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R-SIG-Finance July 2011

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rgarch package problems
8 msgs
zoe_zhang rgarch package problems Jul 21, 2011
Me rgarch package problems Jul 21, 2011
Brian G. Peterson rgarch package problems Jul 21, 2011
zoe_zhang rgarch package problems Jul 21, 2011
Alexios Ghalanos rgarch package problems Jul 21, 2011
zoe_zhang rgarch package problems Jul 21, 2011
Arun Kumar Saha rgarch package problems Jul 31, 2011
Alexios Ghalanos rgarch package problems Jul 31, 2011
label in add.indicator not accepted (quantstrat)
1 msg
Daniel Krizian label in add.indicator not accepted (quantstrat) Jul 31, 2011
Weird hourly timestamping problem where hours get lost
2 msgs
Samuel.Meichtry at bkw-fmb.ch Weird hourly timestamping problem where hours get lost Jul 28, 2011
Jeff Ryan Weird hourly timestamping problem where hours get lost Jul 28, 2011
Performace problems using IBrokers and reqMktData
1 msg
Samo Pahor Performace problems using IBrokers and reqMktData Jul 28, 2011
How to Get option prices of first and expiry date alone
4 msgs
Subramanian S How to Get option prices of first and expiry date alone Jul 8, 2011
Subramanian S How to Get option prices of first and expiry date alone Jul 26, 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
Dealing with multiple series which are not exactly same w.r.t date/time
2 msgs
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
getQuote problem
4 msgs
Samo Pahor getQuote problem Jul 23, 2011
G See getQuote problem Jul 23, 2011
Joshua Ulrich getQuote problem Jul 23, 2011
Zachary Mayer getQuote problem Jul 25, 2011
Quantstrat stoplimit orders not triggered
12 msgs
microlino Quantstrat stoplimit orders not triggered Jul 21, 2011
Brian G. Peterson Quantstrat stoplimit orders not triggered Jul 21, 2011
microlino Quantstrat stoplimit orders not triggered Jul 21, 2011
G See Quantstrat stoplimit orders not triggered Jul 21, 2011
Heiko Stegmann 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
microlino 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
microlino Quantstrat stoplimit orders not triggered Jul 23, 2011
G See Quantstrat stoplimit orders not triggered Jul 23, 2011
rgarch package - VAR in DCC model example
6 msgs
Jacek Ernie rgarch package - VAR in DCC model example Jul 21, 2011
Alexios Ghalanos rgarch package - VAR in DCC model example Jul 21, 2011
zoe_zhang rgarch package - VAR in DCC model example Jul 21, 2011
Jacek rgarch package - VAR in DCC model example Jul 22, 2011
Alexios Ghalanos rgarch package - VAR in DCC model example Jul 22, 2011
Jacek rgarch package - VAR in DCC model example Jul 23, 2011
The C function getQ0 returns a non-positive covariance matrix and causes errors in arima()
1 msg
Raphael Rossignol The C function getQ0 returns a non-positive covariance matrix and causes errors in arima() Jul 22, 2011
Quantstrat stoplimit orders not triggered
1 msg
G See Quantstrat stoplimit orders not triggered Jul 21, 2011
How to set Color scale for color2D.matplot()
1 msg
Youcheng Lin How to set Color scale for color2D.matplot() Jul 20, 2011
