Fourth quarter 2008 Archives by subject

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Starting: Thu Oct 2 02:06:57 CEST 2008
Ending: Wed Dec 31 21:07:21 CET 2008
Messages: 485

• [R-SIG-Finance] (no subject)   Gultekin Isiklar
• [R-SIG-Finance] (no subject)   Thomas Steiner
• [R-SIG-Finance] (no subject)   sprohl at na.uni-tuebingen.de
• [R-SIG-Finance] (no subject)   Brian G. Peterson
• [R-SIG-Finance] (no subject)   sprohl at na.uni-tuebingen.de
• [R-SIG-Finance] (no subject)   jeff.a.ryan at gmail.com
• [R-SIG-Finance] (no subject)   Josh Ulrich
• [R-SIG-Finance] (no subject)   sprohl at na.uni-tuebingen.de
• [R-SIG-Finance] (no subject)   Dirk Eddelbuettel
• [R-SIG-Finance] (no subject)   sprohl at na.uni-tuebingen.de
• [R-SIG-Finance] <no subject>   glenn roberts
• [R-SIG-Finance] <no subject>   glenn roberts
• [R-SIG-Finance] <no subject>   Adrian Dragulescu
• [R-SIG-Finance] <no subject> -> parameterizing a call to nls()   Brian G. Peterson
• [R-SIG-Finance] ?returns not applicable to zoo objects anymore???   Brian G. Peterson
• [R-SIG-Finance] ?returns not applicable to zoo objects anymore???   Gabor Grothendieck
• [R-SIG-Finance] ?returns not applicable to zoo objects anymore???   Jeff Ryan
• [R-SIG-Finance] ?returns not applicable to zoo objects anymore???   Bastian Offermann
• [R-SIG-Finance] ?returns not applicable to zoo objects anymore???   Yohan Chalabi
• [R-SIG-Finance] [Fwd: Re: stuck on data]   zubin
• [R-SIG-Finance] [Fwd: Re: stuck on data]   Gabor Grothendieck
• [R-SIG-Finance] [Fwd: Re: stuck on data]   zubin
• [R-SIG-Finance] [Maybe Content Spam] Re: PerformanceAnalytics and the UpsidePotentialRatio   ryan.sheftel at malbecpartners.com
• [R-SIG-Finance] [PKG-UPDATE] New xts version 0.6-2   Jeff Ryan
• [R-SIG-Finance] [PKG-UPDATE] New xts version 0.6-2   Cedrick Johnson
• [R-SIG-Finance] [R-sig-finance] Any suitable backtest functions?   Wind2
• [R-SIG-Finance] [R-sig-finance] converting to timeSeries   patzoul
• [R-SIG-Finance] [R-sig-finance] efficientPortfolio, setTargetRisk, setTargetReturn   patzoul
• [R-SIG-Finance] [R-sig-finance] error in maxreturnPortfolio   patzoul
• [R-SIG-Finance] [R-sig-finance] error with maxreturnPortfolio   patzoul
• [R-SIG-Finance] [R-sig-finance] fPortfolio error   Carlos Ungil
• [R-SIG-Finance] [R-sig-finance] fPortfolio target risk optimization?   patzoul
• [R-SIG-Finance] [R-sig-finance] fPortfolio target risk optimization?   patzoul
• [R-SIG-Finance] [R-sig-finance] how to extract the last day of the month in a last of dates?   Jeff Ryan
• [R-SIG-Finance] [R-sig-finance] how to extract the last day of the month in a last of dates?   Gabor Grothendieck
• [R-SIG-Finance] [R-sig-finance] how to extract the last day of the month in a last of dates?   Jeff Ryan
• [R-SIG-Finance] [R-sig-finance] how to extract the last day of the month in a last of dates?   patzoul
• [R-SIG-Finance] [R-sig-finance] How to get individual object from S4-class   R at Nabble
• [R-SIG-Finance] [R-sig-finance] How to get individual object from S4-class   R at Nabble
• [R-SIG-Finance] [R-sig-finance] How to read minutes data from csv files with getSymbol in quantmod?   Wind2
• [R-SIG-Finance] [R-sig-finance] IRR - Calculation in R   Alberto Santini
• [R-SIG-Finance] [R-sig-finance] Missing tick mark labels from barChart / quantmod - plot.xts missing   Jeff Ryan
• [R-SIG-Finance] [R-sig-finance] Missing tick mark labels from barChart / quantmod - plot.xts missing   Wind
• [R-SIG-Finance] [R-sig-finance] Missing tick mark labels from barChart / quantmod - plot.xts missing   Wind2
• [R-SIG-Finance] [R-sig-finance] Missing tick mark labels from barChart / quantmod - plot.xts missing   Wind2
• [R-SIG-Finance] [R-sig-finance] plots on multiple graphics windows?   Chiquoine, Ben
• [R-SIG-Finance] [R-sig-finance] plots on multiple graphics windows?   patzoul
• [R-SIG-Finance] [R-sig-finance] Problem using stl() on data from quantmod   Wind2
• [R-SIG-Finance] [R-sig-finance] Problem using stl() on data from quantmod   Gabor Grothendieck
• [R-SIG-Finance] [R-sig-finance] Problem using stl() on data from quantmod   Wind2
• [R-SIG-Finance] [R-sig-finance] quantmod: dailyReturn on a list of variables   Jeff Ryan
• [R-SIG-Finance] [R-sig-finance] quantmod: dailyReturn on a list of variables   patzoul
• [R-SIG-Finance] [R] forecasting earnings, sales and gross margin of a company...   Michael
• [R-SIG-Finance] [R] forecasting earnings, sales and gross margin of a company...   Michael
