R-SIG-Finance - October 2011 - Date View

Monday, October 31, 2011 11 emails

Alexios Ghalanos rugarch: solnp vs nlminb default control parameters Bob rugarch: solnp vs nlminb default control parameters G See apply Function Problem G See runMult instead of runSum David Reiner - Re: Skewness function for intraday data returndistribution - Email found in subject Brian G. Peterson expanding xts object - adding a day Martin Bauer expanding xts object - adding a day Brian G. Peterson expanding xts object - adding a day Josh C. Chien apply Function Problem Patrick Burns Skewness function for intraday data return distribution Martin Bauer expanding xts object - adding a day

Sunday, October 30, 2011 8 emails

Roupell, Darko Skewness function for intraday data return distribution Stergios Marinopoulos IBrokers TWS quits daily Martin Bauer runMult instead of runSum G See runMult instead of runSum G See runMult instead of runSum Ulrich Staudinger runMult instead of runSum Ulrich Staudinger runMult instead of runSum Martin Bauer the solution of your problem IB problem ..

Saturday, October 29, 2011 4 emails

G See runMult instead of runSum Martin Bauer runMult instead of runSum Preston Smith IBrokers TWS quits daily G See IBrokers TWS quits daily

Friday, October 28, 2011 13 emails

Noah Silverman Track multiple order status with IBrokers Jeff Ryan Track multiple order status with IBrokers Jeff Ryan IBrokers TWS quits daily Noah Silverman IBrokers TWS quits daily Noah Silverman Track multiple order status with IBrokers G See blotter, quantstrat: initDate without effect? G See blotter, quantstrat: initDate without effect? Brian G. Peterson blotter, quantstrat: initDate without effect? Jeff Ryan "xts" as S4 slot class Andreas Voellenklee blotter, quantstrat: initDate without effect? Stanley Chu "xts" as S4 slot class Brian G. Peterson blotter, quantstrat: initDate without effect? Robert Iquiapaza blotter, quantstrat: initDate without effect?

Thursday, October 27, 2011 13 emails

Andreas Voellenklee blotter, quantstrat: initDate without effect? Eric Zivot mcr, cr, and pcr at security level Arun Soni mcr, cr, and pcr at security level Harry Prabandham RBloomberg hangs on blpConnect() Alexios Ghalanos help needed for rugarch forecast function John Kerpel help needed for rugarch forecast function johnzli at comcast.net help needed for rugarch forecast function John Laing RBloomberg hangs on blpConnect() Harry Prabandham RBloomberg hangs on blpConnect() John Laing RBloomberg hangs on blpConnect() Nicolas Gomez Ca.jo function Help (v2) Nicolas Gomez Ca.jo function Help Harry Prabandham RBloomberg hangs on blpConnect()

Wednesday, October 26, 2011 13 emails

Tuesday, October 25, 2011 9 emails

Eric Zivot Estimating co-integration factors of two time series julien cuisinier Estimating co-integration factors of two time series Pete Brecknock Estimating co-integration factors of two time series Russell Bowdrey Estimating co-integration factors of two time series Lin23 Estimate complex GJR-GARCH with exogeneous regressors in mean equation and dummy in variance equation G See negative p-values for t.test() in apply.rolling() R. Michael Weylandt getSymbols {quantmod}: load data from world markets Bernd Dittmann negative p-values for t.test() in apply.rolling() Fan getSymbols {quantmod}: load data from world markets

Monday, October 24, 2011 9 emails

financial engineer VaR and ES in PerformanceAnalytics Brian G. Peterson VaR and ES in PerformanceAnalytics R. Michael Weylandt VaR and ES in PerformanceAnalytics financial engineer VaR and ES in PerformanceAnalytics Brian G. Peterson PerformanceAnalytics package Brian G. Peterson VaR and ES in PerformanceAnalytics financial engineer PerformanceAnalytics package R. Michael Weylandt PerformanceAnalytics package financial engineer VaR and ES in PerformanceAnalytics

Sunday, October 23, 2011 1 email

financial engineer PerformanceAnalytics package

Saturday, October 22, 2011 10 emails

financial engineer PerformanceAnalytics package Jeff Ryan PerformanceAnalytics package financial engineer PerformanceAnalytics package Jeff Ryan PerformanceAnalytics package financial engineer PerformanceAnalytics package Jeff Ryan PerformanceAnalytics package financial engineer PerformanceAnalytics package Brian G. Peterson PerformanceAnalytics package Joshua Ulrich PerformanceAnalytics package financial engineer PerformanceAnalytics package

Friday, October 21, 2011 2 emails

Joshua Ulrich quantstrat parameters johnzli at comcast.net help needed for rugarch forecast function

Thursday, October 20, 2011 3 emails

Me marketdata in qsiblive Fan marketdata in qsiblive Me marketdata in qsiblive

Wednesday, October 19, 2011 11 emails

Subramanian S White's Reality Check Fan marketdata in qsiblive Dirk Eddelbuettel Data (Was: TZs) Me marketdata in qsiblive Roger Trimble quantstrat parameters Subramanian S White's Reality Check Gabor Grothendieck Data (Was: TZs) Dirk Eddelbuettel Data (Was: TZs) Daniel Cegiełka marketdata in qsiblive Fan marketdata in qsiblive Daniel Cegiełka Data (Was: TZs)

