Fourth quarter 2009 Archives by author

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Starting: Thu Oct 1 01:01:11 CEST 2009
Ending: Thu Dec 31 15:15:49 CET 2009
Messages: 504

• [R-SIG-Finance] FW: Questions related to R- Credit Risk   Lisete Fernandes de Noronha (DGR)
• [R-SIG-Finance] Evaluating/comparing dynamic linear model   Erb Philipp (erbp)
• [R-SIG-Finance] princomp(): how to get the component's names   Adams, Zeno
• [R-SIG-Finance] Non parametric, unequal variance, equality of mean significance test   Adams, Zeno
• [R-SIG-Finance] Non parametric, unequal variance, equality of mean significance test   Adams, Zeno
• [R-SIG-Finance] Manipulate database   Clhis Alberty
• [R-SIG-Finance] disaggregation, R and Matlab   Albrecht, Dr. Stefan (AIM SE)
• [R-SIG-Finance] disaggregation, R and Matlab   Liviu Andronic
• [R-SIG-Finance] Add values to time series in DB directly   Whit Armstrong
• [R-SIG-Finance] Interfacing R and LIM   Whit Armstrong
• [R-SIG-Finance] Creating a back adjusted continuous price series from log returns   Whit Armstrong
• [R-SIG-Finance] Quantmod: getFin; getFinancials   Arun.stat
• [R-SIG-Finance] error correction model - general specification   Arun.stat
• [R-SIG-Finance] package(vars) and generalized impulse response functions   Vimal B
• [R-SIG-Finance] package(vars) and generalized impulse response functions   Vimal B
• [R-SIG-Finance] problems in GJR-GARCH with t-disrtibuted error terms in SAS   KAUSHIK BHATTACHARJEE
• [R-SIG-Finance] RBloomberg error?   Konrad Banachewicz
• [R-SIG-Finance] RBloomberg error?   Konrad Banachewicz
• [R-SIG-Finance] Engle Granger test critical values   Reena Bansal
• [R-SIG-Finance] Non parametric, unequal variance, equality of mean significance test   Reena Bansal
• [R-SIG-Finance] Non parametric, unequal variance, equality of mean significance test   Reena Bansal
• [R-SIG-Finance] Non parametric, unequal variance, equality of mean significance test   Reena Bansal
• [R-SIG-Finance] general zoo tutorial available?   Stephen J. Barr
• [R-SIG-Finance] general zoo tutorial available?   Stephen J. Barr
• [R-SIG-Finance] Vectorized rolling computation on xts series   Sandor Benczik
• [R-SIG-Finance] Help with fPortfolio   Abhijit Bera
• [R-SIG-Finance] fPortfolio question and edited code   Lorenzo Bertolini
• [R-SIG-Finance] fPortfolio question and edited code   Lorenzo Bertolini
• [R-SIG-Finance] download yahoo quotes using tseries get.hist.quote(), error 404   Marco Bianchi
• [R-SIG-Finance] download yahoo quotes using tseries get.hist.quote(), error 404   Marco Bianchi
• [R-SIG-Finance] newbie   Andre de Boer
• [R-SIG-Finance] [R-sig-finance] A VaR question   Bogaso
• [R-SIG-Finance] [R-sig-finance] A VaR question   Bogaso
• [R-SIG-Finance] Estimating BEKK model with the mgarch package   Jeff Braun
• [R-SIG-Finance] ARIMA, xreg and intercepts   Brecknock, Peter
• [R-SIG-Finance] ARIMA, xreg and intercepts   Brecknock, Peter
• [R-SIG-Finance] ARIMA, xreg and intercepts   Brecknock, Peter
• [R-SIG-Finance] GLM correcting for serial correlation   Brecknock, Peter
• [R-SIG-Finance] Vectorized rolling computation on xts series   Mark Breman
• [R-SIG-Finance] Vectorized rolling computation on xts series   Mark Breman
