Third quarter 2006 Archives by date

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Starting: Mon Jul 3 07:02:27 CEST 2006
Ending: Tue Sep 26 01:51:01 CEST 2006
Messages: 151

• [R-sig-Finance] Backtesting speed   Manoj
• [R-sig-Finance] Backtesting speed   Adrian Trapletti
• [R-sig-Finance] Backtesting speed   BBands
• [R-sig-Finance] Data management question   Gabor Grothendieck
• [R-sig-Finance] Data management question   Carlos J. Gil Bellosta
• [R-sig-Finance] Problem with garchFit function in fSeries   Ivan Kalafatic
• [R-sig-Finance] Backtesting Speed   Wojciechowski, William
• [R-sig-Finance] multivariate GARCH   Citta Francesco
• [R-sig-Finance] Backtesting Speed   Wojciechowski, William
• [R-sig-Finance] Rmetric and sciviews   Joe Byers
• [R-sig-Finance] arma model when exogenouse variables used in ARMA(p=5, q=(1-6, 19))   Joe Byers
• [R-sig-Finance] arma model results when exogenouse variables used in ARMA(p=5, q=(1-6, 19))   Joe Byers
• [R-sig-Finance] multivariate GARCH   Hannu Kahra
• [R-sig-Finance] Backtesting Speed   Adrian Trapletti
• [R-sig-Finance] fMultivar rollMax question   Omar Lakkis
• [R-sig-Finance] fMultivar rollMax question   Spencer Graves
• [R-sig-Finance] multivariate GARCH   Grant Farnsworth
• [R-sig-Finance] Rmetric and sciviews   Spencer Graves
• [R-sig-Finance] Rmetric and sciviews   Joe Byers
• [R-sig-Finance] arma model results when exogenouse variables used in, ARMA(p=5, q=(1-6, 19)) (Joe Byers)   Joe Byers
• [R-sig-Finance] Fwd: Testing technical indicators   Andrea Malagoli
• [R-sig-Finance] frontierMarkowitz in fPortfolio   Hannu Kahra
• [R-sig-Finance] frontierMarkowitz in fPortfolio   Gabor Grothendieck
• [R-sig-Finance] Fwd: Testing technical indicators   Jeff Ryan
• [R-sig-Finance] arma model results when exogenouse variables used in, ARMA(p=5, q=(1-6, 19)) (Joe Byers)   Joe Byers
• [R-sig-Finance] R-SIG-Finance Digest, Vol 26, Issue 9   Kevin Ramoutar
• [R-sig-Finance] Help for updating package   Ivan Kalafatic
• [R-sig-Finance] [R] Help for updating package   Kerpel, John
• [R-sig-Finance] Problems subsetting zoo objects   icosa atropa
• [R-sig-Finance] Problems subsetting zoo objects   Gabor Grothendieck
• [R-sig-Finance] Backtesting speed   BBands
• [R-sig-Finance] Backtesting speed   roger bos
• [R-sig-Finance] Convert tick data to OHLC   Bret Shroyer
• [R-sig-Finance] Backtesting speed   eric larson
• [R-sig-Finance] Backtesting speed   Dirk Eddelbuettel
• [R-sig-Finance] help on portfolio optimization   Armstrong, Whit
• [R-sig-Finance] Backtesting speed   Andrew Piskorski
• [R-sig-Finance] help on portfolio optimization   Frederick Novomestky
• [R-sig-Finance] Supplied example breaks with mvBEKK.sim()   Ajay Narottam Shah
• [R-sig-Finance] Reminder about subscription before posting   Dirk Eddelbuettel
• [R-sig-Finance] Backtesting speed   Steve Miller
• [R-sig-Finance] Convert tick data to OHLC   kriskumar at earthlink.net
• [R-sig-Finance] Convert tick data to OHLC   Spencer Graves
• [R-sig-Finance] Convert tick data to OHLC   bogdan romocea
• [R-sig-Finance] S-PLUS (binary code?) to R ...   Thomas Harte
• [R-sig-Finance] S-PLUS (binary code?) to R ...   Dirk Eddelbuettel
• [R-sig-Finance] calling rmvnorm from C ?   Benn Fine
• [R-sig-Finance] Modified Cornish-Fisher VaR   Brian G. Peterson
• [R-sig-Finance] Modified Cornish-Fisher VaR   Diethelm Wuertz
• [R-sig-Finance] Has anyone done any work on Modified Cornish-Fisher VaR calculations in R?   Joe Byers
• [R-sig-Finance] [R-sig-finance] Multivariate GARCH with only univariate estimation   Edward
