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R-SIG-Finance November 2011

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AGhandar

Last active: Nov 9, 2011
1 msg
AGhandar Sullivan, Timmerman and White 1999: TA rules, and R Nov 9, 2011

Adam Ghandar

Last active: Nov 9, 2011
1 msg
Adam Ghandar Sullivan, Timmerman and White 1999: TA rules, and R Nov 9, 2011

Adam Xia

Last active: Nov 7, 2011
1 msg
Adam Xia Download RBloomberg for R-2.14.0 Nov 7, 2011

Alexios Ghalanos

Last active: Nov 24, 2011
3 msgs
Alexios Ghalanos help with egarch prediction Nov 23, 2011 Alexios Ghalanos help with egarch prediction Nov 23, 2011 Alexios Ghalanos rugarch:out of sample Nov 24, 2011

Andreas Klein

Last active: Nov 18, 2011
1 msg
Andreas Klein Block length for Bivariate Stationary Bootstrap for Inference for Correlation Nov 18, 2011

Andreas Voellenklee

Last active: Nov 3, 2011
1 msg
Andreas Voellenklee quantmod package documentation Nov 3, 2011

Arun Kumar Saha

Last active: Nov 27, 2011
4 msgs
Arun Kumar Saha - Monte Carlo simulation for VaR estimation - Email found in subject Nov 21, 2011 Arun Kumar Saha risk-free rate in option pricing Nov 21, 2011 Arun Kumar Saha correlation matrix Nov 27, 2011 Arun Kumar Saha correlation matrix Nov 27, 2011

Ayhan Yüksel (Finans Portföy A.Ş.)

Last active: Nov 11, 2011
1 msg
Ayhan Yüksel (Finans Portföy A.Ş.) RBloomberg connection problem Nov 11, 2011

Ben Nachtrieb

Last active: Nov 4, 2011
1 msg
Ben Nachtrieb DBI solution Nov 4, 2011

Benjamin, Michael

Last active: Nov 29, 2011
3 msgs
Benjamin, Michael Prroblem with RBloomberg blp intraday data Nov 23, 2011 Benjamin, Michael HELP: Problem with RBloomberg blp intraday data Nov 24, 2011 Benjamin, Michael HELP: Problem with RBloomberg blp intraday data Nov 29, 2011

Brian G. Peterson

Last active: Nov 28, 2011
11 msgs
Brian G. Peterson Quanstrat for R.2-14 Nov 3, 2011 Brian G. Peterson Keeping persistent data collections Nov 7, 2011 Brian G. Peterson Time interval logic Nov 9, 2011 Brian G. Peterson Quantstrat Prefer Pricing - v2 Nov 15, 2011 Brian G. Peterson help with egarch prediction Nov 23, 2011 Brian G. Peterson Option valuation for arbitrary distribution using monte carlo simulation Nov 24, 2011 Brian G. Peterson Need help with my Code for complex GARCH (GJR-GARCH) Nov 27, 2011 Brian G. Peterson Need help with my Code for complex GARCH (GJR-GARCH) Nov 27, 2011 Brian G. Peterson How to move stoplimit thresholds? Nov 27, 2011 Brian G. Peterson How to move stoplimit thresholds? Nov 27, 2011 Brian G. Peterson Backtesting / virtual portfolio Nov 28, 2011

Charles Ward

Last active: Nov 25, 2011
1 msg
Charles Ward Option valuation for arbitrary distribution using monte carlo simulation Nov 25, 2011

Chris Waggoner

Last active: Nov 26, 2011
1 msg
Chris Waggoner Random Forest Classifiers Nov 26, 2011

Chris de Bleu

Last active: Nov 15, 2011
1 msg
Chris de Bleu print an xts object in reverse order Nov 15, 2011

Christofer Bogaso

Last active: Nov 28, 2011
2 msgs
Christofer Bogaso Option valuation for arbitrary distribution using monte carlo simulation Nov 24, 2011 Christofer Bogaso Backtesting / virtual portfolio Nov 28, 2011

Colstat

Last active: Nov 10, 2011
2 msgs
Colstat R courses (for finance) in Singapore Nov 7, 2011 Colstat Download RBloomberg for R-2.14.0 Nov 10, 2011

