jul 18, 2011 Amjad Ali (no subject) Jul 20, 2011

Ana Nelson

Last active: Jul 11, 2011
1 msg
Ana Nelson RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array" Jul 11, 2011

Andy Zhu

Last active: Jul 8, 2011
1 msg
Andy Zhu statistical remedy needed Jul 8, 2011

Arun Kumar Saha

Last active: Jul 31, 2011
6 msgs
Arun Kumar Saha statistical remedy needed Jul 10, 2011 Arun Kumar Saha Why does the curve() doesn't work for negative binomial distribution? Jul 13, 2011 Arun Kumar Saha Cointegration Jul 19, 2011 Arun Kumar Saha Cointegration Jul 20, 2011 Arun Kumar Saha convert volatility of log returns to dollars Jul 20, 2011 Arun Kumar Saha rgarch package problems Jul 31, 2011

Bharat Kherwa

Last active: Jul 18, 2011
1 msg
Bharat Kherwa (no subject) Jul 18, 2011

Brian G. Peterson

Last active: Jul 27, 2011
9 msgs
Brian G. Peterson How to know when an XTS row is at a particular interval Jul 7, 2011 Brian G. Peterson How to know when an XTS row is at a particular interval Jul 9, 2011 Brian G. Peterson Interactive Brokers Jul 14, 2011 Brian G. Peterson Quantstrat demos Jul 16, 2011 Brian G. Peterson variable scope with ewrapper in IBrokers Jul 18, 2011 Brian G. Peterson rgarch package problems Jul 21, 2011 Brian G. Peterson Quantstrat stoplimit orders not triggered Jul 21, 2011 Brian G. Peterson How to Get option prices of first and expiry date alone Jul 27, 2011 Brian G. Peterson Dealing with multiple series which are not exactly same w.r.t date/time Jul 27, 2011

Cedrick Johnson

Last active: Jul 20, 2011
1 msg
Cedrick Johnson (no subject) Jul 20, 2011

Changyou Sun

Last active: Jul 6, 2011
1 msg
Changyou Sun Piecewise distribution function estimation with Generalized Pareto for tail Jul 6, 2011

Daniel Krizian

Last active: Jul 31, 2011
1 msg
Daniel Krizian label in add.indicator not accepted (quantstrat) Jul 31, 2011

David-Michael Lincke

Last active: Jul 15, 2011
1 msg
David-Michael Lincke RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array" Jul 15, 2011

Edwin Sun

Last active: Jul 6, 2011
1 msg
Edwin Sun Piecewise distribution function estimation with Generalized Pareto for tail Jul 6, 2011

Eric Zivot

Last active: Jul 4, 2011
1 msg
Eric Zivot semi-nonparametric density function Jul 4, 2011

G See

Last active: Jul 23, 2011
9 msgs
G See quantmod::saveSymbols not working properly for me Jul 3, 2011 G See Quantstrat stoplimit orders not triggered Jul 21, 2011 G See Quantstrat stoplimit orders not triggered Jul 21, 2011 G See Quantstrat stoplimit orders not triggered Jul 21, 2011 G See Quantstrat stoplimit orders not triggered Jul 22, 2011 G See Quantstrat stoplimit orders not triggered Jul 22, 2011 G See Quantstrat stoplimit orders not triggered Jul 22, 2011 G See Quantstrat stoplimit orders not triggered Jul 23, 2011 G See getQuote problem Jul 23, 2011

Guy Green

Last active: Jul 11, 2011
1 msg
Guy Green Back test 20 years Jul 11, 2011

Guy Yollin

Last active: Jul 14, 2011
1 msg
Guy Yollin Interactive Brokers Jul 14, 2011

Harun Ozkan

Last active: Jul 3, 2011
1 msg
Harun Ozkan Simulating inhomogeneous Poisson process without loop Jul 3, 2011

Heiko Stegmann

Last active: Jul 21, 2011
1 msg
Heiko Stegmann Quantstrat stoplimit orders not triggered Jul 21, 2011

Heng Wang

Last active: Jul 10, 2011
1 msg
Heng Wang simulate a gram-charlier density Jul 10, 2011

Holger Kömm

Last active: Jul 8, 2011
1 msg
Holger Kömm Swing options Jul 8, 2011

Ira Sharenow

Last active: Jul 6, 2011
1 msg
Ira Sharenow Correlations by season Jul 6, 2011

Ivan

Last active: Jul 1, 2011
1 msg
Ivan Serial Tests in a VAR model with arch effects Jul 1, 2011