Tuesday, October 18, 2011 14 emails

Xian Li double seasonality for hourly data Joshua Ulrich Updating 'R'? Kevin Burton Updating 'R'? Ayhan Yüksel (Finans Portföy A.Ş.) Installation Problem: package xxx is not available (for R version 2.13.2)" Jeff Ryan Installation Problem: package xxx is not available (for R version 2.13.2)" Harun Ozkan Installation Problem: package xxx is not available (for R version 2.13.2)" Ayhan Yüksel (Finans Portföy A.Ş.) Installation Problem: package xxx is not available (for R version 2.13.2)" Gabor Grothendieck issues with zoo masking as.Date function, resulting in issues with as.Date Achim Zeileis issues with zoo masking as.Date function, resulting in issues with as.Date Daniel Cegiełka real time data and quantmod Zachary Mayer real time data and quantmod Zhang, Ivan issues with zoo masking as.Date function, resulting in issues with as.Date Simone Gogna real time data and quantmod Yohan Chalabi issues with zoo masking as.Date function, resulting in issues with as.Date

Monday, October 17, 2011 3 emails

veepsirtt Point and Figure Charting BBands Point and Figure Charting veepsirtt Point and Figure Charting

Sunday, October 16, 2011 5 emails

Jeff Ryan Classification tasks, using rough sets theory Artem Simonov Classification tasks, using rough sets theory Cliff Clive Filling a time series with Last Ask, Last Bid, etc Ulrich Staudinger Filling a time series with Last Ask, Last Bid, etc Cliff Clive Filling a time series with Last Ask, Last Bid, etc

Friday, October 14, 2011 5 emails

BBands The Art of R Programming Zhang, Ivan issues with zoo masking as.Date function, resulting in issues with as.Date Gabor Grothendieck issues with zoo masking as.Date function, resulting in issues with as.Date Zhang, Ivan issues with zoo masking as.Date function, resulting in issues with as.Date Daniel Cegiełka Data (Was: TZs)

Wednesday, October 12, 2011 5 emails

Arun Soni fmfit in facmod in R-Forge Jeff Ryan Trying to plot intraday data on multiple daily plots Matti Zemack Trying to plot intraday data on multiple daily plots Arun Krishnamoorthy XML Package - Writing XML files in specific format Brian G. Peterson XML Package - Writing XML files in specific format

Tuesday, October 11, 2011 12 emails

Lars Schouw 4 Joshua Ulrich Trying to plot intraday data on multiple daily plots BBands The Art of R Programming Arun Krishnamoorthy XML Package - Writing XML files in specific format Matti Zemack Trying to plot intraday data on multiple daily plots Bryson Hadley probit model on time series Johnny Paulo IBrokers and real time forex data Jeff Ryan timeSeries Error ayuksel timeSeries Error G See IBrokers and real time forex data Ravi Aranke Aggregating time series by key and time (Robert A'gata) Johnny Paulo IBrokers and real time forex data

Monday, October 10, 2011 6 emails

Kalisbek K Malikov Time given the week number and year. Kevin Burton Time given the week number and year. Kalisbek K Malikov Time given the week number and year. Kevin Burton Time given the week number and year. Robert A'gata Aggregating time series by key and time Robert A'gata Aggregate time series by key

Friday, October 7, 2011 12 emails

Jeff Ryan Data (Was: TZs) Daniel Cegiełka Data (Was: TZs) Andrew Miller Data (Was: TZs) Ulrich Staudinger Data (Was: TZs) Dirk Eddelbuettel Data (Was: TZs) Brian G. Peterson Data (Was: TZs) Dirk Eddelbuettel Data (Was: TZs) Brian G. Peterson TZs Andrew Miller TZs Aidan Corcoran Speed of processing a bdh call using Rbloomberg Steve Jaffe TZ database Matti Zemack TZs

Thursday, October 6, 2011 7 emails

Gabor Grothendieck TZs Jeff Ryan TZs John Laing Speed of processing a bdh call using Rbloomberg Aidan Corcoran Speed of processing a bdh call using Rbloomberg Gabor Grothendieck AsOf join in R Adrian Trapletti A question on volatility Adrian Trapletti A question on volatility

Wednesday, October 5, 2011 17 emails

Ulrich Staudinger AsOf join in R G See AsOf join in R Jeff Ryan AsOf join in R Brian G. Peterson AsOf join in R Robert A'gata AsOf join in R Gabor Grothendieck AsOf join in R Robert A'gata AsOf join in R Roupell, Darko AsOf join in R Robert A'gata AsOf join in R Robert A'gata AsOf join in R Robert A'gata AsOf join in R Paul Ringseth A question on volatility Eric Zivot A question on volatility Patrick Burns A question on volatility Paul Ringseth A question on volatility Megh Dal A question on volatility Brian G. Peterson AsOf join in R

Tuesday, October 4, 2011 7 emails

Robert A'gata AsOf join in R Kent Russell Systematic Risk to the Financial System, Economy Alpert, William Internship Opportunity at New York financial weekly Noah Silverman Order status from IBrokers? Brian G. Peterson Quantstrat - applyRule Zachary Mayer Quantstrat - applyRule Adams, Zeno Systematic Risk to the Financial System, Economy

Monday, October 3, 2011 6 emails

Roupell, Darko Quantstrat - applyRule Arun Krishnamoorthy How to output "Trace" list from auto.arima in forecast library Joshua Ulrich How to output "Trace" list from auto.arima in forecast library David St John Systematic Risk to the Financial System, Economy Jeff Ryan How to output "Trace" list from auto.arima in forecast library Arun Krishnamoorthy How to output "Trace" list from auto.arima in forecast library

Saturday, October 1, 2011 3 emails

Xian Li Quantmod problem with getQuote with yahooQF options Ulrich Staudinger Speed of processing a bdh call using Rbloomberg Aidan Corcoran Speed of processing a bdh call using Rbloomberg

R-SIG-Finance October 2011