• [R-SIG-Finance] [R] please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications   markleeds at verizon.net
• [R-SIG-Finance] [R] Statistically significant in linear and non-linear model   Hsiao-nan Cheung
• [R-SIG-Finance] A Problem while Calculating Newey-West HAC   Hsiao-nan Cheung
• [R-SIG-Finance] about periodicity data   Michael Sun
• [R-SIG-Finance] about periodicity data   Brian G. Peterson
• [R-SIG-Finance] Adding data providers to quantmod   Brian Lee Yung Rowe
• [R-SIG-Finance] Adding data providers to quantmod   Jeff Ryan
• [R-SIG-Finance] Adding data providers to quantmod   Brian Lee Yung Rowe
• [R-SIG-Finance] Aegon Job posting - Baltimore, MD   Yannis Tzamouranis
• [R-SIG-Finance] alternative to Crystal Ball ?   Liviu Andronic
• [R-SIG-Finance] alternative to Crystal Ball ?   Brian G. Peterson
• [R-SIG-Finance] alternative to Crystal Ball ?   Liviu Andronic
• [R-SIG-Finance] analytic derivatives for garch   Mahesh Krishnan
• [R-SIG-Finance] Any R code for return-on-investment calculaions?   meredith.y.briggs at gsk.com
• [R-SIG-Finance] Any suitable backtest functions?   Wind
• [R-SIG-Finance] Any suitable backtest functions?   Gabor Grothendieck
• [R-SIG-Finance] Any suitable backtest functions?   Wind
• [R-SIG-Finance] Any suitable backtest functions?   Brian G. Peterson
• [R-SIG-Finance] Any suitable backtest functions?   Wind
• [R-SIG-Finance] Anyone interested in random matrix theory?   Brian Lee Yung Rowe
• [R-SIG-Finance] Anyone interested in random matrix theory?   Lezmi Edmond
• [R-SIG-Finance] Anyone interested in random matrix theory?   Aaron Katz
• [R-SIG-Finance] Anyone interested in random matrix theory?   Brian Lee Yung Rowe
• [R-SIG-Finance] Automatic Stock Market - Minority Game   Michael Sankowski
• [R-SIG-Finance] Automatic Stock Market - Minority Game   Peter Carl
• [R-SIG-Finance] Automatic Stock Market - Minority Game   Dan Rie
• [R-SIG-Finance] Automatic Stock Market - Minority Game   Michael Sankowski
• [R-SIG-Finance] Automatic Stock Market - Minority Game   Michael Sankowski
• [R-SIG-Finance] bonds/fixed income indices   Bastian Offermann
• [R-SIG-Finance] bonds/fixed income indices   ryan.sheftel at malbecpartners.com
• [R-SIG-Finance] bonds/fixed income indices   davidr at rhotrading.com
• [R-SIG-Finance] bonds/fixed income indices   Aaron M Katz (amkatz at Princeton.EDU)
• [R-SIG-Finance] bonds/fixed income indices   Jeff Ryan
• [R-SIG-Finance] Bug in fArma: does not accept variables as input   Stefan Grosse
• [R-SIG-Finance] Building a GUI with R   Alex Park
• [R-SIG-Finance] Building a GUI with R   el_eli at gmx.de
• [R-SIG-Finance] Building a GUI with R   Rory.WINSTON at rbs.com
• [R-SIG-Finance] Building a GUI with R   Karim Chine
• [R-SIG-Finance] Building a GUI with R   Wayne.W.Jones at shell.com
• [R-SIG-Finance] Building a GUI with R   Gabor Grothendieck
• [R-SIG-Finance] Building a GUI with R   John James
• [R-SIG-Finance] Building a GUI with R   Liviu Andronic
• [R-SIG-Finance] Buy and sell signal with quantmod?   Michael Zak
• [R-SIG-Finance] Buy and sell signal with quantmod?   Jeff Ryan
• [R-SIG-Finance] calculate returns in data frame containing NA   Arno gaboury
• [R-SIG-Finance] calculate returns in data frame containing NA   Arno gaboury
• [R-SIG-Finance] calculate returns in data frame containing NA   Arno gaboury
• [R-SIG-Finance] Career/Educational Advice - First Post   Julian Lee
• [R-SIG-Finance] Career/Educational Advice - First Post   Thomas Steiner
• [R-SIG-Finance] Career/Educational Advice - First Post   Debashis Dutta
• [R-SIG-Finance] Career/Educational Advice - First Post   Steven D. Moffitt
• [R-SIG-Finance] chartSeries() and addTA() from within an S4 method   Jeff Ryan
• [R-SIG-Finance] chartSeries() and addTA() from within an S4 method   Lorenzo Bertolini
• [R-SIG-Finance] Computational Finance with R- Columbia University - December 4th   Krishna Kumar
• [R-SIG-Finance] Concatenating time series objects?   Marc Delvaux
• [R-SIG-Finance] Concatenating time series objects?   Jeff Ryan
• [R-SIG-Finance] Concatenating time series objects?   Marc Delvaux
• [R-SIG-Finance] Concatenating time series objects?   Jeff Ryan
• [R-SIG-Finance] Concatenating time series objects?   Gabor Grothendieck
• [R-SIG-Finance] Constrained OLS   Pieter Plaizier
• [R-SIG-Finance] constrained OLS regression   Bastian Offermann
• [R-SIG-Finance] constrained OLS regression   Gabor Grothendieck