Jacek

Last active: Jul 23, 2011
2 msgs
Jacek rgarch package - VAR in DCC model example Jul 22, 2011 Jacek rgarch package - VAR in DCC model example Jul 23, 2011

Jacek Ernie

Last active: Jul 21, 2011
1 msg
Jacek Ernie rgarch package - VAR in DCC model example Jul 21, 2011

Jeff Ryan

Last active: Jul 28, 2011
7 msgs
Jeff Ryan quantmod::saveSymbols not working properly for me Jul 3, 2011 Jeff Ryan quantmod::saveSymbols not working properly for me Jul 3, 2011 Jeff Ryan Iterating through subset of XTS object Jul 5, 2011 Jeff Ryan Back test 20 years Jul 11, 2011 Jeff Ryan variable scope with ewrapper in IBrokers Jul 18, 2011 Jeff Ryan SABR Volatility Jul 19, 2011 Jeff Ryan Weird hourly timestamping problem where hours get lost Jul 28, 2011

Joshua Ulrich

Last active: Jul 23, 2011
3 msgs
Joshua Ulrich Iterating through subset of XTS object Jul 5, 2011 Joshua Ulrich SABR Volatility Jul 19, 2011 Joshua Ulrich getQuote problem Jul 23, 2011

Kenneth Cabrera

Last active: Jul 11, 2011
3 msgs
Kenneth Cabrera FinCenter in timeSeries with "merge", "cbind" and "rbind" Jul 4, 2011 Kenneth Cabrera FinCenter in timeSeries with "merge", "cbind" and "rbind" Jul 6, 2011 Kenneth Cabrera Problem setting "FinCenter" with cbind, rbind, merge Jul 11, 2011

Krishna Kumar

Last active: Jul 3, 2011
1 msg
Krishna Kumar Simulating inhomogeneous Poisson process without loop Jul 3, 2011

Larry Shank

Last active: Jul 19, 2011
1 msg
Larry Shank RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array" Jul 19, 2011

Maheshwari, Dhruv

Last active: Jul 19, 2011
1 msg
Maheshwari, Dhruv Coskewness matrix Jul 19, 2011

Marcin P?�ciennik

Last active: Jul 18, 2011
2 msgs
Marcin P?�ciennik AR-GARCH with additional variable - estimation problem Jul 13, 2011 Marcin P?�ciennik AR-GARCH with additional variable - estimation problem Jul 18, 2011

Mark Leeds

Last active: Jul 8, 2011
2 msgs
Mark Leeds statistical remedy needed Jul 8, 2011 Mark Leeds statistical remedy needed Jul 8, 2011

Markus Schmidberger

Last active: Jul 5, 2011
1 msg
Markus Schmidberger Running R on a Computer Cluster in the Cloud - cloudnumbers.com Jul 5, 2011

Matthieu Stigler

Last active: Jul 13, 2011
1 msg
Matthieu Stigler Why does the curve() doesn't work for negative binomial distribution? Jul 13, 2011

Me

Last active: Jul 21, 2011
2 msgs
Me (no subject) Jul 18, 2011 Me rgarch package problems Jul 21, 2011

Michael Gates

Last active: Jul 11, 2011
1 msg
Michael Gates Back test 20 years Jul 11, 2011

Noah Silverman

Last active: Jul 20, 2011
12 msgs
Noah Silverman Iterating through subset of XTS object Jul 4, 2011 Noah Silverman How to know when an XTS row is at a particular interval Jul 7, 2011 Noah Silverman How to know when an XTS row is at a particular interval Jul 7, 2011 Noah Silverman How to know when an XTS row is at a particular interval Jul 9, 2011 Noah Silverman Continuous Online GARCH Jul 9, 2011 Noah Silverman Interactive Brokers Jul 14, 2011 Noah Silverman Interactive Brokers Jul 14, 2011 Noah Silverman IBrokers - record and playback Jul 14, 2011 Noah Silverman variable scope with ewrapper in IBrokers Jul 18, 2011 Noah Silverman variable scope with ewrapper in IBrokers Jul 18, 2011 Noah Silverman convert volatility of log returns to dollars Jul 20, 2011 Noah Silverman convert volatility of log returns to dollars Jul 20, 2011

Pasha Zulfuqali

Last active: Jul 19, 2011
1 msg
Pasha Zulfuqali Coskewness matrix Jul 19, 2011

Patrick Burns

Last active: Jul 20, 2011
2 msgs
Patrick Burns Continuous Online GARCH Jul 9, 2011 Patrick Burns convert volatility of log returns to dollars Jul 20, 2011

Paul Smith

Last active: Jul 12, 2011
2 msgs
Paul Smith Tools to calculate resistances and supports Jul 12, 2011 Paul Smith Tools to calculate resistances and supports Jul 12, 2011

