R-SIG-Finance May 2012
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A
Alain Burt
Last active: May 17, 2012
1 msg
Alain Burt
Last active: May 17, 2012
A
Alex Fei
Last active: May 24, 2012
7 msgs
Alex Fei
Last active: May 24, 2012A
Alex Fei
copula with rmgarch
May 7, 2012
A
Alex Fei
copula with rmgarch
May 8, 2012
A
Alex Fei
copula with rmgarch
May 8, 2012
A
Alex Fei
copula with rmgarch
May 9, 2012
A
Alex Fei
copula with rmgarch
May 9, 2012
A
Alex Fei
rugarchsim / garchsim with a user-defined time series matrix of standardized i.i.d. disturbances
May 24, 2012
A
Alex Fei
rugarchsim / garchsim with a user-defined time series matrix of standardized i.i.d. disturbances
May 24, 2012
A
Alex Grund
Last active: May 30, 2012
1 msg
Alex Grund
Last active: May 30, 2012
A
Alexander Chernyakov
Last active: May 5, 2012
4 msgs
Alexander Chernyakov
Last active: May 5, 2012
A
Alexios Ghalanos
Last active: May 27, 2012
19 msgs
Alexios Ghalanos
Last active: May 27, 2012A
Alexios Ghalanos
Back test report in Rugarch
May 2, 2012
A
Alexios Ghalanos
Back test report in Rugarch
May 2, 2012
A
Alexios Ghalanos
Rugarch for EWMA/VaR
May 3, 2012
A
Alexios Ghalanos
Rugarch for EWMA/VaR
May 3, 2012
A
Alexios Ghalanos
Standardization of GH distribution
May 5, 2012
A
Alexios Ghalanos
copula with rmgarch
May 7, 2012
A
Alexios Ghalanos
copula with rmgarch
May 8, 2012
A
Alexios Ghalanos
copula with rmgarch
May 8, 2012
A
Alexios Ghalanos
copula with rmgarch
May 9, 2012
A
Alexios Ghalanos
copula with rmgarch
May 9, 2012
A
Alexios Ghalanos
rmgarch arguments
May 16, 2012
A
Alexios Ghalanos
About rugarch (message to alexios)
May 17, 2012
A
Alexios Ghalanos
arfimafit issue
May 21, 2012
A
Alexios Ghalanos
estimation difference between ugarchroll and ugarchfit
May 23, 2012
A
Alexios Ghalanos
estimation difference between ugarchroll and ugarchfit
May 23, 2012
A
Alexios Ghalanos
rugarchsim / garchsim with a user-defined time series matrix of standardized i.i.d. disturbances
May 24, 2012
A
Alexios Ghalanos
rugarchsim / garchsim with a user-defined time series matrix of standardized i.i.d. disturbances
May 24, 2012
A
Alexios Ghalanos
ugarchforecast
May 27, 2012
A
Alexios Ghalanos
ugarchforecast
May 27, 2012
A
Andreas Voellenklee
Last active: May 17, 2012
2 msgs
Andreas Voellenklee
Last active: May 17, 2012
A
Arun Kumar Saha
Last active: May 19, 2012
1 msg
Arun Kumar Saha
Last active: May 19, 2012
B
BBands
Last active: May 10, 2012
2 msgs
BBands
Last active: May 10, 2012
B
Ben quant
Last active: May 14, 2012
3 msgs
Ben quant
Last active: May 14, 2012
B
Bob
Last active: May 16, 2012
1 msg
Bob
Last active: May 16, 2012
B
Brian G. Peterson
Last active: May 26, 2012
19 msgs
Brian G. Peterson
Last active: May 26, 2012B
Brian G. Peterson
issue on data import to pgAdminIII
May 2, 2012
B
Brian G. Peterson
Back test report in Rugarch
May 2, 2012
B
Brian G. Peterson
quantstrat with intraday data
May 2, 2012
B
Brian G. Peterson
Back test report in Rugarch
May 2, 2012
B
Brian G. Peterson
One week to R/Finance
May 2, 2012
B
Brian G. Peterson
SMA and TTR
May 3, 2012
B
Brian G. Peterson
Cant get this Quantstrat going,
May 4, 2012
B
Brian G. Peterson
Quantstrat - Error while applying strategy
May 5, 2012
B
Brian G. Peterson
Cant get this Quantstrat going,
May 5, 2012
B
Brian G. Peterson
Cant get this Quantstrat going,
May 5, 2012
B
Brian G. Peterson
quanstrat rule to exit same day close (using daily data)
May 13, 2012
B
Brian G. Peterson
quanstrat rule to exit same day close (using daily data)
May 13, 2012
B
Brian G. Peterson
quanstrat rule to exit same day close (using daily data)
May 15, 2012
B
Brian G. Peterson
blotter: updatePortf Error in call to updatePosPL when instrument has no price
May 15, 2012
B
Brian G. Peterson
Is there a bug in Return.calculate function of the PerformanceAnalytics package?
