R-SIG-Finance November 2012

Thread Subject Author Date

93 messages in 39 threads

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MonteCarloOption Questions

1 msg Nov 30

eqsf MonteCarloOption Questions Nov 30, 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

TSCov function from RTAQ package

1 msg Nov 30

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

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

11 msgs Nov 29

Gordon Morrison java.lang.OutOfMemoryError: unable to create new native thread Nov 28, 2012

julien cuisinier java.lang.OutOfMemoryError: unable to create new native thread Nov 28, 2012

George Foster java.lang.OutOfMemoryError: unable to create new native thread Nov 28, 2012

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

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

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

anmol sethy java.lang.OutOfMemoryError: unable to create new native thread Nov 28, 2012

Gordon Morrison java.lang.OutOfMemoryError: unable to create new native thread Nov 29, 2012

Gordon Morrison java.lang.OutOfMemoryError: unable to create new native thread Nov 29, 2012

John Laing java.lang.OutOfMemoryError: unable to create new native thread Nov 29, 2012

Gordon Morrison java.lang.OutOfMemoryError: unable to create new native thread Nov 29, 2012

Plot GBM density in a 3 d plot

4 msgs 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

Quantstrat optimal portfolio & dynamic core-satellite strategy

2 msgs 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

chart_Series with knitr markdown

3 msgs 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

question on package plm

2 msgs Nov 22

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

Matthieu Stigler question on package plm Nov 22, 2012

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

5 msgs 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

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

[OT] Day-to-day bar size modification

1 msg Nov 21

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

rugarch and copulas

9 msgs 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

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

Possible tradeStats() issue

1 msg Nov 20

Michael Newell Possible tradeStats() issue Nov 20, 2012

Possible tradeStats() issue

3 msgs 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

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

3 msgs 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

RQuantlib - Convertible Bond Pricing

1 msg Nov 19

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

Yahoo data download

3 msgs 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

xtsExtra

3 msgs Nov 17

Eric Thungstom xtsExtra Nov 17, 2012

G See xtsExtra Nov 17, 2012

R. Michael Weylandt xtsExtra Nov 17, 2012

1 msg Nov 16

ludovic.theate PML and CML Nov 16, 2012

Obtaining finance data from live.mystocks.co.ke

2 msgs 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

Date duplication while using Rbbg/Bdh

2 msgs Nov 15

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

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

Creating options call/put ratio indictor

1 msg Nov 15

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

ggplot2 and equity timeseries plot.

4 msgs 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

adjustOHLC discrepancy

1 msg Nov 12

Joshua Ulrich adjustOHLC discrepancy Nov 12, 2012

DCC composite likelihood

1 msg Nov 10

Bastian Offermann DCC composite likelihood Nov 10, 2012

BDS TEST

2 msgs Nov 10

Evelyn Nyamadi BDS TEST Nov 10, 2012

Robert Iquiapaza BDS TEST Nov 10, 2012

AQ-R 0.1 available

1 msg Nov 10

Ulrich Staudinger AQ-R 0.1 available Nov 10, 2012

1 msg Nov 9

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

2 msgs Nov 9

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

G See (no subject) Nov 9, 2012

RGoogleTrends vs Google

2 msgs Nov 8

Costas Vorlow RGoogleTrends vs Google Nov 8, 2012

Brian G. Peterson RGoogleTrends vs Google Nov 8, 2012

Rugarch:garch estimates

2 msgs Nov 7

Evelyn Nyamadi Rugarch:garch estimates Nov 7, 2012

Alexios Ghalanos Rugarch:garch estimates Nov 7, 2012

Rugarch

1 msg Nov 6

Evelyn Nyamadi Rugarch Nov 6, 2012

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

1 msg Nov 4

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

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

2 msgs 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

smoothing quarterly data and extract data on each day

2 msgs 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

Regime Switching models

2 msgs Nov 2

jaimie villanueva Regime Switching models Nov 2, 2012

Bob Regime Switching models Nov 2, 2012

stochastic volatility and jumps

1 msg Nov 2

ben schreiber stochastic volatility and jumps Nov 2, 2012

Using Margin in Blotter package

6 msgs Nov 1

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

Using Margin in Blotter package

1 msg Nov 1

Noah Silverman Using Margin in Blotter package Nov 1, 2012