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R-SIG-Finance October 2011

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rugarch: solnp vs nlminb default control parameters
2 msgs
Bob rugarch: solnp vs nlminb default control parameters Oct 31, 2011
Alexios Ghalanos rugarch: solnp vs nlminb default control parameters Oct 31, 2011
apply Function Problem
2 msgs
Josh C. Chien apply Function Problem Oct 31, 2011
G See apply Function Problem Oct 31, 2011
runMult instead of runSum
2 msgs
Martin Bauer runMult instead of runSum Oct 30, 2011
G See runMult instead of runSum Oct 31, 2011
runMult instead of runSum
9 msgs
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
Roupell, Darko Skewness function for intraday data return distribution Oct 30, 2011
Patrick Burns Skewness function for intraday data return distribution Oct 31, 2011
David Reiner - Re: Skewness function for intraday data returndistribution - Email found in subject Oct 31, 2011
expanding xts object - adding a day
2 msgs
Martin Bauer expanding xts object - adding a day Oct 31, 2011
Brian G. Peterson expanding xts object - adding a day Oct 31, 2011
expanding xts object - adding a day
2 msgs
Martin Bauer expanding xts object - adding a day Oct 31, 2011
Brian G. Peterson expanding xts object - adding a day Oct 31, 2011
IBrokers TWS quits daily
1 msg
Stergios Marinopoulos IBrokers TWS quits daily Oct 30, 2011
the solution of your problem IB problem ..
1 msg
Martin Bauer the solution of your problem IB problem .. Oct 30, 2011
IBrokers TWS quits daily
4 msgs
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
Track multiple order status with IBrokers
3 msgs
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
blotter, quantstrat: initDate without effect?
6 msgs
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
G See blotter, quantstrat: initDate without effect? Oct 28, 2011
G See blotter, quantstrat: initDate without effect? Oct 28, 2011
blotter, quantstrat: initDate without effect?
1 msg
Brian G. Peterson blotter, quantstrat: initDate without effect? Oct 28, 2011
"xts" as S4 slot class
2 msgs
Stanley Chu "xts" as S4 slot class Oct 28, 2011
Jeff Ryan "xts" as S4 slot class Oct 28, 2011
mcr, cr, and pcr at security level
2 msgs
Arun Soni mcr, cr, and pcr at security level Oct 27, 2011
Eric Zivot mcr, cr, and pcr at security level Oct 27, 2011
RBloomberg hangs on blpConnect()
5 msgs
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
help needed for rugarch forecast function
4 msgs
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
Ca.jo function Help (v2)
1 msg
Nicolas Gomez Ca.jo function Help (v2) Oct 27, 2011
Ca.jo function Help
1 msg
Nicolas Gomez Ca.jo function Help Oct 27, 2011
PerformanceAnalytics package
22 msgs
financial engineer PerformanceAnalytics package Oct 22, 2011
Joshua Ulrich PerformanceAnalytics package Oct 22, 2011
Brian G. Peterson PerformanceAnalytics package Oct 22, 2011
financial engineer PerformanceAnalytics package Oct 22, 2011
Jeff Ryan PerformanceAnalytics package Oct 22, 2011
financial engineer PerformanceAnalytics package Oct 22, 2011
Jeff Ryan PerformanceAnalytics package Oct 22, 2011
financial engineer PerformanceAnalytics package Oct 22, 2011
Jeff Ryan PerformanceAnalytics package Oct 22, 2011
financial engineer PerformanceAnalytics package Oct 22, 2011
financial engineer PerformanceAnalytics package Oct 23, 2011
financial engineer VaR and ES in PerformanceAnalytics Oct 24, 2011
R. Michael Weylandt PerformanceAnalytics package Oct 24, 2011
financial engineer PerformanceAnalytics package Oct 24, 2011
Brian G. Peterson VaR and ES in PerformanceAnalytics Oct 24, 2011
Brian G. Peterson PerformanceAnalytics package 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
Roupell, Darko Measuring Price Impact of Trade Oct 26, 2011
Mark Leeds Measuring Price Impact of Trade Oct 26, 2011
3d implied volatility surface
10 msgs
financial engineer 3d implied volatility surface Oct 26, 2011
R. Michael Weylandt 3d implied volatility surface Oct 26, 2011
financial engineer 3d implied volatility surface Oct 26, 2011
Ulrich Staudinger 3d implied volatility surface Oct 26, 2011
financial engineer 3d implied volatility surface Oct 26, 2011
Jeff Ryan 3d implied volatility surface Oct 26, 2011
R. Michael Weylandt 3d implied volatility surface Oct 26, 2011
financial engineer 3d implied volatility surface Oct 26, 2011
financial engineer 3d implied volatility surface Oct 26, 2011
R. Michael Weylandt 3d implied volatility surface Oct 26, 2011
Estimate complex GJR-GARCH with exogeneous regressors in mean equation and dummy in variance equation
2 msgs
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
4 msgs
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
Eric Zivot Estimating co-integration factors of two time series Oct 25, 2011
negative p-values for t.test() in apply.rolling()
2 msgs
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
getSymbols {quantmod}: load data from world markets
2 msgs
Fan getSymbols {quantmod}: load data from world markets Oct 25, 2011
R. Michael Weylandt getSymbols {quantmod}: load data from world markets Oct 25, 2011
quantstrat parameters
2 msgs
Roger Trimble quantstrat parameters Oct 19, 2011
Joshua Ulrich quantstrat parameters Oct 21, 2011
marketdata in qsiblive
7 msgs
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
White's Reality Check
2 msgs
Subramanian S White's Reality Check Oct 19, 2011
Subramanian S White's Reality Check Oct 19, 2011
TZs
15 msgs
Matti Zemack TZs Oct 7, 2011
Andrew Miller TZs Oct 7, 2011
Brian G. Peterson TZs Oct 7, 2011
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
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
double seasonality for hourly data
1 msg
Xian Li double seasonality for hourly data Oct 18, 2011
Updating 'R'?
