Fourth quarter 2008 Archives by thread
Starting: Thu Oct 2 02:06:57 CEST 2008
Ending: Wed Dec 31 21:07:21 CET 2008
Messages: 485
- [R-SIG-Finance] PerformanceAnalytics v0.9.7 released
Brian G. Peterson
- [R-SIG-Finance] PerformanceAnalytics v0.9.7 - data cleaning functions (re Winsorization)
Brian G. Peterson
- [R-SIG-Finance] Career/Educational Advice - First Post
Julian Lee
- [R-SIG-Finance] (no subject)
Gultekin Isiklar
- [R-SIG-Finance] RBloomberg :: blpConnect crash.
Gopi Goswami
- [R-SIG-Finance] (no subject)
Thomas Steiner
- [R-SIG-Finance] Career/Educational Advice - First Post
Thomas Steiner
- [R-SIG-Finance] New opentick package on CRAN
Josh Ulrich
- [R-SIG-Finance] Populating ONLY some places of a matrix
Jorge Nieves
- [R-SIG-Finance] Career/Educational Advice - First Post
Steven D. Moffitt
- [R-SIG-Finance] TODAY: First R/Finance/Chicago Meeting!
Jeff Ryan
- [R-SIG-Finance] Writing code that works with a variety of time series classes
Ajay Shah
- [R-SIG-Finance] [Maybe Content Spam] Re: PerformanceAnalytics and the UpsidePotentialRatio
ryan.sheftel at malbecpartners.com
- [R-SIG-Finance] Building a GUI with R
Alex Park
- [R-SIG-Finance] Building a GUI with R
John James
- [R-SIG-Finance] The Innagural Atlanta useR Group Meeting!
zubin
- [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
Hsiao-nan Cheung
- [R-SIG-Finance] [R] Statistically significant in linear and non-linear model
Hsiao-nan Cheung
- [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] Statistically significant in linear and non-linear model
Theodore Van Rooy
- [R-SIG-Finance] Buy and sell signal with quantmod?
Michael Zak
- [R-SIG-Finance] Hull-White model calibration for Monte Carlo
Wojciech Slusarski
- [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?
markleeds at verizon.net
- [R-SIG-Finance] PerformanceAnalytics v0.9.7.1 released
Brian G. Peterson
- [R-SIG-Finance] Open source in finance (was: RE: Career/Educational Advice - First Post)
gordon.morrison at hsbcib.com
- [R-SIG-Finance] labour statistics
Max
- [R-SIG-Finance] Value of liquidity
Chiquoine, Ben
- [R-SIG-Finance] How to scroll in time in a quantmod chart?
Michael Zak
- [R-SIG-Finance] Value of liquidity
markleeds at verizon.net
- [R-SIG-Finance] Job posting
Mark Devaney
- [R-SIG-Finance] XTS Modification
SMS CHAUHAn
- [R-SIG-Finance] bonds/fixed income indices
Bastian Offermann
- [R-SIG-Finance] Success! First R/Finance/Chicago Summary.
Jeff Ryan
- [R-SIG-Finance] forecasting earnings, sales and gross margin of a company...
Michael
- [R-SIG-Finance] Data - International collection
malcolm croucher
- [R-SIG-Finance] Quotes every minute
SMS Chauhan
- [R-SIG-Finance] [R] forecasting earnings, sales and gross margin of a company...
Michael
- [R-SIG-Finance] FMOLS
Economics Guy
- [R-SIG-Finance] Help through chat cession
Arno gaboury
- [R-SIG-Finance] yield to maturity with optim?
Whit Armstrong
- [R-SIG-Finance] about periodicity data
Michael Sun
- [R-SIG-Finance] Quotes every minute
Theodore Van Rooy
- [R-SIG-Finance] Linux based programs
malcolm croucher
- [R-SIG-Finance] alternative to Crystal Ball ?
Liviu Andronic
- [R-SIG-Finance] garchOxFit
Bastian Offermann
- [R-SIG-Finance] ?returns not applicable to zoo objects anymore???
