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R-SIG-Finance July 2013

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Alexios Ghalanos

Last active: Jul 31, 2013
8 msgs
Alexios Ghalanos why my rugarch ugarchfit function is slow ? Jul 2, 2013 Alexios Ghalanos why my rugarch ugarchfit function is slow ? Jul 4, 2013 Alexios Ghalanos How to customize rugarch. Jul 4, 2013 Alexios Ghalanos why my rugarch ugarchfit function is slow ? Jul 5, 2013 Alexios Ghalanos qmao and earnings.com problem Jul 7, 2013 Alexios Ghalanos efficient linear programming problem! Jul 10, 2013 Alexios Ghalanos rugarch package (sstd density function) Jul 20, 2013 Alexios Ghalanos Question regarding ugarchroll in rugarch package. Jul 31, 2013

Andreas Voellenklee

Last active: Jul 27, 2013
1 msg
Andreas Voellenklee TTR package feature suggestion Jul 27, 2013

ArvanitisCh at piraeusbank.gr

Last active: Jul 3, 2013
1 msg
ArvanitisCh at piraeusbank.gr quantmod FX from Oanda Jul 3, 2013

BBands

Last active: Jul 22, 2013
3 msgs
BBands An experiment Jul 11, 2013 BBands An experiment Jul 18, 2013 BBands IBrokers storing Interactive data. Jul 22, 2013

Bastian Offermann

Last active: Jul 26, 2013
2 msgs
Bastian Offermann create data frame with coefficients from many regressions Jul 22, 2013 Bastian Offermann Bond market liquidity Jul 26, 2013

Brian G. Peterson

Last active: Jul 10, 2013
2 msgs
Brian G. Peterson quantmod FX from Oanda Jul 2, 2013 Brian G. Peterson efficient linear programming problem! Jul 10, 2013

Brian Lee Yung Rowe

Last active: Jul 25, 2013
2 msgs
Brian Lee Yung Rowe Equality of covariance matrices?? Jul 22, 2013 Brian Lee Yung Rowe subset section of trading day from RBloomberg bar download Jul 25, 2013

Christofer Bogaso

Last active: Jun 30, 2013
1 msg
Christofer Bogaso Risk return analysis Jun 30, 2013

Copula Guy

Last active: Jul 30, 2013
1 msg
Copula Guy Parameterization of the GED distribution in rugarch package Jul 30, 2013

Daniel

Last active: Jul 22, 2013
1 msg
Daniel day/month/year functions? Jul 22, 2013

Daniel Duan

Last active: Jul 10, 2013
1 msg
Daniel Duan efficient linear programming problem! Jul 10, 2013

Daniel Liebert

Last active: Jul 6, 2013
1 msg
Daniel Liebert VaR calculation produces unreliable result Jul 6, 2013

David Reiner

Last active: Jul 25, 2013
1 msg
David Reiner - Re: subset section of trading day from RBloombergbar download - Email found in subject Jul 25, 2013

Dominykas Grigonis

Last active: Jul 2, 2013
1 msg
Dominykas Grigonis chartSeries Jul 2, 2013

Enrico Schumann

Last active: Jul 27, 2013
1 msg
Enrico Schumann Range intersections Jul 27, 2013

Frank

Last active: Jul 7, 2013
1 msg
Frank WTI Crude oil prices Jul 7, 2013

G See

Last active: Jul 22, 2013
3 msgs
G See qmao and earnings.com problem Jul 7, 2013 G See Do the blotter demos work? Jul 22, 2013 G See day/month/year functions? Jul 22, 2013

Hans Radtke

Last active: Jul 16, 2013
1 msg
Hans Radtke Counterparty Credit Risk and CVA Jul 16, 2013

Helmuth Vollmeier

Last active: Jul 27, 2013
2 msgs
Helmuth Vollmeier WTI Crude oil prices Jul 8, 2013 Helmuth Vollmeier TTR package feature suggestion Jul 27, 2013

Jeff Ryan

Last active: Jul 25, 2013
4 msgs
Jeff Ryan IBROKER - Problems with OrderID Jul 10, 2013 Jeff Ryan IBrokers storing Interactive data. Jul 22, 2013 Jeff Ryan create data frame with coefficients from many regressions Jul 22, 2013 Jeff Ryan subset section of trading day from RBloomberg bar download Jul 25, 2013

Jim Green

Last active: Jul 22, 2013
2 msgs
Jim Green Do the blotter demos work? Jul 21, 2013 Jim Green Do the blotter demos work? Jul 22, 2013

