R-SIG-Finance April 2012

Thread Subject Author Date

228 messages in 76 threads

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Rolling correlations with zoo object

2 msgs Apr 30

Gabor Grothendieck Rolling correlations with zoo object Apr 30, 2012

jim green Rolling correlations with zoo object Apr 30, 2012

Historical data for single dates

3 msgs Apr 30

Noah Silverman Historical data for single dates Apr 30, 2012

jim green Historical data for single dates Apr 30, 2012

Noah Silverman Historical data for single dates Apr 30, 2012

Rolling correlations with zoo object

1 msg Apr 30

jim green Rolling correlations with zoo object Apr 30, 2012

16 msgs Apr 30

Gordon Erlebacher date to index Apr 30, 2012

Joshua Ulrich date to index Apr 30, 2012

Me date to index Apr 30, 2012

Jeff Ryan date to index Apr 30, 2012

Joshua Ulrich date to index Apr 30, 2012

Gordon Erlebacher date to index Apr 30, 2012

Gordon Erlebacher date to index Apr 30, 2012

Joshua Ulrich date to index Apr 30, 2012

Gordon Erlebacher date to index Apr 30, 2012

Brian G. Peterson date to index Apr 30, 2012

Jeff Ryan date to index Apr 30, 2012

Gordon Erlebacher date to index Apr 30, 2012

Gordon Erlebacher date to index Apr 30, 2012

Jeff Ryan date to index Apr 30, 2012

Joshua Ulrich date to index Apr 30, 2012

Gordon Erlebacher date to index Apr 30, 2012

question on charting

1 msg Apr 30

Gordon Erlebacher question on charting Apr 30, 2012

Crossposting (was 'Help! NAs and errors in ugarchfit')

1 msg Apr 30

Steve Wisdom Crossposting (was 'Help! NAs and errors in ugarchfit') Apr 30, 2012

about an error of xts

9 msgs Apr 30

Haiping LAN about an error of xts Apr 23, 2012

Db about an error of xts Apr 23, 2012

R. Michael Weylandt about an error of xts Apr 23, 2012

Brian G. Peterson about an error of xts Apr 23, 2012

Haiping LAN about an error of xts Apr 28, 2012

Brian G. Peterson about an error of xts Apr 28, 2012

Haiping LAN about an error of xts Apr 28, 2012

Brian G. Peterson about an error of xts Apr 29, 2012

Db about an error of xts Apr 30, 2012

Help! NAs and errors in ugarchfit ...

8 msgs Apr 29

Luna Help! NAs and errors in ugarchfit ... Apr 28, 2012

Alexios Ghalanos Help! NAs and errors in ugarchfit ... Apr 28, 2012

Joshua Ulrich Help! NAs and errors in ugarchfit ... Apr 29, 2012

Luna Help! NAs and errors in ugarchfit ... Apr 29, 2012

Brian G. Peterson Help! NAs and errors in ugarchfit ... Apr 29, 2012

Luna Help! NAs and errors in ugarchfit ... Apr 29, 2012

Joshua Ulrich Help! NAs and errors in ugarchfit ... Apr 29, 2012

Luna Help! NAs and errors in ugarchfit ... Apr 29, 2012

problem with import data

6 msgs Apr 29

krisan haria problem with import data Apr 29, 2012

Brian G. Peterson problem with import data Apr 29, 2012

G See problem with import data Apr 29, 2012

krisan haria problem with import data Apr 29, 2012

FJ M problem with import data Apr 29, 2012

krisan haria problem with import data Apr 29, 2012

about an error of xts

1 msg Apr 29

Matt Considine about an error of xts Apr 29, 2012

Indexing Package

6 msgs Apr 28

jpman Indexing Package Apr 27, 2012

Patrick Burns Indexing Package Apr 28, 2012

Joshua Ulrich Indexing Package Apr 28, 2012

jpman Indexing Package Apr 28, 2012

Brian G. Peterson Indexing Package Apr 28, 2012

Joshua Ulrich Indexing Package Apr 28, 2012

Using attachSymbols with non-default argument values (Was: the ZigZag function)

8 msgs Apr 27

G See Using attachSymbols with non-default argument values (Was: the ZigZag function) Apr 26, 2012