Bastian Offermann
- [R-SIG-Finance] Returns used to compute the alpha and the beta
Benoit Schmid
- [R-SIG-Finance] New Rmetrics Packages
Yohan Chalabi
- [R-SIG-Finance] R zoo installation
jefe goode
- [R-SIG-Finance] fImport problem on recent R installation
Anil Vijendran
- [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
Benoit.Schmid at unige.ch
- [R-SIG-Finance] Returns used to compute the alpha and the beta
Benoit Schmid
- [R-SIG-Finance] TGARCH
Michael Zak
- [R-SIG-Finance] TGARCH
markleeds at verizon.net
- [R-SIG-Finance] Pattern Recognition / Classification in R for Financial Time Series
Ian Seow
- [R-SIG-Finance] Run tests Fama
Bastian Offermann
- [R-SIG-Finance] Kalman Filter
Sandrine LUNVEN
- [R-SIG-Finance] Pattern Recognition / Classification in R for Financial Time Series
I. Ozkan
- [R-SIG-Finance] Kalman filter
Sandrine LUNVEN
- [R-SIG-Finance] panel data & maximum likelihood function
Migle Purzelyte
- [R-SIG-Finance] fPortfolio error
Bastian Offermann
- [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] transition matrices and "robustness"
Sean O'Riordain
- [R-SIG-Finance] [R-sig-finance] quantmod: dailyReturn on a list of variables
patzoul
- [R-SIG-Finance] Group for Actuarial Research
Reinaldo Marques
- [R-SIG-Finance] Problems extracting xts data in my own time zone
Albert Nigrin
- [R-SIG-Finance] FinTS requires zoo to export as.Date.numeric
Josephy, Norman
- [R-SIG-Finance] please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications
Michael
- [R-SIG-Finance] [R-sig-finance] error with maxreturnPortfolio
patzoul
- [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-sig-finance] efficientPortfolio, setTargetRisk, setTargetReturn
patzoul
- [R-SIG-Finance] Multi CPUs PC
Jorge Nieves
- [R-SIG-Finance] Joint estimation of APT in R
Hebbertt Soares
- [R-SIG-Finance] Multi CPUs PC
Stefan Janse van Rensburg
- [R-SIG-Finance] Generic versus calendar futures in trading models
Jorge Nieves
- [R-SIG-Finance] Generic versus calendar futures in trading models
markleeds at verizon.net
- [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] layout options of barChart in quantmod
风
- [R-SIG-Finance] Reply: layout options of barChart in quantmod
风
- [R-SIG-Finance] correlation between two asynchronous time series?
Michael
- [R-SIG-Finance] Missing tick mark labels from barChart / quantmod
风
- [R-SIG-Finance] Correlation between two asynchronous time series?
Adrian Trapletti
- [R-SIG-Finance] Automatic Stock Market - Minority Game
Michael Sankowski
- [R-SIG-Finance] Using quantmod chartSeries for FRED data
Brian Lee Yung Rowe
- [R-SIG-Finance] Using quantmod chartSeries for FRED data
Brian Lee Yung Rowe
- [R-SIG-Finance] Missing tick mark labels from barChart / quantmod - plot.xts missing
风
- [R-SIG-Finance] [R-sig-finance] error in maxreturnPortfolio
patzoul
- [R-SIG-Finance] Correlation between two asynchronous time series?
Arno gaboury
- [R-SIG-Finance] Yahoo data
mats pistol
- [R-SIG-Finance] Gaps in time for yahoo historical quotes?
Marc Delvaux
- [R-SIG-Finance] How to clean errors in yahoo historical quotes?
Marc Delvaux
- [R-SIG-Finance] Johansen Procedure for VAR question
Manuel Serna
- [R-SIG-Finance] Automatic Stock Market - Minority Game
Dan Rie
- [R-SIG-Finance] A Problem while Calculating Newey-West HAC
Hsiao-nan Cheung
- [R-SIG-Finance] fPortfolio target risk optimization?
Bengoechea Bartolomé Enrique (SIES 73)
- [R-SIG-Finance] How to read minutes data from csv files with getSymbol in quantmod?
Wind
- [R-SIG-Finance] half-hourly staggered data into daily
murali.menon at fortisinvestments.com
- [R-SIG-Finance] Converting Data From DB (MSSQL) for use in quantmod
Cedrick Johnson
- [R-SIG-Finance] returns/timeSeries error message
J Konnonen
- [R-SIG-Finance] fPortfolio target risk optimization?
Hugh Whelan
- [R-SIG-Finance] [R-sig-finance] plots on multiple graphics windows?
patzoul
- [R-SIG-Finance] How to optimize a trading singal generator (for-loop)?
Michael Zak
- [R-SIG-Finance] garchFit with fSeries
Im, Haekyung
- [R-SIG-Finance] IRR - Calculation in R
Thomas Etheber
- [R-SIG-Finance] Adding data providers to quantmod
Brian Lee Yung Rowe
- [R-SIG-Finance] Adding data providers to quantmod
Brian Lee Yung Rowe
- [R-SIG-Finance] fPortfolio target risk optimization?
Bengoechea Bartolomé Enrique (SIES 73)
- [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] segments could not draw line in log plot
Wind
- [R-SIG-Finance] Reg: tapply() for TWAP calculations
arun n
- [R-SIG-Finance] Help with Dummy Regression
Ravi S. Shankar
- [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
Brian Lee Yung Rowe
- [R-SIG-Finance] [R-sig-finance] how to extract the last day of the month in a last of dates?
patzoul
- [R-SIG-Finance] xts assignment via yearmon or string-based indexing
Brian Lee Yung Rowe
- [R-SIG-Finance] question about impulse -response functions
Manuel Serna
- [R-SIG-Finance] question about impulse response function in VARS package
Manuel Serna
- [R-SIG-Finance] IBrokers
Arno gaboury
- [R-SIG-Finance] IBrokers
Arno gaboury
- [R-SIG-Finance] xts assignment via yearmon or string-based indexing
Brian Lee Yung Rowe
- [R-SIG-Finance] Concatenating time series objects?