• [R-SIG-Finance] constrained OLS regression   Frederick Novomestky
• [R-SIG-Finance] Converting Data From DB (MSSQL) for use in quantmod   Josh Ulrich
• [R-SIG-Finance] Converting Data From DB (MSSQL) for use in quantmod   Cedrick Johnson
• [R-SIG-Finance] Converting Data From DB (MSSQL) for use in quantmod   Cedrick Johnson
• [R-SIG-Finance] Correlation between two asynchronous time series?   Patrick Burns
• [R-SIG-Finance] Correlation between two asynchronous time series?   Patrick Burns
• [R-SIG-Finance] Correlation between two asynchronous time series?   Nicolas Mougeot
• [R-SIG-Finance] Correlation between two asynchronous time series?   Arno gaboury
• [R-SIG-Finance] correlation between two asynchronous time series?   Xiaochen Sun
• [R-SIG-Finance] Correlation between two asynchronous time series?   Adrian Trapletti
• [R-SIG-Finance] correlation between two asynchronous time series?   Michael
• [R-SIG-Finance] Data - International collection   malcolm croucher
• [R-SIG-Finance] Data - International collection   malcolm croucher
• [R-SIG-Finance] Data - International collection   Dale Smith
• [R-SIG-Finance] Data - International collection   michael.sankowski at gmail.com
• [R-SIG-Finance] Data - International collection   kriskumar at earthlink.net
• [R-SIG-Finance] data handling with timeSeries   J Konnonen
• [R-SIG-Finance] data handling with timeSeries   Jeff Ryan
• [R-SIG-Finance] data handling with timeSeries   Gabor Grothendieck
• [R-SIG-Finance] data handling with timeSeries   Yohan Chalabi
• [R-SIG-Finance] fImport problem on recent R installation   Anil Vijendran
• [R-SIG-Finance] fImport problem on recent R installation   Jeff Ryan
• [R-SIG-Finance] fImport problem on recent R installation   Yohan Chalabi
• [R-SIG-Finance] fImport problem on recent R installation   HASSAN BAIGA
• [R-SIG-Finance] FinTS requires zoo to export as.Date.numeric   Josephy, Norman
• [R-SIG-Finance] FinTS requires zoo to export as.Date.numeric   Achim Zeileis
• [R-SIG-Finance] FMOLS   Economics Guy
• [R-SIG-Finance] forecasting earnings, sales and gross margin of a company...   Michael
• [R-SIG-Finance] [R] forecasting earnings, sales and gross margin of a company...   Michael
• [R-SIG-Finance] forecasting earnings, sales and gross margin of a company...   Rory.WINSTON at rbs.com
• [R-SIG-Finance] format.data.frame   arnaud Gaboury
• [R-SIG-Finance] format.data.frame   Brian G. Peterson
• [R-SIG-Finance] fPortfolio   Bastian Offermann
• [R-SIG-Finance] fPortfolio   Brian G. Peterson
• [R-SIG-Finance] fPortfolio error   Bastian Offermann
• [R-SIG-Finance] fPortfolio error   Hebbertt Soares
• [R-SIG-Finance] fPortfolio error   Bastian Offermann
• [R-SIG-Finance] fPortfolio error   Carlos Ungil
• [R-SIG-Finance] fPortfolio error   Hebbertt Soares
• [R-SIG-Finance] fPortfolio error   Bastian Offermann
• [R-SIG-Finance] fPortfolio error   Attiglah, Mama
• [R-SIG-Finance] fPortfolio error   Yohan Chalabi
• [R-SIG-Finance] fPortfolio maxreturnPortfolio   Bengoechea Bartolomé Enrique (SIES 73)
• [R-SIG-Finance] fPortfolio problem   Bastian Offermann
• [R-SIG-Finance] fPortfolio target risk optimization?   Bengoechea Bartolomé Enrique (SIES 73)
• [R-SIG-Finance] fPortfolio target risk optimization?   Thomas Etheber
• [R-SIG-Finance] fPortfolio target risk optimization?   Hugh Whelan
• [R-SIG-Finance] fPortfolio target risk optimization?   Bengoechea Bartolomé Enrique (SIES 73)
• [R-SIG-Finance] FT30 historical data   Liu Zhigang
• [R-SIG-Finance] FT30 historical data   Brian G. Peterson
• [R-SIG-Finance] FT30 historical data   davidr at rhotrading.com
• [R-SIG-Finance] FT30 historical data   Liu Zhigang
• [R-SIG-Finance] Gaps in time for yahoo historical quotes?   Marc Delvaux
• [R-SIG-Finance] Gaps in time for yahoo historical quotes?   Jeff Ryan
• [R-SIG-Finance] Gaps in time for yahoo historical quotes?   Ajay Shah
• [R-SIG-Finance] Gaps in time for yahoo historical quotes?   Josh Ulrich
• [R-SIG-Finance] Gaps in time for yahoo historical quotes?   Marc Delvaux
• [R-SIG-Finance] Garch-in-mean estimation   Eric Zivot
• [R-SIG-Finance] garchFit with fSeries   Im, Haekyung
• [R-SIG-Finance] garchFit with fSeries   Yohan Chalabi
• [R-SIG-Finance] garchFit with fSeries   Jae Kim
• [R-SIG-Finance] garchOxFit   Bastian Offermann
• [R-SIG-Finance] garchOxFit   Yohan Chalabi
• [R-SIG-Finance] Generic versus calendar futures in trading models   ryan.sheftel at malbecpartners.com
