R-SIG-Finance - October 2011 - Subject View

"xts" as S4 slot class

2 msgs · Oct 28 – Oct 28

Stanley Chu "xts" as S4 slot class Oct 28, 2011 Jeff Ryan "xts" as S4 slot class Oct 28, 2011

- Re: Skewness function for intraday data returndistribution - Email found in subject

1 msg · Oct 31

David Reiner - Re: Skewness function for intraday data returndistribution - Email found in subject Oct 31, 2011

3d implied volatility surface

10 msgs · Oct 26 – Oct 26

4

1 msg · Oct 11

Lars Schouw 4 Oct 11, 2011

A question on volatility

7 msgs · Oct 5 – Oct 6

Megh Dal A question on volatility Oct 5, 2011 Paul Ringseth A question on volatility Oct 5, 2011 Patrick Burns A question on volatility Oct 5, 2011 Eric Zivot A question on volatility Oct 5, 2011 Paul Ringseth A question on volatility Oct 5, 2011 Adrian Trapletti A question on volatility Oct 6, 2011 Adrian Trapletti A question on volatility Oct 6, 2011

Aggregate time series by key

1 msg · Oct 10

Robert A'gata Aggregate time series by key Oct 10, 2011

Aggregating time series by key and time

1 msg · Oct 10

Robert A'gata Aggregating time series by key and time Oct 10, 2011

Aggregating time series by key and time (Robert A'gata)

1 msg · Oct 11

Ravi Aranke Aggregating time series by key and time (Robert A'gata) Oct 11, 2011

AsOf join in R

14 msgs · Oct 4 – Oct 6

Ca.jo function Help

1 msg · Oct 27

Nicolas Gomez Ca.jo function Help Oct 27, 2011

Ca.jo function Help (v2)

1 msg · Oct 27

Nicolas Gomez Ca.jo function Help (v2) Oct 27, 2011

Classification tasks, using rough sets theory

2 msgs · Oct 16 – Oct 16

Artem Simonov Classification tasks, using rough sets theory Oct 16, 2011 Jeff Ryan Classification tasks, using rough sets theory Oct 16, 2011

Data (Was: TZs)

4 msgs · Oct 7 – Oct 7

Dirk Eddelbuettel Data (Was: TZs) Oct 7, 2011 Brian G. Peterson Data (Was: TZs) Oct 7, 2011 Dirk Eddelbuettel Data (Was: TZs) Oct 7, 2011 Ulrich Staudinger Data (Was: TZs) Oct 7, 2011

Data (Was: TZs)

8 msgs · Oct 7 – Oct 19

Andrew Miller Data (Was: TZs) Oct 7, 2011 Daniel Cegiełka Data (Was: TZs) Oct 7, 2011 Jeff Ryan Data (Was: TZs) Oct 7, 2011 Daniel Cegiełka Data (Was: TZs) Oct 14, 2011 Daniel Cegiełka Data (Was: TZs) Oct 19, 2011 Dirk Eddelbuettel Data (Was: TZs) Oct 19, 2011 Gabor Grothendieck Data (Was: TZs) Oct 19, 2011 Dirk Eddelbuettel Data (Was: TZs) Oct 19, 2011

Estimate complex GJR-GARCH with exogeneous regressors in mean equation and dummy in variance equation

2 msgs · Oct 25 – Oct 26

Lin23 Estimate complex GJR-GARCH with exogeneous regressors in mean equation and dummy in variance equation Oct 25, 2011 Johannes Lips Estimate complex GJR-GARCH with exogeneous regressors in mean equation and dummy in variance equation Oct 26, 2011

Estimating co-integration factors of two time series

1 msg · Oct 25

Eric Zivot Estimating co-integration factors of two time series Oct 25, 2011

Estimating co-integration factors of two time series

3 msgs · Oct 25 – Oct 25

Russell Bowdrey Estimating co-integration factors of two time series Oct 25, 2011 Pete Brecknock Estimating co-integration factors of two time series Oct 25, 2011 julien cuisinier Estimating co-integration factors of two time series Oct 25, 2011