May 15, 2012
B
Brian G. Peterson
mark random rows of xts object
May 17, 2012
B
Brian G. Peterson
look at the underlying source code
May 17, 2012
B
Brian G. Peterson
IBrokers - reqOpenOrders and placeOrder not working
May 21, 2012
B
Brian G. Peterson
plotting with dates
May 26, 2012
C
Cedrick Johnson
Last active: May 27, 2012
2 msgs
Cedrick Johnson
Last active: May 27, 2012
C
Chao Zhang
Last active: May 30, 2012
1 msg
Chao Zhang
Last active: May 30, 2012
C
Chuck
Last active: May 25, 2012
1 msg
Chuck
Last active: May 25, 2012
C
Costas Vorlow
Last active: May 25, 2012
2 msgs
Costas Vorlow
Last active: May 25, 2012
D
Dale W.R. Rosenthal
Last active: May 10, 2012
1 msg
Dale W.R. Rosenthal
Last active: May 10, 2012
D
Daniel Cegiełka
Last active: May 22, 2012
2 msgs
Daniel Cegiełka
Last active: May 22, 2012
D
David Reiner
Last active: May 14, 2012
3 msgs
David Reiner
Last active: May 14, 2012D
David Reiner
- self-fulfilling prophecies in financial study - Email found in subject
May 9, 2012
D
David Reiner
- Re: 1 minute time interval in Bloomberg - Email found in subject
May 14, 2012
D
David Reiner
- Re: [SPAM] - Re: 1 minute time interval in Bloomberg - Email found in subject - Email found in subject
May 14, 2012
D
David-Michael Lincke
Last active: May 9, 2012
2 msgs
David-Michael Lincke
Last active: May 9, 2012
D
Db
Last active: May 29, 2012
1 msg
Db
Last active: May 29, 2012
D
Dirk Eddelbuettel
Last active: May 2, 2012
1 msg
Dirk Eddelbuettel
Last active: May 2, 2012
E
Edouard Tallent
Last active: May 4, 2012
1 msg
Edouard Tallent
Last active: May 4, 2012
E
Eric Thungstom
Last active: May 26, 2012
1 msg
Eric Thungstom
Last active: May 26, 2012
G
G See
Last active: May 23, 2012
20 msgs
G See
Last active: May 23, 2012G
G See
quantstrat with intraday data
May 2, 2012
G
G See
quantstrat with intraday data
May 2, 2012
G
G See
quantstrat with intraday data
May 3, 2012
G
G See
SMA and TTR
May 3, 2012
G
G See
Generating a front month only Time Series for Futures Prices
May 3, 2012
G
G See
Generating a front month only Time Series for Futures Prices
May 3, 2012
G
G See
Generating a front month only Time Series for Futures Prices
May 3, 2012
G
G See
Generating a front month only Time Series for Futures Prices
May 3, 2012
G
G See
Generating a front month only Time Series for Futures Prices
May 3, 2012
G
G See
Generating a front month only Time Series for Futures Prices
May 4, 2012
G
G See
object .blotter not found
May 6, 2012
G
G See
Generating a front month only Time Series for Futures Prices
May 10, 2012
G
G See
Generating a front month only Time Series for Futures Prices
May 10, 2012
G
G See
IBrokers - reqOpenOrders and placeOrder not working anymore
May 11, 2012
G
G See
IBrokers - reqOpenOrders and placeOrder not working anymore
May 11, 2012
G
G See
moving averages on specific interval and merge
May 12, 2012
G
G See
quanstrat rule to exit same day close (using daily data)
May 13, 2012
G
G See
quanstrat rule to exit same day close (using daily data)
May 13, 2012
G
G See
IBrokers - reqOpenOrders and placeOrder not working anymore
May 17, 2012
G
G See
Can't addMACD(). Is it a bug?