• [R-SIG-Finance] Generic versus calendar futures in trading models   markleeds at verizon.net
• [R-SIG-Finance] Generic versus calendar futures in trading models   ryan.sheftel at malbecpartners.com
• [R-SIG-Finance] Generic versus calendar futures in trading models   Jeff Ryan
• [R-SIG-Finance] Generic versus calendar futures in trading models   markleeds at verizon.net
• [R-SIG-Finance] Generic versus calendar futures in trading models   Robert Sams
• [R-SIG-Finance] Generic versus calendar futures in trading models   Jorge Nieves
• [R-SIG-Finance] Generic versus calendar futures in trading models   Brian G. Peterson
• [R-SIG-Finance] Generic versus calendar futures in tradingmodels   davidr at rhotrading.com
• [R-SIG-Finance] Generic versus calendar futures in tradingmodels   Uri Shimron
• [R-SIG-Finance] Group for Actuarial Research   Reinaldo Marques
• [R-SIG-Finance] half-hourly staggered data into daily   murali.menon at fortisinvestments.com
• [R-SIG-Finance] Help through chat cession   Arno gaboury
• [R-SIG-Finance] Help with Dummy Regression   Ravi S. Shankar
• [R-SIG-Finance] historical simulation with EWMA fitting   J Konnonen
• [R-SIG-Finance] How to clean errors in yahoo historical quotes?   Marc Delvaux
• [R-SIG-Finance] How to optimize a trading singal generator (for-loop)?   Michael Zak
• [R-SIG-Finance] How to read minutes data from csv files with getSymbol in quantmod?   Simon Otziger
• [R-SIG-Finance] How to read minutes data from csv files with getSymbol in quantmod?   Wind
• [R-SIG-Finance] How to read minutes data from csv files with getSymbol in quantmod?   Gabor Grothendieck
• [R-SIG-Finance] How to read minutes data from csv files with getSymbol in quantmod?   Jeff Ryan
• [R-SIG-Finance] How to scroll in time in a quantmod chart?   Michael Zak
• [R-SIG-Finance] How to scroll in time in a quantmod chart?   Jeff Ryan
• [R-SIG-Finance] How to scroll in time in a quantmod chart?   Jeff Ryan
• [R-SIG-Finance] How to scroll in time in a quantmod chart?   Michael Zak
• [R-SIG-Finance] How to scroll in time in a quantmod chart?   Wayne.W.Jones at shell.com
• [R-SIG-Finance] Hull-White model calibration for Monte Carlo   Wojciech Slusarski
• [R-SIG-Finance] Hull-White model calibration for Monte Carlo   Dale Smith
• [R-SIG-Finance] Hull-White model calibration for Monte Carlo   Wojciech Slusarski
• [R-SIG-Finance] Hull-White model calibration for Monte Carlo   Guy Yollin
• [R-SIG-Finance] Hull-White model calibration for Monte Carlo   Wojciech Slusarski
• [R-SIG-Finance] i'd like post   matteo zucchini
• [R-SIG-Finance] IB API error   Cedrick Johnson
• [R-SIG-Finance] IB API error   Jeff Ryan
• [R-SIG-Finance] IB API error   Jeff Ryan
• [R-SIG-Finance] IB API error   Cedrick Johnson
• [R-SIG-Finance] IBrokers   Arno gaboury
• [R-SIG-Finance] IBrokers   Jeff Ryan
• [R-SIG-Finance] IBrokers   Jeff Ryan
• [R-SIG-Finance] IBrokers   Arno gaboury
• [R-SIG-Finance] IBrokers   R P Herrold
• [R-SIG-Finance] IBrokers   Arno gaboury
• [R-SIG-Finance] Initialization issue R under Mac OS X - .Rprofile   julien cuisinier
• [R-SIG-Finance] IRR - Calculation in R   Thomas Etheber
• [R-SIG-Finance] IRR - Calculation in R   Rory.WINSTON at rbs.com
• [R-SIG-Finance] Job posting   Mark Devaney
• [R-SIG-Finance] Johansen Procedure for VAR question   Manuel Serna
• [R-SIG-Finance] Johansen Procedure for VAR question   Matthieu Stigler
• [R-SIG-Finance] Joint estimation of APT in R   Hebbertt Soares
• [R-SIG-Finance] Joint estimation of APT in R   Arne Henningsen
• [R-SIG-Finance] Kalman Filter   Sandrine LUNVEN
• [R-SIG-Finance] Kalman filter   Sandrine LUNVEN
• [R-SIG-Finance] labour statistics   Max
• [R-SIG-Finance] labour statistics   Ajay Shah
• [R-SIG-Finance] labour statistics   Adrian Dragulescu
• [R-SIG-Finance] layout options of barChart in quantmod   风
• [R-SIG-Finance] layout options of barChart in quantmod   Jeff Ryan
• [R-SIG-Finance] Linux based programs   malcolm croucher
• [R-SIG-Finance] Linux based programs   Ajay Shah
• [R-SIG-Finance] Linux based programs   R P Herrold
• [R-SIG-Finance] Linux based programs   Yuguang Zhou
• [R-SIG-Finance] Linux based programs   Grant Farnsworth
• [R-SIG-Finance] Linux based programs   Gabor Grothendieck
• [R-SIG-Finance] Linux based programs   Patrick Burns
• [R-SIG-Finance] Linux based programs   Yuguang Zhou
• [R-SIG-Finance] Linux based programs   Gabor Grothendieck
