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R-SIG-Finance April 2013

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Aidan Corcoran

Last active: Apr 19, 2013
3 msgs
Aidan Corcoran precision of data download in rbbg/rbloomberg Apr 19, 2013 Aidan Corcoran precision of data download in rbbg/rbloomberg Apr 19, 2013 Aidan Corcoran precision of data download in rbbg/rbloomberg Apr 19, 2013

Alexios Ghalanos

Last active: Apr 25, 2013
3 msgs
Alexios Ghalanos Fitting distributions to financial data using volatility model to estimate VaR Apr 9, 2013 Alexios Ghalanos Fitting distributions to financial data using volatility model to estimate VaR Apr 9, 2013 Alexios Ghalanos rmgarch package Apr 25, 2013

Alok Shah

Last active: Apr 30, 2013
1 msg
Alok Shah maximizing the returns to a portfolio given a target risk Apr 30, 2013

Arturo DiDonna

Last active: Apr 22, 2013
1 msg
Arturo DiDonna Stocks outperforming their index Apr 22, 2013

ArvanitisCh at piraeusbank.gr

Last active: Apr 17, 2013
1 msg
ArvanitisCh at piraeusbank.gr RBBG with R 2.15.2 Apr 17, 2013

Brian G. Peterson

Last active: Apr 21, 2013
5 msgs
Brian G. Peterson Cross correlation problems Apr 5, 2013 Brian G. Peterson Base R question on XTS object Apr 10, 2013 Brian G. Peterson quantstrat add.indicator change (mktdata) to (mktdata)[, 1] Apr 13, 2013 Brian G. Peterson quantstrat spread parameter sweep problem Apr 20, 2013 Brian G. Peterson Using adf.test to test time series stationarity of stock price Apr 21, 2013

Chinmay Patil

Last active: Apr 25, 2013
1 msg
Chinmay Patil quantStrat/blotter for R-3.0.0? Apr 25, 2013

David Reiner

Last active: Apr 16, 2013
2 msgs
David Reiner Rbbg in R 3.0.0 Apr 15, 2013 David Reiner Rbbg in R 3.0.0 Apr 16, 2013

Deo Jaiswal

Last active: Apr 30, 2013
1 msg
Deo Jaiswal Question on QuantStrat Apr 30, 2013

Dominykas Grigonis

Last active: Apr 13, 2013
3 msgs
Dominykas Grigonis euro call by integration Apr 12, 2013 Dominykas Grigonis euro call by integration Apr 13, 2013 Dominykas Grigonis R-SIG-Finance Digest, Vol 107, Issue 11 Apr 13, 2013

Elizabeth Howard

Last active: Apr 25, 2013
1 msg
Elizabeth Howard rmgarch package Apr 25, 2013

Enrico Schumann

Last active: Apr 13, 2013
1 msg
Enrico Schumann euro call by integration Apr 13, 2013

G See

Last active: Apr 8, 2013
1 msg
G See Help with iBrokers data Apr 8, 2013

Gaurav Raizada

Last active: Apr 15, 2013
1 msg
Gaurav Raizada Error in highfrequency package Apr 15, 2013

George Wang

Last active: Apr 16, 2013
1 msg
George Wang Rbbg in R 3.0.0 Apr 16, 2013

Ivan Popivanov

Last active: Apr 19, 2013
5 msgs
Ivan Popivanov quantstrat: A bug in rules.R for stoplimits? Apr 13, 2013 Ivan Popivanov quantstrat: NA for "Order.Prefer" for a stoptrailing order Apr 14, 2013 Ivan Popivanov quantstrat: NA for "Order.Prefer" for a stoptrailing order Apr 14, 2013 Ivan Popivanov Is this the place for reporting quantmod (and other packages) bugs? Apr 18, 2013 Ivan Popivanov Using getSymbol in a R function Apr 19, 2013

Jeff Ryan

Last active: Apr 23, 2013
4 msgs
Jeff Ryan saveChart don't work in Quantmod package Apr 18, 2013 Jeff Ryan precision of data download in rbbg/rbloomberg Apr 19, 2013 Jeff Ryan reqHistoricalData for comboLeg Apr 20, 2013 Jeff Ryan Error in quantmod getOptionChain() Apr 23, 2013