• [R-SIG-Finance] Vectorized rolling computation on xts series   Mark Breman
• [R-SIG-Finance] Mathematical Expectation for a trading system   Mark Breman
• [R-SIG-Finance] Mathematical Expectation for a trading system   Mark Breman
• [R-SIG-Finance] Mathematical Expectation for a trading system   Mark Breman
• [R-SIG-Finance] Mathematical Expectation for a trading system   Mark Breman
• [R-SIG-Finance] Mathematical Expectation for a trading system   Mark Breman
• [R-SIG-Finance] little arrows on quantmod charts   Mark Breman
• [R-SIG-Finance] little arrows on quantmod charts   Mark Breman
• [R-SIG-Finance] Counting consecutive equally signed items in a time series   Mark Breman
• [R-SIG-Finance] Analysis of market impact   Mark Breman
• [R-SIG-Finance] Static Portfolio Optimization   Patrick Burns
• [R-SIG-Finance] Evaluating equity curves   Patrick Burns
• [R-SIG-Finance] Mathematical Expectation for a trading system   Patrick Burns
• [R-SIG-Finance] Mathematical Expectation for a trading system   Patrick Burns
• [R-SIG-Finance] Daily Return of a Leveraged / Shorted Asset   Patrick Burns
• [R-SIG-Finance] Creating a back adjusted continuous price series from log returns   Patrick Burns
• [R-SIG-Finance] Pricing guaranteed execution   Patrick Burns
• [R-SIG-Finance] NYMEX/COMEX daily settle txt files   Joe W. Byers
• [R-SIG-Finance] [QuantMod] Load all stock symbols   Paolo Cabaleiro
• [R-SIG-Finance] Nelson- Siegel - (Yield Curve - Smoothening of curve)   Julia Cairns
• [R-SIG-Finance] plotting market cap heatmap   Peter Carl
• [R-SIG-Finance] Systemfit package/Autocorrelation   Peter Carl
• [R-SIG-Finance] QuantMod trading models docs?   Daniel Cegiełka
• [R-SIG-Finance] QuantMod trading models docs?   Daniel Cegiełka
• [R-SIG-Finance] QuantMod trading models docs?   Daniel Cegiełka
• [R-SIG-Finance] garch model estimation   Yohan Chalabi
• [R-SIG-Finance] Help with fPortfolio   Yohan Chalabi
• [R-SIG-Finance] seasonal model   Fabrizio Cipollini
• [R-SIG-Finance] Vectorized rolling computation on xts series   Aleks Clark
• [R-SIG-Finance] interpolating missing values from a TS   Aleks Clark
• [R-SIG-Finance] Evaluating equity curves   Aleks Clark
• [R-SIG-Finance] Evaluating equity curves   Aleks Clark
• [R-SIG-Finance] Which Kalman filter?   Hubert Colt
• [R-SIG-Finance] Which Kalman filter?   Hubert Colt
• [R-SIG-Finance] dlm: dldMod Reg with constant alpha time-varying beta   Hubert Colt
• [R-SIG-Finance] dlm: dldMod Reg with constant alpha time-varying beta   Hubert Colt
• [R-SIG-Finance] Data   Renato Costa
• [R-SIG-Finance] Data   Renato Costa
• [R-SIG-Finance] Residuals with Elliot-Rothenberg-Stock Unit Root Test   Jose Iparraguirre D'Elia
• [R-SIG-Finance] xts and na.omit "unsupported type"   Jose Iparraguirre D'Elia
• [R-SIG-Finance] Can you post next Predictive Analytics World conference on forum?   Dirk Eddelbuettel
• [R-SIG-Finance] Static Portfolio Optimization   Dirk Eddelbuettel
• [R-SIG-Finance] Static Portfolio Optimization   Dirk Eddelbuettel
• [R-SIG-Finance] Enough, please (Was: Mathematical Expectation for a trading system)   Dirk Eddelbuettel
• [R-SIG-Finance] Exploratory analyses: Experience using gputools-package for Nvidia graphics-accellerators?   Dirk Eddelbuettel
