Third quarter 2009 Archives by author
Starting: Wed Jul 1 05:19:20 CEST 2009
Ending: Wed Sep 30 20:01:59 CEST 2009
Messages: 498
- [R-SIG-Finance] RBloomberg warning message
Bengoechea Bartolomé Enrique (SIES 73)
- [R-SIG-Finance] R-finance frameworks (was "Backtesting trade systems")
Bengoechea Bartolomé Enrique (SIES 73)
- [R-SIG-Finance] Question about seasonal parameters in ARIMA model.
Adams, Zeno
- [R-SIG-Finance] index tracking
Adams, Zeno
- [R-SIG-Finance] Obtaining short-run parameters and error correction coefficients
Hammed Amusa
- [R-SIG-Finance] Inequality constraints in GMM estimation?
Liviu Andronic
- [R-SIG-Finance] Fwd: Inequality constraints in GMM estimation?
Liviu Andronic
- [R-SIG-Finance] Is there any great & efficient Financial engineering package ?
Whit Armstrong
- [R-SIG-Finance] Continuous futures series with R
Whit Armstrong
- [R-SIG-Finance] Continuous futures series with R
Whit Armstrong
- [R-SIG-Finance] methods from Kim/Nelson "State-Space Models with Regime Switching"
Whit Armstrong
- [R-SIG-Finance] [R-sig-finance] Quantmod
Arun.stat
- [R-SIG-Finance] [R-sig-finance] Forecasting GARCH
Arun.stat
- [R-SIG-Finance] [R-sig-finance] Forecasting GARCH
Arun.stat
- [R-SIG-Finance] process order-book/trade data
Carlos J. Gil Bellosta
- [R-SIG-Finance] xts question: how to get previous row?
Sandor Benczik
- [R-SIG-Finance] Tier 1 Subordinated Bond
Roger Bergande
- [R-SIG-Finance] fit arima long period alternatives
Matteo Bertini
- [R-SIG-Finance] [R-sig-finance] help on vector auto-regressive model
Bogaso
- [R-SIG-Finance] [R-sig-finance] Problem on ploting of a zoo object
Bogaso
- [R-SIG-Finance] Markov Switching
Patrick Brandt
- [R-SIG-Finance] xts question: how to get previous row?
Mark Breman
- [R-SIG-Finance] xts question: how to get previous row?
Mark Breman
- [R-SIG-Finance] Backtesting trade systems
Mark Breman
- [R-SIG-Finance] Backtesting trade systems
Mark Breman
- [R-SIG-Finance] Backtesting trade systems
Mark Breman
- [R-SIG-Finance] Questions/issues about new Tradesys package
Mark Breman
- [R-SIG-Finance] Pattern recognition in timeseries data
Mark Breman
- [R-SIG-Finance] Pattern recognition in timeseries data
Mark Breman
- [R-SIG-Finance] Pattern recognition in timeseries data
Mark Breman
- [R-SIG-Finance] Pattern recognition in timeseries data
Mark Breman
- [R-SIG-Finance] Pattern recognition in timeseries data
Mark Breman
- [R-SIG-Finance] Read timeseries from csv file with xts or quantmod
Mark Breman
- [R-SIG-Finance] Read timeseries from csv file with xts or quantmod
Mark Breman
- [R-SIG-Finance] Read timeseries from csv file with xts or quantmod
Mark Breman
- [R-SIG-Finance] Read timeseries from csv file with xts or quantmod
Mark Breman
- [R-SIG-Finance] Continuous futures series with R
Mark Breman
- [R-SIG-Finance] Continuous futures series with R
Mark Breman
- [R-SIG-Finance] Continuous futures series with R
Mark Breman
- [R-SIG-Finance] IBrokers getting quotes
Mark Breman
- [R-SIG-Finance] LPPL model for bubble burst forcasting
Mark Breman
- [R-SIG-Finance] disaggregate from monthly to daily time series
John P. Burkett
- [R-SIG-Finance] disaggregate from monthly to daily time series
John P. Burkett
- [R-SIG-Finance] disaggregate from monthly to daily time series
John P. Burkett
- [R-SIG-Finance] fPortfolio, frontierSlider, weightsSlider
John P. Burkett
- [R-SIG-Finance] fPortfolio, frontierSlider, weightsSlider
John P. Burkett
- [R-SIG-Finance] Fw: Value-at-Risk
Patrick Burns
- [R-SIG-Finance] Fw: Value-at-Risk
Patrick Burns
- [R-SIG-Finance] Fw: Value-at-Risk
Patrick Burns
- [R-SIG-Finance] Fw: Value-at-Risk
Patrick Burns
- [R-SIG-Finance] Forecasting FX using R?
Patrick Burns
- [R-SIG-Finance] setting persistence upper limit in garchFit()
Patrick Burns
- [R-SIG-Finance] index tracking
Patrick Burns
- [R-SIG-Finance] garchFit help page examples do not converge
Ron Burns
- [R-SIG-Finance] Backtesting trade systems
Peter Carl
- [R-SIG-Finance] Best practice in trading model reporting (PerformanceAnalytics)
Peter Carl
- [R-SIG-Finance] Earliest available data on yahoo to download
Sean Carmody
- [R-SIG-Finance] Earliest available data on yahoo to download
Sean Carmody
- [R-SIG-Finance] insert element in IBrokers/XTS time series?
Sean Carmody
- [R-SIG-Finance] insert element in IBrokers/XTS time series?
Sean Carmody
- [R-SIG-Finance] insert element in IBrokers/XTS time series?
