R-SIG-Finance April 2013

(no subject)

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1 msg · Apr 22

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Varshney, Amit (no subject) Apr 22, 2013

Base R question on XTS object

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4 msgs · Apr 10 – Apr 10

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wlblount Base R question on XTS object Apr 10, 2013

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Joshua Ulrich Base R question on XTS object Apr 10, 2013

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Brian G. Peterson Base R question on XTS object Apr 10, 2013

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R. Michael Weylandt Base R question on XTS object Apr 10, 2013

CLEAN price of Bond in r

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1 msg · Apr 30

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Paul Teetor CLEAN price of Bond in r Apr 30, 2013

Cross correlation problems

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11 msgs · Apr 4 – Apr 6

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Rob Schmidt Cross correlation problems Apr 4, 2013

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wlblount Cross correlation problems Apr 5, 2013

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Rob Schmidt Cross correlation problems Apr 5, 2013

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Rob Schmidt Cross correlation problems Apr 5, 2013

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Rob Schmidt Cross correlation problems Apr 5, 2013

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wlblount Cross correlation problems Apr 5, 2013

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Brian G. Peterson Cross correlation problems Apr 5, 2013

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wlblount Cross correlation problems Apr 5, 2013

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Rob Schmidt Cross correlation problems Apr 5, 2013

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wlblount Cross correlation problems Apr 5, 2013

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Rob Schmidt Cross correlation problems Apr 6, 2013

EM algorithm with R manually implemented?

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1 msg · Apr 6

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Stat Tistician EM algorithm with R manually implemented? Apr 6, 2013

Error in highfrequency package

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1 msg · Apr 15

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Gaurav Raizada Error in highfrequency package Apr 15, 2013

Error in quantmod getOptionChain()

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2 msgs · Apr 22 – Apr 23

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Rock Pereira Error in quantmod getOptionChain() Apr 22, 2013

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Jeff Ryan Error in quantmod getOptionChain() Apr 23, 2013

FIGARCH estimation and simulation

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1 msg · Apr 19

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Jesper Hybel Pedersen FIGARCH estimation and simulation Apr 19, 2013

FITTING AR-GARCH model to data with specified AR terms.

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1 msg · Apr 30

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Owusu Darko FITTING AR-GARCH model to data with specified AR terms. Apr 30, 2013

Fitting and testing copula-functions

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2 msgs · Apr 14 – Apr 15

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ngm Fitting and testing copula-functions Apr 14, 2013

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JohnnyPaper Fitting and testing copula-functions Apr 15, 2013

Fitting distributions to financial data using volatility model to estimate VaR

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A

3 msgs · Apr 9 – Apr 9

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R. Michael Weylandt Fitting distributions to financial data using volatility model to estimate VaR Apr 9, 2013

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Alexios Ghalanos Fitting distributions to financial data using volatility model to estimate VaR Apr 9, 2013

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Alexios Ghalanos Fitting distributions to financial data using volatility model to estimate VaR Apr 9, 2013

GARCH option valuation

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1 msg · Apr 11

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Oleg Mubarakshin GARCH option valuation Apr 11, 2013

Gini Coefficient and Coefficient of Concordance

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1 msg · Apr 21

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Katherine Gobin Gini Coefficient and Coefficient of Concordance Apr 21, 2013

Help with iBrokers data

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3 msgs · Apr 8 – Apr 9

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wlblount Help with iBrokers data Apr 8, 2013

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G See Help with iBrokers data Apr 8, 2013

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wlblount Help with iBrokers data Apr 9, 2013

Is this the place for reporting quantmod (and other packages) bugs?

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1 msg · Apr 18

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Ivan Popivanov Is this the place for reporting quantmod (and other packages) bugs? Apr 18, 2013

Issues about "maCross" demo in Quantstrat

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M

2 msgs · Apr 28 – Apr 28

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John Han Issues about "maCross" demo in Quantstrat Apr 28, 2013

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Mark Knecht Issues about "maCross" demo in Quantstrat Apr 28, 2013

Length of a curve?