• [R-SIG-Finance] Interfacing R and LIM   Dirk Eddelbuettel
• [R-SIG-Finance] How can I retrieve list of all companies listed of a given Index say S&P 500   Dirk Eddelbuettel
• [R-SIG-Finance] How can I retrieve list of all companies listed of a given Index say S&P 500   Dirk Eddelbuettel
• [R-SIG-Finance] Live Algo Trading   Dirk Eddelbuettel
• [R-SIG-Finance] [R-sig-finance] Announcing: Predictive Analytics World, Oct. 20-21 in Washington DC   EliseJ
• [R-SIG-Finance] [R-sig-finance] Predictive Analytics Seminar: Nov. 11-12, San Francisco   EliseJ
• [R-SIG-Finance] Static Portfolio Optimization   Thomas Etheber
• [R-SIG-Finance] portfolio optimization - maximizing returns for a given risk.   Thomas Etheber
• [R-SIG-Finance] Regression & quantmod   Thomas Etheber
• [R-SIG-Finance] How to do multiple time series modelling in R?   Charles Evans
• [R-SIG-Finance] [R-sig-finance] Data   Charles Evans
• [R-SIG-Finance] How to do multiple time series modelling in R?   FMH
• [R-SIG-Finance] Estimation in a changepoint regression with R   FMH
• [R-SIG-Finance] Additive decomposition method   FMH
• [R-SIG-Finance] Additive decomposition method   FMH
• [R-SIG-Finance] Time series temporal disaggregation (or: going from low frequency to higher frequency)   John Frain
• [R-SIG-Finance] Time series temporal disaggregation (or: going from low frequency to higher frequency)   John Frain
• [R-SIG-Finance] How to properly compare a trading signal to a random strategy.   Harry Georgakopoulos
• [R-SIG-Finance] How can I retrieve list of all companies listed of a given Index say S&P 500   FX Going
• [R-SIG-Finance] How can I retrieve list of all companies listed of a given Index say S&P 500   FX Going
• [R-SIG-Finance] Question related to RBloomberg   Sergey Goriatchev
• [R-SIG-Finance] Question related to RBloomberg   Sergey Goriatchev
• [R-SIG-Finance] Portfolio optimization & PCA   Gottlieb, Neil
• [R-SIG-Finance] what should I be reading?   Gower, Luke
• [R-SIG-Finance] interpolating missing values from a TS   Gabor Grothendieck
• [R-SIG-Finance] recommended zoo merge for multiple objects   Gabor Grothendieck
• [R-SIG-Finance] xts: xts/xts not an xts? and subsetting on hours across all dates   Gabor Grothendieck
• [R-SIG-Finance] Discretising intra-day data using zoo?   Gabor Grothendieck
• [R-SIG-Finance] Discretising intra-day data using zoo?   Gabor Grothendieck
• [R-SIG-Finance] Discretising intra-day data using zoo?   Gabor Grothendieck
• [R-SIG-Finance] how use the results of rollapply in the previous row to the next row...   Gabor Grothendieck
• [R-SIG-Finance] Discretising intra-day data -- how to get by with less memory?   Gabor Grothendieck
• [R-SIG-Finance] Discretising intra-day data -- how to get by with less memory?   Gabor Grothendieck
• [R-SIG-Finance] Which Kalman filter?   Gabor Grothendieck
• [R-SIG-Finance] SUMMARY: Reducing an intra-day dataset into one obs per second   Gabor Grothendieck
• [R-SIG-Finance] Counting consecutive equally signed items in a time series   Gabor Grothendieck
• [R-SIG-Finance] how to deal with time series in R ??   Gabor Grothendieck
• [R-SIG-Finance] Problem with plot.xts   Gabor Grothendieck
• [R-SIG-Finance] general zoo tutorial available?   Gabor Grothendieck
