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R-SIG-Finance April 2013

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Tuesday, April 30, 2013 4 emails
Owusu Darko FITTING AR-GARCH model to data with specified AR terms. Paul Teetor CLEAN price of Bond in r Alok Shah maximizing the returns to a portfolio given a target risk Deo Jaiswal Question on QuantStrat
Sunday, April 28, 2013 4 emails
Owusu Darko fitting AR-GARCH model to data with seasonal variation in FGARCH. Mark Knecht Issues about "maCross" demo in Quantstrat John Han Issues about "maCross" demo in Quantstrat ahmed sedky robust estimation of DCC GARCH model
Thursday, April 25, 2013 5 emails
Chinmay Patil quantStrat/blotter for R-3.0.0? R. Michael Weylandt quantStrat/blotter for R-3.0.0? Mark Knecht quantStrat/blotter for R-3.0.0? Alexios Ghalanos rmgarch package Elizabeth Howard rmgarch package
Wednesday, April 24, 2013 3 emails
R. Michael Weylandt Length of a curve? R. Michael Weylandt Length of a curve? wlblount Length of a curve?
Tuesday, April 23, 2013 1 email
Jeff Ryan Error in quantmod getOptionChain()
Monday, April 22, 2013 7 emails
Rock Pereira Error in quantmod getOptionChain() fabien azoulay RBBG bdp function with override John Laing RBBG bdp function with override fabien azoulay RBBG bdp function with override R. Michael Weylandt Stocks outperforming their index Arturo DiDonna Stocks outperforming their index Varshney, Amit (no subject)
Sunday, April 21, 2013 4 emails
Katherine Gobin Gini Coefficient and Coefficient of Concordance Rob Schmidt quantstrat spread parameter sweep problem Brian G. Peterson Using adf.test to test time series stationarity of stock price Yitao Zhang Using adf.test to test time series stationarity of stock price
Saturday, April 20, 2013 5 emails
Brian G. Peterson quantstrat spread parameter sweep problem Rob Schmidt quantstrat spread parameter sweep problem Niklas K reqHistoricalData for comboLeg Jeff Ryan reqHistoricalData for comboLeg Niklas K reqHistoricalData for comboLeg
Friday, April 19, 2013 11 emails
Ivan Popivanov Using getSymbol in a R function Rob Schmidt quantmod newbie xts example Yitao Zhang Using getSymbol in a R function Jesper Hybel Pedersen FIGARCH estimation and simulation Aidan Corcoran precision of data download in rbbg/rbloomberg Whit Armstrong precision of data download in rbbg/rbloomberg John Laing precision of data download in rbbg/rbloomberg Jeff Ryan precision of data download in rbbg/rbloomberg Aidan Corcoran precision of data download in rbbg/rbloomberg John Laing precision of data download in rbbg/rbloomberg Aidan Corcoran precision of data download in rbbg/rbloomberg
Thursday, April 18, 2013 3 emails
Ivan Popivanov Is this the place for reporting quantmod (and other packages) bugs? Jeff Ryan saveChart don't work in Quantmod package Joshua Ulrich saveChart don't work in Quantmod package
Wednesday, April 17, 2013 6 emails
Joshua Ulrich saveChart don't work in Quantmod package Sávio Ramos saveChart don't work in Quantmod package Thais Azevedo Using garchFit to fit a model ARMA(2, 2) + GARCH(3, 1) Paul Gilbert RBBG with R 2.15.2 John Laing RBBG with R 2.15.2 ArvanitisCh at piraeusbank.gr RBBG with R 2.15.2
Tuesday, April 16, 2013 3 emails
David Reiner Rbbg in R 3.0.0 John Laing Rbbg in R 3.0.0 George Wang Rbbg in R 3.0.0
Monday, April 15, 2013 7 emails
Gaurav Raizada Error in highfrequency package Mark Knecht Trying to get earth models to (better) match those from other tools David Reiner Rbbg in R 3.0.0 Mark Knecht email a data.frame as part of a small example? Zachary Mayer email a data.frame as part of a small example? Mark Knecht email a data.frame as part of a small example? JohnnyPaper Fitting and testing copula-functions
Sunday, April 14, 2013 6 emails
ngm Fitting and testing copula-functions ngm Stock Return (Fitting a Copula) Ivan Popivanov quantstrat: NA for "Order.Prefer" for a stoptrailing order Joshua Ulrich quantstrat: NA for "Order.Prefer" for a stoptrailing order Ivan Popivanov quantstrat: NA for "Order.Prefer" for a stoptrailing order Joshua Ulrich quantstrat: A bug in rules.R for stoplimits?
Saturday, April 13, 2013 9 emails
Ivan Popivanov quantstrat: A bug in rules.R for stoplimits? michael.weylandt at gmail.com (R. Michael Weylandt help on smoothing volatility surface.. Brian G. Peterson quantstrat add.indicator change (mktdata) to (mktdata)[, 1] Rob Schmidt quantstrat add.indicator change (mktdata) to (mktdata)[, 1] Dominykas Grigonis R-SIG-Finance Digest, Vol 107, Issue 11 Nikos Rachmanis R-SIG-Finance Digest, Vol 107, Issue 11 Dominykas Grigonis euro call by integration Krishna Kumar euro call by integration Enrico Schumann euro call by integration
Friday, April 12, 2013 1 email
Dominykas Grigonis euro call by integration
Thursday, April 11, 2013 1 email
Oleg Mubarakshin GARCH option valuation
Wednesday, April 10, 2013 4 emails
R. Michael Weylandt Base R question on XTS object Brian G. Peterson Base R question on XTS object Joshua Ulrich Base R question on XTS object wlblount Base R question on XTS object
Tuesday, April 9, 2013 5 emails
Alexios Ghalanos Fitting distributions to financial data using volatility model to estimate VaR Alexios Ghalanos Fitting distributions to financial data using volatility model to estimate VaR R. Michael Weylandt Fitting distributions to financial data using volatility model to estimate VaR R. Michael Weylandt Maximum likelihood estimation of ARMA(1, 1)-GARCH(1, 1) wlblount Help with iBrokers data
Monday, April 8, 2013 2 emails
G See Help with iBrokers data wlblount Help with iBrokers data
Saturday, April 6, 2013 4 emails
michael.weylandt at gmail.com (R. Michael Weylandt error message sending question to the list Stat Tistician error message sending question to the list Rob Schmidt Cross correlation problems Stat Tistician EM algorithm with R manually implemented?
Friday, April 5, 2013 9 emails
wlblount Cross correlation problems Rob Schmidt Cross correlation problems wlblount Cross correlation problems Brian G. Peterson Cross correlation problems wlblount Cross correlation problems Rob Schmidt Cross correlation problems Rob Schmidt Cross correlation problems Rob Schmidt Cross correlation problems wlblount Cross correlation problems
Thursday, April 4, 2013 1 email
Rob Schmidt Cross correlation problems
Wednesday, April 3, 2013 1 email
THAIS CRISTINA CHAGAS S AZEVEDO problems with rugarch
Tuesday, April 2, 2013 1 email
Rob Schmidt Updated Pair Trade Demo
Monday, April 1, 2013 3 emails
Rob Schmidt Updated Pair Trade Demo Rob Schmidt Updated Pair Trade Demo Rob Schmidt Problems with data