Sean Carmody
- [R-SIG-Finance] Plot.zoo does not take vector parameter for lwd
Sean Carmody
- [R-SIG-Finance] Plot.zoo does not take vector parameter for lwd
Sean Carmody
- [R-SIG-Finance] how to smooth timeseries without the lagging?
Sean Carmody
- [R-SIG-Finance] Date format for quantmod SQLite tables
Sean Carmody
- [R-SIG-Finance] Quantmod and Tick Data
Daniel Cegielka
- [R-SIG-Finance] hdf5, quantmod, xts... and dates
Daniel Cegielka
- [R-SIG-Finance] hdf5, quantmod, xts... and dates
Daniel Cegielka
- [R-SIG-Finance] Does anybody know how to connect to KDB from within R?
Daniel Cegielka
- [R-SIG-Finance] Does anybody know how to connect to KDB from within R?
Daniel Cegielka
- [R-SIG-Finance] Does anybody know how to connect to KDB from within R?
Daniel Cegielka
- [R-SIG-Finance] Does anybody know how to connect to KDB from within R?
Daniel Cegielka
- [R-SIG-Finance] Pattern recognition in timeseries data
Daniel Cegiełka
- [R-SIG-Finance] 3rd R/Rmetrics Workshop 2009 - Presentation Online
Yohan Chalabi
- [R-SIG-Finance] error in plot() with fGarch object from saved .RData file
Yohan Chalabi
- [R-SIG-Finance] error in plot() with fGarch object from saved .RData file
Yohan Chalabi
- [R-SIG-Finance] Regression in fPortfolio? Sorting by date does not work...
Yohan Chalabi
- [R-SIG-Finance] cdf of skewed t distribution using fGARCH vs skewt package
Alex Chan
- [R-SIG-Finance] Regression in fPortfolio? Sorting by date does not work...
Nicolas Chapados
- [R-SIG-Finance] Regression in fPortfolio? Sorting by date does not work...
Nicolas Chapados
- [R-SIG-Finance] Bug in fOptions::GBSOption boundary condition?
Nicolas Chapados
- [R-SIG-Finance] timeSeries:: bizarre rbind behavior with colnames
Nicolas Chapados
- [R-SIG-Finance] termstrc's bonds dataset creation
Hsiao-nan Cheung
- [R-SIG-Finance] Is there any great & efficient Financial engineering package ?
Josh C. Chien
- [R-SIG-Finance] For pricing Bond Library ?
Josh C. Chien
- [R-SIG-Finance] EXCEL & R
Josh C. Chien
- [R-SIG-Finance] PDF Reader
Chiquoine, Ben
- [R-SIG-Finance] PDF Reader
Chiquoine, Ben
- [R-SIG-Finance] column transposition with xts
Aleks Clark
- [R-SIG-Finance] column transposition with xts
Aleks Clark
- [R-SIG-Finance] using caret to select financial models
Aleks Clark
- [R-SIG-Finance] what should I be reading?
Aleks Clark
- [R-SIG-Finance] Speed issue issue with periodReturn
Ian Coe
- [R-SIG-Finance] [R-sig-finance] Moving volatility
Shane Conway
- [R-SIG-Finance] study resources for time series?
Shane Conway
- [R-SIG-Finance] how to winsorize data
Shane Conway
- [R-SIG-Finance] Finance Data
malcolm Crouch
- [R-SIG-Finance] [R-sig-finance] help on vector auto-regressive model
Megh Dal
- [R-SIG-Finance] Inequality constraints in GMM estimation?
David J. Moore, Ph.D.
- [R-SIG-Finance] Fwd: Fwd: Inequality constraints in GMM estimation?
David J. Moore, Ph.D.
- [R-SIG-Finance] Fwd: Fwd: Inequality constraints in GMM estimation?
David J. Moore, Ph.D.
- [R-SIG-Finance] [R-sig-finance] Extracting AIC or Log-Likelihood from a fitted GARCH
Murilo Eiji Doi
- [R-SIG-Finance] Video demo of using svSocket with data.table
Matthew Dowle
- [R-SIG-Finance] PDF Reader
Adrian Dragulescu
- [R-SIG-Finance] Backtesting trade systems
Adrian Dragulescu
- [R-SIG-Finance] Fw: Value-at-Risk
Debashis Dutta
- [R-SIG-Finance] Fw: Value-at-Risk
Debashis Dutta
- [R-SIG-Finance] Fw: Value-at-Risk
Debashis Dutta
- [R-SIG-Finance] xts question: how to get previous row?
Dirk Eddelbuettel
- [R-SIG-Finance] For pricing Bond Library ?
Dirk Eddelbuettel
- [R-SIG-Finance] EXCEL & R
Dirk Eddelbuettel
- [R-SIG-Finance] Regression in fPortfolio? Sorting by date does not work...
Andrew Ellis
- [R-SIG-Finance] Static Portfolio Optimization
Thomas Etheber
- [R-SIG-Finance] Problem with GroupedData
FMH
- [R-SIG-Finance] contour plot
FMH
- [R-SIG-Finance] [R-sig-finance] Rank
John Frain
- [R-SIG-Finance] [R-sig-finance] Rank
John Frain
- [R-SIG-Finance] [R-sig-finance] A question on VECM
John Frain
- [R-SIG-Finance] [R-sig-finance] A question on VECM
John Frain
- [R-SIG-Finance] IBrokers- how to keep target file from being re-written?
Vince Fulco
- [R-SIG-Finance] IBrokers-- server version question...
