R-SIG-Finance - November 2012 - Subject View

(no subject)

3 msgs · Nov 9 – Nov 9

R. Michael Weylandt (no subject) Nov 9, 2012 G See (no subject) Nov 9, 2012 R. Michael Weylandt (no subject) Nov 9, 2012

AQ-R 0.1 available

1 msg · Nov 10

Ulrich Staudinger AQ-R 0.1 available Nov 10, 2012

BDS TEST

2 msgs · Nov 10 – Nov 10

Evelyn Nyamadi BDS TEST Nov 10, 2012 Robert Iquiapaza BDS TEST Nov 10, 2012

Creating options call/put ratio indictor

1 msg · Nov 15

Martin Jenkins Creating options call/put ratio indictor Nov 15, 2012

DCC composite likelihood

1 msg · Nov 10

Bastian Offermann DCC composite likelihood Nov 10, 2012

Date duplication while using Rbbg/Bdh

2 msgs · Nov 13 – Nov 15

anmol sethy Date duplication while using Rbbg/Bdh Nov 13, 2012 John Laing Date duplication while using Rbbg/Bdh Nov 15, 2012

Day-to-day bar size modification

1 msg · Nov 21

Mark Knecht Day-to-day bar size modification Nov 21, 2012

Finding the Feasible Region of a Generic Mean-Variance Problem

1 msg · Nov 30

Bob Finding the Feasible Region of a Generic Mean-Variance Problem Nov 30, 2012

Listed below is my coding and error message:

1 msg · Nov 20

Wei-han Liu Listed below is my coding and error message: Nov 20, 2012

Millisecond timestamp from PgSql using DBI / RPostgreSQL ? Anyway to set up a default timeseries format for the timestamp type?

1 msg · Nov 21

Michael Lyszczek Millisecond timestamp from PgSql using DBI / RPostgreSQL ? Anyway to set up a default timeseries format for the timestamp type? Nov 21, 2012

Millisecond timestamp from PgSql using DBI / RPostgreSQL ? Anyway to set up a default timeseries format for the timestamp type?

1 msg · Nov 21

Kent Hoxsey Millisecond timestamp from PgSql using DBI / RPostgreSQL ? Anyway to set up a default timeseries format for the timestamp type? Nov 21, 2012

Millisecond timestamp from PgSql using DBI / RPostgreSQL ? Anyway to set up a default timeseries format for the timestamp type?

3 msgs · Nov 21 – Nov 21

Michael Lyszczek Millisecond timestamp from PgSql using DBI / RPostgreSQL ? Anyway to set up a default timeseries format for the timestamp type? Nov 21, 2012 Kent Hoxsey Millisecond timestamp from PgSql using DBI / RPostgreSQL ? Anyway to set up a default timeseries format for the timestamp type? Nov 21, 2012 Jeff Ryan Millisecond timestamp from PgSql using DBI / RPostgreSQL ? Anyway to set up a default timeseries format for the timestamp type? Nov 21, 2012

MonteCarloOption Questions

1 msg · Nov 30

eqsf MonteCarloOption Questions Nov 30, 2012

Obtaining finance data from live.mystocks.co.ke

2 msgs · Nov 15 – Nov 16

Kennedy Bonyo Obtaining finance data from live.mystocks.co.ke Nov 15, 2012 Suzen, Mehmet Obtaining finance data from live.mystocks.co.ke Nov 16, 2012

PML and CML

1 msg · Nov 16

ludovic.theate PML and CML Nov 16, 2012

Plot GBM density in a 3 d plot

4 msgs · Nov 28 – Nov 28

Maximilian Lklweryc Plot GBM density in a 3 d plot Nov 28, 2012 Daniel Cegiełka Plot GBM density in a 3 d plot Nov 28, 2012 sean fallon Plot GBM density in a 3 d plot Nov 28, 2012 Jeff Ryan Plot GBM density in a 3 d plot Nov 28, 2012