Gordon Erlebacher Using attachSymbols with non-default argument values (Was: the ZigZag function) Apr 26, 2012

Brian G. Peterson Using attachSymbols with non-default argument values (Was: the ZigZag function) Apr 26, 2012

G See Using attachSymbols with non-default argument values (Was: the ZigZag function) Apr 26, 2012

Gordon Erlebacher Using attachSymbols with non-default argument values (Was: the ZigZag function) Apr 26, 2012

G See Using attachSymbols with non-default argument values (Was: the ZigZag function) Apr 26, 2012

G See Using attachSymbols with non-default argument values (Was: the ZigZag function) Apr 26, 2012

Patrick Burns Using attachSymbols with non-default argument values (Was: the ZigZag function) Apr 27, 2012

Strange results from Quantstrat

1 msg Apr 26

jim green Strange results from Quantstrat Apr 26, 2012

trayport / Genium INET api

1 msg Apr 26

Andres Susrud trayport / Genium INET api Apr 26, 2012

the ZigZag function

3 msgs Apr 26

Gordon Erlebacher the ZigZag function Apr 25, 2012

Joshua Ulrich the ZigZag function Apr 25, 2012

Gordon Erlebacher the ZigZag function Apr 26, 2012

1 msg Apr 25

R. Michael Weylandt Information Apr 25, 2012

to make the finance package running

2 msgs Apr 25

Wei-han Liu to make the finance package running Apr 25, 2012

michael.weylandt at gmail.com (R. Michael Weylandt to make the finance package running Apr 25, 2012

3 msgs Apr 25

Mahesh Krishnan Fund holdings Apr 25, 2012

G See Fund holdings Apr 25, 2012

G See Fund holdings Apr 25, 2012

2 msgs Apr 24

Karim Information Apr 24, 2012

R. Michael Weylandt Information Apr 24, 2012

tradeStats vs table.AnnualizedReturns discrepancy

3 msgs Apr 24

SW tradeStats vs table.AnnualizedReturns discrepancy Apr 23, 2012

Brian G. Peterson tradeStats vs table.AnnualizedReturns discrepancy Apr 24, 2012

SW tradeStats vs table.AnnualizedReturns discrepancy Apr 24, 2012

2 msgs Apr 23

Enrico Schumann Help request Apr 23, 2012

Me Help request Apr 23, 2012

GARCH

1 msg Apr 23

Elham Daadmehr GARCH Apr 23, 2012

UW Computational Finance Students

1 msg Apr 23

Eric Zivot UW Computational Finance Students Apr 23, 2012

Annotations to chart_Series data

5 msgs Apr 23

Gordon Erlebacher Annotations to chart_Series data Apr 23, 2012

Brian G. Peterson Annotations to chart_Series data Apr 23, 2012

Gordon Erlebacher Annotations to chart_Series data Apr 23, 2012

Joshua Ulrich Annotations to chart_Series data Apr 23, 2012

Gordon Erlebacher Annotations to chart_Series data Apr 23, 2012

urgent

3 msgs Apr 23

NIKOI KOTEY urgent Apr 23, 2012

Joshua Ulrich urgent Apr 23, 2012

G See urgent Apr 23, 2012

Problem with R bloomberg.

5 msgs Apr 23

krisan haria Problem with R bloomberg. Apr 23, 2012

Sergio Alvarez Problem with R bloomberg. Apr 23, 2012

krisan haria Problem with R bloomberg. Apr 23, 2012

Sergio Alvarez Problem with R bloomberg. Apr 23, 2012

krisan haria Problem with R bloomberg. Apr 23, 2012

rollapply - error message - wrong sign in 'by' argument

2 msgs Apr 23

Bernd Dittmann rollapply - error message - wrong sign in 'by' argument Apr 23, 2012

Gabor Grothendieck rollapply - error message - wrong sign in 'by' argument Apr 23, 2012

creation of add_stoch

3 msgs Apr 22

Gordon Erlebacher creation of add_stoch Apr 22, 2012

Gordon Erlebacher creation of add_stoch Apr 22, 2012

Diethelm Wuertz Don't miss: 6th R/Rmetrics Meielisalp Workshop 2012, June 24-28 Apr 22, 2012