• [R-SIG-Finance] Interfacing R and LIM   Neil Gupta
• [R-SIG-Finance] Evaluating/comparing dynamic linear model   R_help Help
• [R-SIG-Finance] Fast optimizer   R_help Help
• [R-SIG-Finance] [R] Fast optimizer   R_help Help
• [R-SIG-Finance] Sequential MLE on time series with rolling window   R_help Help
• [R-SIG-Finance] Pricing guaranteed execution   R_help Help
• [R-SIG-Finance] Pricing guaranteed execution   R_help Help
• [R-SIG-Finance] Pricing guaranteed execution   R_help Help
• [R-SIG-Finance] Fitting ACD model   R_help Help
• [R-SIG-Finance] Pricing guaranteed execution   Bjorn Hertzberg
• [R-SIG-Finance] Analysis of market impact   Bjorn Hertzberg
• [R-SIG-Finance] disaggregation, R and Matlab   Hodgess, Erin
• [R-SIG-Finance] disaggregation, R and Matlab   Hodgess, Erin
• [R-SIG-Finance] disaggregation, R and Matlab   Hodgess, Erin
• [R-SIG-Finance] merging a list of xts objects   Jiri Hoogland
• [R-SIG-Finance] how use the results of rollapply in the previous row to the next row...   Jiri Hoogland
• [R-SIG-Finance] quantmod addTA() How to scale the y axis   Konrad Hoppe
• [R-SIG-Finance] WG: quantmod addTA() How to scale the y axis   Konrad Hoppe
• [R-SIG-Finance] WG: quantmod addTA() How to scale the y axis   Konrad Hoppe
• [R-SIG-Finance] WG: quantmod addTA() How to scale the y axis   Konrad Hoppe
• [R-SIG-Finance] Quantmod: getFin; getFinancials   Konrad Hoppe
• [R-SIG-Finance] princomp(): how to get the component's names   Konrad Hoppe
• [R-SIG-Finance] princomp(): how to get the component's names   Konrad Hoppe
• [R-SIG-Finance] Portfolio optimization & PCA   Konrad Hoppe
• [R-SIG-Finance] Futures prices in quantmod?   Konrad Hoppe
• [R-SIG-Finance] Futures prices in quantmod?   Konrad Hoppe
• [R-SIG-Finance] troubles with quantmod   Konrad Hoppe
• [R-SIG-Finance] how to plot a data frame of timeseries?   Konrad Hoppe
• [R-SIG-Finance] how to plot a data frame of timeseries?   Konrad Hoppe
• [R-SIG-Finance] EGARCH and R   Ibhar
• [R-SIG-Finance] Retrieving latest day's data   Martin Jenkins
• [R-SIG-Finance] Retrieving latest day's data   Martin Jenkins
• [R-SIG-Finance] How can I retrieve list of all companies listed of a given Index say S&P 500   Martin Jenkins
• [R-SIG-Finance] Retrieving latest day's data   Martin Jenkins
• [R-SIG-Finance] Retrieving latest day's data   Martin Jenkins
• [R-SIG-Finance] How to properly compare a trading signal to a random strategy.   David St John
• [R-SIG-Finance] How to properly compare a trading signal to a random strategy.   David St John
• [R-SIG-Finance] Daily Return of a Leveraged / Shorted Asset   David St John
• [R-SIG-Finance] GLM correcting for serial correlation   David St John
• [R-SIG-Finance] [R-sig-finance] A VaR question   Cedrick W. Johnson
• [R-SIG-Finance] Retrieving latest day's data   Cedrick W. Johnson
• [R-SIG-Finance] varRisk in fPortfolio package   Cedrick W. Johnson
• [R-SIG-Finance] fSeries/fGarch for R 2.7.0   Cedrick W. Johnson
• [R-SIG-Finance] direct data download from metastock   Cedrick W. Johnson
• [R-SIG-Finance] Can you post next Predictive Analytics World conference on forum?   Elise Johnson
• [R-SIG-Finance] Can we post following event to discussion board?   Elise Johnson