2 msgs
Kevin Burton Updating 'R'? Oct 18, 2011
Joshua Ulrich Updating 'R'? Oct 18, 2011
Installation Problem: package xxx is not available (for R version 2.13.2)"
4 msgs
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
issues with zoo masking as.Date function, resulting in issues with as.Date
7 msgs
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
real time data and quantmod
3 msgs
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
Point and Figure Charting
1 msg
veepsirtt Point and Figure Charting Oct 17, 2011
Point and Figure Charting
1 msg
BBands Point and Figure Charting Oct 17, 2011
Point and Figure Charting
1 msg
veepsirtt Point and Figure Charting Oct 17, 2011
Classification tasks, using rough sets theory
2 msgs
Artem Simonov Classification tasks, using rough sets theory Oct 16, 2011
Jeff Ryan Classification tasks, using rough sets theory Oct 16, 2011
Filling a time series with Last Ask, Last Bid, etc
3 msgs
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
The Art of R Programming
2 msgs
BBands The Art of R Programming Oct 11, 2011
BBands The Art of R Programming Oct 14, 2011
fmfit in facmod in R-Forge
1 msg
Arun Soni fmfit in facmod in R-Forge Oct 12, 2011
Trying to plot intraday data on multiple daily plots
4 msgs
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
XML Package - Writing XML files in specific format
3 msgs
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
4
1 msg
Lars Schouw 4 Oct 11, 2011
probit model on time series
1 msg
Bryson Hadley probit model on time series Oct 11, 2011
IBrokers and real time forex data
3 msgs
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
timeSeries Error
2 msgs
ayuksel timeSeries Error Oct 11, 2011
Jeff Ryan timeSeries Error Oct 11, 2011
Aggregating time series by key and time (Robert A'gata)
1 msg
Ravi Aranke Aggregating time series by key and time (Robert A'gata) Oct 11, 2011
Time given the week number and year.
4 msgs
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
Aggregating time series by key and time
1 msg
Robert A'gata Aggregating time series by key and time Oct 10, 2011
Aggregate time series by key
1 msg
Robert A'gata Aggregate time series by key Oct 10, 2011
Speed of processing a bdh call using Rbloomberg
5 msgs
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
TZ database
1 msg
Steve Jaffe TZ database Oct 7, 2011
TZs
2 msgs
Jeff Ryan TZs Oct 6, 2011
Gabor Grothendieck TZs Oct 6, 2011
AsOf join in R
5 msgs
Robert A'gata AsOf join in R Oct 5, 2011
Roupell, Darko AsOf join in R Oct 5, 2011
Robert A'gata AsOf join in R Oct 5, 2011
Ulrich Staudinger AsOf join in R Oct 5, 2011
Gabor Grothendieck AsOf join in R Oct 6, 2011
A question on volatility
2 msgs
Adrian Trapletti A question on volatility Oct 6, 2011
Adrian Trapletti A question on volatility Oct 6, 2011
AsOf join in R
4 msgs
Robert A'gata AsOf join in R Oct 5, 2011
Brian G. Peterson AsOf join in R Oct 5, 2011
Jeff Ryan AsOf join in R Oct 5, 2011
G See AsOf join in R Oct 5, 2011
AsOf join in R
4 msgs
Robert A'gata AsOf join in R Oct 4, 2011
Brian G. Peterson AsOf join in R Oct 5, 2011
Robert A'gata AsOf join in R Oct 5, 2011
Gabor Grothendieck AsOf join in R Oct 5, 2011
AsOf join in R
1 msg
Robert A'gata AsOf join in R Oct 5, 2011
A question on volatility
5 msgs
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
Systematic Risk to the Financial System, Economy
3 msgs
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
Internship Opportunity at New York financial weekly
1 msg
Alpert, William Internship Opportunity at New York financial weekly Oct 4, 2011
Order status from IBrokers?
1 msg
Noah Silverman Order status from IBrokers? Oct 4, 2011
Quantstrat - applyRule
3 msgs
Roupell, Darko Quantstrat - applyRule Oct 3, 2011
Zachary Mayer Quantstrat - applyRule Oct 4, 2011
Brian G. Peterson Quantstrat - applyRule Oct 4, 2011
How to output "Trace" list from auto.arima in forecast library
3 msgs
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
How to output "Trace" list from auto.arima in forecast library
1 msg
Arun Krishnamoorthy How to output "Trace" list from auto.arima in forecast library Oct 3, 2011
Quantmod problem with getQuote with yahooQF options
1 msg
Xian Li Quantmod problem with getQuote with yahooQF options Oct 1, 2011