Filling a time series with Last Ask, Last Bid, etc

3 msgs · Oct 16 – Oct 16

Cliff Clive Filling a time series with Last Ask, Last Bid, etc Oct 16, 2011 Ulrich Staudinger Filling a time series with Last Ask, Last Bid, etc Oct 16, 2011 Cliff Clive Filling a time series with Last Ask, Last Bid, etc Oct 16, 2011

How to output "Trace" list from auto.arima in forecast library

4 msgs · Oct 3 – Oct 3

Arun Krishnamoorthy How to output "Trace" list from auto.arima in forecast library Oct 3, 2011 Jeff Ryan How to output "Trace" list from auto.arima in forecast library Oct 3, 2011 Joshua Ulrich How to output "Trace" list from auto.arima in forecast library Oct 3, 2011 Arun Krishnamoorthy How to output "Trace" list from auto.arima in forecast library Oct 3, 2011

IBrokers TWS quits daily

5 msgs · Oct 28 – Oct 30

Noah Silverman IBrokers TWS quits daily Oct 28, 2011 Jeff Ryan IBrokers TWS quits daily Oct 28, 2011 G See IBrokers TWS quits daily Oct 29, 2011 Preston Smith IBrokers TWS quits daily Oct 29, 2011 Stergios Marinopoulos IBrokers TWS quits daily Oct 30, 2011

IBrokers and real time forex data

3 msgs · Oct 11 – Oct 11

Johnny Paulo IBrokers and real time forex data Oct 11, 2011 G See IBrokers and real time forex data Oct 11, 2011 Johnny Paulo IBrokers and real time forex data Oct 11, 2011

Installation Problem: package xxx is not available (for R version 2.13.2)"

4 msgs · Oct 18 – Oct 18

Ayhan Yüksel (Finans Portföy A.Ş.) Installation Problem: package xxx is not available (for R version 2.13.2)" Oct 18, 2011 Harun Ozkan Installation Problem: package xxx is not available (for R version 2.13.2)" Oct 18, 2011 Jeff Ryan Installation Problem: package xxx is not available (for R version 2.13.2)" Oct 18, 2011 Ayhan Yüksel (Finans Portföy A.Ş.) Installation Problem: package xxx is not available (for R version 2.13.2)" Oct 18, 2011

Internship Opportunity at New York financial weekly

1 msg · Oct 4

Alpert, William Internship Opportunity at New York financial weekly Oct 4, 2011

Measuring Price Impact of Trade

2 msgs · Oct 26 – Oct 26

Roupell, Darko Measuring Price Impact of Trade Oct 26, 2011 Mark Leeds Measuring Price Impact of Trade Oct 26, 2011

Order status from IBrokers?

1 msg · Oct 4

Noah Silverman Order status from IBrokers? Oct 4, 2011

PerformanceAnalytics package

14 msgs · Oct 22 – Oct 24

Point and Figure Charting

3 msgs · Oct 17 – Oct 17

veepsirtt Point and Figure Charting Oct 17, 2011 BBands Point and Figure Charting Oct 17, 2011 veepsirtt Point and Figure Charting Oct 17, 2011

Quantmod problem with getQuote with yahooQF options

1 msg · Oct 1

Xian Li Quantmod problem with getQuote with yahooQF options Oct 1, 2011

Quantstrat - applyRule

3 msgs · Oct 3 – Oct 4

Roupell, Darko Quantstrat - applyRule Oct 3, 2011 Zachary Mayer Quantstrat - applyRule Oct 4, 2011 Brian G. Peterson Quantstrat - applyRule Oct 4, 2011

RBloomberg hangs on blpConnect()

5 msgs · Oct 27 – Oct 27

Harry Prabandham RBloomberg hangs on blpConnect() Oct 27, 2011 John Laing RBloomberg hangs on blpConnect() Oct 27, 2011 Harry Prabandham RBloomberg hangs on blpConnect() Oct 27, 2011 John Laing RBloomberg hangs on blpConnect() Oct 27, 2011 Harry Prabandham RBloomberg hangs on blpConnect() Oct 27, 2011