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3 msgs · Apr 24 – Apr 24

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wlblount Length of a curve? Apr 24, 2013

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R. Michael Weylandt Length of a curve? Apr 24, 2013

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R. Michael Weylandt Length of a curve? Apr 24, 2013

Maximum likelihood estimation of ARMA(1, 1)-GARCH(1, 1)

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1 msg · Apr 9

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R. Michael Weylandt Maximum likelihood estimation of ARMA(1, 1)-GARCH(1, 1) Apr 9, 2013

Problems with data

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1 msg · Apr 1

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Rob Schmidt Problems with data Apr 1, 2013

Question on QuantStrat

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1 msg · Apr 30

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Deo Jaiswal Question on QuantStrat Apr 30, 2013

R-SIG-Finance Digest, Vol 107, Issue 11

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D

2 msgs · Apr 13 – Apr 13

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Nikos Rachmanis R-SIG-Finance Digest, Vol 107, Issue 11 Apr 13, 2013

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Dominykas Grigonis R-SIG-Finance Digest, Vol 107, Issue 11 Apr 13, 2013

RBBG bdp function with override

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3 msgs · Apr 22 – Apr 22

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fabien azoulay RBBG bdp function with override Apr 22, 2013

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John Laing RBBG bdp function with override Apr 22, 2013

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fabien azoulay RBBG bdp function with override Apr 22, 2013

RBBG with R 2.15.2

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3 msgs · Apr 17 – Apr 17

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ArvanitisCh at piraeusbank.gr RBBG with R 2.15.2 Apr 17, 2013

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John Laing RBBG with R 2.15.2 Apr 17, 2013

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Paul Gilbert RBBG with R 2.15.2 Apr 17, 2013

Rbbg in R 3.0.0

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4 msgs · Apr 15 – Apr 16

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David Reiner Rbbg in R 3.0.0 Apr 15, 2013

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George Wang Rbbg in R 3.0.0 Apr 16, 2013

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John Laing Rbbg in R 3.0.0 Apr 16, 2013

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David Reiner Rbbg in R 3.0.0 Apr 16, 2013

Stock Return (Fitting a Copula)

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1 msg · Apr 14

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ngm Stock Return (Fitting a Copula) Apr 14, 2013

Stocks outperforming their index

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2 msgs · Apr 22 – Apr 22

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Arturo DiDonna Stocks outperforming their index Apr 22, 2013

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R. Michael Weylandt Stocks outperforming their index Apr 22, 2013

Trying to get earth models to (better) match those from other tools

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1 msg · Apr 15

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Mark Knecht Trying to get earth models to (better) match those from other tools Apr 15, 2013

Updated Pair Trade Demo

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3 msgs · Apr 1 – Apr 2

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Rob Schmidt Updated Pair Trade Demo Apr 1, 2013

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Rob Schmidt Updated Pair Trade Demo Apr 1, 2013

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Rob Schmidt Updated Pair Trade Demo Apr 2, 2013

Using adf.test to test time series stationarity of stock price

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2 msgs · Apr 21 – Apr 21

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Yitao Zhang Using adf.test to test time series stationarity of stock price Apr 21, 2013

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Brian G. Peterson Using adf.test to test time series stationarity of stock price Apr 21, 2013

Using garchFit to fit a model ARMA(2, 2) + GARCH(3, 1)

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1 msg · Apr 17

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

Using getSymbol in a R function

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2 msgs · Apr 19 – Apr 19

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Yitao Zhang Using getSymbol in a R function Apr 19, 2013

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Ivan Popivanov Using getSymbol in a R function Apr 19, 2013

email a data.frame as part of a small example?

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3 msgs · Apr 15 – Apr 15

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Mark Knecht email a data.frame as part of a small example? Apr 15, 2013

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Zachary Mayer email a data.frame as part of a small example? Apr 15, 2013

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Mark Knecht email a data.frame as part of a small example? Apr 15, 2013

error message sending question to the list

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2 msgs · Apr 6 – Apr 6

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Stat Tistician error message sending question to the list Apr 6, 2013

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michael.weylandt at gmail.com (R. Michael Weylandt error message sending question to the list Apr 6, 2013

euro call by integration

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4 msgs · Apr 12 – Apr 13

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Dominykas Grigonis euro call by integration Apr 12, 2013

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Enrico Schumann euro call by integration Apr 13, 2013

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Krishna Kumar euro call by integration Apr 13, 2013

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Dominykas Grigonis euro call by integration Apr 13, 2013

fitting AR-GARCH model to data with seasonal variation in FGARCH.

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1 msg · Apr 28

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Owusu Darko fitting AR-GARCH model to data with seasonal variation in FGARCH. Apr 28, 2013

help on smoothing volatility surface..