Use of chart_Series

2 msgs Apr 22

Gordon Erlebacher Use of chart_Series Apr 22, 2012

Joshua Ulrich Use of chart_Series Apr 22, 2012

1 msg Apr 22

N.j.apps22 (no subject) Apr 22, 2012

quantmod calling barChart from a function .. problematic

1 msg Apr 21

slava zimine quantmod calling barChart from a function .. problematic Apr 21, 2012

quantmod calling barChart from a function .. problematic

3 msgs Apr 21

slava zimine quantmod calling barChart from a function .. problematic Apr 20, 2012

slava zimine quantmod calling barChart from a function .. problematic Apr 20, 2012

Brian G. Peterson quantmod calling barChart from a function .. problematic Apr 21, 2012

Paulo Sousa deixou uma mensagem para você...

1 msg Apr 20

Badoo Paulo Sousa deixou uma mensagem para você... Apr 20, 2012

Graphing Dividends, Re-investing dividends, dividend pay date

1 msg Apr 20

FJ M Graphing Dividends, Re-investing dividends, dividend pay date Apr 20, 2012

Using abline with chartSeries

11 msgs Apr 20

Worik Stanton Using abline with chartSeries Apr 7, 2012

Joshua Ulrich Using abline with chartSeries Apr 7, 2012

Worik Stanton Using abline with chartSeries Apr 7, 2012

Worik Stanton Using abline with chartSeries Apr 8, 2012

acquitaine Using abline with chartSeries Apr 8, 2012

Joshua Ulrich Using abline with chartSeries Apr 8, 2012

Joshua Ulrich Using abline with chartSeries Apr 8, 2012

acquitaine Using abline with chartSeries Apr 8, 2012

Worik Stanton Using abline with chartSeries Apr 9, 2012

Joshua Ulrich Using abline with chartSeries Apr 18, 2012

slava zimine Using abline with chartSeries Apr 20, 2012

Time Series Lead Lag Analysis

1 msg Apr 20

Stefan Janse van Rensburg Time Series Lead Lag Analysis Apr 20, 2012

Time Series Lead Lag Analysis

3 msgs Apr 20

Gaurav Raizada Time Series Lead Lag Analysis Apr 19, 2012

Shantanu Sharma Time Series Lead Lag Analysis Apr 19, 2012

Gaurav Raizada Time Series Lead Lag Analysis Apr 20, 2012

BDS TEST-PACKAGE tseries

2 msgs Apr 19

Papa sen BDS TEST-PACKAGE tseries Apr 19, 2012

Alexios Ghalanos BDS TEST-PACKAGE tseries Apr 19, 2012

Using abline with chartSeries

1 msg Apr 19

Samo Pahor Using abline with chartSeries Apr 19, 2012

Career Opportunity at Fina Technologies

1 msg Apr 19

Dave DeCaprio Career Opportunity at Fina Technologies Apr 19, 2012

Modify the chart object to save plotted text

3 msgs Apr 18

Stergios Marinopoulos Modify the chart object to save plotted text Apr 11, 2012

Joshua Ulrich Modify the chart object to save plotted text Apr 18, 2012

Brian G. Peterson Modify the chart object to save plotted text Apr 18, 2012

bds test

3 msgs Apr 18

Papa Senyo bds test Apr 17, 2012

Alexios Ghalanos bds test Apr 17, 2012

Papa Senyo bds test Apr 18, 2012

question about subsetting xts, calculating returns

3 msgs Apr 18

Andreas Voellenklee question about subsetting xts, calculating returns Apr 12, 2012

G See question about subsetting xts, calculating returns Apr 12, 2012

Andreas Voellenklee question about subsetting xts, calculating returns Apr 18, 2012