Skewness function for intraday data return distribution

2 msgs · Oct 30 – Oct 31

Roupell, Darko Skewness function for intraday data return distribution Oct 30, 2011 Patrick Burns Skewness function for intraday data return distribution Oct 31, 2011

Speed of processing a bdh call using Rbloomberg

5 msgs · Oct 1 – Oct 7

Aidan Corcoran Speed of processing a bdh call using Rbloomberg Oct 1, 2011 Ulrich Staudinger Speed of processing a bdh call using Rbloomberg Oct 1, 2011 Aidan Corcoran Speed of processing a bdh call using Rbloomberg Oct 6, 2011 John Laing Speed of processing a bdh call using Rbloomberg Oct 6, 2011 Aidan Corcoran Speed of processing a bdh call using Rbloomberg Oct 7, 2011

Systematic Risk to the Financial System, Economy

3 msgs · Oct 3 – Oct 4

David St John Systematic Risk to the Financial System, Economy Oct 3, 2011 Adams, Zeno Systematic Risk to the Financial System, Economy Oct 4, 2011 Kent Russell Systematic Risk to the Financial System, Economy Oct 4, 2011

TZ database

1 msg · Oct 7

Steve Jaffe TZ database Oct 7, 2011

TZs

5 msgs · Oct 6 – Oct 7

Jeff Ryan TZs Oct 6, 2011 Gabor Grothendieck TZs Oct 6, 2011 Matti Zemack TZs Oct 7, 2011 Andrew Miller TZs Oct 7, 2011 Brian G. Peterson TZs Oct 7, 2011

The Art of R Programming

2 msgs · Oct 11 – Oct 14

BBands The Art of R Programming Oct 11, 2011 BBands The Art of R Programming Oct 14, 2011

Time given the week number and year.

4 msgs · Oct 10 – Oct 10

Kevin Burton Time given the week number and year. Oct 10, 2011 Kalisbek K Malikov Time given the week number and year. Oct 10, 2011 Kevin Burton Time given the week number and year. Oct 10, 2011 Kalisbek K Malikov Time given the week number and year. Oct 10, 2011

Track multiple order status with IBrokers

3 msgs · Oct 28 – Oct 28

Noah Silverman Track multiple order status with IBrokers Oct 28, 2011 Jeff Ryan Track multiple order status with IBrokers Oct 28, 2011 Noah Silverman Track multiple order status with IBrokers Oct 28, 2011

Trying to plot intraday data on multiple daily plots

4 msgs · Oct 11 – Oct 12

Matti Zemack Trying to plot intraday data on multiple daily plots Oct 11, 2011 Joshua Ulrich Trying to plot intraday data on multiple daily plots Oct 11, 2011 Matti Zemack Trying to plot intraday data on multiple daily plots Oct 12, 2011 Jeff Ryan Trying to plot intraday data on multiple daily plots Oct 12, 2011

Updating 'R'?

2 msgs · Oct 18 – Oct 18

Kevin Burton Updating 'R'? Oct 18, 2011 Joshua Ulrich Updating 'R'? Oct 18, 2011

VaR and ES in PerformanceAnalytics

6 msgs · Oct 24 – Oct 24

financial engineer VaR and ES in PerformanceAnalytics Oct 24, 2011 Brian G. Peterson VaR and ES in PerformanceAnalytics Oct 24, 2011 financial engineer VaR and ES in PerformanceAnalytics Oct 24, 2011 R. Michael Weylandt VaR and ES in PerformanceAnalytics Oct 24, 2011 Brian G. Peterson VaR and ES in PerformanceAnalytics Oct 24, 2011 financial engineer VaR and ES in PerformanceAnalytics Oct 24, 2011

White's Reality Check

2 msgs · Oct 19 – Oct 19

Subramanian S White's Reality Check Oct 19, 2011 Subramanian S White's Reality Check Oct 19, 2011

XML Package - Writing XML files in specific format

3 msgs · Oct 11 – Oct 12

Arun Krishnamoorthy XML Package - Writing XML files in specific format Oct 11, 2011 Brian G. Peterson XML Package - Writing XML files in specific format Oct 12, 2011 Arun Krishnamoorthy XML Package - Writing XML files in specific format Oct 12, 2011

apply Function Problem

2 msgs · Oct 31 – Oct 31

Josh C. Chien apply Function Problem Oct 31, 2011 G See apply Function Problem Oct 31, 2011

blotter, quantstrat: initDate without effect?

