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R-SIG-Finance January 2013

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