Vince Fulco
- [R-SIG-Finance] Quantitative finance textbook with R examples
Harry G
- [R-SIG-Finance] EXCEL & R
Paul Gilbert
- [R-SIG-Finance] Forecasting GARCH
Cristian Gonzalez
- [R-SIG-Finance] RBloomberg warning message
Sergey Goriatchev
- [R-SIG-Finance] RBloomberg warning message
Sergey Goriatchev
- [R-SIG-Finance] RBloomberg warning message
Sergey Goriatchev
- [R-SIG-Finance] RBloomberg warning message
Sergey Goriatchev
- [R-SIG-Finance] RBloomberg warning message
Sergey Goriatchev
- [R-SIG-Finance] index tracking
Gower, Luke
- [R-SIG-Finance] [R-sig-finance] Looking for critical values for Johansen's trace test
Stefan Grosse
- [R-SIG-Finance] How can I do this better (handling "realtime" macroeconomic data)?
Gabor Grothendieck
- [R-SIG-Finance] Earliest available data on yahoo to download
Gabor Grothendieck
- [R-SIG-Finance] Preventing active-neutral-active bouncing signals by staying neutral
Gabor Grothendieck
- [R-SIG-Finance] PerformanceAnalytics - Error in UseMethod("time<-")
Gabor Grothendieck
- [R-SIG-Finance] PerformanceAnalytics - Error in UseMethod("time<-")
Gabor Grothendieck
- [R-SIG-Finance] LPPL model for bubble burst forcasting
Gabor Grothendieck
- [R-SIG-Finance] Index time change when coercing zoo object to xts
Gabor Grothendieck
- [R-SIG-Finance] Plot.zoo does not take vector parameter for lwd
Gabor Grothendieck
- [R-SIG-Finance] Read timeseries from csv file with xts or quantmod
Gabor Grothendieck
- [R-SIG-Finance] xts() speed on data with date index
Gabor Grothendieck
- [R-SIG-Finance] xts() speed on data with date index
Gabor Grothendieck
- [R-SIG-Finance] [R-sig-finance] Moving volatility
Gabor Grothendieck
- [R-SIG-Finance] Aggregating irregular time series
Gabor Grothendieck
- [R-SIG-Finance] Non unique timestamp in zoo object
Gabor Grothendieck
- [R-SIG-Finance] Non unique timestamp in zoo object
Gabor Grothendieck
- [R-SIG-Finance] EXCEL & R
Gabor Grothendieck
- [R-SIG-Finance] multivariate zoo and looping
Gabor Grothendieck
- [R-SIG-Finance] column transposition with xts
Gabor Grothendieck
- [R-SIG-Finance] how to winsorize data
Gabor Grothendieck
- [R-SIG-Finance] [R-sig-finance] Problem on ploting of a zoo object
Gabor Grothendieck
- [R-SIG-Finance] write.xts() and read.xts()
Gabor Grothendieck
- [R-SIG-Finance] what should I be reading?
Gabor Grothendieck
- [R-SIG-Finance] getting xts endpoints() and apply.daiy() to work with local TZ?
Christian Gunning
- [R-SIG-Finance] Fwd: [Plr-general] request for input -- good example needed for PGDay lightning-talk
Christian Gunning
- [R-SIG-Finance] R-SIG-Finance Digest, Vol 63, Issue 14
Hai
- [R-SIG-Finance] [R-sig-finance] Normalization and Cointegrating Vectors from VECM analysis
Hammed
- [R-SIG-Finance] termstrc: bond yields
Josef Hayden
- [R-SIG-Finance] Earliest available data on yahoo to download
R_help Help
- [R-SIG-Finance] Earliest available data on yahoo to download
R_help Help
- [R-SIG-Finance] Earliest available data on yahoo to download
R_help Help
- [R-SIG-Finance] Earliest available data on yahoo to download
R_help Help
- [R-SIG-Finance] Help on constrained regression
R_help Help
- [R-SIG-Finance] Aggregating irregular time series
R_help Help
- [R-SIG-Finance] disaggregate from monthly to daily time series
Hodgess, Erin
- [R-SIG-Finance] help on coef()
Hodgess, Erin
- [R-SIG-Finance] [R-sig-finance] limiting number of investments in the portfolio
Inei1234
- [R-SIG-Finance] Value-at-Risk
Robert Iquiapaza
- [R-SIG-Finance] Does any one know how to program difference-in-difference in panel data with R-program ?
Robert Iquiapaza
- [R-SIG-Finance] IBrokers and automatic submission of orders?
Cedrick Johnson
- [R-SIG-Finance] IBrokers and automatic submission of orders?
Cedrick Johnson
- [R-SIG-Finance] How to feed minvariancePortfolio with ones own covariance matrix (sigma) and means (mu)
Cedrick Johnson
- [R-SIG-Finance] access to real time market data
Cedrick Johnson
- [R-SIG-Finance] Possible enhancement to volatility in TTR
Cedrick Johnson
- [R-SIG-Finance] Possible enhancement to volatility in TTR
Cedrick Johnson
- [R-SIG-Finance] Possible enhancement to volatility in TTR
Cedrick Johnson
- [R-SIG-Finance] Quantitative finance textbook with R examples
Bhupinder Juneja
- [R-SIG-Finance] how to smooth timeseries without the lagging?
Gerard M. Keogh
- [R-SIG-Finance] Calculating returns
John Kerpel
- [R-SIG-Finance] IBrokers and automatic submission of orders?