7 msgs · Oct 27 – Oct 28

Andreas Voellenklee blotter, quantstrat: initDate without effect? Oct 27, 2011 Robert Iquiapaza blotter, quantstrat: initDate without effect? Oct 28, 2011 Brian G. Peterson blotter, quantstrat: initDate without effect? Oct 28, 2011 Andreas Voellenklee blotter, quantstrat: initDate without effect? Oct 28, 2011 Brian G. Peterson blotter, quantstrat: initDate without effect? Oct 28, 2011 G See blotter, quantstrat: initDate without effect? Oct 28, 2011 G See blotter, quantstrat: initDate without effect? Oct 28, 2011

double seasonality for hourly data

1 msg · Oct 18

Xian Li double seasonality for hourly data Oct 18, 2011

expanding xts object - adding a day

4 msgs · Oct 31 – Oct 31

Martin Bauer expanding xts object - adding a day Oct 31, 2011 Brian G. Peterson expanding xts object - adding a day Oct 31, 2011 Martin Bauer expanding xts object - adding a day Oct 31, 2011 Brian G. Peterson expanding xts object - adding a day Oct 31, 2011

fmfit in facmod in R-Forge

1 msg · Oct 12

Arun Soni fmfit in facmod in R-Forge Oct 12, 2011

getSymbols {quantmod}: load data from world markets

2 msgs · Oct 25 – Oct 25

Fan getSymbols {quantmod}: load data from world markets Oct 25, 2011 R. Michael Weylandt getSymbols {quantmod}: load data from world markets Oct 25, 2011

help needed for rugarch forecast function

4 msgs · Oct 21 – Oct 27

johnzli at comcast.net help needed for rugarch forecast function Oct 21, 2011 johnzli at comcast.net help needed for rugarch forecast function Oct 27, 2011 John Kerpel help needed for rugarch forecast function Oct 27, 2011 Alexios Ghalanos help needed for rugarch forecast function Oct 27, 2011

issues with zoo masking as.Date function, resulting in issues with as.Date

7 msgs · Oct 14 – Oct 18

Zhang, Ivan issues with zoo masking as.Date function, resulting in issues with as.Date Oct 14, 2011 Gabor Grothendieck issues with zoo masking as.Date function, resulting in issues with as.Date Oct 14, 2011 Zhang, Ivan issues with zoo masking as.Date function, resulting in issues with as.Date Oct 14, 2011 Yohan Chalabi issues with zoo masking as.Date function, resulting in issues with as.Date Oct 18, 2011 Zhang, Ivan issues with zoo masking as.Date function, resulting in issues with as.Date Oct 18, 2011 Achim Zeileis issues with zoo masking as.Date function, resulting in issues with as.Date Oct 18, 2011 Gabor Grothendieck issues with zoo masking as.Date function, resulting in issues with as.Date Oct 18, 2011

marketdata in qsiblive

7 msgs · Oct 19 – Oct 20

Fan marketdata in qsiblive Oct 19, 2011 Daniel Cegiełka marketdata in qsiblive Oct 19, 2011 Me marketdata in qsiblive Oct 19, 2011 Fan marketdata in qsiblive Oct 19, 2011 Me marketdata in qsiblive Oct 20, 2011 Fan marketdata in qsiblive Oct 20, 2011 Me marketdata in qsiblive Oct 20, 2011

mcr, cr, and pcr at security level

2 msgs · Oct 27 – Oct 27

Arun Soni mcr, cr, and pcr at security level Oct 27, 2011 Eric Zivot mcr, cr, and pcr at security level Oct 27, 2011

negative p-values for t.test() in apply.rolling()