• [R-SIG-Finance] newbie   Hannu Kahra
• [R-SIG-Finance] QuantMod trading models docs?   Mark Knecht
• [R-SIG-Finance] QuantMod trading models docs?   Mark Knecht
• [R-SIG-Finance] QuantMod trading models docs?   Mark Knecht
• [R-SIG-Finance] QuantMod trading models docs?   Mark Knecht
• [R-SIG-Finance] QuantMod trading models docs?   Mark Knecht
• [R-SIG-Finance] Mathematical Expectation for a trading system   Mark Knecht
• [R-SIG-Finance] Blotter package - problem with example.   Mark Knecht
• [R-SIG-Finance] Mathematical Expectation for a trading system   Mark Knecht
• [R-SIG-Finance] Mathematical Expectation for a trading system   Mark Knecht
• [R-SIG-Finance] Mathematical Expectation for a trading system   Mark Knecht
• [R-SIG-Finance] Mathematical Expectation for a trading system   Mark Knecht
• [R-SIG-Finance] Mathematical Expectation for a trading system   Mark Knecht
• [R-SIG-Finance] Simple XTS Quantmod Problem   Arthur Kreitman
• [R-SIG-Finance] Simple XTS Quantmod Problem   Arthur Kreitman
• [R-SIG-Finance] How can I retrieve list of all companies listed of a given Index say S&P 500   Arthur Kreitman
• [R-SIG-Finance] API based Trading Lowest Commission   Arthur Kreitman
• [R-SIG-Finance] Cannot connect with tws   Arthur Kreitman
• [R-SIG-Finance] Pricing guaranteed execution   Krishna
• [R-SIG-Finance] direct data download from metastock   SNV Krishna
• [R-SIG-Finance] direct data download from metastock   SNV Krishna
• [R-SIG-Finance] direct data download from metastock   SNV Krishna
• [R-SIG-Finance] seasonal model   Mahesh Krishnan
• [R-SIG-Finance] RBloomberg News and Upcoming Versions   Krishna Kumar
• [R-SIG-Finance] RquantLib : FittedBondCurve function   Allen Kuo
• [R-SIG-Finance] Problem with plot.xts   Pierre Lapointe
• [R-SIG-Finance] Time series temporal disaggregation   Axel Leroix
• [R-SIG-Finance] Systemfit package/Autocorrelation   Axel Leroix
• [R-SIG-Finance] Performance Analytics Package: Annualized Returns/Sharpe Ratios and Treynor Ratio   Philipp Lincoln
• [R-SIG-Finance] Extracting a fitted series from an ARIMA model   Philipp Lincoln
• [R-SIG-Finance] [R-sig-finance] fPortfolio not loading Rsymphony package   Jonathan Ling
• [R-SIG-Finance] [R-sig-finance] fPortfolio not loading Rsymphony package   Jonathan Ling
• [R-SIG-Finance] how to plot a data frame of timeseries?   Jeffrey Todd Lins
• [R-SIG-Finance] varRisk in fPortfolio package   Wei-han Liu
• [R-SIG-Finance] numerical integration   Wei-han Liu
• [R-SIG-Finance] [R-sig-finance] Volatility Swaps   Luwingo
• [R-SIG-Finance] [R-sig-finance] Data   Luwingo
• [R-SIG-Finance] [R-sig-finance] How good is Black-Scholes vs actual option prices   Luwingo
• [R-SIG-Finance] modeling and forecasting commodity time series?   David Lüthi
• [R-SIG-Finance] Simple XTS Quantmod Problem   Scott MacDonald
• [R-SIG-Finance] Quantmod: getFin; getFinancials   Krishnan Maheswaran
• [R-SIG-Finance] Order a XTS object by value   Zanella Marco
• [R-SIG-Finance] [R-sig-finance] A VaR question   Heiko Mayer
• [R-SIG-Finance] [R-sig-finance] A VaR question   Heiko Mayer
• [R-SIG-Finance] Analysis of market impact   Megh
• [R-SIG-Finance] How good is Black-Scholes vs actual option prices   Peter Mennie
