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R-SIG-Finance February 2013

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Komogrov-Smirov dominance test and Wilcoxon rank sum and signed rank test
1 msg
Wei-han Liu Komogrov-Smirov dominance test and Wilcoxon rank sum and signed rank test Feb 28, 2013
Reminder: Webinar Series: The Evolution of Regression from Classical Linear Regression to Modern Ensembles (Hands-on Component)
1 msg
Lisa Solomon Reminder: Webinar Series: The Evolution of Regression from Classical Linear Regression to Modern Ensembles (Hands-on Component) Feb 26, 2013
can quantmod obtain FRED data by vintage from ALFRED?
3 msgs
Matthew Johnson can quantmod obtain FRED data by vintage from ALFRED? Feb 25, 2013
Jeff Ryan can quantmod obtain FRED data by vintage from ALFRED? Feb 25, 2013
Matthew Johnson can quantmod obtain FRED data by vintage from ALFRED? Feb 25, 2013
Error: Unexpected symbol in "1M"
2 msgs
Wei-han Liu Error: Unexpected symbol in "1M" Feb 24, 2013
Joshua Ulrich Error: Unexpected symbol in "1M" Feb 24, 2013
quantstrat sigFormula
1 msg
Dominykas Grigonis quantstrat sigFormula Feb 23, 2013
Lag and rank selection in nonstationary VAR
1 msg
M M Lag and rank selection in nonstationary VAR Feb 23, 2013
Monte Carlo Simulation
5 msgs
Dave Monte Carlo Simulation Feb 20, 2013
Chris Waggoner Monte Carlo Simulation Feb 20, 2013
Dave Monte Carlo Simulation Feb 20, 2013
Patrick Burns Monte Carlo Simulation Feb 21, 2013
Dennis Lee Monte Carlo Simulation Feb 21, 2013
Registration for 'R in Insurance' conference has opened
1 msg
Gesmann, Markus Registration for 'R in Insurance' conference has opened Feb 21, 2013
log-return indicator
2 msgs
Dominykas Grigonis log-return indicator Feb 21, 2013
Brian G. Peterson log-return indicator Feb 21, 2013
About multivariate GARCH: DVEC and BEKK
2 msgs
John About multivariate GARCH: DVEC and BEKK Feb 20, 2013
Alexios Ghalanos About multivariate GARCH: DVEC and BEKK Feb 20, 2013
merge.xts problem
5 msgs
Nikos Rachmanis merge.xts problem Feb 12, 2013
Joshua Ulrich merge.xts problem Feb 13, 2013
Nikos Rachmanis merge.xts problem Feb 14, 2013
Joshua Ulrich merge.xts problem Feb 20, 2013
Nikos Rachmanis merge.xts problem Feb 20, 2013
FIX engine integration
13 msgs
Paul Kent FIX engine integration Feb 17, 2013
Jeff Ryan FIX engine integration Feb 17, 2013
Ulrich Staudinger FIX engine integration Feb 17, 2013
sidharth mallik FIX engine integration Feb 17, 2013
Ulrich Staudinger FIX engine integration Feb 17, 2013
Ulrich Staudinger FIX engine integration Feb 17, 2013
Frank FIX engine integration Feb 17, 2013
Ulrich Staudinger FIX engine integration Feb 17, 2013
sidharth mallik FIX engine integration Feb 17, 2013
Ulrich Staudinger FIX engine integration Feb 17, 2013
Thomas P. Fuller FIX engine integration Feb 17, 2013
Daniel Cegiełka FIX engine integration Feb 17, 2013
Andrew Piskorski FIX engine integration Feb 18, 2013
Forecasting a ARMA(1,1)/GARCH(1,1) model
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gustavo99 Forecasting a ARMA(1,1)/GARCH(1,1) model Feb 17, 2013
Updated 'pa' package for equity portfolio performance attribution on CRAN
1 msg
Yang Lu Updated 'pa' package for equity portfolio performance attribution on CRAN Feb 17, 2013
Portfolio construction with integer constraints
4 msgs
Sigurdsson, Magnus Portfolio construction with integer constraints Feb 14, 2013
Alexios Ghalanos Portfolio construction with integer constraints Feb 14, 2013
Enrico Schumann Portfolio construction with integer constraints Feb 15, 2013
Brian G. Peterson Portfolio construction with integer constraints Feb 15, 2013
mundlak
1 msg
heimat los mundlak Feb 15, 2013
Return.portfolio() behaves differently in PerformanceAnalytics 1.0.5.2 vs 1.0.4.4?