New RBloomberg builds

1 msg Apr 17

John Laing New RBloomberg builds Apr 17, 2012

timeSeries 2 zoo convert

5 msgs Apr 17

Costas Vorlow timeSeries 2 zoo convert Apr 17, 2012

Joshua Ulrich timeSeries 2 zoo convert Apr 17, 2012

R. Michael Weylandt timeSeries 2 zoo convert Apr 17, 2012

Costas Vorlow timeSeries 2 zoo convert Apr 17, 2012

Joshua Ulrich timeSeries 2 zoo convert Apr 17, 2012

quadratically constrained quadratic programming

2 msgs Apr 17

Michael quadratically constrained quadratic programming Apr 17, 2012

Michael quadratically constrained quadratic programming Apr 17, 2012

quantstrat - problems with ordersize function

6 msgs Apr 17

Andreas Mikkelsen quantstrat - problems with ordersize function Apr 4, 2012

G See quantstrat - problems with ordersize function Apr 4, 2012

Brian G. Peterson quantstrat - problems with ordersize function Apr 4, 2012

FJ M quantstrat - problems with ordersize function Apr 4, 2012

Jeff Ryan quantstrat - problems with ordersize function Apr 4, 2012

Andreas Mikkelsen quantstrat - problems with ordersize function Apr 17, 2012

IBrokers order status

2 msgs Apr 16

Noah Silverman IBrokers order status Apr 16, 2012

Me IBrokers order status Apr 16, 2012

Help

2 msgs Apr 16

osvald wiklander Help Apr 16, 2012

osvald wiklander Help Apr 16, 2012

R fArma package

1 msg Apr 15

jefe goode R fArma package Apr 15, 2012

Donchian Channel in TTR

5 msgs Apr 15

Andreas Voellenklee Donchian Channel in TTR Apr 5, 2012

Jeff Ryan Donchian Channel in TTR Apr 5, 2012

Andreas Voellenklee Donchian Channel in TTR Apr 8, 2012

BBands Donchian Channel in TTR Apr 13, 2012

Joshua Ulrich Donchian Channel in TTR Apr 15, 2012

Interesting behaviour in BBands

1 msg Apr 14

Stergios Marinopoulos Interesting behaviour in BBands Apr 14, 2012

Trouble with RBloomberg on R 2.13.0

4 msgs Apr 13

Cliff Clive Trouble with RBloomberg on R 2.13.0 Apr 12, 2012

KengOnn Trouble with RBloomberg on R 2.13.0 Apr 12, 2012

Cliff Clive Trouble with RBloomberg on R 2.13.0 Apr 13, 2012

KengOnn Trouble with RBloomberg on R 2.13.0 Apr 13, 2012

Interesting behaviour in BBands

1 msg Apr 13

BBands Interesting behaviour in BBands Apr 13, 2012

PerformanceAnalytics Return.calculate "simple" does not work

3 msgs Apr 13

Techni X PerformanceAnalytics Return.calculate "simple" does not work Apr 12, 2012

Brian G. Peterson PerformanceAnalytics Return.calculate "simple" does not work Apr 12, 2012

Techni X PerformanceAnalytics Return.calculate "simple" does not work Apr 13, 2012

Guy's example osFixedDollar not working in latest quantstrat

1 msg Apr 12

Jim Green Guy's example osFixedDollar not working in latest quantstrat Apr 12, 2012

RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"

3 msgs Apr 12

Cliff Clive RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array" Apr 12, 2012

John Laing RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array" Apr 12, 2012

Cliff Clive RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array" Apr 12, 2012

R/Finance 2012 registrations going strong (Was: Registration Open, (Draft) Agenda Posted)

1 msg Apr 10

Dirk Eddelbuettel R/Finance 2012 registrations going strong (Was: Registration Open, (Draft) Agenda Posted) Apr 10, 2012

PortfolioAnalytics / optimize.portfolio.parallel()

2 msgs Apr 10

Horst R. Wolf PortfolioAnalytics / optimize.portfolio.parallel() Apr 10, 2012

Brian G. Peterson PortfolioAnalytics / optimize.portfolio.parallel() Apr 10, 2012

Constraints on tangecyPortfolio in fPortfolio

4 msgs Apr 10

Noah Silverman Constraints on tangecyPortfolio in fPortfolio Apr 9, 2012

Brian G. Peterson Constraints on tangecyPortfolio in fPortfolio Apr 9, 2012

Noah Silverman Constraints on tangecyPortfolio in fPortfolio Apr 9, 2012

Ledon, Alain Constraints on tangecyPortfolio in fPortfolio Apr 10, 2012

Blotter and FinancialInstruments on multicurrency portfolios

2 msgs Apr 9

Barrios, Sergio Julian Blotter and FinancialInstruments on multicurrency portfolios Apr 9, 2012

Brian G. Peterson Blotter and FinancialInstruments on multicurrency portfolios Apr 9, 2012

Using abline with chartSeries

1 msg Apr 9

Stergios Marinopoulos Using abline with chartSeries Apr 9, 2012

2 msgs Apr 9

jefe goode fArma problem Apr 9, 2012

Jeff Ryan fArma problem Apr 9, 2012

fArma problem solved ...

