R-SIG-Finance January 2013

(no subject)

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1 msg · Jan 6

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v mande (no subject) Jan 6, 2013

Bloomberg login through R

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1 msg · Jan 27

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hova9411 Bloomberg login through R Jan 27, 2013

Can any of the GARCH model R packages handle seasonality ?

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1 msg · Jan 15

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Wei Wu Can any of the GARCH model R packages handle seasonality ? Jan 15, 2013

Coherent Datafeed: Historic Time Series Data from Thomson Reuters is available

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1 msg · Jan 25

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

Conversion of xts to ts object

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1 msg · Jan 27

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Nikos Rachmanis Conversion of xts to ts object Jan 27, 2013

DEoptim Risk Return Scatter Plot

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J

2 msgs · Jan 15 – Jan 15

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jkaprich at gmail.com DEoptim Risk Return Scatter Plot Jan 15, 2013

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Joshua Ulrich DEoptim Risk Return Scatter Plot Jan 15, 2013

Fitting RSLN models

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G

3 msgs · Jan 11 – Jan 11

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jaimie villanueva Fitting RSLN models Jan 11, 2013

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G See Fitting RSLN models Jan 11, 2013

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G See Fitting RSLN models Jan 11, 2013

Help with rugarch

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A

2 msgs · Jan 20 – Jan 20

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jaimie villanueva Help with rugarch Jan 20, 2013

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Alexios Ghalanos Help with rugarch Jan 20, 2013

How to retrieve standard errors of cointegrating vector from vars/urca ?

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1 msg · Jan 10

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asfdoij asfoij How to retrieve standard errors of cointegrating vector from vars/urca ? Jan 10, 2013

Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument

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G

9 msgs · Jan 2 – Jan 2

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

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G See Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument Jan 2, 2013

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G See Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument Jan 2, 2013

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

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G See Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument Jan 2, 2013

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G See Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument Jan 2, 2013

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

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

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G See Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument Jan 2, 2013

Junior Quantitative Strategist role

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1 msg · Jan 9

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Alexander Gracian Junior Quantitative Strategist role Jan 9, 2013

Limit order and level in position limit in quantstrat

R

1 msg · Jan 3

R

Robert A'gata Limit order and level in position limit in quantstrat Jan 3, 2013

Minor bug in addSAR

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J

2 msgs · Jan 9 – Jan 20

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Worik Stanton Minor bug in addSAR Jan 9, 2013

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Joshua Ulrich Minor bug in addSAR Jan 20, 2013

Neural Network for trading

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S

A

3 msgs · Jan 7 – Jan 7

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intertodd Neural Network for trading Jan 7, 2013

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Suzen, Mehmet Neural Network for trading Jan 7, 2013

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a1492dc Neural Network for trading Jan 7, 2013

PerformanceAnalytics CoSkewness Function

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B

2 msgs · Jan 17 – Jan 18

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jkaprich at gmail.com PerformanceAnalytics CoSkewness Function Jan 17, 2013

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Brian G. Peterson PerformanceAnalytics CoSkewness Function Jan 18, 2013

QRMlib not in R version 2.15.1

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M

3 msgs · Jan 31 – Jan 31

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Carlos López QRMlib not in R version 2.15.1 Jan 31, 2013

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Harris Butler QRMlib not in R version 2.15.1 Jan 31, 2013

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Maheshwari, Dhruv QRMlib not in R version 2.15.1 Jan 31, 2013

Quantstrat runs quite slow on large data

R

1 msg · Jan 3

R

Robert A'gata Quantstrat runs quite slow on large data Jan 3, 2013

Question on re-indexing data for graphing

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H

2 msgs · Jan 31 – Jan 31

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brendan dornan Question on re-indexing data for graphing Jan 31, 2013

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Harris Butler Question on re-indexing data for graphing Jan 31, 2013

R/Finance 2013 -- Call for Papers: Two weeks remaining

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1 msg · Jan 31

D

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

R: Re: high frequency italian market data

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B

2 msgs · Jan 11 – Jan 11

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singletonthebest R: Re: high frequency italian market data Jan 11, 2013

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Brian G. Peterson R: Re: high frequency italian market data Jan 11, 2013

R: Re: high frequency italian market data

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1 msg · Jan 11

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Jeff Ryan R: Re: high frequency italian market data Jan 11, 2013

RAPA Trader Database Available to R Community for Download

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1 msg · Jan 21

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Michael Berman RAPA Trader Database Available to R Community for Download Jan 21, 2013

Rbbg

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P

4 msgs · Jan 21 – Jan 22

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SebastianBrown Rbbg Jan 21, 2013

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Pierre-Alexandre des Mazis Rbbg Jan 21, 2013

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SebastianBrown Rbbg Jan 21, 2013

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SebastianBrown Rbbg Jan 22, 2013

Rbbg package's CONNECTION_FAILURE

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1 msg · Jan 1

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altaf Rbbg package's CONNECTION_FAILURE Jan 1, 2013

Search for best parameter set when backtesting

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1 msg · Jan 14

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Robert A'gata Search for best parameter set when backtesting Jan 14, 2013

blotter date question

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2 msgs · Jan 13 – Jan 14

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Maheshwari, Dhruv blotter date question Jan 13, 2013

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Maheshwari, Dhruv blotter date question Jan 14, 2013

dis aggregate from 3 month rolling average to monthly

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1 msg · Jan 6

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Matt Considine dis aggregate from 3 month rolling average to monthly Jan 6, 2013

dis aggregate from 3 month rolling average to monthly

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Y

5 msgs · Jan 5 – Jan 6

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Yolande Tra dis aggregate from 3 month rolling average to monthly Jan 5, 2013

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Jeff Ryan dis aggregate from 3 month rolling average to monthly Jan 5, 2013

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ytra dis aggregate from 3 month rolling average to monthly Jan 5, 2013

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Jeff Ryan dis aggregate from 3 month rolling average to monthly Jan 5, 2013

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Yolande Tra dis aggregate from 3 month rolling average to monthly Jan 6, 2013

getOptionChain

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J

2 msgs · Jan 28 – Jan 28

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Frank getOptionChain Jan 28, 2013

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Jeff Ryan getOptionChain Jan 28, 2013

getting subset of data from the price series

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J

2 msgs · Jan 28 – Jan 28

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Velappan Periasamy getting subset of data from the price series Jan 28, 2013

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Jeff Ryan getting subset of data from the price series Jan 28, 2013

high frequency italian market data

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R

3 msgs · Jan 11 – Jan 11

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Simone Gogna high frequency italian market data Jan 11, 2013

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R. Michael Weylandt high frequency italian market data Jan 11, 2013

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R. Michael Weylandt high frequency italian market data Jan 11, 2013

programming opportunity

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1 msg · Jan 9

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Stephen Choularton programming opportunity Jan 9, 2013

wavelet analyisis to denoising time series

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W

2 msgs · Jan 8 – Jan 9

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intertodd wavelet analyisis to denoising time series Jan 8, 2013

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Wildi Marc (wlmr) wavelet analyisis to denoising time series Jan 9, 2013