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R-SIG-Finance March 2012

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Problems with chartSeries when called in a function
1 msg
Joshua Ulrich Problems with chartSeries when called in a function Mar 31, 2012
Problems with chartSeries when called in a function
1 msg
How to automatically extract test result from Johansen test?
5 msgs
Michael How to automatically extract test result from Johansen test? Mar 30, 2012
Brian G. Peterson How to automatically extract test result from Johansen test? Mar 30, 2012
R. Michael Weylandt How to automatically extract test result from Johansen test? Mar 30, 2012
Michael How to automatically extract test result from Johansen test? Mar 30, 2012
R. Michael Weylandt How to automatically extract test result from Johansen test? Mar 30, 2012
impulse response function in rmgarch package?
2 msgs
mamush bukana impulse response function in rmgarch package? Mar 30, 2012
Alexios Ghalanos impulse response function in rmgarch package? Mar 30, 2012
Links to trading models in R
4 msgs
John Hardy Links to trading models in R Mar 29, 2012
R. Michael Weylandt Links to trading models in R Mar 29, 2012
Joshua Ulrich Links to trading models in R Mar 29, 2012
Mark Leeds Links to trading models in R Mar 29, 2012
how to save the quantstrat performance chart
3 msgs
Jim Green how to save the quantstrat performance chart Mar 27, 2012
Brian G. Peterson how to save the quantstrat performance chart Mar 27, 2012
Jim Green how to save the quantstrat performance chart Mar 27, 2012
Indexing package: update existant database
1 msg
varcovar Indexing package: update existant database Mar 27, 2012
Numeric to timeSeries help
4 msgs
Golam Sakline Numeric to timeSeries help Mar 26, 2012
Brian G. Peterson Numeric to timeSeries help Mar 26, 2012
Joshua Ulrich Numeric to timeSeries help Mar 26, 2012
Jeff Ryan Numeric to timeSeries help Mar 26, 2012
xts to timeSeries conversion
8 msgs
Golam Sakline xts to timeSeries conversion Mar 24, 2012
R. Michael Weylandt xts to timeSeries conversion Mar 24, 2012
Brian G. Peterson xts to timeSeries conversion Mar 24, 2012
G See xts to timeSeries conversion Mar 24, 2012
Golam Sakline xts to timeSeries conversion Mar 24, 2012
R. Michael Weylandt xts to timeSeries conversion Mar 24, 2012
Jeff Ryan xts to timeSeries conversion Mar 24, 2012
Golam Sakline xts to timeSeries conversion Mar 24, 2012
quantstrat package
3 msgs
Jim Green quantstrat package Mar 24, 2012
Joshua Ulrich quantstrat package Mar 24, 2012
Jim Green quantstrat package Mar 24, 2012
Vectorized local min/max finding
4 msgs
Paolo Giusti Vectorized local min/max finding Mar 23, 2012
Patrick Burns Vectorized local min/max finding Mar 23, 2012
Matthew Clegg Vectorized local min/max finding Mar 23, 2012
Joshua Ulrich Vectorized local min/max finding Mar 23, 2012
CSDA Special Issue on STATISTICAL ALGORITHMS AND SOFTWARE IN R (fwd)
1 msg
Eric Zivot CSDA Special Issue on STATISTICAL ALGORITHMS AND SOFTWARE IN R (fwd) Mar 22, 2012
hourly time series
4 msgs
Advait Godbole hourly time series Mar 14, 2012
R. Michael Weylandt hourly time series Mar 14, 2012
Advait Godbole hourly time series Mar 22, 2012
R. Michael Weylandt hourly time series Mar 22, 2012
R participating in Google Summer of Code - call for students (and projects)
1 msg
Brian G. Peterson R participating in Google Summer of Code - call for students (and projects) Mar 22, 2012
How does one handle missing dates in quantmod/quantstrat time series?
2 msgs
Wei Wu How does one handle missing dates in quantmod/quantstrat time series? Mar 21, 2012
Brian G. Peterson How does one handle missing dates in quantmod/quantstrat time series? Mar 22, 2012
Chepe te ha dejado un mensaje...
1 msg
Badoo Chepe te ha dejado un mensaje... Mar 20, 2012
Chepe te ha dejado un mensaje...
1 msg
Badoo Chepe te ha dejado un mensaje... Mar 20, 2012
data manipulation to for quantmod function
1 msg
Gei Lin data manipulation to for quantmod function Mar 20, 2012
getQuote problem with multiple symbols
4 msgs
Xian Li getQuote problem with multiple symbols Mar 19, 2012
G See getQuote problem with multiple symbols Mar 19, 2012
G See getQuote problem with multiple symbols Mar 19, 2012
Xian Li getQuote problem with multiple symbols Mar 19, 2012
R/Finance 2012 Registration Open, (Draft) Agenda Posted
1 msg
Dirk Eddelbuettel R/Finance 2012 Registration Open, (Draft) Agenda Posted Mar 19, 2012
significant lags in causality test?