Possible tradeStats() issue

4 msgs · Nov 20 – Nov 20

Michael Newell Possible tradeStats() issue Nov 20, 2012 OpenTrades Possible tradeStats() issue Nov 20, 2012 Brian G. Peterson Possible tradeStats() issue Nov 20, 2012 Michael Newell Possible tradeStats() issue Nov 20, 2012

Quantstrat optimal portfolio & dynamic core-satellite strategy

2 msgs · Nov 27 – Nov 27

Cristian Popescu Quantstrat optimal portfolio & dynamic core-satellite strategy Nov 27, 2012 Brian G. Peterson Quantstrat optimal portfolio & dynamic core-satellite strategy Nov 27, 2012

Question regarding PerformanceAnalytics - "endof" and "lastof" in to.weekly(..) function

3 msgs · Nov 3 – Nov 4

Pie T Question regarding PerformanceAnalytics - "endof" and "lastof" in to.weekly(..) function Nov 3, 2012 Brian G. Peterson Question regarding PerformanceAnalytics - "endof" and "lastof" in to.weekly(..) function Nov 4, 2012 Pie T Question regarding PerformanceAnalytics - "endof" and "lastof" in to.weekly(..) function Nov 4, 2012

RGoogleTrends vs Google

2 msgs · Nov 8 – Nov 8

Costas Vorlow RGoogleTrends vs Google Nov 8, 2012 Brian G. Peterson RGoogleTrends vs Google Nov 8, 2012

RQuantlib - Convertible Bond Pricing

1 msg · Nov 19

R. Michael Weylandt RQuantlib - Convertible Bond Pricing Nov 19, 2012

Regime Switching models

2 msgs · Nov 2 – Nov 2

jaimie villanueva Regime Switching models Nov 2, 2012 Bob Regime Switching models Nov 2, 2012

Rugarch

1 msg · Nov 6

Evelyn Nyamadi Rugarch Nov 6, 2012

Rugarch:garch estimates

2 msgs · Nov 7 – Nov 7

Evelyn Nyamadi Rugarch:garch estimates Nov 7, 2012 Alexios Ghalanos Rugarch:garch estimates Nov 7, 2012

Sullivan, Timmerman and White 1999: TA rules, and R

3 msgs · Nov 20 – Nov 20

radek Sullivan, Timmerman and White 1999: TA rules, and R Nov 20, 2012 Brian G. Peterson Sullivan, Timmerman and White 1999: TA rules, and R Nov 20, 2012 radek Sullivan, Timmerman and White 1999: TA rules, and R Nov 20, 2012

TSCov function from RTAQ package

1 msg · Nov 30

R. Michael Weylandt TSCov function from RTAQ package Nov 30, 2012

Using Margin in Blotter package

7 msgs · Nov 1 – Nov 1

Noah Silverman Using Margin in Blotter package Nov 1, 2012 Peter Carl Using Margin in Blotter package Nov 1, 2012 Ulrich Staudinger Using Margin in Blotter package Nov 1, 2012 Ulrich Staudinger Using Margin in Blotter package Nov 1, 2012 Brian G. Peterson Using Margin in Blotter package Nov 1, 2012 Noah Silverman Using Margin in Blotter package Nov 1, 2012 Brian G. Peterson Using Margin in Blotter package Nov 1, 2012

Yahoo data download

3 msgs · Nov 18 – Nov 19

jefe goode Yahoo data download Nov 18, 2012 Nick Yahoo data download Nov 18, 2012 FJ M Yahoo data download Nov 19, 2012

adjustOHLC discrepancy

1 msg · Nov 12

Joshua Ulrich adjustOHLC discrepancy Nov 12, 2012

chart_Series with knitr markdown

3 msgs · Nov 25 – Nov 25

G See chart_Series with knitr markdown Nov 25, 2012 Nick chart_Series with knitr markdown Nov 25, 2012 G See chart_Series with knitr markdown Nov 25, 2012

ggplot2 and equity timeseries plot.

