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R-SIG-Finance August 2012

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Bos, Roger

Last active: Aug 3, 2012
1 msg
Bos, Roger Downloading data from ALFRED (ArchivaL FRED) Aug 3, 2012

Brian G. Peterson

Last active: Aug 26, 2012
8 msgs
Brian G. Peterson xts and Sys.time() - very stange behaviour Aug 1, 2012 Brian G. Peterson pennyPerShare function not working with Quantstrat rules Aug 7, 2012 Brian G. Peterson quantmod bug ? Aug 8, 2012 Brian G. Peterson finding the date by subtracting a number from a given date excluding weekends Aug 12, 2012 Brian G. Peterson SMI Net.Trading of single asset Aug 18, 2012 Brian G. Peterson Threshold/Crossover Aug 19, 2012 Brian G. Peterson quantstrat issues and patches? Aug 19, 2012 Brian G. Peterson Quantstrat - external parameters Aug 26, 2012

Chris de Bleu

Last active: Aug 22, 2012
2 msgs
Chris de Bleu Bug in chart.CumReturns (PerformanceAnalytics) Aug 22, 2012 Chris de Bleu Bug in chart.CumReturns (PerformanceAnalytics) Aug 22, 2012

Daniel Cegiełka

Last active: Aug 1, 2012
1 msg
Daniel Cegiełka xts and Sys.time() - very stange behaviour Aug 1, 2012

Danny D

Last active: Aug 6, 2012
2 msgs
Danny D Quantstrat's TxnFees argument providing error when pennyPerShare function is passed Aug 2, 2012 Danny D pennyPerShare function not working with Quantstrat rules Aug 6, 2012

David Reiner

Last active: Aug 8, 2012
2 msgs
David Reiner getEndOfMonth and getEndOfBizWeek in RcppBDT broken? Aug 8, 2012 David Reiner getEndOfMonth and getEndOfBizWeek in RcppBDT broken? Aug 8, 2012

Dirk Eddelbuettel

Last active: Aug 8, 2012
3 msgs
Dirk Eddelbuettel getEndOfMonth and getEndOfBizWeek in RcppBDT broken? Aug 8, 2012 Dirk Eddelbuettel getEndOfMonth and getEndOfBizWeek in RcppBDT broken? Aug 8, 2012 Dirk Eddelbuettel getEndOfMonth and getEndOfBizWeek in RcppBDT broken? Aug 8, 2012

Doug Edmunds

Last active: Aug 24, 2012
2 msgs
Doug Edmunds Differences between data sources Aug 4, 2012 Doug Edmunds FinancialInstrument functions output / side effect variables Aug 24, 2012

Eric Zivot

Last active: Aug 24, 2012
1 msg
Eric Zivot Free Course "Introduction to Computational Finance and Financial Econometrics" Aug 24, 2012

FX Going

Last active: Aug 1, 2012
1 msg
FX Going (no subject) Aug 1, 2012

G See

Last active: Aug 24, 2012
6 msgs
G See quantmod bug ? Aug 8, 2012 G See quantmod bug ? Aug 8, 2012 G See help with quantmod and addTA Aug 10, 2012 G See Bug in chart.CumReturns (PerformanceAnalytics) Aug 22, 2012 G See FinancialInstrument functions output / side effect variables Aug 24, 2012 G See FinancialInstrument functions output / side effect variables Aug 24, 2012

Heling Yao

Last active: Aug 1, 2012
1 msg
Heling Yao xts and Sys.time() - very stange behaviour Aug 1, 2012

Ilya Kipnis

Last active: Aug 12, 2012
1 msg
Ilya Kipnis R Quantstrat Aug 12, 2012

Jaeyoung Ahn

Last active: Aug 25, 2012
1 msg
Jaeyoung Ahn Quantstrat - external parameters Aug 25, 2012

