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R-SIG-Finance June 2012

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Alexandre CESARI

Last active: Jun 22, 2012
2 msgs
Alexandre CESARI 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

Alexios Ghalanos

Last active: Jun 29, 2012
15 msgs
Alexios Ghalanos Rugarch Jun 10, 2012 Alexios Ghalanos rugarch and fGarch Jun 12, 2012 Alexios Ghalanos rugarch and fGarch Jun 13, 2012 Alexios Ghalanos rugarch and fGarch Jun 14, 2012 Alexios Ghalanos rugarch and fGarch Jun 14, 2012 Alexios Ghalanos contradiction between rugarch package and fracdiff package Jun 20, 2012 Alexios Ghalanos expanding window forecasting by rugarch nd rmgarch Jun 21, 2012 Alexios Ghalanos RUGARCH rolling forecast using external regressors Jun 22, 2012 Alexios Ghalanos RUGARCH bootstrap fitting error - presigma length Jun 25, 2012 Alexios Ghalanos RUGARCH bootstrap fitting error - presigma length Jun 26, 2012 Alexios Ghalanos RUGARCH variance targeting issue Jun 27, 2012 Alexios Ghalanos RUGARCH variance targeting issue Jun 27, 2012 Alexios Ghalanos RUGARCH distribution selection Jun 28, 2012 Alexios Ghalanos RUGARCH eGARCH and variance targeting Jun 29, 2012 Alexios Ghalanos RUGARCH eGARCH and variance targeting Jun 29, 2012

Belgarath

Last active: Jun 14, 2012
5 msgs
Belgarath rugarch and fGarch Jun 12, 2012 Belgarath rugarch and fGarch Jun 13, 2012 Belgarath rugarch and fGarch Jun 14, 2012 Belgarath create a new variable in a loop - Rbbg, RBloomberg Jun 14, 2012 Belgarath rugarch and fGarch Jun 14, 2012

Ben quant

Last active: Jun 28, 2012
1 msg
Ben quant financial data on flat matrix Jun 28, 2012

Bob

Last active: Jun 28, 2012
2 msgs
Bob Incorrect SVD Calculation Jun 28, 2012 Bob Incorrect SVD Calculation Jun 28, 2012

Brian G. Peterson

Last active: Jun 25, 2012
6 msgs
Brian G. Peterson a concern about blotter (and RStudio) Jun 3, 2012 Brian G. Peterson a concern about blotter (and RStudio) Jun 4, 2012 Brian G. Peterson Determining optional parameters Jun 5, 2012 Brian G. Peterson xts objects and speed Jun 19, 2012 Brian G. Peterson quantmod and forecast Jun 25, 2012 Brian G. Peterson Help in rolling calculation Jun 25, 2012

Caolan Harvey

Last active: Jun 18, 2012
1 msg
Caolan Harvey Compute jump test statistic Jun 18, 2012

Chao Xiong

Last active: Jun 20, 2012
1 msg
Chao Xiong contradiction between rugarch package and fracdiff package Jun 20, 2012

David-Michael Lincke

Last active: Jun 18, 2012
1 msg
David-Michael Lincke Where to obtain version of PortfolioAnalytics package installable on R 2.15 Jun 18, 2012

Doug Edmunds

Last active: Jun 3, 2012
1 msg
Doug Edmunds a concern about blotter (and RStudio) Jun 3, 2012

Drew Harris

Last active: Jun 28, 2012
1 msg
Drew Harris Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Jun 28, 2012

E D

Last active: Jun 20, 2012
2 msgs
E D xts objects and speed Jun 18, 2012 E D xts objects and speed Jun 20, 2012

Elham Daadmehr

Last active: Jun 25, 2012
3 msgs
Elham Daadmehr Compare forecasts Jun 23, 2012 Elham Daadmehr TAR Jun 23, 2012 Elham Daadmehr fitting TAR model Jun 25, 2012

Enrico Schumann

Last active: Jun 12, 2012
1 msg
Enrico Schumann Automatically sending .Rmd -> html files Jun 12, 2012

Eric Thungstom

Last active: Jun 30, 2012
2 msgs
Eric Thungstom quantmod and forecast Jun 24, 2012 Eric Thungstom aligning dates from different sources Jun 30, 2012

FJ M

Last active: Jun 30, 2012
1 msg
FJ M aligning dates from different sources Jun 30, 2012

Felice Bruno

Last active: Jun 3, 2012
3 msgs
Felice Bruno Problems using blotter and R-2.15 Jun 2, 2012 Felice Bruno Problems using blotter and R-2.15 Jun 3, 2012 Felice Bruno Problems using blotter and R-2.15 Jun 3, 2012