Jesper Hybel Pedersen

Last active: Apr 19, 2013
1 msg
Jesper Hybel Pedersen FIGARCH estimation and simulation Apr 19, 2013

John Han

Last active: Apr 28, 2013
1 msg
John Han Issues about "maCross" demo in Quantstrat Apr 28, 2013

John Laing

Last active: Apr 22, 2013
5 msgs
John Laing Rbbg in R 3.0.0 Apr 16, 2013 John Laing RBBG with R 2.15.2 Apr 17, 2013 John Laing precision of data download in rbbg/rbloomberg Apr 19, 2013 John Laing precision of data download in rbbg/rbloomberg Apr 19, 2013 John Laing RBBG bdp function with override Apr 22, 2013

JohnnyPaper

Last active: Apr 15, 2013
1 msg
JohnnyPaper Fitting and testing copula-functions Apr 15, 2013

Joshua Ulrich

Last active: Apr 18, 2013
5 msgs
Joshua Ulrich Base R question on XTS object Apr 10, 2013 Joshua Ulrich quantstrat: A bug in rules.R for stoplimits? Apr 14, 2013 Joshua Ulrich quantstrat: NA for "Order.Prefer" for a stoptrailing order Apr 14, 2013 Joshua Ulrich saveChart don't work in Quantmod package Apr 17, 2013 Joshua Ulrich saveChart don't work in Quantmod package Apr 18, 2013

Katherine Gobin

Last active: Apr 21, 2013
1 msg
Katherine Gobin Gini Coefficient and Coefficient of Concordance Apr 21, 2013

Krishna Kumar

Last active: Apr 13, 2013
1 msg
Krishna Kumar euro call by integration Apr 13, 2013

Mark Knecht

Last active: Apr 28, 2013
5 msgs
Mark Knecht email a data.frame as part of a small example? Apr 15, 2013 Mark Knecht email a data.frame as part of a small example? Apr 15, 2013 Mark Knecht Trying to get earth models to (better) match those from other tools Apr 15, 2013 Mark Knecht quantStrat/blotter for R-3.0.0? Apr 25, 2013 Mark Knecht Issues about "maCross" demo in Quantstrat Apr 28, 2013

Niklas K

Last active: Apr 20, 2013
2 msgs
Niklas K reqHistoricalData for comboLeg Apr 20, 2013 Niklas K reqHistoricalData for comboLeg Apr 20, 2013

Nikos Rachmanis

Last active: Apr 13, 2013
1 msg
Nikos Rachmanis R-SIG-Finance Digest, Vol 107, Issue 11 Apr 13, 2013

Oleg Mubarakshin

Last active: Apr 11, 2013
1 msg
Oleg Mubarakshin GARCH option valuation Apr 11, 2013

Owusu Darko

Last active: Apr 30, 2013
2 msgs
Owusu Darko fitting AR-GARCH model to data with seasonal variation in FGARCH. Apr 28, 2013 Owusu Darko FITTING AR-GARCH model to data with specified AR terms. Apr 30, 2013

Paul Gilbert

Last active: Apr 17, 2013
1 msg
Paul Gilbert RBBG with R 2.15.2 Apr 17, 2013

Paul Teetor

Last active: Apr 30, 2013
1 msg
Paul Teetor CLEAN price of Bond in r Apr 30, 2013

R. Michael Weylandt

Last active: Apr 25, 2013
7 msgs
R. Michael Weylandt Maximum likelihood estimation of ARMA(1, 1)-GARCH(1, 1) Apr 9, 2013 R. Michael Weylandt Fitting distributions to financial data using volatility model to estimate VaR Apr 9, 2013 R. Michael Weylandt Base R question on XTS object Apr 10, 2013 R. Michael Weylandt Stocks outperforming their index Apr 22, 2013 R. Michael Weylandt Length of a curve? Apr 24, 2013 R. Michael Weylandt Length of a curve? Apr 24, 2013 R. Michael Weylandt quantStrat/blotter for R-3.0.0? Apr 25, 2013

