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R-SIG-Finance June 2012

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aligning dates from different sources
4 msgs
Eric Thungstom aligning dates from different sources Jun 30, 2012
Joshua Ulrich aligning dates from different sources Jun 30, 2012
Jeff Ryan aligning dates from different sources Jun 30, 2012
FJ M aligning dates from different sources Jun 30, 2012
financial data on flat matrix
2 msgs
Ben quant financial data on flat matrix Jun 28, 2012
Jeff Ryan financial data on flat matrix Jun 30, 2012
RUGARCH eGARCH and variance targeting
4 msgs
stoyan.stoyanov RUGARCH eGARCH and variance targeting Jun 29, 2012
Alexios Ghalanos RUGARCH eGARCH and variance targeting Jun 29, 2012
stoyan.stoyanov RUGARCH eGARCH and variance targeting Jun 29, 2012
Alexios Ghalanos RUGARCH eGARCH and variance targeting Jun 29, 2012
Calculating Hasbrouck's information share and Gonzalo-Granger weights on R
1 msg
Drew Harris Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Jun 28, 2012
Incorrect SVD Calculation
6 msgs
McGehee, Robert Incorrect SVD Calculation Jun 27, 2012
Bob Incorrect SVD Calculation Jun 28, 2012
Patrick Burns Incorrect SVD Calculation Jun 28, 2012
Pierre Lapointe Incorrect SVD Calculation Jun 28, 2012
Bob Incorrect SVD Calculation Jun 28, 2012
McGehee, Robert Incorrect SVD Calculation Jun 28, 2012
RUGARCH distribution selection
2 msgs
stoyan.stoyanov RUGARCH distribution selection Jun 28, 2012
Alexios Ghalanos RUGARCH distribution selection Jun 28, 2012
runMyCode
1 msg
Stefan Janse van Rensburg runMyCode Jun 27, 2012
Help in subsetting a vector incrementally
2 msgs
Raghuraman Ramachandran Help in subsetting a vector incrementally Jun 25, 2012
James Help in subsetting a vector incrementally Jun 27, 2012
RUGARCH variance targeting issue
6 msgs
stoyan.stoyanov RUGARCH variance targeting issue Jun 27, 2012
stoyan.stoyanov RUGARCH variance targeting issue Jun 27, 2012
Alexios Ghalanos RUGARCH variance targeting issue Jun 27, 2012
stoyan.stoyanov RUGARCH variance targeting issue Jun 27, 2012
michael.weylandt at gmail.com (R. Michael Weylandt RUGARCH variance targeting issue Jun 27, 2012
Alexios Ghalanos RUGARCH variance targeting issue Jun 27, 2012
RUGARCH bootstrap fitting error - presigma length
4 msgs
stoyan.stoyanov RUGARCH bootstrap fitting error - presigma length Jun 25, 2012
Alexios Ghalanos RUGARCH bootstrap fitting error - presigma length Jun 25, 2012
stoyan.stoyanov RUGARCH bootstrap fitting error - presigma length Jun 26, 2012
Alexios Ghalanos RUGARCH bootstrap fitting error - presigma length Jun 26, 2012
RUGARCH rolling forecast using external regressors
5 msgs
stoyan.stoyanov RUGARCH rolling forecast using external regressors Jun 22, 2012
stoyan.stoyanov RUGARCH rolling forecast using external regressors Jun 22, 2012
Alexios Ghalanos RUGARCH rolling forecast using external regressors Jun 22, 2012
Wildi Marc (wlmr) RUGARCH rolling forecast using external regressors Jun 23, 2012
stoyan.stoyanov RUGARCH rolling forecast using external regressors Jun 25, 2012
Help in rolling calculation
5 msgs
Raghuraman Ramachandran Help in rolling calculation Jun 25, 2012
Zachary Mayer Help in rolling calculation Jun 25, 2012
Raghuraman Ramachandran Help in rolling calculation Jun 25, 2012
Brian G. Peterson Help in rolling calculation Jun 25, 2012
Raghuraman Ramachandran Help in rolling calculation Jun 25, 2012
fitting TAR model
1 msg
Elham Daadmehr fitting TAR model Jun 25, 2012
TAR
2 msgs
Elham Daadmehr TAR Jun 23, 2012
Matthieu Stigler TAR Jun 25, 2012
quantmod and forecast
2 msgs
Eric Thungstom quantmod and forecast Jun 24, 2012