John Laing

Last active: Jul 25, 2013
1 msg
John Laing subset section of trading day from RBloomberg bar download Jul 25, 2013

Joshua Ulrich

Last active: Jul 23, 2013
4 msgs
Joshua Ulrich chartSeries Jul 2, 2013 Joshua Ulrich Do the blotter demos work? Jul 21, 2013 Joshua Ulrich Do the blotter demos work? Jul 22, 2013 Joshua Ulrich Finding price difference of a time series Jul 23, 2013

Mark Knecht

Last active: Jul 26, 2013
5 msgs
Mark Knecht Do the blotter demos work? Jul 22, 2013 Mark Knecht Do the blotter demos work? Jul 22, 2013 Mark Knecht Do the blotter demos work? Jul 22, 2013 Mark Knecht day/month/year functions? Jul 22, 2013 Mark Knecht Range intersections Jul 26, 2013

Marteau

Last active: Jul 9, 2013
2 msgs
Marteau Rforge TradeAnalytics packages forbidden Jul 9, 2013 Marteau Rforge TradeAnalytics packages forbidden Jul 9, 2013

Martin Bauer

Last active: Jul 10, 2013
2 msgs
Martin Bauer quantmod FX from Oanda Jul 2, 2013 Martin Bauer IBROKER - Problems with OrderID Jul 10, 2013

Matthew Clegg

Last active: Jul 28, 2013
1 msg
Matthew Clegg Range intersections Jul 28, 2013

R. Michael Weylandt

Last active: Jul 27, 2013
2 msgs
R. Michael Weylandt Range intersections Jul 26, 2013 R. Michael Weylandt TTR package feature suggestion Jul 27, 2013

Rafael Nogueira

Last active: Jul 15, 2013
1 msg
Rafael Nogueira Counterparty Credit Risk and CVA Jul 15, 2013

Shuo Wang

Last active: Jul 31, 2013
1 msg
Shuo Wang Question regarding ugarchroll in rugarch package. Jul 31, 2013

TheTerrible

Last active: Jul 7, 2013
2 msgs
TheTerrible qmao and earnings.com problem Jul 7, 2013 TheTerrible qmao and earnings.com problem Jul 7, 2013

Tim Meggs

Last active: Jul 25, 2013
2 msgs
Tim Meggs subset section of trading day from RBloomberg bar download Jul 25, 2013 Tim Meggs subset section of trading day from RBloomberg bar download Jul 25, 2013

W S

Last active: Jul 23, 2013
2 msgs
W S rugarch package (sstd density function) Jul 20, 2013 W S rugarch package (sstd density function) Jul 23, 2013

Wildi Marc (wlmr)

Last active: Jul 22, 2013
2 msgs
Wildi Marc (wlmr) Risk return analysis Jun 30, 2013 Wildi Marc (wlmr) Equality of covariance matrices?? Jul 22, 2013

benn fine

Last active: Jul 21, 2013
1 msg
benn fine Equality of covariance matrices?? Jul 21, 2013

ce

Last active: Jul 5, 2013
4 msgs
ce why my rugarch ugarchfit function is slow ? Jul 2, 2013 ce why my rugarch ugarchfit function is slow ? Jul 4, 2013 ce why my rugarch ugarchfit function is slow ? Jul 4, 2013 ce why my rugarch ugarchfit function is slow ? Jul 5, 2013

durbanky at rogers.com

Last active: Jul 3, 2013
1 msg
durbanky at rogers.com why my rugarch ugarchfit function is slow ? Jul 3, 2013

ganesha0701

Last active: Jul 25, 2013
3 msgs
ganesha0701 IBrokers storing Interactive data. Jul 20, 2013 ganesha0701 IBrokers storing Interactive data. Jul 25, 2013 ganesha0701 IBrokers storing Interactive data. Jul 25, 2013

iza.ch1

Last active: Jul 22, 2013
1 msg
iza.ch1 create data frame with coefficients from many regressions Jul 22, 2013

jaimie villanueva

Last active: Jul 4, 2013
1 msg
jaimie villanueva How to customize rugarch. Jul 4, 2013

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

Last active: Jul 25, 2013
1 msg
michael.weylandt at gmail.com (R. Michael Weylandt subset section of trading day from RBloomberg bar download Jul 25, 2013

veepsirtt

Last active: Jul 22, 2013
1 msg
veepsirtt Finding price difference of a time series Jul 22, 2013

zeljko krizek

Last active: Jul 22, 2013
1 msg
zeljko krizek how to get programmatically "portfolio weights" from portfolioFrontier-Object after optimization Jul 22, 2013