1 msg
Michael significant lags in causality test? Mar 19, 2012
RBloomberg rounding price increments to 4 decimals
4 msgs
Gei Lin RBloomberg rounding price increments to 4 decimals Mar 19, 2012
Brian G. Peterson RBloomberg rounding price increments to 4 decimals Mar 19, 2012
John Laing RBloomberg rounding price increments to 4 decimals Mar 19, 2012
Gei Lin RBloomberg rounding price increments to 4 decimals Mar 19, 2012
Compiling R code / java trading framework
3 msgs
Pierre-Alexandre Compiling R code / java trading framework Mar 16, 2012
Ulrich Staudinger Compiling R code / java trading framework Mar 17, 2012
Joshua Ulrich Compiling R code / java trading framework Mar 17, 2012
Price Data Sources
2 msgs
Chris Montaño Price Data Sources Mar 16, 2012
Gaurav Malhotra Price Data Sources Mar 17, 2012
quadprog error?
3 msgs
none quadprog error? Mar 15, 2012
Enrico Schumann quadprog error? Mar 16, 2012
none quadprog error? Mar 16, 2012
different results with fExoticOptions
6 msgs
Krishna Kumar different results with fExoticOptions Mar 15, 2012
Arun Kumar Saha different results with fExoticOptions Mar 15, 2012
Krishna Kumar different results with fExoticOptions Mar 15, 2012
Arun Kumar Saha different results with fExoticOptions Mar 15, 2012
Krishna Kumar different results with fExoticOptions Mar 16, 2012
Arun Kumar Saha different results with fExoticOptions Mar 16, 2012
Portfolio cardinality constraints using solve.QP
2 msgs
Terry Griffin Portfolio cardinality constraints using solve.QP Mar 15, 2012
Alexios Ghalanos Portfolio cardinality constraints using solve.QP Mar 16, 2012
how to test significance of VAR coefficients in DCC GARCH Fit
5 msgs
mamush bukana how to test significance of VAR coefficients in DCC GARCH Fit Mar 14, 2012
Arun Kumar Saha how to test significance of VAR coefficients in DCC GARCH Fit Mar 14, 2012
Alexios Ghalanos how to test significance of VAR coefficients in DCC GARCH Fit Mar 14, 2012
Gmail how to test significance of VAR coefficients in DCC GARCH Fit Mar 14, 2012
Alexios Ghalanos how to test significance of VAR coefficients in DCC GARCH Fit Mar 15, 2012
Technical Pattern Trading (Should Head Should, etc.) in R?
4 msgs
Michael Technical Pattern Trading (Should Head Should, etc.) in R? Mar 14, 2012
G See Technical Pattern Trading (Should Head Should, etc.) in R? Mar 14, 2012
Michael Technical Pattern Trading (Should Head Should, etc.) in R? Mar 14, 2012
Michael Technical Pattern Trading (Should Head Should, etc.) in R? Mar 14, 2012
Historical FX Data via IBrokers API
2 msgs
Glenn Dunster Historical FX Data via IBrokers API Mar 14, 2012
G See Historical FX Data via IBrokers API Mar 14, 2012
Is there R code for measuring information coefficient?
7 msgs
Michael Is there R code for measuring information coefficient? Mar 13, 2012
Brian G. Peterson Is there R code for measuring information coefficient? Mar 13, 2012
Michael Is there R code for measuring information coefficient? Mar 13, 2012
Brian G. Peterson Is there R code for measuring information coefficient? Mar 13, 2012
Michael Is there R code for measuring information coefficient? Mar 14, 2012
Brian G. Peterson Is there R code for measuring information coefficient? Mar 14, 2012
Michael Is there R code for measuring information coefficient? Mar 14, 2012
Historical FX Data via IBrokers API
4 msgs
Glenn Dunster Historical FX Data via IBrokers API Mar 14, 2012
Enrico Schumann Historical FX Data via IBrokers API Mar 14, 2012
Mark Harrison Historical FX Data via IBrokers API Mar 14, 2012
G See Historical FX Data via IBrokers API Mar 14, 2012
Does Quantstrat use C/Fortran to do the computation?