May 23, 2012
G
Geoffrey Smith
Last active: May 16, 2012
2 msgs
Geoffrey Smith
Last active: May 16, 2012
G
Gmail
Last active: May 15, 2012
1 msg
Gmail
Last active: May 15, 2012
G
Gordon Erlebacher
Last active: May 31, 2012
7 msgs
Gordon Erlebacher
Last active: May 31, 2012G
Gordon Erlebacher
Efficiency of data.frame to xts conversion
May 2, 2012
G
Gordon Erlebacher
SMA and TTR
May 3, 2012
G
Gordon Erlebacher
question on add_TA
May 3, 2012
G
Gordon Erlebacher
stoch function
May 5, 2012
G
Gordon Erlebacher
candle charting on MacosX Lion
May 24, 2012
G
Gordon Erlebacher
Vertical lines in chart_Series
May 31, 2012
G
Gordon Erlebacher
contribution: chart_Series with vertical/horizontal lines
May 31, 2012
H
Hideyoshi Maeda
Last active: May 21, 2012
1 msg
Hideyoshi Maeda
Last active: May 21, 2012
I
Ivette
Last active: May 2, 2012
1 msg
Ivette
Last active: May 2, 2012
J
James
Last active: May 30, 2012
4 msgs
James
Last active: May 30, 2012
J
Jeff Ryan
Last active: May 22, 2012
8 msgs
Jeff Ryan
Last active: May 22, 2012J
Jeff Ryan
Time indexation after selection in an xts object
May 1, 2012
J
Jeff Ryan
ChartSeries - Quantmod
May 7, 2012
J
Jeff Ryan
stripping holidays from timeSeries() class time series
May 9, 2012
J
Jeff Ryan
IBrokers - reqOpenOrders and placeOrder not working anymore
May 11, 2012
J
Jeff Ryan
Enhancements to getSymbols.MySQL
May 14, 2012
J
Jeff Ryan
IBrokers: issues with combo contracts
May 17, 2012
J
Jeff Ryan
Spread discovery and backtester code
May 22, 2012
J
Jeff Ryan
Spread discovery and backtester code
May 22, 2012
J
Jim Green
Last active: May 17, 2012
7 msgs
Jim Green
Last active: May 17, 2012J
Jim Green
quantstrat with intraday data
May 1, 2012
J
Jim Green
quantstrat with intraday data
May 2, 2012
J
Jim Green
quantstrat with intraday data
May 2, 2012
J
Jim Green
moving averages on specific interval and merge
May 10, 2012
J
Jim Green
Guy's example osFixedDollar not working in latest quantstrat
May 10, 2012
J
Jim Green
moving averages on specific interval and merge
May 12, 2012
J
Jim Green
moving averages on specific interval and merge
May 17, 2012
J
Johanna Slomp
Last active: May 27, 2012
3 msgs
Johanna Slomp
Last active: May 27, 2012
J
John Kerpel
Last active: May 2, 2012
2 msgs
John Kerpel
Last active: May 2, 2012
J
John Laing
Last active: May 30, 2012
3 msgs
John Laing
Last active: May 30, 2012
J
Jorge Nieves
Last active: May 15, 2012
1 msg
Jorge Nieves
Last active: May 15, 2012
J
Joshua Ulrich
Last active: May 29, 2012
9 msgs
Joshua Ulrich
Last active: May 29, 2012J
Joshua Ulrich
Time indexation after selection in an xts object
May 1, 2012
J
Joshua Ulrich
Time indexation after selection in an xts object
May 1, 2012
J
Joshua Ulrich
stripping holidays from timeSeries() class time series
May 9, 2012
J
Joshua Ulrich
What does mean MidTau in Nelson-Siegel's model?
