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1,265 results for “from:Ulrich”

Yahoo Finance API change
Joshua Ulrich · May 17, 2017 · r-sig-finance

Some notes from tinkering with a potential fix: - You need an established session with cookies to download data - The URL requires a 'crumb' - The columns of the CSV are in OHLCAV order (vs OHLCVA) - The OHL columns are already split...

RQuantLib
Joshua Ulrich · Dec 28, 2017 · r-help

On Thu, Dec 28, 2017 at 6:02 PM, rsherry8 <rsherry8 at comcast.net> wrote: > > I have recently installed R on my new computer. I also want to install the > package RQuantLib. So I run the following command and get...

blotter failed to build status
Joshua Ulrich · May 19, 2017 · r-sig-finance

We moved blotter from R-Forge to GitHub awhile ago. You can find it here: https://github.com/braverock/blotter On Fri, May 19, 2017 at 1:46 PM, John Kumar via R-SIG-Finance <r-sig-finance at r...

'Defaults' removed from CRAN? (2014-10-03)
Joshua Ulrich · Oct 7, 2014 · r-sig-finance

I just pushed an updated quantmod_0.4-2 to R-Forge. Most of the Defaults-related issues have been addressed, except for getSymbols.MySQL and setTA/unsetTA. Feedback would be much appreciated. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading...

%OS on output
Joshua Ulrich · Feb 24, 2016 · r-devel

On Wed, Feb 24, 2016 at 10:40 AM, Suharto Anggono Suharto Anggono via R-devel <r-devel at r-project.org> wrote: > R help on 'strptime' has the following in "Details" section. > Specific to R is ?%OSn?, which for...

Data (Was: TZs)
Ulrich Staudinger · Oct 7, 2011 · r-sig-finance

Am 07.10.2011 19:44, schrieb Dirk Eddelbuettel: > Andrew also asked about the dissemination of derived analysis (graphs etc). > which I think that is fine because that is your work rather that their raw > data. IANAL. Actually that's...

plotting vertical lines on months in xyplot
Joshua Ulrich · Mar 15, 2011 · r-sig-finance

Hi Worik, I hope this doesn't come across as picky, but I cannot restrain myself from improving your simple example. On Tue, Mar 15, 2011 at 9:47 PM, Worik <worik.stanton at gmail.com> wrote: > I have a...

Bug in quantmod library?
Joshua Ulrich · Nov 9, 2010 · r-sig-finance

Noah, On Tue, Nov 9, 2010 at 8:43 PM, Noah Silverman <noah at smartmediacorp.com> wrote: > Hi, > > Just starting to play around with some derivative pricing models and I need > an easy way to download option chain data. ?The...

Calculating FV of a Uniform Stream using TVM
Joshua Ulrich · Oct 2, 2012 · r-sig-finance

Please don't cross post: http://stackoverflow.com/q/12699891/271616 -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com On Tue, Oct 2, 2012 at 6:21 PM, Nitin Juneja <nitin.juneja at gmail.com> wrote: > I am...

xts timeBasedSeq
Joshua Ulrich · Dec 22, 2015 · r-sig-finance

Hi Rod, On Tue, Dec 22, 2015 at 6:02 PM, Rods <uchiharj at gmail.com> wrote: > Hi, > > I'm trying to make a time sequence using the length.out argument but it > just outputs a list without the sequence...

(no subject)
Joshua Ulrich · Dec 14, 2011 · r-sig-finance

On Wed, Dec 14, 2011 at 5:25 AM, Wei-han Liu <weihanliu2002 at yahoo.com> wrote: > Hi there: > > I am practicing the new R package DEoptim and following the paper titled > ?Large-scale portfolio optimization with DEoptim? as attached...

blotter updatePortf
Joshua Ulrich · Nov 5, 2016 · r-sig-finance

On Sat, Nov 5, 2016 at 10:51 AM, Michael Chen <mwc4120 at hotmail.com> wrote: > I have found in running my own customized strategy using blotter and updatePortf that whether I call updatePortf after completely applying my strategy/transactions...

possible problem with "endpoints"?
Joshua Ulrich · Mar 17, 2011 · r-help

Hi Erin, On Thu, Mar 17, 2011 at 1:27 AM, Erin Hodgess <erinm.hodgess at gmail.com> wrote: > Dear R People: > > Hello again! > > I found something unusual in the behavior of the "endpoints" function > from the xts package: > >> x1...

[R-pkg-devel] Help with CRAN error
Joshua Ulrich · Feb 4, 2018 · r-package-devel

On Sun, Feb 4, 2018 at 12:47 PM, Dev Chakraborty <dpc10ster at gmail.com> wrote: > Dear All, > > I get the following message on running R CMD check -- as - cran: > > Package has a VignetteBuilder field but no prebuilt vignette index...

Yahoo data
Joshua Ulrich · Dec 9, 2007 · r-sig-finance

Hi Jefe, Yahoo Finance help says you can get international data from their respective websites: http://help.yahoo.com/l/us/yahoo/finance/quotes/quote-02.html You can find Yahoo Japan's (translated) historical data from on the Tokyo...

Most common way to add derived columns to an XTS object?
Joshua Ulrich · Mar 10, 2010 · r-sig-finance

You already asked and received an answer for this question. I also answered you when you asked me this question off-list. Please don't post duplicate questions, especially when they were answered only days ago! As Jeff Ryan said...

How to determine the efficient frontier portfolios using the Black-Litterman model?
Joshua Ulrich · Sep 26, 2011 · r-sig-finance

As Michael asked you when you posted to R-help: "... more immediately, can you say what was unsatisfactory about the results the two mentioned packages? Specifically, minimal working example with data etc." No one can/will help you if you...

ggplot2 and equity timeseries plot.
Joshua Ulrich · Nov 14, 2012 · r-sig-finance

chartSeries (and chart_Series) in quantmod do this. For example: require(quantmod) getSymbols("SPY") chartSeries(SPY, subset="last 2 weeks") Hope that helps, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com On Wed, Nov 14, 2012 at 7...

plot.xts/chart_Series, multi.panel and candlesticks
Joshua Ulrich · Sep 5, 2021 · r-sig-finance

Hi Mike, On Sun, Sep 5, 2021 at 8:36 AM Mike <mike9 at posteo.nl> wrote: > > I like to plot two candlesticks charts (e.g. two stocks) stacked in > the same plot. > > With plot.xts I found some examples...

write.csv conversion problem
Joshua Ulrich · Mar 10, 2016 · r-sig-finance

On Thu, Mar 10, 2016 at 4:43 AM, Peter Neumaier <peter.neumaier at gmail.com> wrote: > Hi all, > > I am writing a matrix (typeof = double) into a CSV file with write.csv. > > My first column of the matrix is...

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