3 msgs
hifin Does Quantstrat use C/Fortran to do the computation? Mar 14, 2012
Daniel Cegiełka Does Quantstrat use C/Fortran to do the computation? Mar 14, 2012
Brian G. Peterson Does Quantstrat use C/Fortran to do the computation? Mar 14, 2012
quantmod/addTA/.GlobalEnv question
3 msgs
Subhrangshu Nandi quantmod/addTA/.GlobalEnv question Mar 7, 2012
Patrick Leoni Re : quantmod/addTA/.GlobalEnv question Mar 7, 2012
Subhrangshu Nandi quantmod/addTA/.GlobalEnv question Mar 13, 2012
Are there genetic algorithm for trading strategy evolution in R?
18 msgs
Michael Are there genetic algorithm for trading strategy evolution in R? Mar 7, 2012
Sofian Hadiwijaya Are there genetic algorithm for trading strategy evolution in R? Mar 7, 2012
Zachary Mayer Are there genetic algorithm for trading strategy evolution in R? Mar 8, 2012
Brian G. Peterson Are there genetic algorithm for trading strategy evolution in R? Mar 8, 2012
Michael Are there genetic algorithm for trading strategy evolution in R? Mar 8, 2012
Luna Are there genetic algorithm for trading strategy evolution in R? Mar 8, 2012
Worik Stanton Are there genetic algorithm for trading strategy evolution in R? Mar 8, 2012
Patrick Burns Are there genetic algorithm for trading strategy evolution in R? Mar 8, 2012
Daniel Cegiełka Are there genetic algorithm for trading strategy evolution in R? Mar 8, 2012
Patrick Burns Are there genetic algorithm for trading strategy evolution in R? Mar 8, 2012
Gaurav Malhotra testing momentum - Quantstrat Mar 8, 2012
Ulrich Staudinger Are there genetic algorithm for trading strategy evolution in R? Mar 8, 2012
Roupell, Darko Are there genetic algorithm for trading strategy evolution in R? Mar 8, 2012
Michael Are there genetic algorithm for trading strategy evolution in R? Mar 8, 2012
Michael Are there genetic algorithm for trading strategy evolution in R? Mar 8, 2012
Enrico Schumann Are there genetic algorithm for trading strategy evolution in R? Mar 8, 2012
Michael Are there genetic algorithm for trading strategy evolution in R? Mar 13, 2012
Ulrich Staudinger Are there genetic algorithm for trading strategy evolution in R? Mar 13, 2012
Black Scholes 3d plot
1 msg
Anna Dunietz Black Scholes 3d plot Mar 13, 2012
Problems with values in blotter portfolio and end equity
1 msg
liciobruno Problems with values in blotter portfolio and end equity Mar 13, 2012
Abnormal returns in R
2 msgs
Senne Van Handenhove Abnormal returns in R Mar 13, 2012
Brian G. Peterson Abnormal returns in R Mar 13, 2012
Abnormal returns in R
1 msg
Senne Van Handenhove Abnormal returns in R Mar 13, 2012
rmgarch arguments
2 msgs
mamush bukana rmgarch arguments Mar 13, 2012
Alexios Ghalanos rmgarch arguments Mar 13, 2012
ranking xts objects
8 msgs
Gaurav Malhotra ranking xts objects Mar 9, 2012
Jeff Ryan ranking xts objects Mar 10, 2012
Gaurav Malhotra ranking xts objects Mar 10, 2012
Brian G. Peterson ranking xts objects Mar 10, 2012
Gaurav Malhotra ranking xts objects Mar 10, 2012
Brian G. Peterson ranking xts objects Mar 10, 2012
Gaurav Malhotra ranking xts objects Mar 12, 2012
Brian G. Peterson ranking xts objects Mar 12, 2012
Anyone can help with backtesting?
4 msgs
Sebastian Steins Anyone can help with backtesting? Mar 9, 2012
julien cuisinier Anyone can help with backtesting? Mar 9, 2012
Sebastian Steins Anyone can help with backtesting? Mar 9, 2012
Jeff Ryan Anyone can help with backtesting? Mar 9, 2012
Return calculation for panel data structure
9 msgs
Arsenio Return calculation for panel data structure Mar 5, 2012
Robert Iquiapaza Return calculation for panel data structure Mar 6, 2012
Arsenio Return calculation for panel data structure Mar 6, 2012
Matthew Clegg Return calculation for panel data structure Mar 6, 2012
Jeff Ryan Return calculation for panel data structure Mar 7, 2012
Arsenio Return calculation for panel data structure Mar 8, 2012
Arsenio Return calculation for panel data structure Mar 8, 2012
Matthew Clegg Return calculation for panel data structure Mar 9, 2012
Jeff Ryan Return calculation for panel data structure Mar 9, 2012
portfolios vs strategies in quantstrat
1 msg
Faber Castell portfolios vs strategies in quantstrat Mar 8, 2012
Message 7 Subject: Commodity prices
1 msg
Edouard Tallent Message 7 Subject: Commodity prices Mar 8, 2012
Commodity prices
2 msgs
Belmont Commodity prices Mar 7, 2012
G See Commodity prices Mar 7, 2012
Hierarchical clustering and time series
1 msg
fabien azoulay Hierarchical clustering and time series Mar 7, 2012
RollingStyle in PApages?