2 msgs · Oct 25 – Oct 25

Bernd Dittmann negative p-values for t.test() in apply.rolling() Oct 25, 2011 G See negative p-values for t.test() in apply.rolling() Oct 25, 2011

probit model on time series

1 msg · Oct 11

Bryson Hadley probit model on time series Oct 11, 2011

quantstrat parameters

2 msgs · Oct 19 – Oct 21

Roger Trimble quantstrat parameters Oct 19, 2011 Joshua Ulrich quantstrat parameters Oct 21, 2011

real time data and quantmod

3 msgs · Oct 18 – Oct 18

Simone Gogna real time data and quantmod Oct 18, 2011 Zachary Mayer real time data and quantmod Oct 18, 2011 Daniel Cegiełka real time data and quantmod Oct 18, 2011

rugarch: solnp vs nlminb default control parameters

2 msgs · Oct 31 – Oct 31

Bob rugarch: solnp vs nlminb default control parameters Oct 31, 2011 Alexios Ghalanos rugarch: solnp vs nlminb default control parameters Oct 31, 2011

runMult instead of runSum

8 msgs · Oct 29 – Oct 31

Martin Bauer runMult instead of runSum Oct 29, 2011 G See runMult instead of runSum Oct 29, 2011 Ulrich Staudinger runMult instead of runSum Oct 30, 2011 Ulrich Staudinger runMult instead of runSum Oct 30, 2011 G See runMult instead of runSum Oct 30, 2011 G See runMult instead of runSum Oct 30, 2011 Martin Bauer runMult instead of runSum Oct 30, 2011 G See runMult instead of runSum Oct 31, 2011

the solution of your problem IB problem ..

1 msg · Oct 30

Martin Bauer the solution of your problem IB problem .. Oct 30, 2011

timeSeries Error

2 msgs · Oct 11 – Oct 11

ayuksel timeSeries Error Oct 11, 2011 Jeff Ryan timeSeries Error Oct 11, 2011

R-SIG-Finance October 2011

"xts" as S4 slot class

- Re: Skewness function for intraday data returndistribution - Email found in subject

3d implied volatility surface

4

A question on volatility

Aggregate time series by key

Aggregating time series by key and time

Aggregating time series by key and time (Robert A'gata)

AsOf join in R

Ca.jo function Help

Ca.jo function Help (v2)

Classification tasks, using rough sets theory

Data (Was: TZs)

Data (Was: TZs)

Estimate complex GJR-GARCH with exogeneous regressors in mean equation and dummy in variance equation

Estimating co-integration factors of two time series

Estimating co-integration factors of two time series

Filling a time series with Last Ask, Last Bid, etc

How to output "Trace" list from auto.arima in forecast library

IBrokers TWS quits daily

IBrokers and real time forex data

Installation Problem: package xxx is not available (for R version 2.13.2)"

Internship Opportunity at New York financial weekly

Measuring Price Impact of Trade

Order status from IBrokers?

PerformanceAnalytics package

Point and Figure Charting

Quantmod problem with getQuote with yahooQF options

Quantstrat - applyRule

RBloomberg hangs on blpConnect()

Skewness function for intraday data return distribution

Speed of processing a bdh call using Rbloomberg

Systematic Risk to the Financial System, Economy

TZ database

TZs

The Art of R Programming

Time given the week number and year.

Track multiple order status with IBrokers

Trying to plot intraday data on multiple daily plots

Updating 'R'?

VaR and ES in PerformanceAnalytics

White's Reality Check

XML Package - Writing XML files in specific format

apply Function Problem

blotter, quantstrat: initDate without effect?

double seasonality for hourly data

expanding xts object - adding a day

fmfit in facmod in R-Forge

getSymbols {quantmod}: load data from world markets

help needed for rugarch forecast function

issues with zoo masking as.Date function, resulting in issues with as.Date

marketdata in qsiblive

mcr, cr, and pcr at security level

negative p-values for t.test() in apply.rolling()

probit model on time series

quantstrat parameters

real time data and quantmod

rugarch: solnp vs nlminb default control parameters

runMult instead of runSum

the solution of your problem IB problem ..

timeSeries Error