• [R-SIG-Finance] [R-sig-Finance] [R-sig-finance] Multivariate GARCH with only univariate estimation   Hannu Kahra
• [R-SIG-Finance] [R-sig-Finance] [R-sig-finance] Multivariate GARCH with only univariate estimation   Brian G. Peterson
• [R-SIG-Finance] plotting zoo objects   Øyvind Foshaug
• [R-SIG-Finance] plotting zoo objects   Gabor Grothendieck
• [R-SIG-Finance] tradestation & R   Neil Eastep
• [R-SIG-Finance] tradestation & R   Neil Eastep
• [R-SIG-Finance] tradestation & R   Dirk Eddelbuettel
• [R-SIG-Finance] tradestation & R   Guy Yollin
• [R-SIG-Finance] [R-sig-Finance] Modified Cornish-Fisher VaR   Brian G. Peterson
• [R-SIG-Finance] Elementary zoo question   Ajay Narottam Shah
• [R-SIG-Finance] Elementary zoo question   Gabor Grothendieck
• [R-SIG-Finance] Elementary zoo question   Gabor Grothendieck
• [R-SIG-Finance] NLS and IV   John Janmaat
• [R-SIG-Finance] coskewness, cokurtosis, and higher beta co-moments of the return distribution (implemented)   Brian G. Peterson
• [R-SIG-Finance] Workshop on Portfolio Optimisation & Stochastic Programming   Xiaochen Sun
• [R-SIG-Finance] how to fit arma(1,1)?   Tom Boonen
• [R-SIG-Finance] how to fit arma(1,1)?   Achim Zeileis
• [R-SIG-Finance] Problem with garch (tseries)   michael mathews
• [R-SIG-Finance] Problem with garch (tseries) forgot to attach the data   michael mathews
• [R-SIG-Finance] Data and label skew in plot.timeSeries? (fCalendar)   Peter Carl
• [R-SIG-Finance] Data and label skew in plot.timeSeries? (fCalendar)   Gabor Grothendieck
• [R-SIG-Finance] Data and label skew in plot.timeSeries? (fCalendar)   Gabor Grothendieck
• [R-SIG-Finance] Problem with garch (tseries)   Adrian Trapletti
• [R-SIG-Finance] Problem with garch (tseries)   Joe W. Byers
• [R-SIG-Finance] Problem with garch (tseries)   Patrick Burns
• [R-SIG-Finance] Problem with garch (tseries)   Ricardo Zambrano Aguilera
• [R-SIG-Finance] Problem with garch (tseries)   Ricardo Zambrano Aguilera
• [R-SIG-Finance] Problem with garch (tseries)   michael mathews
• [R-SIG-Finance] Problem with garch (tseries)   Patrick Burns
• [R-SIG-Finance] Problem with garch (tseries)   Adrian Trapletti
• [R-SIG-Finance] Problem with garch (tseries)   Eric Zivot
• [R-SIG-Finance] Problem with garch (tseries)   Ricardo Zambrano Aguilera
• [R-SIG-Finance] Problem with garch (tseries)   Mark Leeds
• [R-SIG-Finance] Problem with garch (tseries)   Hannu Kahra
• [R-SIG-Finance] Problem with garch (tseries)   Patrick Burns
• [R-SIG-Finance] marginal model with AR-t-GARCH model   Xiaochen Sun
• [R-SIG-Finance] Problem with garch (tseries)   Ricardo Zambrano Aguilera
• [R-SIG-Finance] Problems using garchFit() in package fseries   Stefan Westermair
• [R-SIG-Finance] marginal model with AR-t-GARCH model   Joe W. Byers
• [R-SIG-Finance] Problem with garch (tseries)   Hannu Kahra
• [R-SIG-Finance] mean-(scalar) portfolio optimization   Brian G. Peterson
• [R-SIG-Finance] mean-(scalar) portfolio optimization   Patrick Burns
• [R-SIG-Finance] mean-(scalar) portfolio optimization   Brian G. Peterson
• [R-SIG-Finance] anyone have RDCOMClient?   Pijus Virketis
• [R-SIG-Finance] anyone have RDCOMClient?   Gabor Grothendieck
• [R-SIG-Finance] mean-(scalar) portfolio optimization   Patrick Burns
• [R-SIG-Finance] mean-(scalar) portfolio optimization   David Kane
• [R-SIG-Finance] Problem with garch (tseries)   michael mathews
• [R-SIG-Finance] mean-(scalar) portfolio optimization   Brian G. Peterson
• [R-SIG-Finance] mean-(scalar) portfolio optimization   Hannu Kahra
• [R-SIG-Finance] Problems using garchFit() in package fseries   Diethelm Wuertz
• [R-SIG-Finance] marginal model with AR-t-GARCH model   Diethelm Wuertz