Brian G. Peterson quantmod and forecast Jun 25, 2012
install RBloomberg on R 2.14.0
3 msgs
JaeYoung Ahn install RBloomberg on R 2.14.0 Jun 23, 2012
John Laing install RBloomberg on R 2.14.0 Jun 24, 2012
JaeYoung Ahn install RBloomberg on R 2.14.0 Jun 24, 2012
Compare forecasts
1 msg
Elham Daadmehr Compare forecasts Jun 23, 2012
Rbbg Java out-of-heap-space error (potential cause: response_cache)
5 msgs
Alexandre CESARI Rbbg Java out-of-heap-space error (potential cause: response_cache) Jun 20, 2012
Juan José Fernández García RExcel -> 3.2.1.0 Jun 20, 2012
John Laing Rbbg Java out-of-heap-space error (potential cause: response_cache) Jun 20, 2012
Alexandre CESARI Rbbg Java out-of-heap-space error (potential cause: response_cache) Jun 22, 2012
Pierre Lapointe Rbbg Java out-of-heap-space error (potential cause: response_cache) Jun 22, 2012
a problem about using quantstrat: add.Indicators and applySignals in BBband
1 msg
Fiotion Richard a problem about using quantstrat: add.Indicators and applySignals in BBband Jun 21, 2012
expanding window forecasting by rugarch nd rmgarch
2 msgs
naval expanding window forecasting by rugarch nd rmgarch Jun 21, 2012
Alexios Ghalanos expanding window forecasting by rugarch nd rmgarch Jun 21, 2012
xts objects and speed
13 msgs
E D xts objects and speed Jun 18, 2012
michael.weylandt at gmail.com (R. Michael Weylandt xts objects and speed Jun 18, 2012
Brian G. Peterson xts objects and speed Jun 19, 2012
E D xts objects and speed Jun 20, 2012
Pierre-Alexandr des Mazis PortfolioAnalytics Jun 21, 2012
julien cuisinier PortfolioAnalytics Jun 21, 2012
Pierre-Alexandr des Mazis PortfolioAnalytics Jun 21, 2012
G See PortfolioAnalytics Jun 21, 2012
Pierre-Alexandr des Mazis PortfolioAnalytics Jun 21, 2012
G See PortfolioAnalytics Jun 21, 2012
Pierre-Alexandr des Mazis PortfolioAnalytics Jun 21, 2012
G See PortfolioAnalytics Jun 21, 2012
Pierre-Alexandr des Mazis PortfolioAnalytics Jun 21, 2012
expanding window forecasting by rugarch nd rmgarch
1 msg
naval expanding window forecasting by rugarch nd rmgarch Jun 21, 2012
forecasting with expanding window
1 msg
naval forecasting with expanding window Jun 21, 2012
Return.portfolio() in PerformanceAnalytics and discrete returns
1 msg
susan22 at mail.com Return.portfolio() in PerformanceAnalytics and discrete returns Jun 21, 2012
contradiction between rugarch package and fracdiff package
2 msgs
Chao Xiong contradiction between rugarch package and fracdiff package Jun 20, 2012
Alexios Ghalanos contradiction between rugarch package and fracdiff package Jun 20, 2012
issue with xts affectin Return.calculate in PerformanceAnalytics
2 msgs
susan22 at mail.com issue with xts affectin Return.calculate in PerformanceAnalytics Jun 19, 2012
Joshua Ulrich issue with xts affectin Return.calculate in PerformanceAnalytics Jun 20, 2012
Where to obtain version of PortfolioAnalytics package installable on R 2.15
4 msgs
David-Michael Lincke Where to obtain version of PortfolioAnalytics package installable on R 2.15 Jun 18, 2012
G See Where to obtain version of PortfolioAnalytics package installable on R 2.15 Jun 18, 2012
G See Where to obtain version of PortfolioAnalytics package installable on R 2.15 Jun 19, 2012
Matt Considine Where to obtain version of PortfolioAnalytics package installable on R 2.15 Jun 20, 2012
Profit calculation
1 msg
Joshua Ulrich Profit calculation Jun 19, 2012
Profit calculation
1 msg
Raghuraman Ramachandran Profit calculation Jun 19, 2012
Compute jump test statistic
6 msgs
Caolan Harvey Compute jump test statistic Jun 18, 2012
G See Compute jump test statistic Jun 18, 2012
cursethiscure Compute jump test statistic Jun 18, 2012