Fiotion Richard

Last active: Jun 21, 2012
1 msg
Fiotion Richard a problem about using quantstrat: add.Indicators and applySignals in BBband Jun 21, 2012

G See

Last active: Jun 21, 2012
10 msgs
G See Error in midnightStandard(charvec, format) Jun 5, 2012 G See Where to obtain version of PortfolioAnalytics package installable on R 2.15 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 G See Compute jump test statistic Jun 18, 2012 G See Where to obtain version of PortfolioAnalytics package installable on R 2.15 Jun 19, 2012 G See PortfolioAnalytics Jun 21, 2012 G See PortfolioAnalytics Jun 21, 2012 G See PortfolioAnalytics Jun 21, 2012

Guillaume Horel

Last active: Jun 8, 2012
3 msgs
Guillaume Horel RQuantLib possible bug in yearFraction and dayCount Jun 7, 2012 Guillaume Horel RQuantLib possible bug in yearFraction and dayCount Jun 8, 2012 Guillaume Horel RQuantLib possible bug in yearFraction and dayCount Jun 8, 2012

JaeYoung Ahn

Last active: Jun 24, 2012
2 msgs
JaeYoung Ahn install RBloomberg on R 2.14.0 Jun 23, 2012 JaeYoung Ahn install RBloomberg on R 2.14.0 Jun 24, 2012

James

Last active: Jun 27, 2012
1 msg
James Help in subsetting a vector incrementally Jun 27, 2012

Jeff Ryan

Last active: Jun 30, 2012
4 msgs
Jeff Ryan Timestamped hex type conversions Jun 11, 2012 Jeff Ryan create a new variable in a loop - Rbbg, RBloomberg Jun 14, 2012 Jeff Ryan aligning dates from different sources Jun 30, 2012 Jeff Ryan financial data on flat matrix Jun 30, 2012

John Laing

Last active: Jun 24, 2012
4 msgs
John Laing RBloomberg package rename Jun 6, 2012 John Laing create a new variable in a loop - Rbbg, RBloomberg Jun 14, 2012 John Laing Rbbg Java out-of-heap-space error (potential cause: response_cache) Jun 20, 2012 John Laing install RBloomberg on R 2.14.0 Jun 24, 2012

Jonathan Noble

Last active: Jun 5, 2012
1 msg
Jonathan Noble quantstrat Stop Loss Modeling help request Jun 5, 2012

Joshua Ulrich

Last active: Jun 30, 2012
5 msgs
Joshua Ulrich Problems using blotter and R-2.15 Jun 2, 2012 Joshua Ulrich Problems using blotter and R-2.15 Jun 3, 2012 Joshua Ulrich Profit calculation Jun 19, 2012 Joshua Ulrich issue with xts affectin Return.calculate in PerformanceAnalytics Jun 20, 2012 Joshua Ulrich aligning dates from different sources Jun 30, 2012

Juan José Fernández García

Last active: Jun 20, 2012
1 msg
Juan José Fernández García RExcel -> 3.2.1.0 Jun 20, 2012

Matt Considine

Last active: Jun 20, 2012
1 msg
Matt Considine Where to obtain version of PortfolioAnalytics package installable on R 2.15 Jun 20, 2012

Matthieu Stigler

Last active: Jun 25, 2012
1 msg
Matthieu Stigler TAR Jun 25, 2012

McGehee, Robert

Last active: Jun 28, 2012
2 msgs
McGehee, Robert Incorrect SVD Calculation Jun 27, 2012 McGehee, Robert Incorrect SVD Calculation Jun 28, 2012

Nick

Last active: Jun 11, 2012
2 msgs
Nick RBloomberg package rename Jun 6, 2012 Nick Automatically sending .Rmd -> html files Jun 11, 2012

Papa sen

Last active: Jun 10, 2012
1 msg
Papa sen Rugarch Jun 10, 2012

Patrick Burns

Last active: Jun 28, 2012
1 msg
Patrick Burns Incorrect SVD Calculation Jun 28, 2012

Pierre Lapointe

Last active: Jun 28, 2012
2 msgs
Pierre Lapointe Rbbg Java out-of-heap-space error (potential cause: response_cache) Jun 22, 2012 Pierre Lapointe Incorrect SVD Calculation Jun 28, 2012

Pierre-Alexandr des Mazis

Last active: Jun 21, 2012
5 msgs
Pierre-Alexandr des Mazis PortfolioAnalytics Jun 21, 2012 Pierre-Alexandr des Mazis PortfolioAnalytics Jun 21, 2012 Pierre-Alexandr des Mazis PortfolioAnalytics Jun 21, 2012 Pierre-Alexandr des Mazis PortfolioAnalytics Jun 21, 2012 Pierre-Alexandr des Mazis PortfolioAnalytics Jun 21, 2012