• [R-SIG-Finance] Missing tick mark labels from barChart / quantmod - plot.xts missing   Jeff Ryan
• [R-SIG-Finance] Missing tick mark labels from barChart / quantmod   风
• [R-SIG-Finance] Missing tick mark labels from barChart / quantmod - plot.xts missing   风
• [R-SIG-Finance] Multi CPUs PC   Jorge Nieves
• [R-SIG-Finance] Multi CPUs PC   Dirk Eddelbuettel
• [R-SIG-Finance] Multi CPUs PC   roger at bergande.ch
• [R-SIG-Finance] Multi CPUs PC   Stefan Janse van Rensburg
• [R-SIG-Finance] New opentick package on CRAN   Josh Ulrich
• [R-SIG-Finance] New Rmetrics Packages   Yohan Chalabi
• [R-SIG-Finance] New Rmetrics Packages   Liviu Andronic
• [R-SIG-Finance] New Rmetrics Packages   Yohan Chalabi
• [R-SIG-Finance] Newbie question on getSymbols() in quantmod   L.-Y. Hin
• [R-SIG-Finance] Newbie question on getSymbols() in quantmod   Brian Lee Yung Rowe
• [R-SIG-Finance] Newbie question on getSymbols() in quantmod   Jeff Ryan
• [R-SIG-Finance] Newbie question on risk free Interest Rate   bogaso.christofer
• [R-SIG-Finance] Newbie question on risk free Interest Rate   Mahesh Krishnan
• [R-SIG-Finance] Newbie question on risk free Interest Rate   bogaso.christofer
• [R-SIG-Finance] Newbie question on risk free Interest Rate   Rory Winston
• [R-SIG-Finance] Newbie question on risk free Interest Rate   Mahesh Krishnan
• [R-SIG-Finance] Newbie question on risk free Interest Rate   Micha Keijzers
• [R-SIG-Finance] Newbie question on risk free Interest Rate   Mahesh Krishnan
• [R-SIG-Finance] Open source in finance (was: RE: Career/Educational Advice - First Post)   gordon.morrison at hsbcib.com
• [R-SIG-Finance] Optimization Question   ian.mcdonald at malbecpartners.com
• [R-SIG-Finance] Optimization Question   GHSohn at gmail.com
• [R-SIG-Finance] Optimization Question   Patrick Burns
• [R-SIG-Finance] Optimization Question   ian.mcdonald at malbecpartners.com
• [R-SIG-Finance] Optimization Question   Hyun-U Sohn
• [R-SIG-Finance] Optimization Question   Guy Yollin
• [R-SIG-Finance] Optimization Question   Patrick Burns
• [R-SIG-Finance] Optimization Question   Brian G. Peterson
• [R-SIG-Finance] Optimization Question   ian.mcdonald at malbecpartners.com
• [R-SIG-Finance] Optimization Question   Greg James
• [R-SIG-Finance] panel data & maximum likelihood function   Migle Purzelyte
• [R-SIG-Finance] Pattern Recognition / Classification in R for Financial Time Series   Dirk Eddelbuettel
• [R-SIG-Finance] Pattern Recognition / Classification in R for Financial Time Series   stefano iacus
• [R-SIG-Finance] Pattern Recognition / Classification in R for Financial Time Series   Ian Seow
• [R-SIG-Finance] Pattern Recognition / Classification in R for Financial Time Series   I. Ozkan
• [R-SIG-Finance] Pattern Recognition / Classification in R for Financial Time Series   stefano iacus
• [R-SIG-Finance] performance evaluation and sharpe ratio   Bastian Offermann
• [R-SIG-Finance] performance evaluation and sharpe ratio   Adams, Zeno
• [R-SIG-Finance] performance evaluation and sharpe ratio   david.jessop at ubs.com
• [R-SIG-Finance] performance evaluation and sharpe ratio   Bastian Offermann
• [R-SIG-Finance] PerformanceAnalytics v0.9.7 - data cleaning functions (re Winsorization)   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics v0.9.7 released   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics v0.9.7.1 released   Brian G. Peterson
• [R-SIG-Finance] periodogram   babel at centrum.sk
• [R-SIG-Finance] periodogram   Brian G. Peterson
• [R-SIG-Finance] periodogram   Matthieu Stigler
• [R-SIG-Finance] please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications   Michael
• [R-SIG-Finance] please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications   Michael
• [R-SIG-Finance] please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications   Brian G. Peterson
• [R-SIG-Finance] please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications   Spencer Graves
• [R-SIG-Finance] plot.xts: Error in parse.format(format[1]) : unrecognized format %b %d%n%H:%M:%S   davidr at rhotrading.com
• [R-SIG-Finance] plot.xts: Error in parse.format(format[1]) : unrecognized format %b %d%n%H:%M:%S   Gabor Grothendieck
• [R-SIG-Finance] plot.xts: Error in parse.format(format[1]) : unrecognized format %b %d%n%H:%M:%S   Jeff Ryan
• [R-SIG-Finance] plot.xts: Error in parse.format(format[1]) : unrecognized format %b %d%n%H:%M:%S   Jeff Ryan
• [R-SIG-Finance] plot.xts: Error in parse.format(format[1]) : unrecognized format %b %d%n%H:%M:%S   davidr at rhotrading.com