• [R-SIG-Finance] modeling and forecasting commodity time series?   Luna Moon
• [R-SIG-Finance] COPULA   Michael Kristoffer Nagl
• [R-SIG-Finance] gofCopula - Intuition?   Michael Kristoffer Nagl
• [R-SIG-Finance] xts conversion error   Subhrangshu Nandi
• [R-SIG-Finance] xts conversion error   Subhrangshu Nandi
• [R-SIG-Finance] RBloomberg News and Upcoming Versions   Ana Nelson
• [R-SIG-Finance] RBloomberg error?   Ana Nelson
• [R-SIG-Finance] agent-based models: any progress?   Ana Nelson
• [R-SIG-Finance] [R-sig-finance] Volatility Swaps   Val Neyman
• [R-SIG-Finance] plotting market cap heatmap   Khanh Nguyen
• [R-SIG-Finance] Additive decomposition method   Khanh Nguyen
• [R-SIG-Finance] RquantLib : FittedBondCurve function   Khanh Nguyen
• [R-SIG-Finance] RquantLib : FittedBondCurve function   Khanh Nguyen
• [R-SIG-Finance] [QuantMod] Load all stock symbols   Khanh Nguyen
• [R-SIG-Finance] SMA on Volume?   Robert Nicholson
• [R-SIG-Finance] Static Portfolio Optimization   Jorge Nieves
• [R-SIG-Finance] Static Portfolio Optimization   Jorge Nieves
• [R-SIG-Finance] Portfolio optimization & PCA   Jorge Nieves
• [R-SIG-Finance] Non parametric, unequal variance, equality of mean significance test   Moshe Olshansky
• [R-SIG-Finance] Fwd: AW: quantmod addTA() How to scale the y axis   Brian Peterson
• [R-SIG-Finance] portfolio.optim - RiskFreeRate   Brian G. Peterson
• [R-SIG-Finance] interpolating missing values from a TS   Brian G. Peterson
• [R-SIG-Finance] recommended zoo merge for multiple objects   Brian G. Peterson
• [R-SIG-Finance] How to do multiple time series modelling in R?   Brian G. Peterson
• [R-SIG-Finance] recommended zoo merge for multiple objects   Brian G. Peterson
• [R-SIG-Finance] Evaluating equity curves   Brian G. Peterson
• [R-SIG-Finance] Evaluating equity curves   Brian G. Peterson
• [R-SIG-Finance] R CMD --meetup=Chicago --when=Oct 29 --where=Jak'sTap   Brian G. Peterson
• [R-SIG-Finance] Exploratory analyses: Experience using gputools-package for Nvidia graphics-accellerators?   Brian G. Peterson
• [R-SIG-Finance] [R-sig-finance] Rolling Beta   Brian G. Peterson
• [R-SIG-Finance] [R-sig-finance] Rolling Beta   Brian G. Peterson
• [R-SIG-Finance] Performance Analytics Package: Annualized Returns/Sharpe Ratios and Treynor Ratio   Brian G. Peterson
• [R-SIG-Finance] getQuote real time   Brian G. Peterson
• [R-SIG-Finance] Manipulate database   Brian G. Peterson
• [R-SIG-Finance] Time series temporal disaggregation (or: going from low frequency to higher frequency)   Brian G. Peterson
• [R-SIG-Finance] Time series temporal disaggregation (or: going from low frequency to higher frequency)   Brian G. Peterson
• [R-SIG-Finance] Grouped Log Likelihood function??   Brian G. Peterson
• [R-SIG-Finance] plotting market cap heatmap   Brian G. Peterson
• [R-SIG-Finance] How to properly compare a trading signal to a random strategy.   Brian G. Peterson
• [R-SIG-Finance] [R-sig-finance] A VaR question   Brian G. Peterson
• [R-SIG-Finance] ARIMA, xreg and intercepts   Brian G. Peterson
• [R-SIG-Finance] fImport : where to get a list of ticker symbols?   Brian G. Peterson
• [R-SIG-Finance] varRisk in fPortfolio package   Brian G. Peterson
• [R-SIG-Finance] fSeries/fGarch for R 2.7.0   Brian G. Peterson