convert volatility of log returns to dollars
3 msgs
Noah Silverman convert volatility of log returns to dollars Jul 20, 2011
Patrick Burns convert volatility of log returns to dollars Jul 20, 2011
Noah Silverman convert volatility of log returns to dollars Jul 20, 2011
[R-SIG-Fin​ance] convert volatility of log returns to dollars
1 msg
Arun Kumar Saha convert volatility of log returns to dollars Jul 20, 2011
(no subject)
8 msgs
Amjad Ali (no subject) Jul 18, 2011
Me (no subject) Jul 18, 2011
Amjad Ali (no subject) Jul 18, 2011
Bharat Kherwa (no subject) Jul 18, 2011
Alexios Ghalanos (no subject) Jul 20, 2011
Amjad Ali (no subject) Jul 20, 2011
Cedrick Johnson (no subject) Jul 20, 2011
Alexios Ghalanos (no subject) Jul 20, 2011
Cointegration
1 msg
Arun Kumar Saha Cointegration Jul 20, 2011
Cointegration
1 msg
Arun Kumar Saha Cointegration Jul 19, 2011
Coskewness matrix
2 msgs
Pasha Zulfuqali Coskewness matrix Jul 19, 2011
Maheshwari, Dhruv Coskewness matrix Jul 19, 2011
SABR Volatility
3 msgs
Raghuraman Ramachandran SABR Volatility Jul 19, 2011
Jeff Ryan SABR Volatility Jul 19, 2011
Joshua Ulrich SABR Volatility Jul 19, 2011
RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"
3 msgs
Ana Nelson RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array" Jul 11, 2011
David-Michael Lincke RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array" Jul 15, 2011
Larry Shank RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array" Jul 19, 2011
AR-GARCH with additional variable - estimation problem
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
variable scope with ewrapper in IBrokers
4 msgs
Noah Silverman variable scope with ewrapper in IBrokers Jul 18, 2011
Brian G. Peterson variable scope with ewrapper in IBrokers Jul 18, 2011
Jeff Ryan variable scope with ewrapper in IBrokers Jul 18, 2011
Noah Silverman variable scope with ewrapper in IBrokers Jul 18, 2011
Rmetrics - additional file needed to use read.lynx() in Windows
1 msg
bruno.monastero Rmetrics - additional file needed to use read.lynx() in Windows Jul 17, 2011
Rmetrics - additional file needed to use read.lynx() in Windows
1 msg
bruno.monastero Rmetrics - additional file needed to use read.lynx() in Windows Jul 17, 2011
Quantstrat demos
3 msgs
Subramanian S Quantstrat demos Jul 15, 2011
Brian G. Peterson Quantstrat demos Jul 16, 2011
Subramanian S Quantstrat demos Jul 16, 2011
IBrokers - record and playback
1 msg
Noah Silverman IBrokers - record and playback Jul 14, 2011
Interactive Brokers
4 msgs
Noah Silverman Interactive Brokers Jul 14, 2011
Guy Yollin Interactive Brokers Jul 14, 2011
Noah Silverman Interactive Brokers Jul 14, 2011
Brian G. Peterson Interactive Brokers Jul 14, 2011
Why does the curve() doesn't work for negative binomial distribution?
3 msgs
郝立亚 Why does the curve() doesn't work for negative binomial distribution? Jul 13, 2011
Arun Kumar Saha Why does the curve() doesn't work for negative binomial distribution? Jul 13, 2011
Matthieu Stigler Why does the curve() doesn't work for negative binomial distribution? Jul 13, 2011
Why does the curve() doesn't work for negative binomial distribution?