B Kim
- [R-SIG-Finance] quantmod Charting
James Klingsporn
- [R-SIG-Finance] quantmod Charting
James Klingsporn
- [R-SIG-Finance] (TTR) chaikinVolatility problems
Mark Knecht
- [R-SIG-Finance] (TTR) chaikinVolatility problems
Mark Knecht
- [R-SIG-Finance] (TTR) chaikinVolatility problems
Mark Knecht
- [R-SIG-Finance] Help to calculate tail dependence and tail risks
Mark Knecht
- [R-SIG-Finance] discussion of time series objects in R/Rmetrics
Mark Knecht
- [R-SIG-Finance] Index time change when coercing zoo object to xts
Tseng Ko
- [R-SIG-Finance] [R-sig-finance] Newbie Question: Portfolio Optimization with MV, LPM and CVaR constraints
Jonathan Ling
- [R-SIG-Finance] Fw: Value-at-Risk
Wei-han Liu
- [R-SIG-Finance] Fw: Value-at-Risk
Wei-han Liu
- [R-SIG-Finance] Fw: Value-at-Risk
Wei-han Liu
- [R-SIG-Finance] general Levy processes and simulation
Wei-han Liu
- [R-SIG-Finance] Fw: general Levy processes and simulation
Wei-han Liu
- [R-SIG-Finance] Best practice in trading model reporting (PerformanceAnalytics)
Zanella Marco
- [R-SIG-Finance] Simple and fast date format conversion
Zanella Marco
- [R-SIG-Finance] PerformanceAnalytics - Error in UseMethod("time<-")
Heiko Mayer
- [R-SIG-Finance] PerformanceAnalytics - Error in UseMethod("time<-")
Heiko Mayer
- [R-SIG-Finance] PerformanceAnalytics - Error in UseMethod("time<-")
Heiko Mayer
- [R-SIG-Finance] IBrokers and automatic submission of orders?
Michael
- [R-SIG-Finance] IBrokers date/time index?
Michael
- [R-SIG-Finance] insert element in IBrokers/XTS time series?
Michael
- [R-SIG-Finance] insert element in IBrokers/XTS time series?
Michael
- [R-SIG-Finance] insert element in IBrokers/XTS time series?
Michael
- [R-SIG-Finance] insert element in IBrokers/XTS time series?
Michael
- [R-SIG-Finance] how to smooth timeseries without the lagging?
Michael
- [R-SIG-Finance] xts() speed on data with date index
Michael
- [R-SIG-Finance] xts() speed on data with date index
Michael
- [R-SIG-Finance] Forecasting FX using R?
Michael
- [R-SIG-Finance] Does anybody know how to connect to KDB from within R?
Michael
- [R-SIG-Finance] Does anybody know how to connect to KDB from within R?
Michael
- [R-SIG-Finance] Does anybody know how to connect to KDB from within R?
Michael
- [R-SIG-Finance] Does anybody know how to connect to KDB from within R?
Michael
- [R-SIG-Finance] Does anybody know how to connect to KDB from within R?
Michael
- [R-SIG-Finance] [R] Does anybody know how to connect to SAS from within R?
Michael
- [R-SIG-Finance] help on vector auto-regressive model
Luna Moon
- [R-SIG-Finance] study resources for time series?
Luna Moon
- [R-SIG-Finance] Quantmod charting options
Subhrangshu Nandi
- [R-SIG-Finance] Newbie quantmod periodicity question
Andre Nathan
- [R-SIG-Finance] Newbie quantmod periodicity question
Andre Nathan
- [R-SIG-Finance] RBloomberg warning message
Ana Nelson
- [R-SIG-Finance] Date format with RBloomberg and timeSeries
Ana Nelson
- [R-SIG-Finance] Re[R-sig-finance] uters data
Ana Nelson
- [R-SIG-Finance] RBloomberg warning message
Ana Nelson
- [R-SIG-Finance] Coercion problem in RBloomberg
Ana Nelson
- [R-SIG-Finance] EXCEL & R
Ana Nelson
- [R-SIG-Finance] help on coef()
Breno Neri
- [R-SIG-Finance] how to winsorize data
Breno Neri
- [R-SIG-Finance] how to winsorize data
Breno Neri
- [R-SIG-Finance] For pricing Bond Library ?
Khanh Nguyen
- [R-SIG-Finance] For pricing Bond Library ?
Khanh Nguyen
- [R-SIG-Finance] Short and longs positions - Portfolio optimization
Jorge Nieves
- [R-SIG-Finance] Zelig::zelig
Zebedee Nii-Naate
- [R-SIG-Finance] help on coef()
Gaspar Núñez
- [R-SIG-Finance] another silly question
Gaspar Núñez
- [R-SIG-Finance] another silly question
Sean O'Riordain
- [R-SIG-Finance] Fw: Value-at-Risk
Brian G. Peterson
- [R-SIG-Finance] Fw: Value-at-Risk
Brian G. Peterson
- [R-SIG-Finance] Does any one know how to program difference-in-difference in panel data with R-program ?
Brian G. Peterson
- [R-SIG-Finance] Is there any great & efficient Financial engineering package ?
Brian G. Peterson
- [R-SIG-Finance] PDF Reader
Brian G. Peterson
- [R-SIG-Finance] Finance Data
Brian G. Peterson
- [R-SIG-Finance] Extracting the n-step-ahead estimates from fGarch
Brian G. Peterson
- [R-SIG-Finance] Problem with GroupedData
Brian G. Peterson
- [R-SIG-Finance] process order-book/trade data
Brian G. Peterson
- [R-SIG-Finance] LPPL model for bubble burst forcasting
Brian G. Peterson
- [R-SIG-Finance] LPPL model for bubble burst forcasting
Brian G. Peterson
- [R-SIG-Finance] Index time change when coercing zoo object to xts
Brian G. Peterson
- [R-SIG-Finance] quantmod Charting
Brian G. Peterson
- [R-SIG-Finance] For pricing Bond Library ?