Jeff Ryan

Last active: Aug 27, 2012
7 msgs
Jeff Ryan xts and Sys.time() - very stange behaviour Aug 1, 2012 Jeff Ryan Can Anybody Give Me A Help:Using R As a Trade Platform in *nix OS, and even In console/terminal/commandline? Aug 1, 2012 Jeff Ryan xts and Sys.time() - very stange behaviour Aug 1, 2012 Jeff Ryan xts and Sys.time() - very stange behaviour Aug 1, 2012 Jeff Ryan xts and Sys.time() - very stange behaviour Aug 1, 2012 Jeff Ryan quantmod bug ? Aug 8, 2012 Jeff Ryan Tr: IBrokers - Instable TWS ? - No idea ? Aug 27, 2012

Joel

Last active: Aug 19, 2012
1 msg
Joel quantstrat issues and patches? Aug 19, 2012

John Kerpel

Last active: Aug 2, 2012
1 msg
John Kerpel Rbbg Java out-of-heap-space error Aug 2, 2012

John Laing

Last active: Aug 22, 2012
3 msgs
John Laing Rbbg Java out-of-heap-space error Aug 2, 2012 John Laing Rbbg package problem Aug 16, 2012 John Laing Rbbg - heap error fix Aug 22, 2012

Jonesmus Mutua

Last active: Aug 9, 2012
1 msg
Jonesmus Mutua mean reversion process in GARCH mean equation Aug 9, 2012

Joshua Ulrich

Last active: Aug 16, 2012
3 msgs
Joshua Ulrich xts and Sys.time() - very stange behaviour Aug 1, 2012 Joshua Ulrich Would you be interested in testing an R package for receiving market data from Thomson Reuters? Aug 2, 2012 Joshua Ulrich P&L Calculation Aug 16, 2012

Jun Zhu

Last active: Aug 4, 2012
1 msg
Jun Zhu Differences between data sources Aug 4, 2012

Krassimir Kostadinov

Last active: Aug 27, 2012
1 msg
Krassimir Kostadinov RQuantLib DiscountFactor Aug 27, 2012

Matt Considine

Last active: Aug 4, 2012
1 msg
Matt Considine Downloading data from ALFRED (ArchivaL FRED) Aug 4, 2012

Max Frisch

Last active: Aug 31, 2012
1 msg
Max Frisch Creating an array from correlation matrices Aug 31, 2012

Me

Last active: Aug 1, 2012
4 msgs
Me xts and Sys.time() - very stange behaviour Aug 1, 2012 Me xts and Sys.time() - very stange behaviour Aug 1, 2012 Me xts and Sys.time() - very stange behaviour Aug 1, 2012 Me xts and Sys.time() - very stange behaviour Aug 1, 2012

Nikos Rachmanis

Last active: Aug 16, 2012
2 msgs
Nikos Rachmanis P&L Calculation Aug 16, 2012 Nikos Rachmanis P&L Calculation Aug 16, 2012

Olivier MARTIN

Last active: Aug 10, 2012
4 msgs
Olivier MARTIN about quantmod and shaded region Aug 7, 2012 Olivier MARTIN quantmod bug ? Aug 8, 2012 Olivier MARTIN help with quantmod and addTA Aug 10, 2012 Olivier MARTIN help with quantmod and addTA Aug 10, 2012

OpenTrades

Last active: Aug 11, 2012
1 msg
OpenTrades R Blotter Aug 11, 2012

Opentrades

Last active: Aug 19, 2012
1 msg
Opentrades quantstrat issues and patches? Aug 19, 2012

Paul Gilbert

Last active: Aug 3, 2012
2 msgs
Paul Gilbert Downloading data from ALFRED (ArchivaL FRED) Aug 3, 2012 Paul Gilbert Would you be interested in testing an R package for receiving market data from Thomson Reuters? Aug 3, 2012

Peter Carl

Last active: Aug 22, 2012
2 msgs
Peter Carl Bug in chart.CumReturns (PerformanceAnalytics) Aug 22, 2012 Peter Carl Bug in chart.CumReturns (PerformanceAnalytics) Aug 22, 2012

