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R-SIG-Finance April 2014

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Adam Ginensky

Last active: Apr 24, 2014
2 msgs
Adam Ginensky Scaling and Clustering of Financial Data Apr 23, 2014 Adam Ginensky Scaling and Clustering of Financial Data Apr 24, 2014

Aidan Corcoran

Last active: Apr 30, 2014
2 msgs
Aidan Corcoran rbbg connection problem Apr 30, 2014 Aidan Corcoran rbbg connection problem Apr 30, 2014

Alec Schmidt

Last active: Apr 23, 2014
1 msg
Alec Schmidt Scaling and Clustering of Financial Data Apr 23, 2014

Alexios Ghalanos

Last active: Apr 26, 2014
6 msgs
Alexios Ghalanos GARCH-M Modeling in R (rugarch) vs EVIEWS Apr 3, 2014 Alexios Ghalanos RUGARCH --- "pdist" peculiarities wrt. a numerical optimization problem Apr 24, 2014 Alexios Ghalanos 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 Alexios Ghalanos Independence test rugarch package Apr 25, 2014 Alexios Ghalanos Independence test rugarch package Apr 26, 2014

BBands

Last active: Apr 24, 2014
1 msg
BBands index creation Apr 24, 2014

Berk Orbay

Last active: Apr 23, 2014
1 msg
Berk Orbay Scaling and Clustering of Financial Data Apr 23, 2014

Chinmay Patil

Last active: Apr 17, 2014
2 msgs
Chinmay Patil Options in Blotter Apr 10, 2014 Chinmay Patil Blotter and historical options Apr 17, 2014

Chirag Anand

Last active: Apr 15, 2014
1 msg
Chirag Anand Aligning time series Apr 15, 2014

Chris Urlaub

Last active: Apr 21, 2014
2 msgs
Chris Urlaub GARCH MIDAS model Apr 10, 2014 Chris Urlaub simple GARCH model Apr 21, 2014

David Reiner

Last active: Apr 16, 2014
1 msg
David Reiner Aligning time series Apr 16, 2014

Dirk Eddelbuettel

Last active: Apr 24, 2014
2 msgs
Dirk Eddelbuettel GARCH MIDAS model Apr 10, 2014 Dirk Eddelbuettel Reminder regarding R/Finance 2014 Registration Apr 24, 2014

Dominykas Grigonis

Last active: Apr 23, 2014
8 msgs
Dominykas Grigonis RQuantLib - Options value at maturity Apr 17, 2014 Dominykas Grigonis RQuantLib - Options value at maturity Apr 17, 2014 Dominykas Grigonis RQuantLib - Options value at maturity Apr 17, 2014 Dominykas Grigonis RQuantLib - Options value at maturity Apr 17, 2014 Dominykas Grigonis 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 Dominykas Grigonis Scaling and Clustering of Financial Data Apr 23, 2014

Doug Edmunds

Last active: Apr 12, 2014
1 msg
Doug Edmunds Corn futures tick dataset available Apr 12, 2014

Frank

Last active: Apr 17, 2014
1 msg
Frank Blotter and historical options Apr 17, 2014

Gei Lin

Last active: Apr 18, 2014
1 msg
Gei Lin Aligning time series Apr 18, 2014

Ilya Kipnis

Last active: Apr 30, 2014
7 msgs
Ilya Kipnis quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy Apr 3, 2014 Ilya Kipnis quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy Apr 3, 2014 Ilya Kipnis stochastic oscillator OBOS - intraday data & optimization Apr 9, 2014 Ilya Kipnis Aligning time series Apr 15, 2014 Ilya Kipnis stochastic oscillator OBOS - intraday data & optimization Apr 19, 2014 Ilya Kipnis stochastic oscillator OBOS - intraday data & optimization Apr 20, 2014 Ilya Kipnis efficient code for nonlinear garch model Apr 30, 2014

Johannes Moser

Last active: Apr 28, 2014
6 msgs
Johannes Moser RUGARCH --- "pdist" peculiarities wrt. a numerical optimization problem Apr 24, 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 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