4 msgs · Nov 14 – Nov 14

jefe goode ggplot2 and equity timeseries plot. Nov 14, 2012 Joshua Ulrich ggplot2 and equity timeseries plot. Nov 14, 2012 jefe goode ggplot2 and equity timeseries plot. Nov 14, 2012 Joshua Ulrich ggplot2 and equity timeseries plot. Nov 14, 2012

java.lang.OutOfMemoryError: unable to create new native thread

1 msg · Nov 28

Alexander Efremov java.lang.OutOfMemoryError: unable to create new native thread Nov 28, 2012

java.lang.OutOfMemoryError: unable to create new native thread

10 msgs · Nov 28 – Nov 29

question on package plm

2 msgs · Nov 21 – Nov 22

Wei-han Liu question on package plm Nov 21, 2012 Matthieu Stigler question on package plm Nov 22, 2012

rugarch and copulas

9 msgs · Nov 8 – Nov 21

ludovic.theate rugarch and copulas Nov 8, 2012 Alexios Ghalanos rugarch and copulas Nov 8, 2012 ludovic.theate rugarch and copulas Nov 8, 2012 ludovic.theate rugarch and copulas Nov 9, 2012 Alexios Ghalanos rugarch and copulas Nov 9, 2012 ludovic.theate rugarch and copulas Nov 9, 2012 ludovic.theate rugarch and copulas Nov 21, 2012 Alexios Ghalanos rugarch and copulas Nov 21, 2012 ludovic.theate rugarch and copulas Nov 21, 2012

smoothing quarterly data and extract data on each day

2 msgs · Nov 2 – Nov 2

袁振飞 smoothing quarterly data and extract data on each day Nov 2, 2012 Gabor Grothendieck smoothing quarterly data and extract data on each day Nov 2, 2012

stochastic volatility and jumps

1 msg · Nov 2

ben schreiber stochastic volatility and jumps Nov 2, 2012

xtsExtra

3 msgs · Nov 17 – Nov 17

Eric Thungstom xtsExtra Nov 17, 2012 G See xtsExtra Nov 17, 2012 R. Michael Weylandt xtsExtra Nov 17, 2012

R-SIG-Finance November 2012

(no subject)

AQ-R 0.1 available

BDS TEST

Creating options call/put ratio indictor

DCC composite likelihood

Date duplication while using Rbbg/Bdh

Day-to-day bar size modification

Finding the Feasible Region of a Generic Mean-Variance Problem

Listed below is my coding and error message:

Millisecond timestamp from PgSql using DBI / RPostgreSQL ? Anyway to set up a default timeseries format for the timestamp type?

Millisecond timestamp from PgSql using DBI / RPostgreSQL ? Anyway to set up a default timeseries format for the timestamp type?

Millisecond timestamp from PgSql using DBI / RPostgreSQL ? Anyway to set up a default timeseries format for the timestamp type?

MonteCarloOption Questions

Obtaining finance data from live.mystocks.co.ke

PML and CML

Plot GBM density in a 3 d plot

Possible tradeStats() issue

Quantstrat optimal portfolio & dynamic core-satellite strategy

Question regarding PerformanceAnalytics - "endof" and "lastof" in to.weekly(..) function

RGoogleTrends vs Google

RQuantlib - Convertible Bond Pricing

Regime Switching models

Rugarch

Rugarch:garch estimates

Sullivan, Timmerman and White 1999: TA rules, and R

TSCov function from RTAQ package

Using Margin in Blotter package

Yahoo data download

adjustOHLC discrepancy

chart_Series with knitr markdown

ggplot2 and equity timeseries plot.

java.lang.OutOfMemoryError: unable to create new native thread

java.lang.OutOfMemoryError: unable to create new native thread

question on package plm

rugarch and copulas

smoothing quarterly data and extract data on each day

stochastic volatility and jumps

xtsExtra