• [R-SIG-Finance] Problem with garch (tseries)   Diethelm Wuertz
• [R-SIG-Finance] ca.po Pz test question   Victor Gushchin
• [R-SIG-Finance] Risk management research simulation questions   Joe Byers
• [R-SIG-Finance] Risk management research simulation questions   Joe Byers
• [R-SIG-Finance] Risk management research simulation questions   Brian G. Peterson
• [R-SIG-Finance] Risk management research simulation questions   Joe Byers
• [R-SIG-Finance] HSAUR   Ricardo Zambrano Aguilera
• [R-SIG-Finance] Risk management research simulation questions   Krishna Kumar
• [R-SIG-Finance] Risk management research simulation questions   Krishna Kumar
• [R-SIG-Finance] Risk management research simulation questions   Brian G. Peterson
• [R-SIG-Finance] Risk management research simulation questions   gyadav at ccilindia.co.in
• [R-SIG-Finance] Risk management research simulation questions   gyadav at ccilindia.co.in
• [R-SIG-Finance] R GUI crashes with RBloomberg package   Paolo Rossi
• [R-SIG-Finance] R GUI crashes with RBloomberg package   davidr at rhotrading.com
• [R-SIG-Finance] UKSIP - Quantitative investment professionals meetings   Dirk Eddelbuettel
• [R-SIG-Finance] Risk management research simulation questions   kriskumar at earthlink.net
• [R-SIG-Finance] ca.po Pz test question   Pfaff, Bernhard Dr.
• [R-SIG-Finance] Examples from Rmetrics User Guides   A Curious Mind
• [R-SIG-Finance] Eric Zivot's HF library in R   A Curious Mind
• [R-SIG-Finance] predict returns with the fSeries package   Ricardo Zambrano Aguilera
• [R-SIG-Finance] Risk management research simulation questions   Joe W. Byers
• [R-SIG-Finance] predict returns with the fSeries package   Diethelm Wuertz
• [R-SIG-Finance] Beginning R metrics   Alexy Khrabrov
• [R-SIG-Finance] Beginning R metrics   Dirk Eddelbuettel
• [R-SIG-Finance] Beginning R metrics   Alexy Khrabrov
• [R-SIG-Finance] Beginning R metrics   Dirk Eddelbuettel
• [R-SIG-Finance] Passing dates from Excel to R using RExcel functions   Paolo Rossi
• [R-SIG-Finance] Passing dates from Excel to R using RExcel functions   Brian G. Peterson
• [R-SIG-Finance] Passing dates from Excel to R using RExcel functions   Gabor Grothendieck
• [R-SIG-Finance] New York-based hedge fund seeks senior application developer with R experience   Norman Yamada
• [R-SIG-Finance] Passing dates from Excel to R using RExcel functions   Krishna Kumar
• [R-SIG-Finance] bessel functions   stefano iacus
• [R-SIG-Finance] bessel functions   mel
• [R-SIG-Finance] bessel functions   Martin Maechler
• [R-SIG-Finance] bessel functions   stefano iacus
• [R-SIG-Finance] Examples from Rmetrics User Guides   Spencer Graves
• [R-SIG-Finance] regarding chaos   gyadav at ccilindia.co.in
• [R-SIG-Finance] bessel functions   Diethelm Wuertz
• [R-SIG-Finance] [R] regarding chaos   Diethelm Wuertz
• [R-SIG-Finance] time serie simulation   march
• [R-SIG-Finance] problem aggregating daily series   John C. Frain
• [R-SIG-Finance] Help understanding how nls parses the formula argument to estimate the model   Joe Byers
• [R-SIG-Finance] UKSIP - Quantitative investment professionals meetings   John Marsland
• [R-SIG-Finance] Examples from Rmetrics User Guides   Alexy Khrabrov
• [R-SIG-Finance] Examples from Rmetrics User Guides   John C. Frain
• [R-SIG-Finance] problem aggregating daily series   Diethelm Wuertz
• [R-SIG-Finance] problem aggregating daily series solved   John C. Frain
• [R-SIG-Finance] time serie simulation   stefano iacus

Last message date: Tue Sep 26 01:51:01 CEST 2006
Archived on: Tue Sep 26 01:51:08 CEST 2006

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