• [R-SIG-Finance] plotting with package vars   Ivan Sutoris
• [R-SIG-Finance] plotting with package vars   Matthieu Stigler
• [R-SIG-Finance] plotting with package vars   Dr. Bernhard Pfaff
• [R-SIG-Finance] plotting with package vars   Ivan Sutoris
• [R-SIG-Finance] Populating ONLY some places of a matrix   Jorge Nieves
• [R-SIG-Finance] Populating ONLY some places of a matrix   Patrick Burns
• [R-SIG-Finance] Populating ONLY some places of a matrix   Jorge Nieves
• [R-SIG-Finance] Predict Arima with newxreg   Rudolf Farys
• [R-SIG-Finance] Problem using stl() on data from quantmod   Wind
• [R-SIG-Finance] Problem using stl() on data from quantmod   Gabor Grothendieck
• [R-SIG-Finance] Problem using stl() on data from quantmod   Brian G. Peterson
• [R-SIG-Finance] Problem using stl() on data from quantmod   Jeff Ryan
• [R-SIG-Finance] Problem using stl() on data from quantmod   Wind
• [R-SIG-Finance] Problems extracting xts data in my own time zone   Albert Nigrin
• [R-SIG-Finance] Problems extracting xts data in my own time zone   Jeff Ryan
• [R-SIG-Finance] Problems extracting xts data in my own time zone   Gabor Grothendieck
• [R-SIG-Finance] Problems extracting xts data in my own time zone   Albert Nigrin
• [R-SIG-Finance] Problems extracting xts data in my own time zone   Mark V
• [R-SIG-Finance] Problems extracting xts data in my own time zone   Jeff Ryan
• [R-SIG-Finance] quantmod newTA passes a matrix?   Brian Lee Yung Rowe
• [R-SIG-Finance] quantmod newTA passes a matrix?   Brian G. Peterson
• [R-SIG-Finance] quantmod newTA passes a matrix?   Brian Lee Yung Rowe
• [R-SIG-Finance] quantmod newTA passes a matrix?   Dirk Eddelbuettel
• [R-SIG-Finance] quantmod newTA passes a matrix?   Jeff Ryan
• [R-SIG-Finance] quantmod newTA passes a matrix?   Brian Lee Yung Rowe
• [R-SIG-Finance] quantmod newTA passes a matrix?   Brian Lee Yung Rowe
• [R-SIG-Finance] quantmod newTA passes a matrix?   Jeff Ryan
• [R-SIG-Finance] quantmod newTA passes a matrix?   Brian Lee Yung Rowe
• [R-SIG-Finance] quantmod: addTA is broken?   Michael Zak
• [R-SIG-Finance] quantmod: addTA is broken?   Gabor Grothendieck
• [R-SIG-Finance] quantmod: addTA is broken?   Michael Zak
• [R-SIG-Finance] quantmod: addTA is broken?   Brian Lee Yung Rowe
• [R-SIG-Finance] quantmod: addTA is broken?   Michael Zak
• [R-SIG-Finance] quantmod: addTA is broken?   Jeff Ryan
• [R-SIG-Finance] quantmod: how to add custom timeseries (addTA?)   Michael Zak
• [R-SIG-Finance] quantmod: how to add custom timeseries (addTA?)   Josh Ulrich
• [R-SIG-Finance] quantmod: how to add custom timeseries (addTA?)   Josh Ulrich
• [R-SIG-Finance] quantmod: how to add custom timeseries (addTA?)   Jeff Ryan
• [R-SIG-Finance] question about impulse -response functions   Manuel Serna
• [R-SIG-Finance] question about impulse -response functions   Pfaff, Bernhard Dr.
• [R-SIG-Finance] question about impulse response function in VARS package   Manuel Serna
• [R-SIG-Finance] Quotes every minute   SMS Chauhan
• [R-SIG-Finance] Quotes every minute   Jeff Ryan
• [R-SIG-Finance] Quotes every minute   malcolm croucher
• [R-SIG-Finance] Quotes every minute   SMS Chauhan
• [R-SIG-Finance] Quotes every minute   Brian G. Peterson
• [R-SIG-Finance] Quotes every minute   Jeff Ryan
• [R-SIG-Finance] Quotes every minute   Theodore Van Rooy
• [R-SIG-Finance] R Code for validation of credit rating model   Debashis Dutta
• [R-SIG-Finance] R Code for validation of credit rating model   Brian G. Peterson
• [R-SIG-Finance] R Code for validation of credit rating model   Debashis Dutta
• [R-SIG-Finance] R Code for writing table from XTS with time format   Jeff Ryan
• [R-SIG-Finance] R Code for writing table from XTS with time format   sprohl at na.uni-tuebingen.de
• [R-SIG-Finance] R Code for writing table from XTS with time format   sprohl at na.uni-tuebingen.de
• [R-SIG-Finance] R zoo installation   jefe goode
• [R-SIG-Finance] R zoo installation   Gabor Grothendieck
• [R-SIG-Finance] R/Finance 2009: Applied Finance with R -- Call for Papers   Dirk Eddelbuettel
• [R-SIG-Finance] RBloomberg :: blpConnect crash.   Gopi Goswami
• [R-SIG-Finance] RBloomberg :: blpConnect crash.   davidr at rhotrading.com
• [R-SIG-Finance] RBloomberg :: blpConnect crash.   Michael Sankowski
• [R-SIG-Finance] RBloomberg :: blpConnect crash.   Gopi Goswami
• [R-SIG-Finance] RBloomberg :: blpConnect crash.   Krishna Kumar