May 12, 2012
J
Joshua Ulrich
quantmod, determine if ADR
May 12, 2012
J
Joshua Ulrich
look at the underlying source code
May 17, 2012
J
Joshua Ulrich
IBrokers - reqOpenOrders and placeOrder not working
May 21, 2012
J
Joshua Ulrich
Spread discovery and backtester code
May 22, 2012
J
Joshua Ulrich
error in yang.zhang volatility{TTR}
May 29, 2012
J
Juan José Fernández García
Last active: May 31, 2012
6 msgs
Juan José Fernández García
Last active: May 31, 2012J
Juan José Fernández García
RBLOOMBERG--conn=blpConnect(iface="COM") PROBLEMS
May 28, 2012
J
Juan José Fernández García
RBLOOMBERG--conn=blpConnect(iface="COM") PROBLEMS
May 28, 2012
J
Juan José Fernández García
RBLOOMBERG--conn=blpConnect(iface="COM") PROBLEMS
May 28, 2012
J
Juan José Fernández García
RBLOOMBERG--conn=blpConnect(iface="COM") PROBLEMS
May 31, 2012
J
Juan José Fernández García
RBLOOMBERG--conn=blpConnect(iface="COM") PROBLEMS
May 31, 2012
J
Juan José Fernández García
RBLOOMBERG--conn=blpConnect(iface="COM") PROBLEMS
May 31, 2012
J
Julien Hambuckers
Last active: May 7, 2012
2 msgs
Julien Hambuckers
Last active: May 7, 2012
J
Julien Hébert-Nguyen
Last active: May 9, 2012
1 msg
Julien Hébert-Nguyen
Last active: May 9, 2012
K
Karim
Last active: May 1, 2012
3 msgs
Karim
Last active: May 1, 2012
K
Kent Russell
Last active: May 26, 2012
1 msg
Kent Russell
Last active: May 26, 2012
M
Marcus Felker
Last active: May 2, 2012
1 msg
Marcus Felker
Last active: May 2, 2012
M
Mark Harrison
Last active: May 13, 2012
3 msgs
Mark Harrison
Last active: May 13, 2012
M
Matthieu Stigler
Last active: May 15, 2012
1 msg
Matthieu Stigler
Last active: May 15, 2012
M
Me
Last active: May 22, 2012
5 msgs
Me
Last active: May 22, 2012
M
Mikko Kauppila
Last active: May 29, 2012
1 msg
Mikko Kauppila
Last active: May 29, 2012
M
Minerva Mora
Last active: May 22, 2012
2 msgs
Minerva Mora
Last active: May 22, 2012
N
Nick
Last active: May 30, 2012
2 msgs
Nick
Last active: May 30, 2012
N
Nitish Ranjan
Last active: May 9, 2012
2 msgs
Nitish Ranjan
Last active: May 9, 2012
O
OpenTrades
Last active: May 16, 2012
2 msgs
OpenTrades
Last active: May 16, 2012
P
Papa sen
Last active: May 9, 2012
5 msgs
Papa sen
Last active: May 9, 2012
P
Peter Chan
Last active: May 6, 2012
3 msgs
Peter Chan
Last active: May 6, 2012
R
R. Michael Weylandt
Last active: May 28, 2012
5 msgs
R. Michael Weylandt
Last active: May 28, 2012R
R. Michael Weylandt
Time indexation after selection in an xts object
May 1, 2012
R
R. Michael Weylandt
Can't addMACD(). Is it a bug?