Community

Last active: Nov 7, 2011
1 msg
Community Time Series w/ daily or stochastic observation prediction Nov 7, 2011

Dan Avery

Last active: Nov 15, 2011
2 msgs
Dan Avery Quantstrat prefer pricing Nov 11, 2011 Dan Avery Quantstrat Prefer Pricing - v2 Nov 15, 2011

Daniel Cegiełka

Last active: Nov 27, 2011
3 msgs
Daniel Cegiełka quantmod package documentation Nov 3, 2011 Daniel Cegiełka How to get name of a ticker using Quantmod/R Nov 27, 2011 Daniel Cegiełka How to get name of a ticker using Quantmod/R Nov 27, 2011

David Reiner

Last active: Nov 18, 2011
1 msg
David Reiner - Monte Carlo simulation for VaR estimation - Email found in subject Nov 18, 2011

Dino Veritas

Last active: Nov 6, 2011
1 msg
Dino Veritas Keeping persistent data collections Nov 6, 2011

Dirk Eddelbuettel

Last active: Nov 13, 2011
1 msg
Dirk Eddelbuettel Dealing with live quotes in R Nov 13, 2011

Enrico Schumann

Last active: Nov 27, 2011
2 msgs
Enrico Schumann options profit/loss graph (beginner question) Nov 25, 2011 Enrico Schumann correlation matrix Nov 27, 2011

Eric Thungstom

Last active: Nov 10, 2011
2 msgs
Eric Thungstom understanding xts & ccf Nov 8, 2011 Eric Thungstom problem with plot.xts Nov 10, 2011

Eric Zivot

Last active: Nov 28, 2011
2 msgs
Eric Zivot Upcoming R course: Financial Data Modeling and Analysis in R Nov 28, 2011 Eric Zivot Correct link for R course in financial data analysis Nov 28, 2011

G See

Last active: Nov 29, 2011
9 msgs
G See expanding xts object - adding a day Nov 3, 2011 G See expanding xts object - adding a day Nov 6, 2011 G See Keeping persistent data collections Nov 7, 2011 G See repeating regression Nov 22, 2011 G See How to get name of a ticker using Quantmod/R Nov 28, 2011 G See Better Hedge Ratios for Spread Trading Nov 29, 2011 G See Better Hedge Ratios for Spread Trading Nov 29, 2011 G See Better Hedge Ratios for Spread Trading Nov 29, 2011 G See Better Hedge Ratios for Spread Trading Nov 29, 2011

Gabor Grothendieck

Last active: Nov 7, 2011
3 msgs
Gabor Grothendieck Rolling through fixed-length time windows Nov 4, 2011 Gabor Grothendieck DBI solution Nov 4, 2011 Gabor Grothendieck Rolling through fixed-length time windows Nov 7, 2011

George Kumar

Last active: Nov 28, 2011
4 msgs
George Kumar How to get name of a ticker using Quantmod/R Nov 27, 2011 George Kumar How to get name of a ticker using Quantmod/R Nov 27, 2011 George Kumar How to get name of a ticker using Quantmod/R Nov 27, 2011 George Kumar How to get name of a ticker using Quantmod/R Nov 28, 2011

Hans Grapenthin

Last active: Nov 6, 2011
1 msg
Hans Grapenthin expanding xts object - adding a day Nov 6, 2011

Heiko Stegmann

Last active: Nov 27, 2011
2 msgs
Heiko Stegmann How to move stoplimit thresholds? Nov 27, 2011 Heiko Stegmann How to move stoplimit thresholds? Nov 27, 2011

Immanuel

Last active: Nov 22, 2011
1 msg
Immanuel Using Grammatical Evolution to generate trading rules Nov 22, 2011

Jacopo Anselmi

Last active: Nov 16, 2011
1 msg
Jacopo Anselmi RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array" Nov 16, 2011

Jeff Davis

Last active: Nov 13, 2011
1 msg
Jeff Davis Download RBloomberg for R-2.14.0 Nov 13, 2011