• [R-SIG-Finance] RBloomberg :: blpConnect crash.   Michael Sankowski
• [R-SIG-Finance] RBloomberg :: blpConnect crash.   Sean Carmody
• [R-SIG-Finance] RBloomberg :: blpConnect crash.   Gopi Goswami
• [R-SIG-Finance] Reg: tapply() for TWAP calculations   arun n
• [R-SIG-Finance] Reply: layout options of barChart in quantmod   风
• [R-SIG-Finance] Reply: Slots as @title and @documentation in S-Plus   Wind
• [R-SIG-Finance] Reply: Slots as @title and @documentation in S-Plus   Wind
• [R-SIG-Finance] Returns used to compute the alpha and the beta   Benoit Schmid
• [R-SIG-Finance] Returns used to compute the alpha and the beta   Brian G. Peterson
• [R-SIG-Finance] Returns used to compute the alpha and the beta   Benoit Schmid
• [R-SIG-Finance] Returns used to compute the alpha and the beta   Benoit Schmid
• [R-SIG-Finance] Returns used to compute the alpha and the beta   julien cuisinier
• [R-SIG-Finance] Returns used to compute the alpha and the beta   julien cuisinier
• [R-SIG-Finance] Returns used to compute the alpha and the beta   Benoit Schmid
• [R-SIG-Finance] Returns used to compute the alpha and the beta   Benoit Schmid
• [R-SIG-Finance] Returns used to compute the alpha and the beta   Charles Ward
• [R-SIG-Finance] Returns used to compute the alpha and the beta   Benoit Schmid
• [R-SIG-Finance] Returns used to compute the alpha and the beta   Benoit Schmid
• [R-SIG-Finance] Returns used to compute the alpha and the beta   Benoit Schmid
• [R-SIG-Finance] Returns used to compute the alpha and the beta   julien cuisinier
• [R-SIG-Finance] Returns used to compute the alpha and the beta   julien cuisinier
• [R-SIG-Finance] Returns used to compute the alpha and the beta   Benoit Schmid
• [R-SIG-Finance] Returns used to compute the alpha and the beta   Benoit.Schmid at unige.ch
• [R-SIG-Finance] Returns used to compute the alpha and the beta   Adams, Zeno
• [R-SIG-Finance] Returns used to compute the alpha and the beta   Benoit.Schmid at unige.ch
• [R-SIG-Finance] Returns used to compute the alpha and the beta   julien cuisinier
• [R-SIG-Finance] Returns used to compute the alpha and the beta   Patrick Burns
• [R-SIG-Finance] Returns used to compute the alpha and the beta   Benoit Schmid
• [R-SIG-Finance] Returns used to compute the alpha and the beta   Benoit Schmid
• [R-SIG-Finance] Returns used to compute the alpha and the beta   Benoit Schmid
• [R-SIG-Finance] Returns used to compute the alpha and the beta   Benoit Schmid
• [R-SIG-Finance] returns/timeSeries error message   J Konnonen
• [R-SIG-Finance] returns/timeSeries error message   Yohan Chalabi
• [R-SIG-Finance] RMySQL issue   julien cuisinier
• [R-SIG-Finance] RMySQL issue   Josh Ulrich
• [R-SIG-Finance] robust estimators (pkg: MASS)   Anil Vijendran
• [R-SIG-Finance] rollapply and resulting index   Brian Lee Yung Rowe
• [R-SIG-Finance] rollapply and resulting index   Jeff Ryan
• [R-SIG-Finance] rollapply and resulting index   Brian Lee Yung Rowe
• [R-SIG-Finance] Run tests Fama   Bastian Offermann
• [R-SIG-Finance] Run tests Fama   Patrick Burns
• [R-SIG-Finance] Run tests Fama   Charles Ward
• [R-SIG-Finance] Scaling risk for irregularly spaced time series?   Shane Conway
• [R-SIG-Finance] Scaling risk for irregularly spaced time series?   markleeds at verizon.net
• [R-SIG-Finance] Scaling risk for irregularly spaced time series?   davidr at rhotrading.com
• [R-SIG-Finance] Scaling risk for irregularly spaced time series?   Chiquoine, Ben
• [R-SIG-Finance] Scaling risk for irregularly spaced time series?   Shane Conway
• [R-SIG-Finance] Scaling risk for irregularly spaced time series?   Brian G. Peterson
• [R-SIG-Finance] Scaling risk for irregularly spaced time series?   markleeds at verizon.net
• [R-SIG-Finance] Scaling risk for irregularly spaced time series?   michael.sankowski at gmail.com
• [R-SIG-Finance] Scaling risk for irregularly spaced time series?   Eric Zivot
• [R-SIG-Finance] segments could not draw line in log plot   Wind
• [R-SIG-Finance] segments could not draw line in log plot   Christian Prinoth
• [R-SIG-Finance] segments could not draw line in log plot   Wind
• [R-SIG-Finance] Shaded regions as an indicator in quantmod   Brian Lee Yung Rowe
• [R-SIG-Finance] Shaded regions as an indicator in quantmod   Eric Zivot
• [R-SIG-Finance] Shaded regions as an indicator in quantmod   Jeff Ryan
• [R-SIG-Finance] Shaded regions as an indicator in quantmod   Gabor Grothendieck
