R-SIG-Finance April 2014

Thread Subject Author Date

82 messages in 32 threads

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rbbg connection problem

4 msgs Apr 30

Aidan Corcoran rbbg connection problem Apr 30, 2014

John Laing rbbg connection problem Apr 30, 2014

Aidan Corcoran rbbg connection problem Apr 30, 2014

John Laing rbbg connection problem Apr 30, 2014

efficient code for nonlinear garch model

2 msgs Apr 30

Milos Cipovic efficient code for nonlinear garch model Apr 30, 2014

Patrick Burns efficient code for nonlinear garch model Apr 30, 2014

student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV

7 msgs Apr 28

Johannes Moser student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Apr 25, 2014

Alexios Ghalanos student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Apr 25, 2014

Johannes Moser student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Apr 25, 2014

Alexios Ghalanos student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Apr 25, 2014

Johannes Moser student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Apr 25, 2014

Johannes Moser student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Apr 27, 2014

Johannes Moser student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Apr 28, 2014

Independence test rugarch package

5 msgs Apr 26

philippe Independence test rugarch package Apr 25, 2014

Alexios Ghalanos Independence test rugarch package Apr 25, 2014

philippe Independence test rugarch package Apr 25, 2014

Alexios Ghalanos Independence test rugarch package Apr 26, 2014

philippe Independence test rugarch package Apr 26, 2014

1 msg Apr 26

Keith S Weintraub CVA for swaps Apr 26, 2014

Reminder regarding R/Finance 2014 Registration

1 msg Apr 24

Dirk Eddelbuettel Reminder regarding R/Finance 2014 Registration Apr 24, 2014

RUGARCH --- "pdist" peculiarities wrt. a numerical optimization problem

2 msgs Apr 24

Johannes Moser RUGARCH --- "pdist" peculiarities wrt. a numerical optimization problem Apr 24, 2014

Alexios Ghalanos RUGARCH --- "pdist" peculiarities wrt. a numerical optimization problem Apr 24, 2014

Scaling and Clustering of Financial Data

5 msgs Apr 24

Adam Ginensky Scaling and Clustering of Financial Data Apr 23, 2014

Alec Schmidt Scaling and Clustering of Financial Data Apr 23, 2014

Berk Orbay Scaling and Clustering of Financial Data Apr 23, 2014

Dominykas Grigonis Scaling and Clustering of Financial Data Apr 23, 2014

Adam Ginensky Scaling and Clustering of Financial Data Apr 24, 2014

1 msg Apr 24

BBands index creation Apr 24, 2014

stochastic oscillator OBOS - intraday data & optimization

3 msgs Apr 24

Ilya Kipnis stochastic oscillator OBOS - intraday data & optimization Apr 20, 2014

amarjit chandhial stochastic oscillator OBOS - intraday data & optimization Apr 21, 2014

amarjit chandhial stochastic oscillator OBOS - intraday data & optimization Apr 24, 2014

simple GARCH model

3 msgs Apr 21

Chris Urlaub simple GARCH model Apr 21, 2014

Mark Knecht simple GARCH model Apr 21, 2014

Mark Knecht simple GARCH model Apr 21, 2014

stochastic oscillator OBOS - intraday data & optimization

3 msgs Apr 19

amarjit chandhial stochastic oscillator OBOS - intraday data & optimization Apr 10, 2014

amarjit chandhial stochastic oscillator OBOS - intraday data & optimization Apr 16, 2014

Ilya Kipnis stochastic oscillator OBOS - intraday data & optimization Apr 19, 2014