• [R-SIG-Finance] Fast way of replacing missing data points in xts object   Brian G. Peterson
• [R-SIG-Finance] Discretising intra-day data -- how to get by with less memory?   Brian G. Peterson
• [R-SIG-Finance] Discretising intra-day data -- how to get by with less memory?   Brian G. Peterson
• [R-SIG-Finance] quantmod addTA() How to scale the y axis   Brian G. Peterson
• [R-SIG-Finance] how to plot a data frame of timeseries?   Brian G. Peterson
• [R-SIG-Finance] how to plot a data frame of timeseries?   Brian G. Peterson
• [R-SIG-Finance] xts and na.omit "unsupported type"   Brian G. Peterson
• [R-SIG-Finance] numerical integration   Brian G. Peterson
• [R-SIG-Finance] RBloomberg   Brian G. Peterson
• [R-SIG-Finance] FinData provider Xiginte and R   Brian G. Peterson
• [R-SIG-Finance] How to estimate SV type models in R more efficiently?   Brian G. Peterson
• [R-SIG-Finance] Fitting ACD model   Brian G. Peterson
• [R-SIG-Finance] Non parametric, unequal variance, equality of mean significance test   Brian G. Peterson
• [R-SIG-Finance] newbie   Brian G. Peterson
• [R-SIG-Finance] histogram, sd and mean questions   Brian G. Peterson
• [R-SIG-Finance] read data   Brian G. Peterson
• [R-SIG-Finance] xts and na.omit "unsupported type"   Fabrizio Pollastri
• [R-SIG-Finance] Pricing guaranteed execution   Christian Prinoth
• [R-SIG-Finance] error correction model - general specification   Gautier RENAULT
• [R-SIG-Finance] [R-sig-finance] A VaR question   RON70
• [R-SIG-Finance] [R-sig-finance] A VaR question   RON70
• [R-SIG-Finance] [R-sig-finance] A VaR question   RON70
• [R-SIG-Finance] [R-sig-finance] A VaR question   RON70
• [R-SIG-Finance] Questions related to R-Credit Risk   Hans Radtke
• [R-SIG-Finance] agent-based models: any progress?   Pradeep Raje
• [R-SIG-Finance] Add values to time series in DB directly   Josuah Rechtsteiner
• [R-SIG-Finance] Date problem   Peter Rote
• [R-SIG-Finance] Cannot connect with tws   Peter Rote
• [R-SIG-Finance] IBrokers   Peter Rote
• [R-SIG-Finance] Screeningn with IBrokers   Peter Rote
• [R-SIG-Finance] how to handle both the symbol names and prices in one xts   J Ryan
• [R-SIG-Finance] save XTS   J Ryan
• [R-SIG-Finance] Data   J Ryan
• [R-SIG-Finance] Data   J Ryan
• [R-SIG-Finance] Quantmod: getFin; getFinancials   J Ryan
• [R-SIG-Finance] quantmod: get date column   J Ryan
• [R-SIG-Finance] download yahoo quotes using tseries get.hist.quote(), error 404   J Ryan
• [R-SIG-Finance] How to do multiple time series modelling in R?   Jeff Ryan
• [R-SIG-Finance] QuantMod trading models docs?   Jeff Ryan
• [R-SIG-Finance] QuantMod trading models docs?   Jeff Ryan
• [R-SIG-Finance] QuantMod trading models docs?   Jeff Ryan
• [R-SIG-Finance] Blotter package - problem with example.   Jeff Ryan
• [R-SIG-Finance] Multiply xts-series with different frequencies   Jeff Ryan
• [R-SIG-Finance] little arrows on quantmod charts   Jeff Ryan
• [R-SIG-Finance] little arrows on quantmod charts   Jeff Ryan
• [R-SIG-Finance] R CMD --meetup=Chicago --where=JaksTap --when=THIS THURSDAY!! (Oct 29)   Jeff Ryan
• [R-SIG-Finance] how to use xts in setClass()   Jeff Ryan
• [R-SIG-Finance] R/Finance 2010: Applied Finance with R --- Call for Papers   Jeff Ryan