Marc Delvaux
- [R-SIG-Finance] Any suitable backtest functions?
Wind
- [R-SIG-Finance] IBrokers
Arno gaboury
- [R-SIG-Finance] Predict Arima with newxreg
Rudolf Farys
- [R-SIG-Finance] Constrained OLS
Pieter Plaizier
- [R-SIG-Finance] Any suitable backtest functions?
Wind
- [R-SIG-Finance] Any suitable backtest functions?
Wind
- [R-SIG-Finance] Bug in fArma: does not accept variables as input
Stefan Grosse
- [R-SIG-Finance] [R-sig-finance] How to get individual object from S4-class
R at Nabble
- [R-SIG-Finance] data handling with timeSeries
J Konnonen
- [R-SIG-Finance] periodogram
babel at centrum.sk
- [R-SIG-Finance] (no subject)
jeff.a.ryan at gmail.com
- [R-SIG-Finance] Garch-in-mean estimation
Eric Zivot
- [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] i'd like post
matteo zucchini
- [R-SIG-Finance] performance evaluation and sharpe ratio
Bastian Offermann
- [R-SIG-Finance] Anyone interested in random matrix theory?
Brian Lee Yung Rowe
- [R-SIG-Finance] performance evaluation and sharpe ratio
david.jessop at ubs.com
- [R-SIG-Finance] fPortfolio problem
Bastian Offermann
- [R-SIG-Finance] Anyone interested in random matrix theory?
Aaron Katz
- [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] fPortfolio
Bastian Offermann
- [R-SIG-Finance] fPortfolio
Brian G. Peterson
- [R-SIG-Finance] chartSeries() and addTA() from within an S4 method
Lorenzo Bertolini
- [R-SIG-Finance] rollapply and resulting index
Brian Lee Yung Rowe
- [R-SIG-Finance] quantmod: addTA is broken?
Michael Zak
- [R-SIG-Finance] plotting with package vars
Ivan Sutoris
- [R-SIG-Finance] <no subject>
glenn roberts
- [R-SIG-Finance] Any R code for return-on-investment calculaions?
meredith.y.briggs at gsk.com
- [R-SIG-Finance] R Code for validation of credit rating model
Debashis Dutta
- [R-SIG-Finance] <no subject>
glenn roberts
- [R-SIG-Finance] the list might be interested in this new project
Bradford Cross
- [R-SIG-Finance] FT30 historical data
Liu Zhigang
- [R-SIG-Finance] 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] Reply: Slots as @title and @documentation in S-Plus
Wind
- [R-SIG-Finance] Slots as @title and @documentation in S-Plus
Wind
- [R-SIG-Finance] R/Finance 2009: Applied Finance with R -- Call for Papers
Dirk Eddelbuettel
- [R-SIG-Finance] analytic derivatives for garch
Mahesh Krishnan
- [R-SIG-Finance] [R-sig-finance] Missing tick mark labels from barChart / quantmod - plot.xts missing
Wind
- [R-SIG-Finance] FT30 historical data
Liu Zhigang
- [R-SIG-Finance] format.data.frame
arnaud Gaboury
- [R-SIG-Finance] robust estimators (pkg: MASS)
Anil Vijendran
- [R-SIG-Finance] Aegon Job posting - Baltimore, MD
Yannis Tzamouranis
- [R-SIG-Finance] stuck on data
zubin
- [R-SIG-Finance] [Fwd: Re: stuck on data]
zubin
- [R-SIG-Finance] Newbie question on risk free Interest Rate
bogaso.christofer
- [R-SIG-Finance] fPortfolio maxreturnPortfolio
Bengoechea Bartolomé Enrique (SIES 73)
- [R-SIG-Finance] Problem using stl() on data from quantmod
Wind
- [R-SIG-Finance] Problem using stl() on data from quantmod
Brian G. Peterson
- [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] Problem using stl() on data from quantmod
Wind
- [R-SIG-Finance] constrained OLS regression
Bastian Offermann
- [R-SIG-Finance] Optimization Question
ian.mcdonald at malbecpartners.com
- [R-SIG-Finance] [R-sig-finance] converting to timeSeries
patzoul
- [R-SIG-Finance] Optimization Question
ian.mcdonald at malbecpartners.com
- [R-SIG-Finance] Newbie question on getSymbols() in quantmod
L.-Y. Hin
- [R-SIG-Finance] [PKG-UPDATE] New xts version 0.6-2
Jeff Ryan
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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