Jeff Ryan

Last active: Nov 26, 2011
6 msgs
Jeff Ryan quantmod package documentation Nov 3, 2011 Jeff Ryan Time interval logic Nov 9, 2011 Jeff Ryan Dealing with live quotes in R Nov 10, 2011 Jeff Ryan print an xts object in reverse order Nov 15, 2011 Jeff Ryan print an xts object in reverse order Nov 15, 2011 Jeff Ryan Random Forest Classifiers Nov 26, 2011

Joachim Breit

Last active: Nov 28, 2011
5 msgs
Joachim Breit Option valuation for arbitrary distribution using monte carlo simulation Nov 22, 2011 Joachim Breit Option valuation for arbitrary distribution using monte carlo simulation Nov 23, 2011 Joachim Breit Option valuation for arbitrary distribution using monte carlo simulation Nov 24, 2011 Joachim Breit Option valuation for arbitrary distribution using monte carlo simulation Nov 24, 2011 Joachim Breit Option valuation for arbitrary distribution using monte carlo simulation Nov 28, 2011

John Laing

Last active: Nov 28, 2011
6 msgs
John Laing Download RBloomberg for R-2.14.0 Nov 7, 2011 John Laing Download RBloomberg for R-2.14.0 Nov 10, 2011 John Laing Download RBloomberg for R-2.14.0 Nov 10, 2011 John Laing Download RBloomberg for R-2.14.0 Nov 10, 2011 John Laing Download RBloomberg for R-2.14.0 Nov 13, 2011 John Laing HELP: Problem with RBloomberg blp intraday data Nov 28, 2011

Joshua Ulrich

Last active: Nov 30, 2011
8 msgs
Joshua Ulrich GBSVolatility in fOptions Nov 1, 2011 Joshua Ulrich GBSVolatility in fOptions Nov 1, 2011 Joshua Ulrich Quanstrat for R.2-14 Nov 2, 2011 Joshua Ulrich (no subject) Nov 2, 2011 Joshua Ulrich Quanstrat for R.2-14 Nov 3, 2011 Joshua Ulrich understanding xts & ccf Nov 8, 2011 Joshua Ulrich problem with plot.xts Nov 10, 2011 Joshua Ulrich Desriptive Stats for List Nov 30, 2011

Keng Onn Wong

Last active: Nov 7, 2011
2 msgs
Keng Onn Wong R courses (for finance) in Singapore Nov 7, 2011 Keng Onn Wong R courses (for finance) in Singapore Nov 7, 2011

Kristian Lind

Last active: Nov 14, 2011
2 msgs
Kristian Lind State-dependent volatility in state space model - CIR Nov 14, 2011 Kristian Lind State-dependent volatility in state space model - CIR Nov 14, 2011

Lin23

Last active: Nov 27, 2011
1 msg
Lin23 Need help with my Code for complex GARCH (GJR-GARCH) Nov 27, 2011

Lui ##

Last active: Nov 28, 2011
2 msgs
Lui ## Backtesting / virtual portfolio Nov 28, 2011 Lui ## Backtesting / virtual portfolio Nov 28, 2011

M R

Last active: Nov 22, 2011
1 msg
M R getting bar data with Ibrokers Nov 22, 2011

Manoj

Last active: Nov 9, 2011
1 msg
Manoj Time interval logic Nov 9, 2011

Mark Leeds

Last active: Nov 28, 2011
1 msg
Mark Leeds Backtesting / virtual portfolio Nov 28, 2011

Martin Bauer

Last active: Nov 2, 2011
1 msg
Martin Bauer (no subject) Nov 2, 2011

Matthew Clegg

Last active: Nov 24, 2011
3 msgs
Matthew Clegg Rolling through fixed-length time windows Nov 4, 2011 Matthew Clegg Rolling through fixed-length time windows Nov 7, 2011 Matthew Clegg Option valuation for arbitrary distribution using monte carlo simulation Nov 24, 2011

Matthew Gilbert

Last active: Nov 13, 2011
1 msg
Matthew Gilbert Aggregating tick data Nov 13, 2011

Matthieu Stigler

Last active: Nov 17, 2011
3 msgs
Matthieu Stigler Output of vars package impulse response function Nov 8, 2011 Matthieu Stigler Use of R for VECM Nov 11, 2011 Matthieu Stigler Granger's causality test Nov 17, 2011