Brian G. Peterson
- [R-SIG-Finance] disaggregate from monthly to daily time series
Brian G. Peterson
- [R-SIG-Finance] error in plot() with fGarch object from saved .RData file
Brian G. Peterson
- [R-SIG-Finance] error in plot() with fGarch object from saved .RData file
Brian G. Peterson
- [R-SIG-Finance] Speed issue issue with periodReturn
Brian G. Peterson
- [R-SIG-Finance] Continuous futures series with R
Brian G. Peterson
- [R-SIG-Finance] Question about seasonal parameters in ARIMA model.
Brian G. Peterson
- [R-SIG-Finance] [R-sig-finance] getSymbols() date range
Brian G. Peterson
- [R-SIG-Finance] fPortfolio, frontierSlider, weightsSlider
Brian G. Peterson
- [R-SIG-Finance] [R-sig-finance] n-period return
Brian G. Peterson
- [R-SIG-Finance] [R-sig-finance] Array to xts/zoo
Brian G. Peterson
- [R-SIG-Finance] [R-sig-finance] Importing intra day data
Brian G. Peterson
- [R-SIG-Finance] Quantmod charting options
Brian G. Peterson
- [R-SIG-Finance] Simple and fast date format conversion
Brian G. Peterson
- [R-SIG-Finance] cdf of skewed t distribution using fGARCH vs skewt package
Brian G. Peterson
- [R-SIG-Finance] setting persistence upper limit in garchFit()
Brian G. Peterson
- [R-SIG-Finance] passing fraction of seconds in xts object
Brian G. Peterson
- [R-SIG-Finance] Forecasting GARCH
Brian G. Peterson
- [R-SIG-Finance] Quantmod and Tick Data
Brian G. Peterson
- [R-SIG-Finance] Non unique timestamp in zoo object
Brian G. Peterson
- [R-SIG-Finance] EXCEL & R
Brian G. Peterson
- [R-SIG-Finance] EXCEL & R
Brian G. Peterson
- [R-SIG-Finance] access to real time market data
Brian G. Peterson
- [R-SIG-Finance] Newbie quantmod periodicity question
Brian G. Peterson
- [R-SIG-Finance] Newbie quantmod periodicity question
Brian G. Peterson
- [R-SIG-Finance] [R-sig-finance] Newbie Question: Portfolio Optimization with MV, LPM and CVaR constraints
Brian G. Peterson
- [R-SIG-Finance] Does anybody know how to connect to KDB from within R?
Brian G. Peterson
- [R-SIG-Finance] computing term structures of bonds
Brian G. Peterson
- [R-SIG-Finance] write.xts() and read.xts()
Brian G. Peterson
- [R-SIG-Finance] Static Portfolio Optimization
Brian G. Peterson
- [R-SIG-Finance] loglik() in urca function
Pfaff, Bernhard Dr.
- [R-SIG-Finance] For pricing Bond Library ?
Andrew Piskorski
- [R-SIG-Finance] Help to calculate tail dependence and tail risks
Brenda Quismorio
- [R-SIG-Finance] [R-sig-finance] Rank
RON70
- [R-SIG-Finance] [R-sig-finance] Rank
RON70
- [R-SIG-Finance] [R-sig-finance] Rank
RON70
- [R-SIG-Finance] [R-sig-finance] Rank
RON70
- [R-SIG-Finance] [R-sig-finance] practicability of variance decomposition
RON70
- [R-SIG-Finance] [R-sig-finance] A question on VECM
RON70
- [R-SIG-Finance] [R-sig-finance] A question on VECM
RON70
- [R-SIG-Finance] [R-sig-finance] Looking for critical values for Johansen's trace test
RON70
- [R-SIG-Finance] [R-sig-finance] Looking for critical values for Johansen's trace test
RON70
- [R-SIG-Finance] how to smooth timeseries without the lagging?
Josuah Rechtsteiner
- [R-SIG-Finance] EXCEL & R
Josuah Rechtsteiner
- [R-SIG-Finance] IBrokers date/time index?
J Ryan
- [R-SIG-Finance] PerformanceAnalytics - Error in UseMethod("time<-")
J Ryan
- [R-SIG-Finance] IBrokers and automatic submission of orders?
Jeff Ryan
- [R-SIG-Finance] Earliest available data on yahoo to download
Jeff Ryan
- [R-SIG-Finance] insert element in IBrokers/XTS time series?
Jeff Ryan
- [R-SIG-Finance] getting xts endpoints() and apply.daiy() to work with local TZ?
Jeff Ryan
- [R-SIG-Finance] Backtesting trade systems
Jeff Ryan
- [R-SIG-Finance] quantmod:indicators with different colors
Jeff Ryan
- [R-SIG-Finance] high frequency data
Jeff Ryan
- [R-SIG-Finance] Index time change when coercing zoo object to xts
Jeff Ryan
- [R-SIG-Finance] quantmod Charting
Jeff Ryan
- [R-SIG-Finance] quantmod Charting
Jeff Ryan
- [R-SIG-Finance] Read timeseries from csv file with xts or quantmod
Jeff Ryan
- [R-SIG-Finance] xts() speed on data with date index
Jeff Ryan
- [R-SIG-Finance] xts() speed on data with date index
Jeff Ryan
- [R-SIG-Finance] R excel
Jeff Ryan
- [R-SIG-Finance] Speed issue issue with periodReturn
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] Quantmod
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] getSymbols() date range
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] n-period return
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] Importing intra day data
Jeff Ryan
- [R-SIG-Finance] IBrokers- how to keep target file from being re-written?