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1 msg · Apr 13

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michael.weylandt at gmail.com (R. Michael Weylandt help on smoothing volatility surface.. Apr 13, 2013

maximizing the returns to a portfolio given a target risk

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1 msg · Apr 30

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Alok Shah maximizing the returns to a portfolio given a target risk Apr 30, 2013

precision of data download in rbbg/rbloomberg

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J

7 msgs · Apr 19 – Apr 19

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Aidan Corcoran precision of data download in rbbg/rbloomberg Apr 19, 2013

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John Laing precision of data download in rbbg/rbloomberg Apr 19, 2013

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Aidan Corcoran precision of data download in rbbg/rbloomberg Apr 19, 2013

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Jeff Ryan precision of data download in rbbg/rbloomberg Apr 19, 2013

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John Laing precision of data download in rbbg/rbloomberg Apr 19, 2013

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Whit Armstrong precision of data download in rbbg/rbloomberg Apr 19, 2013

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Aidan Corcoran precision of data download in rbbg/rbloomberg Apr 19, 2013

problems with rugarch

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1 msg · Apr 3

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THAIS CRISTINA CHAGAS S AZEVEDO problems with rugarch Apr 3, 2013

quantStrat/blotter for R-3.0.0?

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3 msgs · Apr 25 – Apr 25

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Mark Knecht quantStrat/blotter for R-3.0.0? Apr 25, 2013

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R. Michael Weylandt quantStrat/blotter for R-3.0.0? Apr 25, 2013

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Chinmay Patil quantStrat/blotter for R-3.0.0? Apr 25, 2013

quantmod newbie xts example

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1 msg · Apr 19

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Rob Schmidt quantmod newbie xts example Apr 19, 2013

quantstrat add.indicator change (mktdata) to (mktdata)[, 1]

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2 msgs · Apr 13 – Apr 13

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Rob Schmidt quantstrat add.indicator change (mktdata) to (mktdata)[, 1] Apr 13, 2013

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Brian G. Peterson quantstrat add.indicator change (mktdata) to (mktdata)[, 1] Apr 13, 2013

quantstrat spread parameter sweep problem

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3 msgs · Apr 20 – Apr 21

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Rob Schmidt quantstrat spread parameter sweep problem Apr 20, 2013

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Brian G. Peterson quantstrat spread parameter sweep problem Apr 20, 2013

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Rob Schmidt quantstrat spread parameter sweep problem Apr 21, 2013

quantstrat: A bug in rules.R for stoplimits?

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J

2 msgs · Apr 13 – Apr 14

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Ivan Popivanov quantstrat: A bug in rules.R for stoplimits? Apr 13, 2013

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Joshua Ulrich quantstrat: A bug in rules.R for stoplimits? Apr 14, 2013

quantstrat: NA for "Order.Prefer" for a stoptrailing order

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3 msgs · Apr 14 – Apr 14

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Ivan Popivanov quantstrat: NA for "Order.Prefer" for a stoptrailing order Apr 14, 2013

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Joshua Ulrich quantstrat: NA for "Order.Prefer" for a stoptrailing order Apr 14, 2013

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Ivan Popivanov quantstrat: NA for "Order.Prefer" for a stoptrailing order Apr 14, 2013

reqHistoricalData for comboLeg

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3 msgs · Apr 20 – Apr 20

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Niklas K reqHistoricalData for comboLeg Apr 20, 2013

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Jeff Ryan reqHistoricalData for comboLeg Apr 20, 2013

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Niklas K reqHistoricalData for comboLeg Apr 20, 2013

rmgarch package

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A

2 msgs · Apr 25 – Apr 25

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Elizabeth Howard rmgarch package Apr 25, 2013

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Alexios Ghalanos rmgarch package Apr 25, 2013

robust estimation of DCC GARCH model

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1 msg · Apr 28

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ahmed sedky robust estimation of DCC GARCH model Apr 28, 2013

saveChart don't work in Quantmod package

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J

4 msgs · Apr 17 – Apr 18

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Sávio Ramos saveChart don't work in Quantmod package Apr 17, 2013

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Joshua Ulrich saveChart don't work in Quantmod package Apr 17, 2013

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Joshua Ulrich saveChart don't work in Quantmod package Apr 18, 2013

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Jeff Ryan saveChart don't work in Quantmod package Apr 18, 2013