Rob Schmidt

Last active: Apr 21, 2013
14 msgs
Rob Schmidt Problems with data Apr 1, 2013 Rob Schmidt Updated Pair Trade Demo Apr 1, 2013 Rob Schmidt Updated Pair Trade Demo Apr 1, 2013 Rob Schmidt Updated Pair Trade Demo Apr 2, 2013 Rob Schmidt Cross correlation problems Apr 4, 2013 Rob Schmidt Cross correlation problems Apr 5, 2013 Rob Schmidt Cross correlation problems Apr 5, 2013 Rob Schmidt Cross correlation problems Apr 5, 2013 Rob Schmidt Cross correlation problems Apr 5, 2013 Rob Schmidt Cross correlation problems Apr 6, 2013 Rob Schmidt quantstrat add.indicator change (mktdata) to (mktdata)[, 1] Apr 13, 2013 Rob Schmidt quantmod newbie xts example Apr 19, 2013 Rob Schmidt quantstrat spread parameter sweep problem Apr 20, 2013 Rob Schmidt quantstrat spread parameter sweep problem Apr 21, 2013

Rock Pereira

Last active: Apr 22, 2013
1 msg
Rock Pereira Error in quantmod getOptionChain() Apr 22, 2013

Stat Tistician

Last active: Apr 6, 2013
2 msgs
Stat Tistician EM algorithm with R manually implemented? Apr 6, 2013 Stat Tistician error message sending question to the list Apr 6, 2013

Sávio Ramos

Last active: Apr 17, 2013
1 msg
Sávio Ramos saveChart don't work in Quantmod package Apr 17, 2013

THAIS CRISTINA CHAGAS S AZEVEDO

Last active: Apr 3, 2013
1 msg
THAIS CRISTINA CHAGAS S AZEVEDO problems with rugarch Apr 3, 2013

Thais Azevedo

Last active: Apr 17, 2013
1 msg
Thais Azevedo Using garchFit to fit a model ARMA(2, 2) + GARCH(3, 1) Apr 17, 2013

Varshney, Amit

Last active: Apr 22, 2013
1 msg
Varshney, Amit (no subject) Apr 22, 2013

Whit Armstrong

Last active: Apr 19, 2013
1 msg
Whit Armstrong precision of data download in rbbg/rbloomberg Apr 19, 2013

Yitao Zhang

Last active: Apr 21, 2013
2 msgs
Yitao Zhang Using getSymbol in a R function Apr 19, 2013 Yitao Zhang Using adf.test to test time series stationarity of stock price Apr 21, 2013

Zachary Mayer

Last active: Apr 15, 2013
1 msg
Zachary Mayer email a data.frame as part of a small example? Apr 15, 2013

ahmed sedky

Last active: Apr 28, 2013
1 msg
ahmed sedky robust estimation of DCC GARCH model Apr 28, 2013

fabien azoulay

Last active: Apr 22, 2013
2 msgs
fabien azoulay RBBG bdp function with override Apr 22, 2013 fabien azoulay RBBG bdp function with override Apr 22, 2013

michael.weylandt at gmail.com (R. Michael Weylandt

Last active: Apr 13, 2013
2 msgs
michael.weylandt at gmail.com (R. Michael Weylandt error message sending question to the list Apr 6, 2013 michael.weylandt at gmail.com (R. Michael Weylandt help on smoothing volatility surface.. Apr 13, 2013

ngm

Last active: Apr 14, 2013
2 msgs
ngm Stock Return (Fitting a Copula) Apr 14, 2013 ngm Fitting and testing copula-functions Apr 14, 2013

wlblount

Last active: Apr 24, 2013
8 msgs
wlblount Cross correlation problems Apr 5, 2013 wlblount Cross correlation problems Apr 5, 2013 wlblount Cross correlation problems Apr 5, 2013 wlblount Cross correlation problems Apr 5, 2013 wlblount Help with iBrokers data Apr 8, 2013 wlblount Help with iBrokers data Apr 9, 2013 wlblount Base R question on XTS object Apr 10, 2013 wlblount Length of a curve? Apr 24, 2013