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R-SIG-Finance February 2013

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Aleksi Mattila

Last active: Feb 14, 2013
1 msg
Aleksi Mattila Return.portfolio() behaves differently in PerformanceAnalytics 1.0.5.2 vs 1.0.4.4? Feb 14, 2013

Alexios Ghalanos

Last active: Feb 20, 2013
6 msgs
Alexios Ghalanos rugarch - warning Feb 2, 2013 Alexios Ghalanos Question Feb 8, 2013 Alexios Ghalanos rmgarch using "user defined" garch model Feb 13, 2013 Alexios Ghalanos rugarch Feb 14, 2013 Alexios Ghalanos Portfolio construction with integer constraints Feb 14, 2013 Alexios Ghalanos About multivariate GARCH: DVEC and BEKK Feb 20, 2013

Andrew Piskorski

Last active: Feb 18, 2013
1 msg
Andrew Piskorski FIX engine integration Feb 18, 2013

Bastian Offermann

Last active: Feb 4, 2013
1 msg
Bastian Offermann 4-digit SIC codes Feb 4, 2013

Brian G. Peterson

Last active: Feb 21, 2013
2 msgs
Brian G. Peterson Portfolio construction with integer constraints Feb 15, 2013 Brian G. Peterson log-return indicator Feb 21, 2013

Chirag Anand

Last active: Feb 5, 2013
1 msg
Chirag Anand 4-digit SIC codes Feb 5, 2013

Chris Waggoner

Last active: Feb 20, 2013
1 msg
Chris Waggoner Monte Carlo Simulation Feb 20, 2013

Daniel Cegiełka

Last active: Feb 17, 2013
1 msg
Daniel Cegiełka FIX engine integration Feb 17, 2013

Dave

Last active: Feb 20, 2013
2 msgs
Dave Monte Carlo Simulation Feb 20, 2013 Dave Monte Carlo Simulation Feb 20, 2013

David Reiner

Last active: Feb 5, 2013
1 msg
David Reiner 4-digit SIC codes Feb 5, 2013

Dennis Lee

Last active: Feb 21, 2013
1 msg
Dennis Lee Monte Carlo Simulation Feb 21, 2013

Dirk Eddelbuettel

Last active: Feb 7, 2013
1 msg
Dirk Eddelbuettel New Webinar Series: The Evolution of Regression From Classical Linear Regression to Modern Ensembles Feb 7, 2013

Dominykas Grigonis

Last active: Feb 23, 2013
2 msgs
Dominykas Grigonis log-return indicator Feb 21, 2013 Dominykas Grigonis quantstrat sigFormula Feb 23, 2013

Edouard Tallent

Last active: Feb 13, 2013
1 msg
Edouard Tallent Markov-Switching E-GARCH process Feb 13, 2013

Enrico Schumann

Last active: Feb 15, 2013
1 msg
Enrico Schumann Portfolio construction with integer constraints Feb 15, 2013

Frank

Last active: Feb 17, 2013
1 msg
Frank FIX engine integration Feb 17, 2013

G See

Last active: Feb 10, 2013
4 msgs
G See 4-digit SIC codes Feb 4, 2013 G See 4-digit SIC codes Feb 5, 2013 G See New Webinar Series: The Evolution of Regression From Classical Linear Regression to Modern Ensembles Feb 7, 2013 G See IBrokers Risk Management Backend Solution Help with twsPortfolioValue Feb 10, 2013

Gei Lin

Last active: Feb 10, 2013
1 msg
Gei Lin IBrokers Risk Management Backend Solution Help with twsPortfolioValue Feb 10, 2013

Gesmann, Markus

Last active: Feb 21, 2013
1 msg
Gesmann, Markus Registration for 'R in Insurance' conference has opened Feb 21, 2013

Harald Weiss

Last active: Feb 2, 2013
1 msg
Harald Weiss rugarch - warning Feb 2, 2013

Jeff Ryan

Last active: Feb 25, 2013
3 msgs
Jeff Ryan IBrokers Risk Management Backend Solution Help with twsPortfolioValue Feb 10, 2013 Jeff Ryan FIX engine integration Feb 17, 2013 Jeff Ryan can quantmod obtain FRED data by vintage from ALFRED? Feb 25, 2013

John

Last active: Feb 20, 2013
1 msg
John About multivariate GARCH: DVEC and BEKK Feb 20, 2013

John Laing

Last active: Feb 1, 2013
1 msg
John Laing Rbbg with new Bloom API release Feb 1, 2013

