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R-SIG-Finance August 2011

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quantstrat: PROBLEM WITH APPLYSIGNAL Error in match.names(column, colnames(data)) : argument "column" is missing, with no default
4 msgs
mayouf.k quantstrat: PROBLEM WITH APPLYSIGNAL Error in match.names(column, colnames(data)) : argument "column" is missing, with no default Aug 31, 2011
G See quantstrat: PROBLEM WITH APPLYSIGNAL Error in match.names(column, colnames(data)) : argument "column" is missing, with no default Aug 31, 2011
G See quantstrat: PROBLEM WITH APPLYSIGNAL Error in match.names(column, colnames(data)) : argument "column" is missing, with no default Aug 31, 2011
mayouf.k quantstrat: PROBLEM WITH APPLYSIGNAL Error in match.names(column, colnames(data)) : argument "column" is missing, with no default Aug 31, 2011
IBrokers - persistant data eWrapper
1 msg
Noah Silverman IBrokers - persistant data eWrapper Aug 31, 2011
Txnfees function in quantstrat
2 msgs
이원재 Txnfees function in quantstrat Aug 31, 2011
Brian G. Peterson Txnfees function in quantstrat Aug 31, 2011
GMM and IV with panel data
1 msg
Cecilia Carmo GMM and IV with panel data Aug 30, 2011
Quantstrat package question
9 msgs
이원재 Quantstrat package question Aug 27, 2011
Brian G. Peterson Quantstrat package question Aug 27, 2011
amit jain How to use PCA output to hedge level and slope Aug 27, 2011
이원재 Quantstrat package question Aug 28, 2011
Brian G. Peterson Quantstrat package question Aug 28, 2011
Rob Forler How to use PCA output to hedge level and slope Aug 29, 2011
FX Going How to use R for Day Trading only? Aug 30, 2011
Brian G. Peterson How to use R for Day Trading only? Aug 30, 2011
Jeff Ryan How to use R for Day Trading only? Aug 30, 2011
How to add net lines to quantmod charts
1 msg
Stergios Marinopoulos How to add net lines to quantmod charts Aug 30, 2011
RBloomberg
1 msg
José Fernando Moreno Gutiérrez RBloomberg Aug 30, 2011
RBloomberg
2 msgs
José Fernando Moreno Gutiérrez RBloomberg Aug 29, 2011
John Laing RBloomberg Aug 30, 2011
Problem with stoch
2 msgs
Worik Stanton Problem with stoch Aug 28, 2011
Joshua Ulrich Problem with stoch Aug 29, 2011
RBloomberg builds
1 msg
John Laing RBloomberg builds Aug 29, 2011
Moving averages etcetera over time periods on ragged data
2 msgs
Worik Stanton Moving averages etcetera over time periods on ragged data Aug 28, 2011
R. Michael Weylandt Moving averages etcetera over time periods on ragged data Aug 28, 2011
Quantstrat - trading not just Crossovers (e.g. Moving Average)
3 msgs
Igor Chernukhin Quantstrat - trading not just Crossovers (e.g. Moving Average) Aug 26, 2011
Kent Russell Quantstrat - trading not just Crossovers (e.g. Moving Average) Aug 26, 2011
Brian G. Peterson Quantstrat - trading not just Crossovers (e.g. Moving Average) Aug 26, 2011
How to add net lines to quantmod charts
2 msgs
Samo Pahor How to add net lines to quantmod charts Aug 25, 2011
Samo Pahor How to add net lines to quantmod charts Aug 26, 2011
Combined seasonal data using xts
3 msgs
Ira Sharenow Combined seasonal data using xts Aug 25, 2011
Jeff Ryan Combined seasonal data using xts Aug 25, 2011
Ira Sharenow Combined seasonal data using xts Aug 25, 2011
Quantstrat - trading not just Crossovers (e.g. Moving Average)
3 msgs
Igor Chernukhin Quantstrat - trading not just Crossovers (e.g. Moving Average) Aug 22, 2011
Brian G. Peterson Quantstrat - trading not just Crossovers (e.g. Moving Average) Aug 22, 2011
Joshua Ulrich Quantstrat - trading not just Crossovers (e.g. Moving Average) Aug 24, 2011
Strategies based on Neural Networks (or SVMs) - any experience with R ?
1 msg
Stephen Choularton Strategies based on Neural Networks (or SVMs) - any experience with R ? Aug 24, 2011
Strategies based on Neural Networks (or SVMs) - any experience with R ?
