R-SIG-Finance July 2013

- Re: subset section of trading day from RBloombergbar download - Email found in subject

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1 msg · Jul 25

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

An experiment

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2 msgs · Jul 11 – Jul 18

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BBands An experiment Jul 11, 2013

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BBands An experiment Jul 18, 2013

Bond market liquidity

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1 msg · Jul 26

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Bastian Offermann Bond market liquidity Jul 26, 2013

Counterparty Credit Risk and CVA

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2 msgs · Jul 15 – Jul 16

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Rafael Nogueira Counterparty Credit Risk and CVA Jul 15, 2013

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Hans Radtke Counterparty Credit Risk and CVA Jul 16, 2013

Do the blotter demos work?

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8 msgs · Jul 21 – Jul 22

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Joshua Ulrich Do the blotter demos work? Jul 21, 2013

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Jim Green Do the blotter demos work? Jul 21, 2013

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Joshua Ulrich Do the blotter demos work? Jul 22, 2013

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Mark Knecht Do the blotter demos work? Jul 22, 2013

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Jim Green Do the blotter demos work? Jul 22, 2013

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Mark Knecht Do the blotter demos work? Jul 22, 2013

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G See Do the blotter demos work? Jul 22, 2013

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Mark Knecht Do the blotter demos work? Jul 22, 2013

Equality of covariance matrices??

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3 msgs · Jul 21 – Jul 22

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benn fine Equality of covariance matrices?? Jul 21, 2013

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Wildi Marc (wlmr) Equality of covariance matrices?? Jul 22, 2013

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Brian Lee Yung Rowe Equality of covariance matrices?? Jul 22, 2013

Finding price difference of a time series

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2 msgs · Jul 22 – Jul 23

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veepsirtt Finding price difference of a time series Jul 22, 2013

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Joshua Ulrich Finding price difference of a time series Jul 23, 2013

How to customize rugarch.

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2 msgs · Jul 4 – Jul 4

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jaimie villanueva How to customize rugarch. Jul 4, 2013

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Alexios Ghalanos How to customize rugarch. Jul 4, 2013

IBROKER - Problems with OrderID

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2 msgs · Jul 10 – Jul 10

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Martin Bauer IBROKER - Problems with OrderID Jul 10, 2013

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Jeff Ryan IBROKER - Problems with OrderID Jul 10, 2013

IBrokers storing Interactive data.

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5 msgs · Jul 20 – Jul 25

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ganesha0701 IBrokers storing Interactive data. Jul 20, 2013

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BBands IBrokers storing Interactive data. Jul 22, 2013

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Jeff Ryan IBrokers storing Interactive data. Jul 22, 2013

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ganesha0701 IBrokers storing Interactive data. Jul 25, 2013

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ganesha0701 IBrokers storing Interactive data. Jul 25, 2013

Parameterization of the GED distribution in rugarch package

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1 msg · Jul 30

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Copula Guy Parameterization of the GED distribution in rugarch package Jul 30, 2013

Question regarding ugarchroll in rugarch package.

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2 msgs · Jul 31 – Jul 31

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Shuo Wang Question regarding ugarchroll in rugarch package. Jul 31, 2013

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Alexios Ghalanos Question regarding ugarchroll in rugarch package. Jul 31, 2013

Range intersections

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4 msgs · Jul 26 – Jul 28

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Mark Knecht Range intersections Jul 26, 2013

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R. Michael Weylandt Range intersections Jul 26, 2013

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Enrico Schumann Range intersections Jul 27, 2013

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Matthew Clegg Range intersections Jul 28, 2013

Rforge TradeAnalytics packages forbidden

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2 msgs · Jul 9 – Jul 9

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Marteau Rforge TradeAnalytics packages forbidden Jul 9, 2013

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Marteau Rforge TradeAnalytics packages forbidden Jul 9, 2013

Risk return analysis

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2 msgs · Jun 30 – Jun 30

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Christofer Bogaso Risk return analysis Jun 30, 2013

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Wildi Marc (wlmr) Risk return analysis Jun 30, 2013

TTR package feature suggestion

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3 msgs · Jul 27 – Jul 27

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Andreas Voellenklee TTR package feature suggestion Jul 27, 2013