R. Michael Weylandt

Last active: Aug 14, 2012
1 msg
R. Michael Weylandt plot.xts Aug 14, 2012

Raghuraman Ramachandran

Last active: Aug 30, 2012
2 msgs
Raghuraman Ramachandran finding the date by subtracting a number from a given date excluding weekends Aug 12, 2012 Raghuraman Ramachandran Technical understanding for backtesting Aug 30, 2012

Samuel.Meichtry at bkw-fmb.ch

Last active: Aug 8, 2012
2 msgs
Samuel.Meichtry at bkw-fmb.ch Conditional Regression in Gnu R? Aug 8, 2012 Samuel.Meichtry at bkw-fmb.ch Conditional Regression in Gnu R? Aug 8, 2012

Smith, Dale (Norcross)

Last active: Aug 24, 2012
2 msgs
Smith, Dale (Norcross) Free Course "Introduction to Computational Finance and Financial Econometrics" Aug 24, 2012 Smith, Dale (Norcross) Free Course "Introduction to Computational Finance and Financial Econometrics" Aug 24, 2012

Stathis Metsovitis

Last active: Aug 16, 2012
1 msg
Stathis Metsovitis Rbbg package problem Aug 16, 2012

Stefan Janse van Rensburg

Last active: Aug 27, 2012
1 msg
Stefan Janse van Rensburg Free Course "Introduction to, Computational Finance and Financial Econometrics" Aug 27, 2012

Sven Duve

Last active: Aug 12, 2012
1 msg
Sven Duve R Quantstrat Aug 12, 2012

Thomas P. Fuller

Last active: Aug 3, 2012
4 msgs
Thomas P. Fuller Would you be interested in testing an R package for receiving market data from Thomson Reuters? Aug 2, 2012 Thomas P. Fuller Would you be interested in testing an R package for receiving market data from Thomson Reuters? Aug 3, 2012 Thomas P. Fuller Downloading data from ALFRED (ArchivaL FRED) Aug 3, 2012 Thomas P. Fuller Would you be interested in testing an R package for receiving market data from Thomson Reuters? Aug 3, 2012

Valapet Badri

Last active: Aug 8, 2012
1 msg
Valapet Badri Modeling sharp drops in volatility Aug 8, 2012

William Rechtin

Last active: Aug 18, 2012
4 msgs
William Rechtin R Blotter Aug 11, 2012 William Rechtin R Quantstrat Aug 12, 2012 William Rechtin SMI Net.Trading of single asset Aug 18, 2012 William Rechtin Threshold/Crossover Aug 18, 2012

Xin Chou

Last active: Aug 1, 2012
1 msg
Xin Chou Can Anybody Give Me A Help:Using R As a Trade Platform in *nix OS, and even In console/terminal/commandline? Aug 1, 2012

Zachary Mayer

Last active: Aug 3, 2012
1 msg
Zachary Mayer Downloading data from ALFRED (ArchivaL FRED) Aug 3, 2012

Zany Z

Last active: Aug 21, 2012
2 msgs
Zany Z Aug 19, 2012 Zany Z (no subject) Aug 21, 2012

julien cuisinier

Last active: Aug 31, 2012
2 msgs
julien cuisinier Conditional Regression in Gnu R? Aug 8, 2012 julien cuisinier Creating an array from correlation matrices Aug 31, 2012

matt at considine.net

Last active: Aug 8, 2012
1 msg
matt at considine.net Fiscal year version of table.CalendarReturns from PerformanceAnalytics Aug 8, 2012

omerle

Last active: Aug 27, 2012
2 msgs
omerle IBrokers - Instable TWS ? Aug 22, 2012 omerle Tr: IBrokers - Instable TWS ? - No idea ? Aug 27, 2012

sgreenl2

Last active: Aug 2, 2012
1 msg
sgreenl2 Better Hedge Ratios for Spread Trading Aug 2, 2012

stoyan.stoyanov

Last active: Aug 6, 2012
1 msg
stoyan.stoyanov Modeling sharp drops in volatility Aug 6, 2012