Raghuraman Ramachandran

Last active: Jul 19, 2011
1 msg
Raghuraman Ramachandran SABR Volatility Jul 19, 2011

Raphael Rossignol

Last active: Jul 22, 2011
1 msg
Raphael Rossignol The C function getQ0 returns a non-positive covariance matrix and causes errors in arima() Jul 22, 2011

Samo Pahor

Last active: Jul 28, 2011
3 msgs
Samo Pahor quantmod::saveSymbols not working properly for me Jul 3, 2011 Samo Pahor getQuote problem Jul 23, 2011 Samo Pahor Performace problems using IBrokers and reqMktData Jul 28, 2011

Samuel.Meichtry at bkw-fmb.ch

Last active: Jul 28, 2011
1 msg
Samuel.Meichtry at bkw-fmb.ch Weird hourly timestamping problem where hours get lost Jul 28, 2011

Subramanian S

Last active: Jul 27, 2011
6 msgs
Subramanian S How to Get option prices of first and expiry date alone Jul 8, 2011 Subramanian S Quantstrat demos Jul 15, 2011 Subramanian S Quantstrat demos Jul 16, 2011 Subramanian S How to Get option prices of first and expiry date alone Jul 26, 2011 Subramanian S Dealing with multiple series which are not exactly same w.r.t date/time Jul 27, 2011 Subramanian S Dealing with multiple series which are not exactly same w.r.t date/time Jul 27, 2011

Tristan Linke

Last active: Jul 3, 2011
1 msg
Tristan Linke Simulating inhomogeneous Poisson process without loop Jul 3, 2011

Ulrich Staudinger

Last active: Jul 11, 2011
3 msgs
Ulrich Staudinger How to know when an XTS row is at a particular interval Jul 7, 2011 Ulrich Staudinger How to know when an XTS row is at a particular interval Jul 7, 2011 Ulrich Staudinger Back test 20 years Jul 11, 2011

Youcheng Lin

Last active: Jul 20, 2011
1 msg
Youcheng Lin How to set Color scale for color2D.matplot() Jul 20, 2011

Zachary Mayer

Last active: Jul 25, 2011
1 msg
Zachary Mayer getQuote problem Jul 25, 2011

bruno.monastero

Last active: Jul 17, 2011
2 msgs
bruno.monastero Rmetrics - additional file needed to use read.lynx() in Windows Jul 17, 2011 bruno.monastero Rmetrics - additional file needed to use read.lynx() in Windows Jul 17, 2011

julien cuisinier

Last active: Jul 12, 2011
2 msgs
julien cuisinier Connection failure Jul 11, 2011 julien cuisinier Tools to calculate resistances and supports Jul 12, 2011

krisan haria

Last active: Jul 11, 2011
1 msg
krisan haria Connection failure Jul 11, 2011

mayouf.k

Last active: Jul 4, 2011
1 msg
mayouf.k High performance computing with R Jul 4, 2011

michael.weylandt at gmail.com (R. Michael Weylandt

Last active: Jul 13, 2011
1 msg
michael.weylandt at gmail.com (R. Michael Weylandt Why does the curve() doesn't work for negative binomial distribution? Jul 13, 2011

microlino

Last active: Jul 23, 2011
4 msgs
microlino Quantstrat stoplimit orders not triggered Jul 21, 2011 microlino Quantstrat stoplimit orders not triggered Jul 21, 2011 microlino Quantstrat stoplimit orders not triggered Jul 22, 2011 microlino Quantstrat stoplimit orders not triggered Jul 23, 2011

stefan strunz

Last active: Jul 4, 2011
1 msg
stefan strunz semi-nonparametric density function Jul 4, 2011

stefano iacus

Last active: Jul 9, 2011
1 msg
stefano iacus Continuous Online GARCH Jul 9, 2011

tonyp

Last active: Jul 12, 2011
3 msgs
tonyp statistical remedy needed Jul 8, 2011 tonyp statistical remedy needed Jul 8, 2011 tonyp statistical remedy needed Jul 12, 2011

zoe_zhang

Last active: Jul 21, 2011
4 msgs
zoe_zhang rgarch package - VAR in DCC model example Jul 21, 2011 zoe_zhang rgarch package problems Jul 21, 2011 zoe_zhang rgarch package problems Jul 21, 2011 zoe_zhang rgarch package problems Jul 21, 2011

郝立亚

Last active: Jul 13, 2011
1 msg
郝立亚 Why does the curve() doesn't work for negative binomial distribution? Jul 13, 2011