R. Michael Weylandt

Last active: Jun 8, 2012
3 msgs
R. Michael Weylandt RQuantLib possible bug in yearFraction and dayCount Jun 7, 2012 R. Michael Weylandt RQuantLib possible bug in yearFraction and dayCount Jun 8, 2012 R. Michael Weylandt multiple columns with time series dates Jun 8, 2012

Raghuraman Ramachandran

Last active: Jun 25, 2012
5 msgs
Raghuraman Ramachandran Profit calculation Jun 19, 2012 Raghuraman Ramachandran Help in subsetting a vector incrementally Jun 25, 2012 Raghuraman Ramachandran Help in rolling calculation Jun 25, 2012 Raghuraman Ramachandran Help in rolling calculation Jun 25, 2012 Raghuraman Ramachandran Help in rolling calculation Jun 25, 2012

Shivam

Last active: Jun 14, 2012
1 msg
Shivam Query about Two Scale Realized Volatility (TSRV) Jun 14, 2012

Stefan Janse van Rensburg

Last active: Jun 27, 2012
1 msg
Stefan Janse van Rensburg runMyCode Jun 27, 2012

Wei-han Liu

Last active: Jun 5, 2012
1 msg
Wei-han Liu Error in midnightStandard(charvec, format) Jun 5, 2012

Wildi Marc (wlmr)

Last active: Jun 23, 2012
1 msg
Wildi Marc (wlmr) RUGARCH rolling forecast using external regressors Jun 23, 2012

Zachary Mayer

Last active: Jun 25, 2012
1 msg
Zachary Mayer Help in rolling calculation Jun 25, 2012

cursethiscure

Last active: Jun 18, 2012
1 msg
cursethiscure Compute jump test statistic Jun 18, 2012

dae

Last active: Jun 5, 2012
2 msgs
dae a concern about blotter (and RStudio) Jun 3, 2012 dae Determining optional parameters Jun 5, 2012

julien cuisinier

Last active: Jun 21, 2012
4 msgs
julien cuisinier RBloomberg package rename Jun 6, 2012 julien cuisinier RBloomberg package rename Jun 6, 2012 julien cuisinier RBloomberg package rename Jun 6, 2012 julien cuisinier PortfolioAnalytics Jun 21, 2012

michael.weylandt at gmail.com (R. Michael Weylandt

Last active: Jun 27, 2012
2 msgs
michael.weylandt at gmail.com (R. Michael Weylandt xts objects and speed Jun 18, 2012 michael.weylandt at gmail.com (R. Michael Weylandt RUGARCH variance targeting issue Jun 27, 2012

naval

Last active: Jun 21, 2012
3 msgs
naval forecasting with expanding window Jun 21, 2012 naval expanding window forecasting by rugarch nd rmgarch Jun 21, 2012 naval expanding window forecasting by rugarch nd rmgarch Jun 21, 2012

omerle

Last active: Jun 7, 2012
2 msgs
omerle IBrokers: combo contracts = spread contract ? Jun 7, 2012 omerle IBrokers: combo contracts = spread contract ? (Solved) Jun 7, 2012

stoyan.stoyanov

Last active: Jun 29, 2012
11 msgs
stoyan.stoyanov RUGARCH rolling forecast using external regressors Jun 22, 2012 stoyan.stoyanov RUGARCH rolling forecast using external regressors Jun 22, 2012 stoyan.stoyanov RUGARCH bootstrap fitting error - presigma length Jun 25, 2012 stoyan.stoyanov RUGARCH rolling forecast using external regressors Jun 25, 2012 stoyan.stoyanov RUGARCH bootstrap fitting error - presigma length Jun 26, 2012 stoyan.stoyanov RUGARCH variance targeting issue Jun 27, 2012 stoyan.stoyanov RUGARCH variance targeting issue Jun 27, 2012 stoyan.stoyanov RUGARCH variance targeting issue Jun 27, 2012 stoyan.stoyanov RUGARCH distribution selection Jun 28, 2012 stoyan.stoyanov RUGARCH eGARCH and variance targeting Jun 29, 2012 stoyan.stoyanov RUGARCH eGARCH and variance targeting Jun 29, 2012

susan22 at mail.com

Last active: Jun 21, 2012
2 msgs
susan22 at mail.com issue with xts affectin Return.calculate in PerformanceAnalytics Jun 19, 2012 susan22 at mail.com Return.portfolio() in PerformanceAnalytics and discrete returns Jun 21, 2012

tonyp

Last active: Jun 7, 2012
1 msg
tonyp multiple columns with time series dates Jun 7, 2012

v mande

Last active: Jun 11, 2012
1 msg
v mande Timestamped hex type conversions Jun 11, 2012