• [R-SIG-Finance] Shaded regions as an indicator in quantmod   Brian Lee Yung Rowe
• [R-SIG-Finance] Shaded regions as an indicator in quantmod   Brian Lee Yung Rowe
• [R-SIG-Finance] Shaded regions as an indicator in quantmod   Jeff Ryan
• [R-SIG-Finance] Shaded regions as an indicator in quantmod   Gabor Grothendieck
• [R-SIG-Finance] Shaded regions as an indicator in quantmod   Brian Lee Yung Rowe
• [R-SIG-Finance] Shaded regions as an indicator in quantmod   Jeff Ryan
• [R-SIG-Finance] Slots as @title and @documentation in S-Plus   Wind
• [R-SIG-Finance] Slots as @title and @documentation in S-Plus   Martin Becker
• [R-SIG-Finance] Slots as @title and @documentation in S-Plus   Brian G. Peterson
• [R-SIG-Finance] Slots as @title and @documentation in S-Plus   Robert Sams
• [R-SIG-Finance] Slots as @title and @documentation in S-Plus   Wind
• [R-SIG-Finance] Statistically significant in linear and non-linear model   Hsiao-nan Cheung
• [R-SIG-Finance] Statistically significant in linear and non-linear model   Theodore Van Rooy
• [R-SIG-Finance] Statistically significant in linear and non-linear model   Hsiao-nan Cheung
• [R-SIG-Finance] stuck on data   zubin
• [R-SIG-Finance] stuck on data   Josh Ulrich
• [R-SIG-Finance] stuck on data   Gabor Grothendieck
• [R-SIG-Finance] stuck on data   zubin
• [R-SIG-Finance] Success! First R/Finance/Chicago Summary.   Jeff Ryan
• [R-SIG-Finance] TGARCH   Michael Zak
• [R-SIG-Finance] TGARCH   markleeds at verizon.net
• [R-SIG-Finance] TGARCH   Jae Kim
• [R-SIG-Finance] TGARCH   michal miklovic
• [R-SIG-Finance] The Innagural Atlanta useR Group Meeting!   zubin
• [R-SIG-Finance] the list might be interested in this new project   Bradford Cross
• [R-SIG-Finance] TODAY: First R/Finance/Chicago Meeting!   Jeff Ryan
• [R-SIG-Finance] transition matrices and "robustness"   Sean O'Riordain
• [R-SIG-Finance] transition matrices and "robustness"   Debashis Dutta
• [R-SIG-Finance] transition matrices and "robustness"   Sean O'Riordain
• [R-SIG-Finance] Using quantmod chartSeries for FRED data   Brian Lee Yung Rowe
• [R-SIG-Finance] Using quantmod chartSeries for FRED data   Paulo Grahl
• [R-SIG-Finance] Using quantmod chartSeries for FRED data   Josh Ulrich
• [R-SIG-Finance] Using quantmod chartSeries for FRED data   Brian Lee Yung Rowe
• [R-SIG-Finance] Using quantmod chartSeries for FRED data   Jeff Ryan
• [R-SIG-Finance] Value of liquidity   Chiquoine, Ben
• [R-SIG-Finance] Value of liquidity   Bastian Offermann
• [R-SIG-Finance] Value of liquidity   Brian G. Peterson
• [R-SIG-Finance] Value of liquidity   markleeds at verizon.net
• [R-SIG-Finance] Value of liquidity   Chiquoine, Ben
• [R-SIG-Finance] Value of liquidity   Chiquoine, Ben
• [R-SIG-Finance] Writing code that works with a variety of time series classes   Ajay Shah
• [R-SIG-Finance] Writing code that works with a variety of time series classes   Gabor Grothendieck
• [R-SIG-Finance] Writing code that works with a variety of time series classes   Jeff Ryan
• [R-SIG-Finance] Writing code that works with a variety of time series classes   Achim Zeileis
• [R-SIG-Finance] xts assignment via yearmon or string-based indexing   Gabor Grothendieck
• [R-SIG-Finance] xts assignment via yearmon or string-based indexing   Jeff Ryan
• [R-SIG-Finance] xts assignment via yearmon or string-based indexing   Jeff Ryan
• [R-SIG-Finance] xts assignment via yearmon or string-based indexing   Brian Lee Yung Rowe
• [R-SIG-Finance] xts assignment via yearmon or string-based indexing   Brian Lee Yung Rowe
• [R-SIG-Finance] XTS Modification   SMS CHAUHAn
• [R-SIG-Finance] XTS Modification   Jeff Ryan
• [R-SIG-Finance] XTS Modification   Wayne.W.Jones at shell.com
• [R-SIG-Finance] XTS Modification   malcolm croucher
• [R-SIG-Finance] XTS Modification   SMS CHAUHAn
• [R-SIG-Finance] XTS Modification   SMS CHAUHAn
• [R-SIG-Finance] XTS Modification   Jeff Ryan
• [R-SIG-Finance] XTS Modification   Tyler Hammond
• [R-SIG-Finance] XTS Modification   Dirk Eddelbuettel
• [R-SIG-Finance] XTS Modification   stefano iacus
• [R-SIG-Finance] Yahoo data   mats pistol
• [R-SIG-Finance] Yahoo data   Jeff Ryan
• [R-SIG-Finance] yield to maturity with optim?   Whit Armstrong
• [R-SIG-Finance] yield to maturity with optim?   Ajay Shah
• [R-SIG-Finance] yield to maturity with optim?   Whit Armstrong

Last message date: Wed Dec 31 21:07:21 CET 2008
Archived on: Wed Dec 31 21:07:43 CET 2008

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