John Laing

Last active: Apr 30, 2014
2 msgs
John Laing rbbg connection problem Apr 30, 2014 John Laing rbbg connection problem Apr 30, 2014

Keith S Weintraub

Last active: Apr 26, 2014
1 msg
Keith S Weintraub CVA for swaps Apr 26, 2014

Kevin Owens

Last active: Apr 12, 2014
1 msg
Kevin Owens do any packages exist with short rate bond pricing models? Apr 12, 2014

Krishna Kumar

Last active: Apr 18, 2014
1 msg
Krishna Kumar RQuantLib - Options value at maturity Apr 18, 2014

Majid M Bilandi

Last active: Apr 10, 2014
1 msg
Majid M Bilandi EVT Apr 10, 2014

Mark Knecht

Last active: Apr 21, 2014
2 msgs
Mark Knecht simple GARCH model Apr 21, 2014 Mark Knecht simple GARCH model Apr 21, 2014

Mikhail Beketov

Last active: Apr 15, 2014
1 msg
Mikhail Beketov Aligning time series Apr 15, 2014

Milos Cipovic

Last active: Apr 30, 2014
1 msg
Milos Cipovic efficient code for nonlinear garch model Apr 30, 2014

Nick Phillips

Last active: Apr 3, 2014
2 msgs
Nick Phillips GARCH-M Modeling in R (rugarch) vs EVIEWS Apr 3, 2014 Nick Phillips GARCH-M Modeling in R (rugarch) vs EVIEWS Apr 3, 2014

Noah Silverman

Last active: Apr 16, 2014
2 msgs
Noah Silverman Options in Blotter Apr 10, 2014 Noah Silverman Blotter and historical options Apr 16, 2014

P. Henaff

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

Patrick Burns

Last active: Apr 30, 2014
1 msg
Patrick Burns efficient code for nonlinear garch model Apr 30, 2014

Pedro Baltazar

Last active: Apr 17, 2014
5 msgs
Pedro Baltazar do any packages exist with short rate bond pricing models? Apr 13, 2014 Pedro Baltazar RQuantLib - Options value at maturity Apr 17, 2014 Pedro Baltazar RQuantLib - Options value at maturity Apr 17, 2014 Pedro Baltazar RQuantLib - Options value at maturity Apr 17, 2014 Pedro Baltazar RQuantLib - Options value at maturity Apr 17, 2014

R. Michael Weylandt

Last active: Apr 10, 2014
1 msg
R. Michael Weylandt plz Apr 10, 2014

Raghuraman Ramachandran

Last active: Apr 1, 2014
1 msg
Raghuraman Ramachandran specifyModel error in fitting a model Apr 1, 2014

Ravi Kulkarni

Last active: Apr 2, 2014
1 msg
Ravi Kulkarni Problem with GoogleFinanceSource function: Error in get... Apr 2, 2014

amarjit chandhial

Last active: Apr 24, 2014
7 msgs
amarjit chandhial quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy Apr 3, 2014 amarjit chandhial quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy Apr 4, 2014 amarjit chandhial stochastic oscillator OBOS - intraday data & optimization Apr 10, 2014 amarjit chandhial stochastic oscillator OBOS - intraday data & optimization Apr 10, 2014 amarjit chandhial stochastic oscillator OBOS - intraday data & optimization Apr 16, 2014 amarjit chandhial stochastic oscillator OBOS - intraday data & optimization Apr 21, 2014 amarjit chandhial stochastic oscillator OBOS - intraday data & optimization Apr 24, 2014

fernando

Last active: Apr 19, 2014
2 msgs
fernando Multiple regression information criterion Apr 19, 2014 fernando Multiple regression information criterion Apr 19, 2014

philippe

Last active: Apr 26, 2014
3 msgs
philippe Independence test rugarch package Apr 25, 2014 philippe Independence test rugarch package Apr 25, 2014 philippe Independence test rugarch package Apr 26, 2014

장승욱

Last active: Apr 10, 2014
1 msg
장승욱 plz Apr 10, 2014