1 msg
Stephen Choularton Strategies based on Neural Networks (or SVMs) - any experience with R ? Aug 23, 2011
Supply position vector as input in ttrTests
1 msg
babelproofreader Supply position vector as input in ttrTests Aug 23, 2011
Repost: record and playback in IBrokers
2 msgs
Noah Silverman Repost: record and playback in IBrokers Aug 23, 2011
Jeff Ryan Repost: record and playback in IBrokers Aug 23, 2011
Dummy variable regression
1 msg
Marcin P?�ciennik Dummy variable regression Aug 23, 2011
Strategies based on Neural Networks (or SVMs) - any experience with R ?
5 msgs
Gentil Homme Strategies based on Neural Networks (or SVMs) - any experience with R ? Aug 22, 2011
Brian G. Peterson Strategies based on Neural Networks (or SVMs) - any experience with R ? Aug 22, 2011
José Fernando Moreno Gutiérrez Strategies based on Neural Networks (or SVMs) - any experience with R ? Aug 22, 2011
Stephen Choularton Strategies based on Neural Networks (or SVMs) - any experience with R ? Aug 22, 2011
Patrick Burns Strategies based on Neural Networks (or SVMs) - any experience with R ? Aug 23, 2011
RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"
10 msgs
Ben Hurh RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array" Aug 2, 2011
John Laing RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array" Aug 2, 2011
Ben Hurh RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array" Aug 3, 2011
David Mansfield RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array" Aug 17, 2011
Ana Nelson RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array" Aug 17, 2011
Krishna Kumar Error with getSymbols Aug 18, 2011
Idris Raja Error with getSymbols Aug 20, 2011
Krishna Kumar Error with getSymbols Aug 22, 2011
Joshua Ulrich Error with getSymbols Aug 22, 2011
Jeff Ryan Error with getSymbols Aug 22, 2011
Quantstrat - trading not just Crossovers (e.g. Moving Average)
1 msg
Igor Chernukhin Quantstrat - trading not just Crossovers (e.g. Moving Average) Aug 22, 2011
quantmod charting problems
3 msgs
randomcz quantmod charting problems Aug 21, 2011
Brian G. Peterson quantmod charting problems Aug 21, 2011
randomcz quantmod charting problems Aug 21, 2011
how to vectorize EuropeanOptionImpliedVolatility
2 msgs
이원재 how to vectorize EuropeanOptionImpliedVolatility Aug 15, 2011
Dirk Eddelbuettel how to vectorize EuropeanOptio nImpliedVolatility Aug 16, 2011
Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics
10 msgs
Idris Raja Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics Aug 15, 2011
Peter Carl Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics Aug 15, 2011
Idris Raja Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics Aug 15, 2011
Brian G. Peterson Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics Aug 15, 2011
Idris Raja Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics Aug 15, 2011
Jeff Ryan Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics Aug 15, 2011
Idris Raja Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics Aug 15, 2011
Jeff Ryan Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics Aug 15, 2011
Peter Carl Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics Aug 15, 2011
Idris Raja Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics Aug 15, 2011
Accessing Bloomberg historic data for invalid codes with RBloomberg
3 msgs
gordon.morrison at hsbcib.com Accessing Bloomberg historic data for invalid codes with RBloomberg Aug 15, 2011
Ana Nelson Accessing Bloomberg historic data for invalid codes with RBloomberg Aug 15, 2011
Ben Hurh Accessing Bloomberg historic data for invalid codes with RBloomberg Aug 15, 2011
Sharpe's algorithm for portfolio improvement
22 msgs
John P. Burkett Sharpe's algorithm for portfolio improvement Aug 1, 2011
Marc Delvaux Sharpe's algorithm for portfolio improvement Aug 1, 2011