JohnnyPaper

Last active: Feb 12, 2013
5 msgs
JohnnyPaper IBrokers Risk Management Backend Solution Help with twsPortfolioValue Feb 10, 2013 JohnnyPaper IBrokers Risk Management Backend Solution Help with twsPortfolioValue Feb 10, 2013 JohnnyPaper 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

Joshua Ulrich

Last active: Feb 24, 2013
5 msgs
Joshua Ulrich bug on to.monthly? Feb 4, 2013 Joshua Ulrich R/Finance 2013, Call for Papers: Deadline this Friday! Feb 12, 2013 Joshua Ulrich merge.xts problem Feb 13, 2013 Joshua Ulrich merge.xts problem Feb 20, 2013 Joshua Ulrich Error: Unexpected symbol in "1M" Feb 24, 2013

Lisa Solomon

Last active: Feb 26, 2013
2 msgs
Lisa Solomon New Webinar Series: The Evolution of Regression From Classical Linear Regression to Modern Ensembles Feb 7, 2013 Lisa Solomon Reminder: Webinar Series: The Evolution of Regression from Classical Linear Regression to Modern Ensembles (Hands-on Component) Feb 26, 2013

M M

Last active: Feb 23, 2013
1 msg
M M Lag and rank selection in nonstationary VAR Feb 23, 2013

Matthew Johnson

Last active: Feb 25, 2013
2 msgs
Matthew Johnson 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

Nikos Rachmanis

Last active: Feb 20, 2013
3 msgs
Nikos Rachmanis merge.xts problem Feb 12, 2013 Nikos Rachmanis merge.xts problem Feb 14, 2013 Nikos Rachmanis merge.xts problem Feb 20, 2013

Patrick Burns

Last active: Feb 21, 2013
1 msg
Patrick Burns Monte Carlo Simulation Feb 21, 2013

Paul Kent

Last active: Feb 17, 2013
1 msg
Paul Kent FIX engine integration Feb 17, 2013

Pete Brecknock

Last active: Feb 10, 2013
1 msg
Pete Brecknock Rbbg Feb 10, 2013

Phil Elsasser

Last active: Feb 4, 2013
2 msgs
Phil Elsasser bug on to.monthly Feb 4, 2013 Phil Elsasser bug on to.monthly Feb 4, 2013

R. Michael Weylandt

Last active: Feb 14, 2013
1 msg
R. Michael Weylandt Return.portfolio() behaves differently in PerformanceAnalytics 1.0.5.2 vs 1.0.4.4? Feb 14, 2013

Sigurdsson, Magnus

Last active: Feb 14, 2013
1 msg
Sigurdsson, Magnus Portfolio construction with integer constraints Feb 14, 2013

Thomas P. Fuller

Last active: Feb 17, 2013
1 msg
Thomas P. Fuller FIX engine integration Feb 17, 2013

Ulrich Staudinger

Last active: Feb 17, 2013
9 msgs
Ulrich Staudinger 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 Ulrich Staudinger bug on to.monthly? Feb 4, 2013 Ulrich Staudinger FIX engine integration Feb 17, 2013 Ulrich Staudinger FIX engine integration Feb 17, 2013 Ulrich Staudinger FIX engine integration Feb 17, 2013 Ulrich Staudinger FIX engine integration Feb 17, 2013 Ulrich Staudinger FIX engine integration Feb 17, 2013

Wei-han Liu

Last active: Feb 28, 2013
2 msgs
Wei-han Liu Error: Unexpected symbol in "1M" Feb 24, 2013 Wei-han Liu Komogrov-Smirov dominance test and Wilcoxon rank sum and signed rank test Feb 28, 2013

Yang Lu

Last active: Feb 17, 2013
1 msg
Yang Lu Updated 'pa' package for equity portfolio performance attribution on CRAN Feb 17, 2013

anmol sethy

Last active: Feb 1, 2013
1 msg
anmol sethy Rbbg with new Bloom API release Feb 1, 2013

gustavo99

Last active: Feb 17, 2013
1 msg
gustavo99 Forecasting a ARMA(1,1)/GARCH(1,1) model Feb 17, 2013

heimat los

Last active: Feb 15, 2013
1 msg
heimat los mundlak Feb 15, 2013

jbasu

Last active: Feb 9, 2013
1 msg
jbasu timeLastNdayInMonth returns with a date in the next month Feb 9, 2013

pantea hafezian

Last active: Feb 13, 2013
2 msgs
pantea hafezian Question Feb 7, 2013 pantea hafezian rugarch Feb 13, 2013

sidharth mallik

Last active: Feb 17, 2013
2 msgs
sidharth mallik FIX engine integration Feb 17, 2013 sidharth mallik FIX engine integration Feb 17, 2013