Third quarter 2009 Archives by author

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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: Wed Sep 30 20:01:59 CEST 2009
Archived on: Wed Sep 30 20:02:17 CEST 2009

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