1 msg
michael.weylandt at gmail.com (R. Michael Weylandt Why does the curve() doesn't work for negative binomial distribution? Jul 13, 2011
statistical remedy needed
2 msgs
Arun Kumar Saha statistical remedy needed Jul 10, 2011
tonyp statistical remedy needed Jul 12, 2011
Tools to calculate resistances and supports
3 msgs
Paul Smith Tools to calculate resistances and supports Jul 12, 2011
julien cuisinier Tools to calculate resistances and supports Jul 12, 2011
Paul Smith Tools to calculate resistances and supports Jul 12, 2011
Back test 20 years
4 msgs
Michael Gates Back test 20 years Jul 11, 2011
Guy Green Back test 20 years Jul 11, 2011
Ulrich Staudinger Back test 20 years Jul 11, 2011
Jeff Ryan Back test 20 years Jul 11, 2011
Problem setting "FinCenter" with cbind, rbind, merge
1 msg
Kenneth Cabrera Problem setting "FinCenter" with cbind, rbind, merge Jul 11, 2011
Connection failure
2 msgs
krisan haria Connection failure Jul 11, 2011
julien cuisinier Connection failure Jul 11, 2011
simulate a gram-charlier density
1 msg
Heng Wang simulate a gram-charlier density Jul 10, 2011
How to know when an XTS row is at a particular interval
7 msgs
Noah Silverman 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 7, 2011
Ulrich Staudinger 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
Ulrich Staudinger 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
Brian G. Peterson How to know when an XTS row is at a particular interval Jul 9, 2011
Continuous Online GARCH
3 msgs
Noah Silverman Continuous Online GARCH Jul 9, 2011
stefano iacus Continuous Online GARCH Jul 9, 2011
Patrick Burns Continuous Online GARCH Jul 9, 2011
statistical remedy needed
5 msgs
tonyp statistical remedy needed Jul 8, 2011
Mark Leeds statistical remedy needed Jul 8, 2011
Andy Zhu statistical remedy needed Jul 8, 2011
tonyp statistical remedy needed Jul 8, 2011
Mark Leeds statistical remedy needed Jul 8, 2011
Swing options
1 msg
Holger Kömm Swing options Jul 8, 2011
Piecewise distribution function estimation with Generalized Pareto for tail
3 msgs
Changyou Sun Piecewise distribution function estimation with Generalized Pareto for tail Jul 6, 2011
Alexios Ghalanos Piecewise distribution function estimation with Generalized Pareto for tail Jul 6, 2011
Edwin Sun Piecewise distribution function estimation with Generalized Pareto for tail Jul 6, 2011
Correlations by season
1 msg
Ira Sharenow Correlations by season Jul 6, 2011
FinCenter in timeSeries with "merge", "cbind" and "rbind"
1 msg
Kenneth Cabrera FinCenter in timeSeries with "merge", "cbind" and "rbind" Jul 6, 2011
Iterating through subset of XTS object
3 msgs
Noah Silverman Iterating through subset of XTS object Jul 4, 2011
Jeff Ryan Iterating through subset of XTS object Jul 5, 2011
Joshua Ulrich Iterating through subset of XTS object Jul 5, 2011
Running R on a Computer Cluster in the Cloud - cloudnumbers.com
1 msg
Markus Schmidberger Running R on a Computer Cluster in the Cloud - cloudnumbers.com Jul 5, 2011
FinCenter in timeSeries with "merge", "cbind" and "rbind"
1 msg
Kenneth Cabrera FinCenter in timeSeries with "merge", "cbind" and "rbind" Jul 4, 2011
semi-nonparametric density function
2 msgs
stefan strunz semi-nonparametric density function Jul 4, 2011
Eric Zivot semi-nonparametric density function Jul 4, 2011
High performance computing with R
1 msg
mayouf.k High performance computing with R Jul 4, 2011
Simulating inhomogeneous Poisson process without loop
3 msgs
Tristan Linke Simulating inhomogeneous Poisson process without loop Jul 3, 2011
Krishna Kumar Simulating inhomogeneous Poisson process without loop Jul 3, 2011
Harun Ozkan Simulating inhomogeneous Poisson process without loop Jul 3, 2011
quantmod::saveSymbols not working properly for me
4 msgs
Samo Pahor quantmod::saveSymbols not working properly for me Jul 3, 2011
G See quantmod::saveSymbols not working properly for me Jul 3, 2011
Jeff Ryan quantmod::saveSymbols not working properly for me Jul 3, 2011
Jeff Ryan quantmod::saveSymbols not working properly for me Jul 3, 2011
Serial Tests in a VAR model with arch effects
1 msg
Ivan Serial Tests in a VAR model with arch effects Jul 1, 2011