Enrico Schumann Sharpe's algorithm for portfolio improvement Aug 1, 2011
John P. Burkett Sharpe's algorithm for portfolio improvement Aug 1, 2011
Alexios Ghalanos Sharpe's algorithm for portfolio improvement Aug 1, 2011
Brian G. Peterson Sharpe's algorithm for portfolio improvement Aug 1, 2011
John P. Burkett Sharpe's algorithm for portfolio improvement Aug 1, 2011
John P. Burkett Sharpe's algorithm for portfolio improvement Aug 1, 2011
Enrico Schumann Sharpe's algorithm for portfolio improvement Aug 1, 2011
Patrick Burns Sharpe's algorithm for portfolio improvement Aug 2, 2011
Brian G. Peterson Sharpe's algorithm for portfolio improvement Aug 2, 2011
Enrico Schumann Sharpe's algorithm for portfolio improvement Aug 2, 2011
John P. Burkett Sharpe's algorithm for portfolio improvement Aug 2, 2011
John P. Burkett Sharpe's algorithm for portfolio improvement Aug 3, 2011
Enrico Schumann Sharpe's algorithm for portfolio improvement Aug 3, 2011
Brian G. Peterson Sharpe's algorithm for portfolio improvement Aug 5, 2011
John P. Burkett Sharpe's algorithm for portfolio improvement Aug 8, 2011
Yihao Lu aeolus_lu rjava & RBloomberg Aug 8, 2011
Yihao Lu aeolus_lu rjava & RBloomberg Aug 8, 2011
Brian G. Peterson rjava & RBloomberg Aug 8, 2011
Yihao Lu aeolus_lu rjava & RBloomberg Aug 9, 2011
Krishna Kumar rjava & RBloomberg Aug 12, 2011
Problem with TTR - stockSymbols
2 msgs
Owe Jessen Problem with TTR - stockSymbols Aug 12, 2011
Joshua Ulrich Problem with TTR - stockSymbols Aug 12, 2011
delay argument of ruleSignal buggy ? (quantstrat)
3 msgs
Daniel Krizian delay argument of ruleSignal buggy ? (quantstrat) Aug 9, 2011
Brian G. Peterson delay argument of ruleSignal buggy ? (quantstrat) Aug 9, 2011
Daniel Krizian delay argument of ruleSignal buggy ? (quantstrat) Aug 9, 2011
Placing Combo orders with IBrokers
3 msgs
psmith Placing Combo orders with IBrokers Aug 8, 2011
Jeff Ryan Placing Combo orders with IBrokers Aug 8, 2011
Preston Smith Placing Combo orders with IBrokers Aug 8, 2011
Bruno's Panel Data LSDVC Routine
1 msg
George Matysiak Bruno's Panel Data LSDVC Routine Aug 8, 2011
Sharpe's algorithm for portfolio improvement
1 msg
Brian G. Peterson Sharpe's algorithm for portfolio improvement Aug 7, 2011
Sharpe's algorithm for portfolio improvement
1 msg
Brian G. Peterson Sharpe's algorithm for portfolio improvement Aug 7, 2011
label in add.indicator not accepted (quantstrat)
2 msgs
Brian G. Peterson label in add.indicator not accepted (quantstrat) Aug 1, 2011
Daniel Krizian label in add.indicator not accepted (quantstrat) Aug 4, 2011
How to use BEKK to estimate asymmetric GARCH Model
1 msg
zoe_zhang How to use BEKK to estimate asymmetric GARCH Model Aug 2, 2011
Mean of ticks within a bar??
5 msgs
Ulrich Staudinger Mean of ticks within a bar?? Aug 2, 2011
Brian G. Peterson Mean of ticks within a bar?? Aug 2, 2011
Jeff Ryan Mean of ticks within a bar?? Aug 2, 2011
G See Mean of ticks within a bar?? Aug 2, 2011
Jeff Ryan Mean of ticks within a bar?? Aug 2, 2011
Mean of ticks within a bar??
2 msgs
Noah Silverman Mean of ticks within a bar?? Aug 2, 2011
G See Mean of ticks within a bar?? Aug 2, 2011
About AR（1）-GJR-GARCH(1,1) MODEL
3 msgs
XI ZHANG About AR（1）-GJR-GARCH(1,1) MODEL Aug 2, 2011
Alexios Ghalanos About AR（1）-GJR-GARCH(1,1) MODEL Aug 2, 2011
Jeff Ryan About AR（1）-GJR-GARCH(1,1) MODEL Aug 2, 2011
how to add more than two external regressors in GARCH model using rgarch
3 msgs
zoe_zhang how to add more than two external regressors in GARCH model using rgarch Aug 1, 2011
Alexios Ghalanos how to add more than two external regressors in GARCH model using rgarch Aug 1, 2011
zoe_zhang how to add more than two external regressors in GARCH model using rgarch Aug 1, 2011
rgarch package problems
1 msg
zoe_zhang rgarch package problems Aug 1, 2011