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22 results for “from:Marc Delvaux”

Data Sources
Marc Delvaux · Oct 16, 2010 · r-sig-finance

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Universal Portfolios
Marc Delvaux · May 17, 2011 · r-sig-finance

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NoVaS transformation
Marc Delvaux · Jan 4, 2010 · r-sig-finance

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But in quantmod function
Marc Delvaux · Nov 15, 2010 · r-sig-finance

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But in quantmod function
Marc Delvaux · Nov 15, 2010 · r-sig-finance

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Sharpe's algorithm for portfolio improvement
Marc Delvaux · Aug 1, 2011 · r-sig-finance

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Extract option IDs from option chain
Marc Delvaux · Sep 6, 2010 · r-sig-finance

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Gaps in time for yahoo historical quotes?
Marc Delvaux · Nov 17, 2008 · r-sig-finance

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quantmod yearlyReturns differ in 2008 for google, yahoo?
Marc Delvaux · Dec 5, 2010 · r-sig-finance

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picking up the current index plus n -1, n-2, ..., n-20
Marc Delvaux · Nov 10, 2010 · r-sig-finance

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Concatenating time series objects?
Marc Delvaux · Dec 1, 2008 · r-sig-finance

I am trying to do an incremental download of time series financial data, with say 5 new points every time I do an download. I am trying to find a simple way to perform concatenation but I cannot seem to...

Non standard options, how to filter
Marc Delvaux · Aug 2, 2010 · r-sig-finance

While working on a script comparing options across a large set of symbols,I discovered a few aberrant cases associated with special symbols (extra character after the stock symbol), as illustrated below. ?Apparently some of these values are stale. I...

addLines in Quantmod
Marc Delvaux · Jul 8, 2010 · r-sig-finance

Adding color is easy, addLines() use col like lines() itself, so you can change the code like this > plotBrackets <- function () { > require(quantmod) > getSymbols('AAPL') > chartSeries(AAPL["2009::"],theme='white', > TA='addLines(h=c(82,103,135), col=c("red","blue...

quantmod getOptionChain failing on one character symbol
Marc Delvaux · Aug 2, 2010 · r-sig-finance

While working on a script comparing options across a large number of symbols, I hit a problem where symbols that are one character long (specifically I was trying "C", "F" and "T") generate an error for getOptionChain(). This was true...

Unable to get option historical data using IBrokers
Marc Delvaux · Jun 12, 2010 · r-sig-finance

I am trying to use IBrokers to get historical data for options.? The exact problem is the inability to figure how to construct a valid contract or in general to construct a valid request for options historical data Details: -????????? Working...

Unable to get option historical data using IBrokers
Marc Delvaux · Jun 12, 2010 · r-sig-finance

Poking around, I am now able to retrieve the correct historical data. The breakthrough was to understand that I could use reqContractDetails to get a list of valid Contracts and finally to understand the limitation on the number of bars...

addLines in Quantmod
Marc Delvaux · Jul 7, 2010 · r-sig-finance

I happened to have a similar problem, so let me try to be more specific. The following code, when run on the command line works, i.e. the correct graph is produced including an horizontal line at the correct position...

Comparing time and getting historical interest rates
Marc Delvaux · Jul 6, 2010 · r-sig-finance

For the specific case of cost of carry in FX, you might want to also check oanda, that would provide you with real rates available from a FX broker. There is no automatic way to extract them that I know...

Extract option IDs from option chain
Marc Delvaux · Sep 7, 2010 · r-sig-finance

It is not Yahoo for BHI, this is the arguably strange method that was specified for contract changes, and OCC should/could have selected something that makes a little bit more sense. The relevant text from http://www.optionsclearing.com...

Gaps in time for yahoo historical quotes?
Marc Delvaux · Nov 17, 2008 · r-sig-finance

I am trying to get historical quotes from Yahoo. Ideally I want high quality split and dividend adjusted close prices for a set of stocks. My history so far: - I started with yahooSeries in pacjage fImport. This would be ideal...

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