Skip to content

R-SIG-Finance November 2011

|
Wednesday, November 30, 2011 3 emails
Joshua Ulrich Desriptive Stats for List Peter Carl PerformanceAnalytics - Sharpes Style Analysis- but with intercept? Philipp PerformanceAnalytics - Sharpes Style Analysis- but with intercept?
Tuesday, November 29, 2011 11 emails
Paul Teetor Better Hedge Ratios for Spread Trading Paul Teetor Better Hedge Ratios for Spread Trading G See Better Hedge Ratios for Spread Trading G See Better Hedge Ratios for Spread Trading G See Better Hedge Ratios for Spread Trading Samit Jain Better Hedge Ratios for Spread Trading Samit Jain Better Hedge Ratios for Spread Trading G See Better Hedge Ratios for Spread Trading Paul Teetor Better Hedge Ratios for Spread Trading sammyny inverse laplace transform Benjamin, Michael HELP: Problem with RBloomberg blp intraday data
Monday, November 28, 2011 13 emails
Lui ## Backtesting / virtual portfolio thomas.chan.sf at boci-pru.com.hk RBloomberg data download problem thomas.chan.sf at boci-pru.com.hk RBloomberg data download problem Mark Leeds Backtesting / virtual portfolio Christofer Bogaso Backtesting / virtual portfolio Brian G. Peterson Backtesting / virtual portfolio John Laing HELP: Problem with RBloomberg blp intraday data Lui ## Backtesting / virtual portfolio Eric Zivot Correct link for R course in financial data analysis G See How to get name of a ticker using Quantmod/R Eric Zivot Upcoming R course: Financial Data Modeling and Analysis in R Joachim Breit Option valuation for arbitrary distribution using monte carlo simulation George Kumar How to get name of a ticker using Quantmod/R
Sunday, November 27, 2011 20 emails
Daniel Cegiełka How to get name of a ticker using Quantmod/R George Kumar How to get name of a ticker using Quantmod/R Daniel Cegiełka How to get name of a ticker using Quantmod/R George Kumar How to get name of a ticker using Quantmod/R George Kumar How to get name of a ticker using Quantmod/R Uwe Voelker options profit/loss graph (beginner question) Brian G. Peterson How to move stoplimit thresholds? Heiko Stegmann How to move stoplimit thresholds? Brian G. Peterson How to move stoplimit thresholds? Heiko Stegmann How to move stoplimit thresholds? Brian G. Peterson Need help with my Code for complex GARCH (GJR-GARCH) Brian G. Peterson Need help with my Code for complex GARCH (GJR-GARCH) Lin23 Need help with my Code for complex GARCH (GJR-GARCH) debashis dutta correlation matrix Arun Kumar Saha correlation matrix Enrico Schumann correlation matrix Arun Kumar Saha correlation matrix debashis dutta correlation matrix Patrick Burns correlation matrix debashis dutta correlation matrix
Saturday, November 26, 2011 5 emails
Jeff Ryan Random Forest Classifiers Chris Waggoner Random Forest Classifiers Zachary Mayer Random Forest Classifiers Momop Momop Random Forest Classifiers Momop Momop Random Forest Classifiers
Friday, November 25, 2011 4 emails
Enrico Schumann options profit/loss graph (beginner question) msalese Option valuation for arbitrary distribution using monte carlo simulation Charles Ward Option valuation for arbitrary distribution using monte carlo simulation Uwe Voelker options profit/loss graph (beginner question)
Thursday, November 24, 2011 13 emails
Brian G. Peterson Option valuation for arbitrary distribution using monte carlo simulation Patrick Burns Option valuation for arbitrary distribution using monte carlo simulation Matthew Clegg Option valuation for arbitrary distribution using monte carlo simulation Joachim Breit Option valuation for arbitrary distribution using monte carlo simulation msalese Option valuation for arbitrary distribution using monte carlo simulation Joachim Breit Option valuation for arbitrary distribution using monte carlo simulation Patrick Burns External regressors Christofer Bogaso Option valuation for arbitrary distribution using monte carlo simulation Alexios Ghalanos rugarch:out of sample Papa Senyo rugarch:out of sample Papa Senyo External regressors Papa Senyo (no subject) Benjamin, Michael HELP: Problem with RBloomberg blp intraday data
Wednesday, November 23, 2011 9 emails
Benjamin, Michael Prroblem with RBloomberg blp intraday data msalese Option valuation for arbitrary distribution using monte carlo simulation Joachim Breit Option valuation for arbitrary distribution using monte carlo simulation Brian G. Peterson help with egarch prediction Alexios Ghalanos help with egarch prediction Patrick Burns help with egarch prediction Ulrich Staudinger help with egarch prediction hemsam help with egarch prediction Alexios Ghalanos help with egarch prediction
Tuesday, November 22, 2011 8 emails
hemsam help with egarch prediction Richard Herron repeating regression M R getting bar data with Ibrokers Immanuel Using Grammatical Evolution to generate trading rules Paul Ringseth Option valuation for arbitrary distribution using monte carlo simulation G See repeating regression msalese Option valuation for arbitrary distribution using monte carlo simulation Joachim Breit Option valuation for arbitrary distribution using monte carlo simulation
Monday, November 21, 2011 5 emails
R. Michael Weylandt repeating regression Robert A'gata repeating regression andrija djurovic - Monte Carlo simulation for VaR estimation - Email found in subject Arun Kumar Saha risk-free rate in option pricing Arun Kumar Saha - Monte Carlo simulation for VaR estimation - Email found in subject