G See Compute jump test statistic Jun 18, 2012
G See Compute jump test statistic Jun 18, 2012
G See Compute jump test statistic Jun 18, 2012
rugarch and fGarch
8 msgs
Belgarath rugarch and fGarch Jun 12, 2012
Alexios Ghalanos rugarch and fGarch Jun 12, 2012
Belgarath rugarch and fGarch Jun 13, 2012
Alexios Ghalanos rugarch and fGarch Jun 13, 2012
Belgarath rugarch and fGarch Jun 14, 2012
Alexios Ghalanos rugarch and fGarch Jun 14, 2012
Belgarath rugarch and fGarch Jun 14, 2012
Alexios Ghalanos rugarch and fGarch Jun 14, 2012
create a new variable in a loop - Rbbg, RBloomberg
3 msgs
Belgarath create a new variable in a loop - Rbbg, RBloomberg Jun 14, 2012
John Laing create a new variable in a loop - Rbbg, RBloomberg Jun 14, 2012
Jeff Ryan create a new variable in a loop - Rbbg, RBloomberg Jun 14, 2012
Query about Two Scale Realized Volatility (TSRV)
1 msg
Shivam Query about Two Scale Realized Volatility (TSRV) Jun 14, 2012
Automatically sending .Rmd -> html files
2 msgs
Nick Automatically sending .Rmd -> html files Jun 11, 2012
Enrico Schumann Automatically sending .Rmd -> html files Jun 12, 2012
Timestamped hex type conversions
2 msgs
v mande Timestamped hex type conversions Jun 11, 2012
Jeff Ryan Timestamped hex type conversions Jun 11, 2012
Rugarch
2 msgs
Papa sen Rugarch Jun 10, 2012
Alexios Ghalanos Rugarch Jun 10, 2012
multiple columns with time series dates
2 msgs
tonyp multiple columns with time series dates Jun 7, 2012
R. Michael Weylandt multiple columns with time series dates Jun 8, 2012
RQuantLib possible bug in yearFraction and dayCount
5 msgs
Guillaume Horel RQuantLib possible bug in yearFraction and dayCount Jun 7, 2012
R. Michael Weylandt RQuantLib possible bug in yearFraction and dayCount Jun 7, 2012
Guillaume Horel RQuantLib possible bug in yearFraction and dayCount Jun 8, 2012
R. Michael Weylandt RQuantLib possible bug in yearFraction and dayCount Jun 8, 2012
Guillaume Horel RQuantLib possible bug in yearFraction and dayCount Jun 8, 2012
IBrokers: combo contracts = spread contract ? (Solved)
1 msg
omerle IBrokers: combo contracts = spread contract ? (Solved) Jun 7, 2012
IBrokers: combo contracts = spread contract ?
1 msg
omerle IBrokers: combo contracts = spread contract ? Jun 7, 2012
RBloomberg package rename
5 msgs
julien cuisinier RBloomberg package rename Jun 6, 2012
Nick RBloomberg package rename Jun 6, 2012
julien cuisinier RBloomberg package rename Jun 6, 2012
John Laing RBloomberg package rename Jun 6, 2012
julien cuisinier RBloomberg package rename Jun 6, 2012
Error in midnightStandard(charvec, format)
2 msgs
Wei-han Liu Error in midnightStandard(charvec, format) Jun 5, 2012
G See Error in midnightStandard(charvec, format) Jun 5, 2012
quantstrat Stop Loss Modeling help request
1 msg
Jonathan Noble quantstrat Stop Loss Modeling help request Jun 5, 2012
Determining optional parameters
2 msgs
dae Determining optional parameters Jun 5, 2012
Brian G. Peterson Determining optional parameters Jun 5, 2012
a concern about blotter (and RStudio)
4 msgs
Doug Edmunds a concern about blotter (and RStudio) Jun 3, 2012
Brian G. Peterson a concern about blotter (and RStudio) Jun 3, 2012
dae a concern about blotter (and RStudio) Jun 3, 2012
Brian G. Peterson a concern about blotter (and RStudio) Jun 4, 2012
Problems using blotter and R-2.15
5 msgs
Felice Bruno Problems using blotter and R-2.15 Jun 2, 2012
Joshua Ulrich Problems using blotter and R-2.15 Jun 2, 2012
Felice Bruno Problems using blotter and R-2.15 Jun 3, 2012
Joshua Ulrich Problems using blotter and R-2.15 Jun 3, 2012
Felice Bruno Problems using blotter and R-2.15 Jun 3, 2012