1 msg Apr 9

jefe goode fArma problem solved ... Apr 9, 2012

How to determine the efficient frontier of Black-Litterman model (using BLCOP package) in fPortfolio package?

1 msg Apr 8

paul kouchtch How to determine the efficient frontier of Black-Litterman model (using BLCOP package) in fPortfolio package? Apr 8, 2012

1 msg Apr 8

Aleksi Mattila (no subject) Apr 8, 2012

Real-world Pairs Trading?

7 msgs Apr 7

Michael Real-world Pairs Trading? Apr 7, 2012

G See Real-world Pairs Trading? Apr 7, 2012

Joshua Ulrich Real-world Pairs Trading? Apr 7, 2012

Premkumar Narasimhan Real-world Pairs Trading? Apr 7, 2012

Mark Leeds Real-world Pairs Trading? Apr 7, 2012

Joshua Ulrich Real-world Pairs Trading? Apr 7, 2012

Premkumar Narasimhan Real-world Pairs Trading? Apr 7, 2012

error catching in getSymbols

3 msgs Apr 5

benn fine error catching in getSymbols Apr 3, 2012

Joshua Ulrich error catching in getSymbols Apr 4, 2012

Mark Breman error catching in getSymbols Apr 5, 2012

R Bloomberg for intraday prices

8 msgs Apr 5

S R Bloomberg for intraday prices Apr 1, 2012

Brian G. Peterson R Bloomberg for intraday prices Apr 1, 2012

Ledon, Alain R Bloomberg for intraday prices Apr 2, 2012

S R Bloomberg for intraday prices Apr 3, 2012

Jeff Ryan R Bloomberg for intraday prices Apr 3, 2012

Jeff Ryan R Bloomberg for intraday prices Apr 3, 2012

S R Bloomberg for intraday prices Apr 5, 2012

Jeff Ryan R Bloomberg for intraday prices Apr 5, 2012

error catching in getSymbols

1 msg Apr 5

Stergios Marinopoulos error catching in getSymbols Apr 5, 2012

Data to start with?

5 msgs Apr 5

Sebastian Steins Data to start with? Apr 4, 2012

R. Michael Weylandt Data to start with? Apr 4, 2012

FJ M Data to start with? Apr 4, 2012

Andreas Voellenklee Data to start with? Apr 5, 2012

Guy Green Data to start with? Apr 5, 2012

GetSymbols & Weekend Data

4 msgs Apr 3

Mark Harrison GetSymbols & Weekend Data Apr 3, 2012

G See GetSymbols & Weekend Data Apr 3, 2012

G See GetSymbols & Weekend Data Apr 3, 2012

Mark Harrison GetSymbols & Weekend Data Apr 3, 2012

How to select the lag K in Johansen co-integration test?

2 msgs Apr 2

Michael How to select the lag K in Johansen co-integration test? Apr 2, 2012

Michael How to select the lag K in Johansen co-integration test? Apr 2, 2012

Quick question: the parameter K in the Johansen Procedure for VAR?

3 msgs Apr 2

Michael Quick question: the parameter K in the Johansen Procedure for VAR? Apr 2, 2012

R. Michael Weylandt Quick question: the parameter K in the Johansen Procedure for VAR? Apr 2, 2012

Michael Quick question: the parameter K in the Johansen Procedure for VAR? Apr 2, 2012

How to automatically extract test result from Johansen test?

2 msgs Apr 2

Michael How to automatically extract test result from Johansen test? Apr 2, 2012

Michael How to automatically extract test result from Johansen test? Apr 2, 2012

2 msgs Apr 1

Eric Thungstom xts and sapply Apr 1, 2012

R. Michael Weylandt xts and sapply Apr 1, 2012