Mercurio Danilo 1850 SPI

Last active: Nov 11, 2011
3 msgs
Mercurio Danilo 1850 SPI Download RBloomberg for R-2.14.0 Nov 10, 2011 Mercurio Danilo 1850 SPI Download RBloomberg for R-2.14.0 Nov 11, 2011 Mercurio Danilo 1850 SPI Download RBloomberg for R-2.14.0 Nov 11, 2011

Momop Momop

Last active: Nov 26, 2011
2 msgs
Momop Momop Random Forest Classifiers Nov 26, 2011 Momop Momop Random Forest Classifiers Nov 26, 2011

Murali.Menon at avivainvestors.com

Last active: Nov 16, 2011
2 msgs
Murali.Menon at avivainvestors.com Download RBloomberg for R-2.14.0 Nov 11, 2011 Murali.Menon at avivainvestors.com RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array" Nov 16, 2011

Napon Hongsakulvasu

Last active: Nov 14, 2011
1 msg
Napon Hongsakulvasu Binart ARMA Nov 14, 2011

Nidhi Aggrawal

Last active: Nov 13, 2011
1 msg
Nidhi Aggrawal Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Nov 13, 2011

Papa Senyo

Last active: Nov 24, 2011
3 msgs
Papa Senyo (no subject) Nov 24, 2011 Papa Senyo External regressors Nov 24, 2011 Papa Senyo rugarch:out of sample Nov 24, 2011

Patrick Burns

Last active: Nov 27, 2011
4 msgs
Patrick Burns help with egarch prediction Nov 23, 2011 Patrick Burns External regressors Nov 24, 2011 Patrick Burns Option valuation for arbitrary distribution using monte carlo simulation Nov 24, 2011 Patrick Burns correlation matrix Nov 27, 2011

Paul Gilbert

Last active: Nov 10, 2011
1 msg
Paul Gilbert DBI solution Nov 10, 2011

Paul Ringseth

Last active: Nov 22, 2011
1 msg
Paul Ringseth Option valuation for arbitrary distribution using monte carlo simulation Nov 22, 2011

Paul Teetor

Last active: Nov 29, 2011
3 msgs
Paul Teetor Better Hedge Ratios for Spread Trading Nov 29, 2011 Paul Teetor Better Hedge Ratios for Spread Trading Nov 29, 2011 Paul Teetor Better Hedge Ratios for Spread Trading Nov 29, 2011

Peter Carl

Last active: Nov 30, 2011
1 msg
Peter Carl PerformanceAnalytics - Sharpes Style Analysis- but with intercept? Nov 30, 2011

Pfaff, Bernhard Dr.

Last active: Nov 18, 2011
1 msg
Pfaff, Bernhard Dr. Help with VECM Nov 18, 2011

Philipp

Last active: Nov 30, 2011
1 msg
Philipp PerformanceAnalytics - Sharpes Style Analysis- but with intercept? Nov 30, 2011

R. Michael Weylandt

Last active: Nov 21, 2011
2 msgs
R. Michael Weylandt Output of vars package impulse response function Nov 8, 2011 R. Michael Weylandt repeating regression Nov 21, 2011

Richard Herron

Last active: Nov 22, 2011
1 msg
Richard Herron repeating regression Nov 22, 2011

Richard Saba

Last active: Nov 8, 2011
1 msg
Richard Saba Output of vars package impulse response function Nov 8, 2011

Robert A'gata

Last active: Nov 21, 2011
1 msg
Robert A'gata repeating regression Nov 21, 2011

Roupell, Darko

Last active: Nov 13, 2011
3 msgs
Roupell, Darko Dealing with live quotes in R Nov 10, 2011 Roupell, Darko Dealing with live quotes in R Nov 13, 2011 Roupell, Darko Aggregating tick data Nov 13, 2011

Samit Jain

Last active: Nov 29, 2011
2 msgs
Samit Jain Better Hedge Ratios for Spread Trading Nov 29, 2011 Samit Jain Better Hedge Ratios for Spread Trading Nov 29, 2011

Sean Carmody

Last active: Nov 13, 2011
1 msg
Sean Carmody Problems with R Bloomberg Nov 13, 2011