Multiple regression information criterion

5 msgs Apr 19

fernando Multiple regression information criterion Apr 19, 2014

Dominykas Grigonis Multiple regression information criterion Apr 19, 2014

fernando Multiple regression information criterion Apr 19, 2014

Dominykas Grigonis Multiple regression information criterion Apr 19, 2014

Dominykas Grigonis Multiple regression information criterion Apr 19, 2014

Aligning time series

2 msgs Apr 18

David Reiner Aligning time series Apr 16, 2014

Gei Lin Aligning time series Apr 18, 2014

RQuantLib - Options value at maturity

3 msgs Apr 18

Pedro Baltazar RQuantLib - Options value at maturity Apr 17, 2014

Dominykas Grigonis RQuantLib - Options value at maturity Apr 17, 2014

Krishna Kumar RQuantLib - Options value at maturity Apr 18, 2014

RQuantLib - Options value at maturity

6 msgs Apr 17

Pedro Baltazar RQuantLib - Options value at maturity Apr 17, 2014

Dominykas Grigonis RQuantLib - Options value at maturity Apr 17, 2014

Pedro Baltazar RQuantLib - Options value at maturity Apr 17, 2014

Dominykas Grigonis RQuantLib - Options value at maturity Apr 17, 2014

Pedro Baltazar RQuantLib - Options value at maturity Apr 17, 2014

Dominykas Grigonis RQuantLib - Options value at maturity Apr 17, 2014

Blotter and historical options

3 msgs Apr 17

Noah Silverman Blotter and historical options Apr 16, 2014

Frank Blotter and historical options Apr 17, 2014

Chinmay Patil Blotter and historical options Apr 17, 2014

Second Announcement: 8th R/Rmetrics Workshop and Summer School, Paris 26-28 June 2014

1 msg Apr 16

P. Henaff Second Announcement: 8th R/Rmetrics Workshop and Summer School, Paris 26-28 June 2014 Apr 16, 2014

Aligning time series

3 msgs Apr 15

Mikhail Beketov Aligning time series Apr 15, 2014

Ilya Kipnis Aligning time series Apr 15, 2014

Chirag Anand Aligning time series Apr 15, 2014

do any packages exist with short rate bond pricing models?

2 msgs Apr 13

Kevin Owens do any packages exist with short rate bond pricing models? Apr 12, 2014

Pedro Baltazar do any packages exist with short rate bond pricing models? Apr 13, 2014

Corn futures tick dataset available

1 msg Apr 12

Doug Edmunds Corn futures tick dataset available Apr 12, 2014

Options in Blotter

2 msgs Apr 10

Noah Silverman Options in Blotter Apr 10, 2014

Chinmay Patil Options in Blotter Apr 10, 2014

plz

2 msgs Apr 10

장승욱 plz Apr 10, 2014

R. Michael Weylandt plz Apr 10, 2014

GARCH MIDAS model

2 msgs Apr 10

Chris Urlaub GARCH MIDAS model Apr 10, 2014

Dirk Eddelbuettel GARCH MIDAS model Apr 10, 2014

EVT

1 msg Apr 10

Majid M Bilandi EVT Apr 10, 2014

stochastic oscillator OBOS - intraday data & optimization

2 msgs Apr 10

Ilya Kipnis stochastic oscillator OBOS - intraday data & optimization Apr 9, 2014

amarjit chandhial stochastic oscillator OBOS - intraday data & optimization Apr 10, 2014

quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy

2 msgs Apr 4

Ilya Kipnis quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy Apr 3, 2014

amarjit chandhial quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy Apr 4, 2014

GARCH-M Modeling in R (rugarch) vs EVIEWS

3 msgs Apr 3

Nick Phillips GARCH-M Modeling in R (rugarch) vs EVIEWS Apr 3, 2014

Alexios Ghalanos GARCH-M Modeling in R (rugarch) vs EVIEWS Apr 3, 2014

Nick Phillips GARCH-M Modeling in R (rugarch) vs EVIEWS Apr 3, 2014

quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy

1 msg Apr 3

Ilya Kipnis quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy Apr 3, 2014

quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy

1 msg Apr 3

amarjit chandhial quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy Apr 3, 2014

Problem with GoogleFinanceSource function: Error in get...

1 msg Apr 2

Ravi Kulkarni Problem with GoogleFinanceSource function: Error in get... Apr 2, 2014

specifyModel error in fitting a model

1 msg Apr 1

Raghuraman Ramachandran specifyModel error in fitting a model Apr 1, 2014