2 msgs
Matt Considine RollingStyle in PApages? Mar 6, 2012
Peter Carl RollingStyle in PApages? Mar 7, 2012
RollingStyle in PApages?
2 msgs
Matt Considine RollingStyle in PApages? Mar 5, 2012
Kent Russell RollingStyle in PApages? Mar 6, 2012
Does getSymbols.csv() take a "format" argument?
5 msgs
Ross Bennett Does getSymbols.csv() take a "format" argument? Mar 6, 2012
Stergios Marinopoulos Does getSymbols.csv() take a "format" argument? Mar 6, 2012
Jeff Ryan Does getSymbols.csv() take a "format" argument? Mar 6, 2012
G See Does getSymbols.csv() take a "format" argument? Mar 6, 2012
Ross Bennett Does getSymbols.csv() take a "format" argument? Mar 6, 2012
adjusting for report date (removing look-ahead) - zoo, xts
1 msg
Ben quant adjusting for report date (removing look-ahead) - zoo, xts Mar 5, 2012
Quantmod SMA not working
4 msgs
Mark Harrison Quantmod SMA not working Mar 5, 2012
Jeff Ryan Quantmod SMA not working Mar 5, 2012
Mark Harrison Quantmod SMA not working Mar 5, 2012
Joshua Ulrich Quantmod SMA not working Mar 5, 2012
using getQuote with subscription to yahoo real-time data?
8 msgs
andre zege using getQuote with subscription to yahoo real-time data? Mar 2, 2012
Joshua Ulrich using getQuote with subscription to yahoo real-time data? Mar 2, 2012
Brian G. Peterson using getQuote with subscription to yahoo real-time data? Mar 2, 2012
andre zege using getQuote with subscription to yahoo real-time data? Mar 2, 2012
michael.weylandt at gmail.com (R. Michael Weylandt using getQuote with subscription to yahoo real-time data? Mar 2, 2012
Jeff Ryan using getQuote with subscription to yahoo real-time data? Mar 2, 2012
Clhis Alberty : using yahooSeries fo dowload Historical data? Mar 5, 2012
Clhis Alberty : using yahooSeries fo dowload Historical data? Mar 5, 2012
Does getSymbols.csv() take a "format" argument?
1 msg
Stergios Marinopoulos Does getSymbols.csv() take a "format" argument? Mar 3, 2012
Question reg rbloomberg
1 msg
Amit Mishra Question reg rbloomberg Mar 3, 2012
portfolios vs strategies in quantstrat
1 msg
Faber Castell portfolios vs strategies in quantstrat Mar 2, 2012
Update price data on disk using mmap package
1 msg
Me Update price data on disk using mmap package Mar 1, 2012
Potential bug in quantstrat in how it handles "F" symbol
4 msgs
Brian G. Peterson Potential bug in quantstrat in how it handles "F" symbol Mar 1, 2012
Sergey Pisarenko Potential bug in quantstrat in how it handles "F" symbol Mar 1, 2012
Sergey Pisarenko Potential bug in quantstrat in how it handles "F" symbol Mar 1, 2012
Sergey Pisarenko Potential bug in quantstrat in how it handles "F" symbol Mar 1, 2012
quantstrat - 1) iceberg, 2) trailing entry examples, and 3) fundamental data indicator
3 msgs
Brian G. Peterson quantstrat - 1) iceberg, 2) trailing entry examples, and 3) fundamental data indicator Mar 1, 2012
Ben quant quantstrat - 1) iceberg, 2) trailing entry examples, and 3) fundamental data indicator Mar 1, 2012
Brian G. Peterson quantstrat - 1) iceberg, 2) trailing entry examples, and 3) fundamental data indicator Mar 1, 2012
quantstrat - 1) iceberg, 2) trailing entry examples, and 3) fundamental data indicator
1 msg
Ben quant quantstrat - 1) iceberg, 2) trailing entry examples, and 3) fundamental data indicator Mar 1, 2012
Potential bug in quantstrat in how it handles "F" symbol
1 msg
Potential bug in quantstrat in how it handles "F" symbol
1 msg
Sergey Pisarenko Potential bug in quantstrat in how it handles "F" symbol Feb 29, 2012
quantstrat - 1) iceberg, 2) trailing entry examples, and 3) fundamental data indicator
1 msg
Splitting time series into blocks/regimes?
1 msg
Anmol Sethy Splitting time series into blocks/regimes? Feb 29, 2012