2 msgs
Aleksi Mattila Return.portfolio() behaves differently in PerformanceAnalytics 1.0.5.2 vs 1.0.4.4? Feb 14, 2013
R. Michael Weylandt Return.portfolio() behaves differently in PerformanceAnalytics 1.0.5.2 vs 1.0.4.4? Feb 14, 2013
rugarch
2 msgs
pantea hafezian rugarch Feb 13, 2013
Alexios Ghalanos rugarch Feb 14, 2013
rmgarch using "user defined" garch model
1 msg
Alexios Ghalanos rmgarch using "user defined" garch model Feb 13, 2013
Markov-Switching E-GARCH process
1 msg
Edouard Tallent Markov-Switching E-GARCH process Feb 13, 2013
IBrokers Risk Management Backend Solution Help with twsPortfolioValue
8 msgs
JohnnyPaper IBrokers Risk Management Backend Solution Help with twsPortfolioValue Feb 10, 2013
Gei Lin IBrokers Risk Management Backend Solution Help with twsPortfolioValue Feb 10, 2013
JohnnyPaper IBrokers Risk Management Backend Solution Help with twsPortfolioValue Feb 10, 2013
G See IBrokers Risk Management Backend Solution Help with twsPortfolioValue Feb 10, 2013
JohnnyPaper IBrokers Risk Management Backend Solution Help with twsPortfolioValue Feb 10, 2013
Jeff Ryan IBrokers Risk Management Backend Solution Help with twsPortfolioValue Feb 10, 2013
JohnnyPaper IBrokers Risk Management Backend Solution Help with twsPortfolioValue Feb 12, 2013
JohnnyPaper IBrokers Risk Management Backend Solution Help with twsPortfolioValue Feb 12, 2013
R/Finance 2013, Call for Papers: Deadline this Friday!
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Joshua Ulrich R/Finance 2013, Call for Papers: Deadline this Friday! Feb 12, 2013
Rbbg
1 msg
Pete Brecknock Rbbg Feb 10, 2013
timeLastNdayInMonth returns with a date in the next month
1 msg
jbasu timeLastNdayInMonth returns with a date in the next month Feb 9, 2013
Question
2 msgs
pantea hafezian Question Feb 7, 2013
Alexios Ghalanos Question Feb 8, 2013
New Webinar Series: The Evolution of Regression From Classical Linear Regression to Modern Ensembles
3 msgs
Lisa Solomon New Webinar Series: The Evolution of Regression From Classical Linear Regression to Modern Ensembles Feb 7, 2013
G See New Webinar Series: The Evolution of Regression From Classical Linear Regression to Modern Ensembles Feb 7, 2013
Dirk Eddelbuettel New Webinar Series: The Evolution of Regression From Classical Linear Regression to Modern Ensembles Feb 7, 2013
4-digit SIC codes
3 msgs
David Reiner 4-digit SIC codes Feb 5, 2013
Chirag Anand 4-digit SIC codes Feb 5, 2013
G See 4-digit SIC codes Feb 5, 2013
4-digit SIC codes
2 msgs
Bastian Offermann 4-digit SIC codes Feb 4, 2013
G See 4-digit SIC codes Feb 4, 2013
bug on to.monthly?
4 msgs
Ulrich Staudinger bug on to.monthly? Feb 4, 2013
Joshua Ulrich bug on to.monthly? Feb 4, 2013
Ulrich Staudinger bug on to.monthly? Feb 4, 2013
Ulrich Staudinger bug on to.monthly? Feb 4, 2013
bug on to.monthly
3 msgs
Phil Elsasser bug on to.monthly Feb 4, 2013
Ulrich Staudinger bug on to.monthly Feb 4, 2013
Phil Elsasser bug on to.monthly Feb 4, 2013
rugarch - warning
2 msgs
Harald Weiss rugarch - warning Feb 2, 2013
Alexios Ghalanos rugarch - warning Feb 2, 2013
Rbbg with new Bloom API release
2 msgs
anmol sethy Rbbg with new Bloom API release Feb 1, 2013
John Laing Rbbg with new Bloom API release Feb 1, 2013
R/Finance 2013 -- Call for Papers: Two weeks remaining
1 msg