Jeff Ryan
- [R-SIG-Finance] contour plot
Jeff Ryan
- [R-SIG-Finance] IBrokers-- server version question...
Jeff Ryan
- [R-SIG-Finance] IBrokers getting quotes
Jeff Ryan
- [R-SIG-Finance] Date format for quantmod SQLite tables
Jeff Ryan
- [R-SIG-Finance] Non unique timestamp in zoo object
Jeff Ryan
- [R-SIG-Finance] hdf5, quantmod, xts... and dates
Jeff Ryan
- [R-SIG-Finance] column transposition with xts
Jeff Ryan
- [R-SIG-Finance] Problem with getSymbols.oanda in quantmod
Jeff Ryan
- [R-SIG-Finance] timeSeries:: bizarre rbind behavior with colnames
Jeff Ryan
- [R-SIG-Finance] write.xts() and read.xts()
Jeff Ryan
- [R-SIG-Finance] write.xts() and read.xts()
Jeff Ryan
- [R-SIG-Finance] timeSeries:: bizarre rbind behavior with colnames
Jeff Ryan
- [R-SIG-Finance] Coercion problem in RBloomberg
Keith Sabol
- [R-SIG-Finance] RBloomberg warning message
Robert Sams
- [R-SIG-Finance] Extracting implied probabilities
Robert Sams
- [R-SIG-Finance] comparison of trading rules
Robert Sams
- [R-SIG-Finance] Backtesting trade systems
Robert Sams
- [R-SIG-Finance] Backtesting trade systems
Robert Sams
- [R-SIG-Finance] disaggregate from monthly to daily time series
Robert Sams
- [R-SIG-Finance] Date format with RBloomberg and timeSeries
Olivier Schmitt
- [R-SIG-Finance] Date format with RBloomberg and timeSeries
Olivier Schmitt
- [R-SIG-Finance] [R-sig-finance] Rank
Enrico Schumann
- [R-SIG-Finance] Fitting and testing copula-functions
John Seppänen
- [R-SIG-Finance] How can I do this better (handling "realtime" macroeconomic data)?
Ajay Shah
- [R-SIG-Finance] Extracting implied probabilities
Ravi S. Shankar
- [R-SIG-Finance] American Option implied volatility
Ravi S. Shankar
- [R-SIG-Finance] how to winsorize data
David M Smith
- [R-SIG-Finance] how to winsorize data
Geoffrey Smith
- [R-SIG-Finance] how to winsorize data
Geoffrey Smith
- [R-SIG-Finance] Markov Switching
Angel Spassov
- [R-SIG-Finance] [R-sig-finance] Rank
Matthieu Stigler
- [R-SIG-Finance] Version 0.7 of package tsDyn, nonlinear time series
Matthieu Stigler
- [R-SIG-Finance] methods from Kim/Nelson "State-Space Models with Regime Switching"
Matthieu Stigler
- [R-SIG-Finance] [R-sig-finance] A question on VECM
Matthieu Stigler
- [R-SIG-Finance] [R-sig-finance] help on vector auto-regressive model
Matthieu Stigler
- [R-SIG-Finance] EXCEL & R
Hans-Peter Suter
- [R-SIG-Finance] Random numbers with positive skewness
James Toll
- [R-SIG-Finance] SD of simulated index market caps grows too quickly
James Toll
- [R-SIG-Finance] Problem with getSymbols.oanda in quantmod
Luis Torgo
- [R-SIG-Finance] Problem in getSymbols.mysql()
Luis Torgo
- [R-SIG-Finance] Earliest available data on yahoo to download
Joshua Ulrich
- [R-SIG-Finance] Earliest available data on yahoo to download
Joshua Ulrich
- [R-SIG-Finance] Finance Data
Joshua Ulrich
- [R-SIG-Finance] xts question: how to get previous row?
Joshua Ulrich
- [R-SIG-Finance] Backtesting trade systems
Joshua Ulrich
- [R-SIG-Finance] Pattern recognition in timeseries data
Joshua Ulrich
- [R-SIG-Finance] Read timeseries from csv file with xts or quantmod
Joshua Ulrich
- [R-SIG-Finance] disaggregate from monthly to daily time series
Joshua Ulrich
- [R-SIG-Finance] disaggregate from monthly to daily time series
Joshua Ulrich
- [R-SIG-Finance] [R-sig-finance] Quantmod
Joshua Ulrich
- [R-SIG-Finance] [R-sig-finance] n-period return
Joshua Ulrich
- [R-SIG-Finance] [R-sig-finance] Moving volatility
Joshua Ulrich
- [R-SIG-Finance] Index of data is missing (dim is NULL)
Joshua Ulrich
- [R-SIG-Finance] R-Help(Aggregate function): Multiple functions for different collumns
Joshua Ulrich
- [R-SIG-Finance] access to real time market data
Joshua Ulrich
- [R-SIG-Finance] access to real time market data
Joshua Ulrich
- [R-SIG-Finance] (TTR) chaikinVolatility problems
Joshua Ulrich
- [R-SIG-Finance] (TTR) chaikinVolatility problems
Joshua Ulrich
- [R-SIG-Finance] (TTR) chaikinVolatility problems
Joshua Ulrich
- [R-SIG-Finance] column transposition with xts
Joshua Ulrich
- [R-SIG-Finance] Possible enhancement to volatility in TTR
Joshua Ulrich
- [R-SIG-Finance] Possible enhancement to volatility in TTR
Joshua Ulrich
- [R-SIG-Finance] EXCEL & R
Jan Vandermeer
- [R-SIG-Finance] Static Portfolio Optimization
Jesse Velez
- [R-SIG-Finance] How to feed minvariancePortfolio with ones own covariance matrix (sigma) and means (mu)
R. Vince
- [R-SIG-Finance] RBloomberg warning message
Voss, Kent
- [R-SIG-Finance] Pattern recognition in timeseries data
Charles Ward
- [R-SIG-Finance] how to winsorize data
Charles Ward
- [R-SIG-Finance] LPPL model for bubble burst forcasting
Wind
- [R-SIG-Finance] LPPL model for bubble burst forcasting
Wind
- [R-SIG-Finance] LPPL model for bubble burst forcasting
Wind
- [R-SIG-Finance] LPPL model for bubble burst forcasting
Wind
- [R-SIG-Finance] LPPL model for bubble burst forcasting
Wind
- [R-SIG-Finance] LPPL model for bubble burst forcasting
Wind
- [R-SIG-Finance] LPPL model for bubble burst forcasting
Wind
- [R-SIG-Finance] LPPL model for bubble burst forcasting
Wind
- [R-SIG-Finance] write.xts() and read.xts()
Wind
- [R-SIG-Finance] write.xts() and read.xts()
Wind
- [R-SIG-Finance] Turtle demo (was 'Backtesting...')
