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R-SIG-Finance June 2013

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Risk return analysis
2 msgs
Delete bad dividend row
3 msgs
Frank Delete bad dividend row Jun 30, 2013
G See Delete bad dividend row Jun 30, 2013
Frank Delete bad dividend row Jun 30, 2013
Risk return analysis
3 msgs
Christofer Bogaso Risk return analysis Jun 29, 2013
Wildi Marc (wlmr) Risk return analysis Jun 29, 2013
sidharth mallik Risk return analysis Jun 29, 2013
Turing's Cathedral
1 msg
BBands Turing's Cathedral Jun 23, 2013
fastCluster Clustering
1 msg
Evelyn Mitchell fastCluster Clustering Jun 23, 2013
create new columns xts
2 msgs
Dominykas Grigonis create new columns xts Jun 23, 2013
G See create new columns xts Jun 23, 2013
rugarch package
2 msgs
Gmail rugarch package Jun 23, 2013
Alexios Ghalanos rugarch package Jun 23, 2013
cut range from time objects
2 msgs
Dominykas Grigonis cut range from time objects Jun 23, 2013
G See cut range from time objects Jun 23, 2013
Clustering
2 msgs
BBands Clustering Jun 22, 2013
Me Clustering Jun 22, 2013
can't find setstart setbound setfixed in rugarch package
2 msgs
ce can't find setstart setbound setfixed in rugarch package Jun 19, 2013
Alexios Ghalanos can't find setstart setbound setfixed in rugarch package Jun 19, 2013
FLEX options
1 msg
Oleg Mubarakshin FLEX options Jun 19, 2013
Expected Shortfall from GARCH Models with sged Innovation
4 msgs
Daniel Liebert Expected Shortfall from GARCH Models with sged Innovation Jun 19, 2013
Alexios Ghalanos Expected Shortfall from GARCH Models with sged Innovation Jun 19, 2013
Daniel Liebert Expected Shortfall from GARCH Models with sged Innovation Jun 19, 2013
Alexios Ghalanos Expected Shortfall from GARCH Models with sged Innovation Jun 19, 2013
can't find setstart setbound setfixed in rugarch package
2 msgs
ce can't find setstart setbound setfixed in rugarch package Jun 18, 2013
Alexios Ghalanos can't find setstart setbound setfixed in rugarch package Jun 18, 2013
Package "eventstudies" and column names
2 msgs
iza.ch1 Package "eventstudies" and column names Jun 18, 2013
Vikram Bahure Package "eventstudies" and column names Jun 18, 2013
Error when I run the strategy.
2 msgs
Eduardo Romero López Error when I run the strategy. Jun 16, 2013
Deo Jaiswal Error when I run the strategy. Jun 17, 2013
Continuous time series in futures.
1 msg
Andrew Piskorski Continuous time series in futures. Jun 16, 2013
How to calculate AIC and BIC for GBM and OU processes in R
3 msgs
ousbens How to calculate AIC and BIC for GBM and OU processes in R Jun 15, 2013
Dominykas Grigonis How to calculate AIC and BIC for GBM and OU processes in R Jun 15, 2013
Mark Leeds How to calculate AIC and BIC for GBM and OU processes in R Jun 15, 2013
Cointegration question.
6 msgs
ganesha0701 Cointegration question. Jun 14, 2013
Brian G. Peterson Cointegration question. Jun 14, 2013
Wildi Marc (wlmr) Cointegration question. Jun 14, 2013
ganesha0701 Cointegration question. Jun 15, 2013
Kent Hoxsey Cointegration question. Jun 15, 2013
Matt Rimmer Cointegration question. Jun 15, 2013
Garch Model
1 msg
Christofer Bogaso Garch Model Jun 15, 2013
Continuous time series in futures.
1 msg
ganesha0701 Continuous time series in futures. Jun 15, 2013
Window size in ugarchroll of rugarch package?
2 msgs
Alexandra Bridges Window size in ugarchroll of rugarch package? Jun 12, 2013
Alexios Ghalanos Window size in ugarchroll of rugarch package? Jun 15, 2013
Monte Carlo simulations for barrier options?
3 msgs
Raghuraman Ramachandran Monte Carlo simulations for barrier options? Jun 10, 2013
Krishna Kumar Monte Carlo simulations for barrier options? Jun 12, 2013
Raghuraman Ramachandran Monte Carlo simulations for barrier options? Jun 14, 2013
Questions on stationarity and johansen test.
1 msg
ganesha0701 Questions on stationarity and johansen test. Jun 14, 2013
RQuantLib setCalendarContext
1 msg
AlexPiche RQuantLib setCalendarContext Jun 13, 2013
Warning: timeLastNdayInMonth gets Fridays one week off
2 msgs
Ilya Kipnis Warning: timeLastNdayInMonth gets Fridays one week off Jun 12, 2013
Enrico Schumann Warning: timeLastNdayInMonth gets Fridays one week off Jun 12, 2013
Computational Time using rugarch package
7 msgs
Ivanov Ruporvrich Computational Time using rugarch package Jun 9, 2013
Alexios Ghalanos Computational Time using rugarch package Jun 10, 2013
Ivanov Ruporvrich Computational Time using rugarch package Jun 10, 2013
Alexios Ghalanos Computational Time using rugarch package Jun 10, 2013
Alexios Ghalanos Computational Time using rugarch package Jun 10, 2013
Ivanov Ruporvrich Computational Time using rugarch package Jun 10, 2013
Ivanov Ruporvrich Computational Time using rugarch package Jun 10, 2013
Are my VaR forecasts correct (using rugarch)?
4 msgs
Alexandra Bridges Are my VaR forecasts correct (using rugarch)? Jun 4, 2013
Alexios Ghalanos Are my VaR forecasts correct (using rugarch)? Jun 4, 2013
Alexandra Bridges Are my VaR forecasts correct (using rugarch)? Jun 8, 2013
Alexios Ghalanos Are my VaR forecasts correct (using rugarch)? Jun 8, 2013
rugarch
3 msgs
Jesper Hybel Pedersen rugarch Jun 8, 2013
Jeff Ryan rugarch Jun 8, 2013
Alexios Ghalanos rugarch Jun 8, 2013
Best optimizer for large scale problems
5 msgs
Bastian Offermann Best optimizer for large scale problems Jun 5, 2013
Dominykas Grigonis Best optimizer for large scale problems Jun 6, 2013
Alexios Ghalanos Best optimizer for large scale problems Jun 6, 2013
Enrico Schumann Best optimizer for large scale problems Jun 6, 2013
Whit Armstrong Best optimizer for large scale problems Jun 6, 2013
performance attribution output
2 msgs
Bos, Roger performance attribution output Jun 5, 2013
Yang Lu performance attribution output Jun 5, 2013
Regarding significance of "Season" parameter
3 msgs
gunjan narulkar Regarding significance of "Season" parameter Jun 3, 2013
Matthieu Stigler Regarding significance of "Season" parameter Jun 5, 2013
gunjan narulkar Regarding significance of "Season" parameter Jun 5, 2013
SABR or 5 point models
1 msg
Ryan Lanham SABR or 5 point models Jun 4, 2013
MSCI Barra Indicie's
1 msg
Matt Considine MSCI Barra Indicie's Jun 1, 2013