May 22, 2012
R
R. Michael Weylandt
2 time/date columns to one
May 25, 2012
R
R. Michael Weylandt
2 time/date columns to one
May 25, 2012
R
R. Michael Weylandt
RBLOOMBERG--conn=blpConnect(iface="COM") PROBLEMS
May 28, 2012
R
Richard Herron
Last active: May 9, 2012
6 msgs
Richard Herron
Last active: May 9, 2012R
Richard Herron
panel data in R
May 5, 2012
R
Richard Herron
panel data in R
May 5, 2012
R
Richard Herron
panel data in R
May 5, 2012
R
Richard Herron
panel data in R
May 6, 2012
R
Richard Herron
self-fulfilling prophecies in financial study
May 9, 2012
R
Richard Herron
self-fulfilling prophecies in financial study
May 9, 2012
R
Robert Iquiapaza
Last active: May 9, 2012
1 msg
Robert Iquiapaza
Last active: May 9, 2012
S
S
Last active: May 15, 2012
4 msgs
S
Last active: May 15, 2012S
S
quanstrat rule to exit same day close (using daily data)
May 12, 2012
S
S
quanstrat rule to exit same day close (using daily data)
May 13, 2012
S
S
quanstrat rule to exit same day close (using daily data)
May 15, 2012
S
S
blotter: updatePortf Error in call to updatePosPL when instrument has no price
May 15, 2012
S
Stanley Neo
Last active: May 1, 2012
1 msg
Stanley Neo
Last active: May 1, 2012
S
Sávio M. Ramos
Last active: May 22, 2012
1 msg
Sávio M. Ramos
Last active: May 22, 2012
S
Sávio Ramos
Last active: May 23, 2012
1 msg
Sávio Ramos
Last active: May 23, 2012
T
ThomasF
Last active: May 3, 2012
2 msgs
ThomasF
Last active: May 3, 2012
W
Wei-han Liu
Last active: May 9, 2012
1 msg
Wei-han Liu
Last active: May 9, 2012
W
Whit Armstrong
Last active: May 22, 2012
1 msg
Whit Armstrong
Last active: May 22, 2012
W
Worik Stanton
Last active: May 27, 2012
1 msg
Worik Stanton
Last active: May 27, 2012
X
Xiaoxiao Shi
Last active: May 25, 2012
1 msg
Xiaoxiao Shi
Last active: May 25, 2012
B
bhavna
Last active: May 5, 2012
2 msgs
bhavna
Last active: May 5, 2012
G
golam sakline
Last active: May 7, 2012
1 msg
golam sakline
Last active: May 7, 2012
G
gussinsky
Last active: May 5, 2012
7 msgs
gussinsky
Last active: May 5, 2012G
gussinsky
Generating a front month only Time Series for Futures Prices
May 3, 2012
G
gussinsky
Generating a front month only Time Series for Futures Prices
May 3, 2012
G
gussinsky
Generating a front month only Time Series for Futures Prices
May 4, 2012
G
gussinsky
Cant get this Quantstrat going,
May 4, 2012
G
gussinsky
Cant get this Quantstrat going,
May 4, 2012
G
gussinsky
Cant get this Quantstrat going,
May 5, 2012
G
gussinsky
Cant get this Quantstrat going,
May 5, 2012
J
jaimie villanueva
Last active: May 22, 2012
5 msgs
jaimie villanueva
Last active: May 22, 2012
J
jim green
Last active: May 4, 2012
2 msgs
jim green
Last active: May 4, 2012
J
julien cuisinier
Last active: May 31, 2012
5 msgs
julien cuisinier
Last active: May 31, 2012J
julien cuisinier
look at the underlying source code
May 17, 2012
J
julien cuisinier
RBLOOMBERG--conn=blpConnect(iface="COM") PROBLEMS
May 28, 2012
J
julien cuisinier
RBLOOMBERG--conn=blpConnect(iface="COM") PROBLEMS
May 28, 2012
J
julien cuisinier
RBLOOMBERG--conn=blpConnect(iface="COM") PROBLEMS
May 28, 2012
J
julien cuisinier
RBLOOMBERG--conn=blpConnect(iface="COM") PROBLEMS
May 31, 2012
K
krisan haria
Last active: May 14, 2012
2 msgs
krisan haria
Last active: May 14, 2012
L
linpack
Last active: May 23, 2012
2 msgs
linpack
Last active: May 23, 2012
M
mail at chrisbird.com
Last active: May 22, 2012
3 msgs
mail at chrisbird.com
Last active: May 22, 2012
M
matt at considine.net
Last active: May 14, 2012
2 msgs
matt at considine.net
Last active: May 14, 2012
O
omerle
Last active: May 21, 2012
4 msgs
omerle
Last active: May 21, 2012O
omerle
IBrokers - reqOpenOrders and placeOrder not working anymore
May 11, 2012
O
omerle
IBrokers - reqOpenOrders and placeOrder not working anymore
May 17, 2012
O
omerle
IBrokers - reqOpenOrders and placeOrder not working
May 21, 2012
O
omerle
IBrokers - reqOpenOrders and placeOrder not working
May 21, 2012