Steve Wisdom
- [R-SIG-Finance] cdf of skewed t distribution using fGARCH vs skewt package
Diethelm Wuertz
- [R-SIG-Finance] timeSeries:: bizarre rbind behavior with colnames
Diethelm Wuertz
- [R-SIG-Finance] timeSeries:: bizarre rbind behavior with colnames
Diethelm Wuertz
- [R-SIG-Finance] discussion of time series objects in R/Rmetrics
Diethelm Wuertz
- [R-SIG-Finance] [R-sig-finance] Normalization and Cointegrating Vectors from VECM analysis
Guy Yollin
- [R-SIG-Finance] [R-sig-finance] Looking for critical values for Johansen's trace test
Guy Yollin
- [R-SIG-Finance] Reminder: CFE 2009 Submission Deadline
Achim Zeileis
- [R-SIG-Finance] Read timeseries from csv file with xts or quantmod
Achim Zeileis
- [R-SIG-Finance] Calculating returns
Andy Zhu
- [R-SIG-Finance] [R-sig-finance] COPULA package in R ~ need help on error message
Andy Zhu
- [R-SIG-Finance] [R-sig-finance] COPULA package in R ~ need help on error message
Andy Zhu
- [R-SIG-Finance] Fw: Value-at-Risk
Eric Zivot
- [R-SIG-Finance] [R-sig-finance] Rank
Eric Zivot
- [R-SIG-Finance] [R-sig-finance] practicability of variance decomposition
Eric Zivot
- [R-SIG-Finance] how to smooth timeseries without the lagging?
Eric Zivot
- [R-SIG-Finance] Question about seasonal parameters in ARIMA model.
englishinparis at aim.com
- [R-SIG-Finance] Forecasting GARCH
alexios
- [R-SIG-Finance] [R-sig-finance] Correct specification for modelling a AR(p)-GJR GARCH(1, 1) - skewed t using fGARCH
alexios
- [R-SIG-Finance] [R-sig-finance] COPULA package in R ~ need help on error message
bonjourbc9
- [R-SIG-Finance] [R-sig-finance] Correct specification for modelling a AR(p)-GJR GARCH(1, 1) - skewed t using fGARCH
bonjourbc9
- [R-SIG-Finance] [R-sig-finance] Correct specification for modelling a AR(p)-GJR GARCH(1, 1) - skewed t using fGARCH
bonjourbc9
- [R-SIG-Finance] How to feed minvariancePortfolio with ones own covariance matrix (sigma) and means (mu)
me at censix.com
- [R-SIG-Finance] Measurement of forecasting accuracy-GFESM
babel at centrum.sk
- [R-SIG-Finance] access to real time market data
babel at centrum.sk
- [R-SIG-Finance] [R-sig-finance] Newbie Question: Portfolio Optimization with MV, LPM and CVaR constraints
julien cuisinier
- [R-SIG-Finance] [R-sig-finance] Quantmod
ehxpieterse
- [R-SIG-Finance] [R-sig-finance] Quantmod
ehxpieterse
- [R-SIG-Finance] [R-sig-finance] getSymbols() date range
ehxpieterse
- [R-SIG-Finance] [R-sig-finance] n-period return
ehxpieterse
- [R-SIG-Finance] [R-sig-finance] n-period return
ehxpieterse
- [R-SIG-Finance] [R-sig-finance] Moving volatility
ehxpieterse
- [R-SIG-Finance] [R-sig-finance] Array to xts/zoo
ehxpieterse
- [R-SIG-Finance] [R-sig-finance] Importing intra day data
ehxpieterse
- [R-SIG-Finance] Fw: Value-at-Risk
Murali.MENON at fortisinvestments.com
- [R-SIG-Finance] Preventing active-neutral-active bouncing signals by staying neutral
Murali.MENON at fortisinvestments.com
- [R-SIG-Finance] xts question: how to get previous row?