Friday, November 18, 2011 6 emails
vramaiah at neo.tamu.edu VECM Andreas Klein Block length for Bivariate Stationary Bootstrap for Inference for Correlation andrija djurovic - Monte Carlo simulation for VaR estimation - Email found in subject David Reiner - Monte Carlo simulation for VaR estimation - Email found in subject Pfaff, Bernhard Dr. Help with VECM andrija djurovic Monte Carlo simulation for VaR estimation
Thursday, November 17, 2011 2 emails
vramaiah at neo.tamu.edu Help with VECM Matthieu Stigler Granger's causality test
Wednesday, November 16, 2011 5 emails
varcovar Redenominate function in FinancialInstrument rafleon at highstat.cl Granger's causality test Murali.Menon at avivainvestors.com RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array" Jacopo Anselmi RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array" Xian Li risk-free rate in option pricing
Tuesday, November 15, 2011 5 emails
Jeff Ryan print an xts object in reverse order Jeff Ryan print an xts object in reverse order Chris de Bleu print an xts object in reverse order Brian G. Peterson Quantstrat Prefer Pricing - v2 Dan Avery Quantstrat Prefer Pricing - v2
Monday, November 14, 2011 4 emails
Kristian Lind State-dependent volatility in state space model - CIR Kristian Lind State-dependent volatility in state space model - CIR Napon Hongsakulvasu Binart ARMA sammyny Calculating Hasbrouck's information share and Gonzalo-Granger weights on R
Sunday, November 13, 2011 10 emails
Dirk Eddelbuettel Dealing with live quotes in R Jeff Davis Download RBloomberg for R-2.14.0 Roupell, Darko Aggregating tick data Matthew Gilbert Aggregating tick data John Laing Download RBloomberg for R-2.14.0 Sean Carmody Problems with R Bloomberg Nidhi Aggrawal Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Roupell, Darko Dealing with live quotes in R sammyny Calculating Hasbrouck's information share and Gonzalo-Granger weights on R nidhiaggrawal Calculating Hasbrouck's information share and Gonzalo-Granger weights on R
Friday, November 11, 2011 8 emails
Matthieu Stigler Use of R for VECM vramaiah at neo.tamu.edu Use of R for VECM Dan Avery Quantstrat prefer pricing Ayhan Yüksel (Finans Portföy A.Ş.) RBloomberg connection problem Mercurio Danilo 1850 SPI Download RBloomberg for R-2.14.0 Murali.Menon at avivainvestors.com Download RBloomberg for R-2.14.0 Mercurio Danilo 1850 SPI Download RBloomberg for R-2.14.0 Shekhar Gupta Dealing with live quotes in R
Thursday, November 10, 2011 12 emails
Joshua Ulrich problem with plot.xts Eric Thungstom problem with plot.xts Jeff Ryan Dealing with live quotes in R Roupell, Darko Dealing with live quotes in R Shekhar Gupta Dealing with live quotes in R John Laing Download RBloomberg for R-2.14.0 John Laing Download RBloomberg for R-2.14.0 rkevinburton at charter.net DBI solution Paul Gilbert DBI solution Mercurio Danilo 1850 SPI Download RBloomberg for R-2.14.0 Colstat Download RBloomberg for R-2.14.0 John Laing Download RBloomberg for R-2.14.0
Wednesday, November 9, 2011 5 emails
Adam Ghandar Sullivan, Timmerman and White 1999: TA rules, and R AGhandar Sullivan, Timmerman and White 1999: TA rules, and R Jeff Ryan Time interval logic Brian G. Peterson Time interval logic Manoj Time interval logic
Tuesday, November 8, 2011 6 emails
Joshua Ulrich understanding xts & ccf Eric Thungstom understanding xts & ccf sammyny Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Matthieu Stigler Output of vars package impulse response function R. Michael Weylandt Output of vars package impulse response function Richard Saba Output of vars package impulse response function
Monday, November 7, 2011 10 emails
Community Time Series w/ daily or stochastic observation prediction John Laing Download RBloomberg for R-2.14.0 Adam Xia Download RBloomberg for R-2.14.0 Gabor Grothendieck Rolling through fixed-length time windows Matthew Clegg Rolling through fixed-length time windows G See Keeping persistent data collections Brian G. Peterson Keeping persistent data collections Keng Onn Wong R courses (for finance) in Singapore Colstat R courses (for finance) in Singapore Keng Onn Wong R courses (for finance) in Singapore
Sunday, November 6, 2011 4 emails
Dino Veritas Keeping persistent data collections G See expanding xts object - adding a day michael.weylandt at gmail.com (R. Michael Weylandt expanding xts object - adding a day Hans Grapenthin expanding xts object - adding a day
Friday, November 4, 2011 5 emails
Gabor Grothendieck DBI solution Ben Nachtrieb DBI solution Gabor Grothendieck Rolling through fixed-length time windows Matthew Clegg Rolling through fixed-length time windows burcy Quanstrat for R.2-14
Thursday, November 3, 2011 8 emails
Daniel Cegiełka quantmod package documentation Jeff Ryan quantmod package documentation Andreas Voellenklee quantmod package documentation Joshua Ulrich Quanstrat for R.2-14 burcy Quanstrat for R.2-14 G See expanding xts object - adding a day Brian G. Peterson Quanstrat for R.2-14 burcy Quanstrat for R.2-14
Wednesday, November 2, 2011 4 emails
Joshua Ulrich (no subject) Joshua Ulrich Quanstrat for R.2-14 Martin Bauer (no subject) burcy Quanstrat for R.2-14
Tuesday, November 1, 2011 5 emails
Joshua Ulrich GBSVolatility in fOptions financial engineer GBSVolatility in fOptions financial engineer GBSVolatility in fOptions Joshua Ulrich GBSVolatility in fOptions financial engineer GBSVolatility in fOptions