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R-SIG-Finance January 2013

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Alexander Gracian

Last active: Jan 9, 2013
1 msg
Alexander Gracian Junior Quantitative Strategist role Jan 9, 2013

Alexios Ghalanos

Last active: Jan 20, 2013
1 msg
Alexios Ghalanos Help with rugarch Jan 20, 2013

Brian G. Peterson

Last active: Jan 18, 2013
2 msgs
Brian G. Peterson R: Re: high frequency italian market data Jan 11, 2013 Brian G. Peterson PerformanceAnalytics CoSkewness Function Jan 18, 2013

Carlos López

Last active: Jan 31, 2013
1 msg
Carlos López QRMlib not in R version 2.15.1 Jan 31, 2013

Dirk Eddelbuettel

Last active: Jan 31, 2013
1 msg
Dirk Eddelbuettel R/Finance 2013 -- Call for Papers: Two weeks remaining Jan 31, 2013

Frank

Last active: Jan 28, 2013
1 msg
Frank getOptionChain Jan 28, 2013

G See

Last active: Jan 11, 2013
7 msgs
G See Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument Jan 2, 2013 G See Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument Jan 2, 2013 G See Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument Jan 2, 2013 G See Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument Jan 2, 2013 G See Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument Jan 2, 2013 G See Fitting RSLN models Jan 11, 2013 G See Fitting RSLN models Jan 11, 2013

Harris Butler

Last active: Jan 31, 2013
2 msgs
Harris Butler QRMlib not in R version 2.15.1 Jan 31, 2013 Harris Butler Question on re-indexing data for graphing Jan 31, 2013

Jeff Ryan

Last active: Jan 28, 2013
5 msgs
Jeff Ryan dis aggregate from 3 month rolling average to monthly Jan 5, 2013 Jeff Ryan dis aggregate from 3 month rolling average to monthly Jan 5, 2013 Jeff Ryan R: Re: high frequency italian market data Jan 11, 2013 Jeff Ryan getting subset of data from the price series Jan 28, 2013 Jeff Ryan getOptionChain Jan 28, 2013

Joshua Ulrich

Last active: Jan 20, 2013
2 msgs
Joshua Ulrich DEoptim Risk Return Scatter Plot Jan 15, 2013 Joshua Ulrich Minor bug in addSAR Jan 20, 2013

Maheshwari, Dhruv

Last active: Jan 31, 2013
3 msgs
Maheshwari, Dhruv blotter date question Jan 13, 2013 Maheshwari, Dhruv blotter date question Jan 14, 2013 Maheshwari, Dhruv QRMlib not in R version 2.15.1 Jan 31, 2013

Matt Considine

Last active: Jan 6, 2013
1 msg
Matt Considine dis aggregate from 3 month rolling average to monthly Jan 6, 2013

Michael Berman

Last active: Jan 21, 2013
1 msg
Michael Berman RAPA Trader Database Available to R Community for Download Jan 21, 2013

Nikos Rachmanis

Last active: Jan 27, 2013
1 msg
Nikos Rachmanis Conversion of xts to ts object Jan 27, 2013

Pierre-Alexandre des Mazis

Last active: Jan 21, 2013
1 msg
Pierre-Alexandre des Mazis Rbbg Jan 21, 2013

R. Michael Weylandt

Last active: Jan 11, 2013
2 msgs
R. Michael Weylandt high frequency italian market data Jan 11, 2013 R. Michael Weylandt high frequency italian market data Jan 11, 2013

Robert A'gata

Last active: Jan 14, 2013
3 msgs
Robert A'gata Quantstrat runs quite slow on large data Jan 3, 2013 Robert A'gata Limit order and level in position limit in quantstrat Jan 3, 2013 Robert A'gata Search for best parameter set when backtesting Jan 14, 2013

SebastianBrown

Last active: Jan 22, 2013
3 msgs
SebastianBrown Rbbg Jan 21, 2013 SebastianBrown Rbbg Jan 21, 2013 SebastianBrown Rbbg Jan 22, 2013

Simone Gogna

Last active: Jan 11, 2013
1 msg
Simone Gogna high frequency italian market data Jan 11, 2013

Stephen Choularton

Last active: Jan 9, 2013
1 msg
Stephen Choularton programming opportunity Jan 9, 2013

Suzen, Mehmet

Last active: Jan 7, 2013
1 msg
Suzen, Mehmet Neural Network for trading Jan 7, 2013

Thomas P. Fuller

Last active: Jan 25, 2013
1 msg
Thomas P. Fuller Coherent Datafeed: Historic Time Series Data from Thomson Reuters is available Jan 25, 2013

Velappan Periasamy

Last active: Jan 28, 2013
1 msg
Velappan Periasamy getting subset of data from the price series Jan 28, 2013

Wei Wu

Last active: Jan 15, 2013
1 msg
Wei Wu Can any of the GARCH model R packages handle seasonality ? Jan 15, 2013

Wildi Marc (wlmr)

Last active: Jan 9, 2013
1 msg
Wildi Marc (wlmr) wavelet analyisis to denoising time series Jan 9, 2013

Worik Stanton

Last active: Jan 9, 2013
1 msg
Worik Stanton Minor bug in addSAR Jan 9, 2013

Yolande Tra

Last active: Jan 6, 2013
2 msgs
Yolande Tra dis aggregate from 3 month rolling average to monthly Jan 5, 2013 Yolande Tra dis aggregate from 3 month rolling average to monthly Jan 6, 2013

a1492dc

Last active: Jan 7, 2013
1 msg
a1492dc Neural Network for trading Jan 7, 2013

altaf

Last active: Jan 1, 2013
1 msg
altaf Rbbg package's CONNECTION_FAILURE Jan 1, 2013

asfdoij asfoij

Last active: Jan 10, 2013
1 msg
asfdoij asfoij How to retrieve standard errors of cointegrating vector from vars/urca ? Jan 10, 2013

brendan dornan

Last active: Jan 31, 2013
1 msg
brendan dornan Question on re-indexing data for graphing Jan 31, 2013

hova9411

Last active: Jan 27, 2013
1 msg
hova9411 Bloomberg login through R Jan 27, 2013

intertodd

Last active: Jan 8, 2013
2 msgs
intertodd Neural Network for trading Jan 7, 2013 intertodd wavelet analyisis to denoising time series Jan 8, 2013

jaimie villanueva

Last active: Jan 20, 2013
2 msgs
jaimie villanueva Fitting RSLN models Jan 11, 2013 jaimie villanueva Help with rugarch Jan 20, 2013

jkaprich at gmail.com

Last active: Jan 17, 2013
2 msgs
jkaprich at gmail.com DEoptim Risk Return Scatter Plot Jan 15, 2013 jkaprich at gmail.com PerformanceAnalytics CoSkewness Function Jan 17, 2013

rquantnoob

Last active: Jan 2, 2013
4 msgs
rquantnoob Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument Jan 2, 2013 rquantnoob Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument Jan 2, 2013 rquantnoob Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument Jan 2, 2013 rquantnoob Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument Jan 2, 2013

singletonthebest

Last active: Jan 11, 2013
1 msg
singletonthebest R: Re: high frequency italian market data Jan 11, 2013

v mande

Last active: Jan 6, 2013
1 msg
v mande (no subject) Jan 6, 2013

ytra

Last active: Jan 5, 2013
1 msg
ytra dis aggregate from 3 month rolling average to monthly Jan 5, 2013