Murali.MENON at fortisinvestments.com
- [R-SIG-Finance] comparison of trading rules
Murali.MENON at fortisinvestments.com
- [R-SIG-Finance] comparison of trading rules
Murali.MENON at fortisinvestments.com
- [R-SIG-Finance] how to smooth timeseries without the lagging?
michael.sankowski at gmail.com
- [R-SIG-Finance] how to smooth timeseries without the lagging?
michael.sankowski at gmail.com
- [R-SIG-Finance] [R-sig-finance] another silly question
gug
- [R-SIG-Finance] [R-sig-finance] access to real time market data
gug
- [R-SIG-Finance] R excel
Hassan hany
- [R-SIG-Finance] Fw: general Levy processes and simulation
stefano iacus
- [R-SIG-Finance] Does any one know how to program difference-in-difference in panel data with R-program ?
sk lai
- [R-SIG-Finance] quantmod:indicators with different colors
michael li
- [R-SIG-Finance] quantmod:indicators with different colors
michael li
- [R-SIG-Finance] xts() speed on data with date index
michael li
- [R-SIG-Finance] Whittle estimation for ARMA models
tzygmund mcfarlane
- [R-SIG-Finance] stableFit
tzygmund mcfarlane
- [R-SIG-Finance] Re[R-sig-finance] uters data
megh
- [R-SIG-Finance] [R-sig-finance] help on vector auto-regressive model
megh
- [R-SIG-Finance] [R-sig-finance] Surface plot of multivariate time series
megh
- [R-SIG-Finance] [R-sig-finance] Multivariate TS plot with RGL
megh
- [R-SIG-Finance] termstrc: bond yields
sprohl at na.uni-tuebingen.de
- [R-SIG-Finance] Inverse Mills in clustered (multilevel) cross-sectional panel data
saurav pathak
- [R-SIG-Finance] Quantmod and Tick Data
jatin patni
- [R-SIG-Finance] Non unique timestamp in zoo object
jatin patni
- [R-SIG-Finance] Non unique timestamp in zoo object
jatin patni
- [R-SIG-Finance] R-Help(Aggregate function): Multiple functions for different collumns
jatin patni
- [R-SIG-Finance] R-Help(Aggregate function): Multiple functions for different collumns
jatin patni
- [R-SIG-Finance] Sorry for my previous posts :(
jatin patni
- [R-SIG-Finance] Random numbers with positive skewness
davidr at rhotrading.com
- [R-SIG-Finance] American Option implied volatility
davidr at rhotrading.com
- [R-SIG-Finance] access to real time market data
davidr at rhotrading.com
- [R-SIG-Finance] Help on constrained regression
spencerg
- [R-SIG-Finance] Help on constrained regression
spencerg
- [R-SIG-Finance] Coercion problem in RBloomberg
spencerg
- [R-SIG-Finance] financial series: waveslim, brainwaver, wavetresh and fractal
spencerg
- [R-SIG-Finance] [R-sig-finance] rmetrics portfolio backtesting limitations question
spencerg
- [R-SIG-Finance] financial series: waveslim, brainwaver, wavetresh and fractal
spencerg
- [R-SIG-Finance] Random numbers with positive skewness
spencerg
- [R-SIG-Finance] termstrc's bonds dataset creation
spencerg
- [R-SIG-Finance] Fwd: Fwd: Inequality constraints in GMM estimation?
spencerg
- [R-SIG-Finance] For pricing Bond Library ?
spencerg
- [R-SIG-Finance] For pricing Bond Library ?
spencerg
- [R-SIG-Finance] cdf of skewed t distribution using fGARCH vs skewt package
spencerg
- [R-SIG-Finance] [R-sig-finance] help on vector auto-regressive model
spencerg
- [R-SIG-Finance] [R-sig-finance] help on vector auto-regressive model
spencerg
- [R-SIG-Finance] process order-book/trade data
suneel
- [R-SIG-Finance] passing fraction of seconds in xts object
sunil
- [R-SIG-Finance] Index of data is missing (dim is NULL)
sunil
- [R-SIG-Finance] [R-sig-finance] rmetrics portfolio backtesting limitations question
tradenet
- [R-SIG-Finance] [R-sig-finance] rmetrics portfolio backtesting limitations question
tradenet
- [R-SIG-Finance] [R-sig-finance] rmetrics portfolio backtesting limitations question
tradenet
- [R-SIG-Finance] comparison of trading rules
markleeds at verizon.net
- [R-SIG-Finance] Pattern recognition in timeseries data
markleeds at verizon.net
- [R-SIG-Finance] [R-sig-finance] A question on VECM
markleeds at verizon.net
- [R-SIG-Finance] [R-sig-finance] A question on VECM
markleeds at verizon.net
- [R-SIG-Finance] [R-sig-finance] A question on VECM
markleeds at verizon.net
- [R-SIG-Finance] [R-sig-finance] Looking for critical values for Johansen's trace test
markleeds at verizon.net
- [R-SIG-Finance] (no subject)
karla hernandez villafuerte
- [R-SIG-Finance] loglik() in urca function
karla hernandez villafuerte
- [R-SIG-Finance] financial series: waveslim, brainwaver, wavetresh and fractal
stvienna wiener
- [R-SIG-Finance] financial series: waveslim, brainwaver, wavetresh and fractal
stvienna wiener
- [R-SIG-Finance] financial series: waveslim, brainwaver, wavetresh and fractal
stvienna wiener
- [R-SIG-Finance] setting persistence upper limit in garchFit()
wc90024-email at yahoo.com
- [R-SIG-Finance] high frequency data
zubin
- [R-SIG-Finance] getQuotes can it return seconds?
zubin
- [R-SIG-Finance] Atlanta GA
zubin
- [R-SIG-Finance] multivariate zoo and looping
zubin
- [R-SIG-Finance] yahoo quote what= commands
zubin
- [R-SIG-Finance] yahoo quote what= commands
zubin
- [R-SIG-Finance] yahoo quote what= commands
zubin
Last message date:
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Archived on: Wed Sep 30 20:02:17 CEST 2009
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