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R-SIG-Finance January 2013

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Thursday, January 31, 2013 6 emails
Dirk Eddelbuettel R/Finance 2013 -- Call for Papers: Two weeks remaining Maheshwari, Dhruv QRMlib not in R version 2.15.1 Harris Butler Question on re-indexing data for graphing Harris Butler QRMlib not in R version 2.15.1 brendan dornan Question on re-indexing data for graphing Carlos López QRMlib not in R version 2.15.1
Monday, January 28, 2013 4 emails
Jeff Ryan getOptionChain Frank getOptionChain Jeff Ryan getting subset of data from the price series Velappan Periasamy getting subset of data from the price series
Sunday, January 27, 2013 2 emails
hova9411 Bloomberg login through R Nikos Rachmanis Conversion of xts to ts object
Friday, January 25, 2013 1 email
Thomas P. Fuller Coherent Datafeed: Historic Time Series Data from Thomson Reuters is available
Tuesday, January 22, 2013 1 email
SebastianBrown Rbbg
Monday, January 21, 2013 4 emails
SebastianBrown Rbbg Pierre-Alexandre des Mazis Rbbg SebastianBrown Rbbg Michael Berman RAPA Trader Database Available to R Community for Download
Sunday, January 20, 2013 3 emails
Joshua Ulrich Minor bug in addSAR Alexios Ghalanos Help with rugarch jaimie villanueva Help with rugarch
Friday, January 18, 2013 1 email
Brian G. Peterson PerformanceAnalytics CoSkewness Function
Thursday, January 17, 2013 1 email
jkaprich at gmail.com PerformanceAnalytics CoSkewness Function
Tuesday, January 15, 2013 3 emails
Wei Wu Can any of the GARCH model R packages handle seasonality ? Joshua Ulrich DEoptim Risk Return Scatter Plot jkaprich at gmail.com DEoptim Risk Return Scatter Plot
Monday, January 14, 2013 2 emails
Robert A'gata Search for best parameter set when backtesting Maheshwari, Dhruv blotter date question
Sunday, January 13, 2013 1 email
Maheshwari, Dhruv blotter date question
Friday, January 11, 2013 9 emails
Jeff Ryan R: Re: high frequency italian market data Brian G. Peterson R: Re: high frequency italian market data R. Michael Weylandt high frequency italian market data singletonthebest R: Re: high frequency italian market data R. Michael Weylandt high frequency italian market data Simone Gogna high frequency italian market data G See Fitting RSLN models G See Fitting RSLN models jaimie villanueva Fitting RSLN models
Thursday, January 10, 2013 1 email
asfdoij asfoij How to retrieve standard errors of cointegrating vector from vars/urca ?
Wednesday, January 9, 2013 4 emails
Stephen Choularton programming opportunity Worik Stanton Minor bug in addSAR Alexander Gracian Junior Quantitative Strategist role Wildi Marc (wlmr) wavelet analyisis to denoising time series
Tuesday, January 8, 2013 1 email
intertodd wavelet analyisis to denoising time series
Monday, January 7, 2013 3 emails
a1492dc Neural Network for trading Suzen, Mehmet Neural Network for trading intertodd Neural Network for trading
Sunday, January 6, 2013 3 emails
Yolande Tra dis aggregate from 3 month rolling average to monthly Matt Considine dis aggregate from 3 month rolling average to monthly v mande (no subject)
Saturday, January 5, 2013 4 emails
Jeff Ryan dis aggregate from 3 month rolling average to monthly ytra dis aggregate from 3 month rolling average to monthly Jeff Ryan dis aggregate from 3 month rolling average to monthly Yolande Tra dis aggregate from 3 month rolling average to monthly
Thursday, January 3, 2013 2 emails
Robert A'gata Limit order and level in position limit in quantstrat Robert A'gata Quantstrat runs quite slow on large data
Wednesday, January 2, 2013 9 emails
G See Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument rquantnoob Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument rquantnoob Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument G See Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument G See Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument rquantnoob Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument G See Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument G See Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument rquantnoob Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument
Tuesday, January 1, 2013 1 email
altaf Rbbg package's CONNECTION_FAILURE