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Helmuth Vollmeier TTR package feature suggestion Jul 27, 2013

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R. Michael Weylandt TTR package feature suggestion Jul 27, 2013

VaR calculation produces unreliable result

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1 msg · Jul 6

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Daniel Liebert VaR calculation produces unreliable result Jul 6, 2013

WTI Crude oil prices

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2 msgs · Jul 7 – Jul 8

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Frank WTI Crude oil prices Jul 7, 2013

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Helmuth Vollmeier WTI Crude oil prices Jul 8, 2013

chartSeries

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2 msgs · Jul 2 – Jul 2

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Dominykas Grigonis chartSeries Jul 2, 2013

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Joshua Ulrich chartSeries Jul 2, 2013

create data frame with coefficients from many regressions

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3 msgs · Jul 22 – Jul 22

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iza.ch1 create data frame with coefficients from many regressions Jul 22, 2013

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Bastian Offermann create data frame with coefficients from many regressions Jul 22, 2013

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Jeff Ryan create data frame with coefficients from many regressions Jul 22, 2013

day/month/year functions?

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3 msgs · Jul 22 – Jul 22

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Mark Knecht day/month/year functions? Jul 22, 2013

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G See day/month/year functions? Jul 22, 2013

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Daniel day/month/year functions? Jul 22, 2013

efficient linear programming problem!

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3 msgs · Jul 10 – Jul 10

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Daniel Duan efficient linear programming problem! Jul 10, 2013

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Brian G. Peterson efficient linear programming problem! Jul 10, 2013

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Alexios Ghalanos efficient linear programming problem! Jul 10, 2013

how to get programmatically "portfolio weights" from portfolioFrontier-Object after optimization

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1 msg · Jul 22

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zeljko krizek how to get programmatically "portfolio weights" from portfolioFrontier-Object after optimization Jul 22, 2013

qmao and earnings.com problem

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4 msgs · Jul 7 – Jul 7

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TheTerrible qmao and earnings.com problem Jul 7, 2013

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G See qmao and earnings.com problem Jul 7, 2013

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Alexios Ghalanos qmao and earnings.com problem Jul 7, 2013

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TheTerrible qmao and earnings.com problem Jul 7, 2013

quantmod FX from Oanda

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3 msgs · Jul 2 – Jul 3

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Martin Bauer quantmod FX from Oanda Jul 2, 2013

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Brian G. Peterson quantmod FX from Oanda Jul 2, 2013

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ArvanitisCh at piraeusbank.gr quantmod FX from Oanda Jul 3, 2013

rugarch package (sstd density function)

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3 msgs · Jul 20 – Jul 23

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W S rugarch package (sstd density function) Jul 20, 2013

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Alexios Ghalanos rugarch package (sstd density function) Jul 20, 2013

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W S rugarch package (sstd density function) Jul 23, 2013

subset section of trading day from RBloomberg bar download

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6 msgs · Jul 25 – Jul 25

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Tim Meggs subset section of trading day from RBloomberg bar download Jul 25, 2013

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

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Brian Lee Yung Rowe subset section of trading day from RBloomberg bar download Jul 25, 2013

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Tim Meggs subset section of trading day from RBloomberg bar download Jul 25, 2013

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John Laing subset section of trading day from RBloomberg bar download Jul 25, 2013

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Jeff Ryan subset section of trading day from RBloomberg bar download Jul 25, 2013

why my rugarch ugarchfit function is slow ?

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8 msgs · Jul 2 – Jul 5

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ce why my rugarch ugarchfit function is slow ? Jul 2, 2013

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Alexios Ghalanos why my rugarch ugarchfit function is slow ? Jul 2, 2013

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durbanky at rogers.com why my rugarch ugarchfit function is slow ? Jul 3, 2013

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ce why my rugarch ugarchfit function is slow ? Jul 4, 2013

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Alexios Ghalanos why my rugarch ugarchfit function is slow ? Jul 4, 2013

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ce why my rugarch ugarchfit function is slow ? Jul 4, 2013

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ce why my rugarch ugarchfit function is slow ? Jul 5, 2013

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Alexios Ghalanos why my rugarch ugarchfit function is slow ? Jul 5, 2013