Shekhar Gupta

Last active: Nov 11, 2011
2 msgs
Shekhar Gupta Dealing with live quotes in R Nov 10, 2011 Shekhar Gupta Dealing with live quotes in R Nov 11, 2011

Ulrich Staudinger

Last active: Nov 23, 2011
1 msg
Ulrich Staudinger help with egarch prediction Nov 23, 2011

Uwe Voelker

Last active: Nov 27, 2011
2 msgs
Uwe Voelker options profit/loss graph (beginner question) Nov 25, 2011 Uwe Voelker options profit/loss graph (beginner question) Nov 27, 2011

Xian Li

Last active: Nov 16, 2011
1 msg
Xian Li risk-free rate in option pricing Nov 16, 2011

Zachary Mayer

Last active: Nov 26, 2011
1 msg
Zachary Mayer Random Forest Classifiers Nov 26, 2011

andrija djurovic

Last active: Nov 21, 2011
3 msgs
andrija djurovic Monte Carlo simulation for VaR estimation Nov 18, 2011 andrija djurovic - Monte Carlo simulation for VaR estimation - Email found in subject Nov 18, 2011 andrija djurovic - Monte Carlo simulation for VaR estimation - Email found in subject Nov 21, 2011

burcy

Last active: Nov 4, 2011
4 msgs
burcy Quanstrat for R.2-14 Nov 2, 2011 burcy Quanstrat for R.2-14 Nov 3, 2011 burcy Quanstrat for R.2-14 Nov 3, 2011 burcy Quanstrat for R.2-14 Nov 4, 2011

debashis dutta

Last active: Nov 27, 2011
3 msgs
debashis dutta correlation matrix Nov 27, 2011 debashis dutta correlation matrix Nov 27, 2011 debashis dutta correlation matrix Nov 27, 2011

financial engineer

Last active: Nov 1, 2011
3 msgs
financial engineer GBSVolatility in fOptions Nov 1, 2011 financial engineer GBSVolatility in fOptions Nov 1, 2011 financial engineer GBSVolatility in fOptions Nov 1, 2011

hemsam

Last active: Nov 23, 2011
2 msgs
hemsam help with egarch prediction Nov 22, 2011 hemsam help with egarch prediction Nov 23, 2011

michael.weylandt at gmail.com (R. Michael Weylandt

Last active: Nov 6, 2011
1 msg
michael.weylandt at gmail.com (R. Michael Weylandt expanding xts object - adding a day Nov 6, 2011

msalese

Last active: Nov 25, 2011
4 msgs
msalese Option valuation for arbitrary distribution using monte carlo simulation Nov 22, 2011 msalese Option valuation for arbitrary distribution using monte carlo simulation Nov 23, 2011 msalese Option valuation for arbitrary distribution using monte carlo simulation Nov 24, 2011 msalese Option valuation for arbitrary distribution using monte carlo simulation Nov 25, 2011

nidhiaggrawal

Last active: Nov 13, 2011
1 msg
nidhiaggrawal Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Nov 13, 2011

rafleon at highstat.cl

Last active: Nov 16, 2011
1 msg
rafleon at highstat.cl Granger's causality test Nov 16, 2011

rkevinburton at charter.net

Last active: Nov 10, 2011
1 msg
rkevinburton at charter.net DBI solution Nov 10, 2011

sammyny

Last active: Nov 29, 2011
4 msgs
sammyny Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Nov 8, 2011 sammyny Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Nov 13, 2011 sammyny Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Nov 14, 2011 sammyny inverse laplace transform Nov 29, 2011

thomas.chan.sf at boci-pru.com.hk

Last active: Nov 28, 2011
2 msgs
thomas.chan.sf at boci-pru.com.hk RBloomberg data download problem Nov 28, 2011 thomas.chan.sf at boci-pru.com.hk RBloomberg data download problem Nov 28, 2011

varcovar

Last active: Nov 16, 2011
1 msg
varcovar Redenominate function in FinancialInstrument Nov 16, 2011

vramaiah at neo.tamu.edu

Last active: Nov 18, 2011
3 msgs
vramaiah at neo.tamu.edu Use of R for VECM Nov 11, 2011 vramaiah at neo.tamu.edu Help with VECM Nov 17, 2011 vramaiah at neo.tamu.edu VECM Nov 18, 2011