• [R-SIG-Finance] merging a list of xts objects   Jeff Ryan
• [R-SIG-Finance] [QuantMod] Load all stock symbols   Jeff Ryan
• [R-SIG-Finance] Order a XTS object by value   Jeff Ryan
• [R-SIG-Finance] Retrieving latest day's data   Jeff Ryan
• [R-SIG-Finance] Ibrokers Future API   Jeff Ryan
• [R-SIG-Finance] fSeries/fGarch for R 2.7.0   Jeff Ryan
• [R-SIG-Finance] problems in GJR-GARCH with t-disrtibuted error terms in SAS   Jeff Ryan
• [R-SIG-Finance] How can I retrieve list of all companies listed of a given Index say S&P 500   Jeff Ryan
• [R-SIG-Finance] Discretising intra-day data -- how to get by with less memory?   Jeff Ryan
• [R-SIG-Finance] getSymbols is zoo or xts?   Jeff Ryan
• [R-SIG-Finance] getSymbols is zoo or xts?   Jeff Ryan
• [R-SIG-Finance] Time Series For ohlcPlot   Jeff Ryan
• [R-SIG-Finance] how to plot a data frame of timeseries?   Jeff Ryan
• [R-SIG-Finance] how to plot a data frame of timeseries?   Jeff Ryan
• [R-SIG-Finance] xts and na.omit "unsupported type"   Jeff Ryan
• [R-SIG-Finance] xts and na.omit "unsupported type"   Jeff Ryan
• [R-SIG-Finance] Regression & quantmod   Jeff Ryan
• [R-SIG-Finance] tseries and xts - time indexing in an easier way?   Jeff Ryan
• [R-SIG-Finance] how to deal with time series in R ??   Jeff Ryan
• [R-SIG-Finance] Data service   Jeff Ryan
• [R-SIG-Finance] Problem with plot.xts   Jeff Ryan
• [R-SIG-Finance] Data service   Jeff Ryan
• [R-SIG-Finance] general zoo tutorial available?   Jeff Ryan
• [R-SIG-Finance] Live Algo Trading   Jeff Ryan
• [R-SIG-Finance] Live Algo Trading   Jeff Ryan
• [R-SIG-Finance] Screeningn with IBrokers   Jeff Ryan
• [R-SIG-Finance] RcppTemplate   Dominick Samperi
• [R-SIG-Finance] Evaluating equity curves   Robert Sams
• [R-SIG-Finance] Fast way of replacing missing data points in xts object   Benczik Sandor
• [R-SIG-Finance] how use the results of rollapply in the previousrow to the next row...   Benczik Sandor
• [R-SIG-Finance] Date problem   Benczik Sandor
• [R-SIG-Finance] RquantLib : FittedBondCurve function   Olivier Schmitt
• [R-SIG-Finance] RquantLib : FittedBondCurve function   Olivier Schmitt
• [R-SIG-Finance] RquantLib : FittedBondCurve function   Olivier Schmitt
• [R-SIG-Finance] R: Use VAR model to predict response to change in values of certain variables   Karl Schriek
• [R-SIG-Finance] Interpreting impluse response coefficients   Karl Schriek
• [R-SIG-Finance] Fwd: Interpreting impluse response coefficients   Karl Schriek
• [R-SIG-Finance] R: Use VAR model to predict response to change in values of certain variables   Karl Schriek
• [R-SIG-Finance] R: Use VAR model to predict response to change in values of certain variables   Karl Schriek
• [R-SIG-Finance] GLM correcting for serial correlation   Karl Schriek
• [R-SIG-Finance] GLM correcting for serial correlation   Karl Schriek
• [R-SIG-Finance] Perfect out-of-sample-fit in a model containing a lagged dependent variable?   Gero Schwenk
• [R-SIG-Finance] Error found - [Perfect out-of-sample-fit in a model containing a lagged dependent variable?]   Gero Schwenk
• [R-SIG-Finance] Exploratory analyses: Experience using gputools-package for Nvidia graphics-accellerators?   Gero Schwenk
• [R-SIG-Finance] fImport : where to get a list of ticker symbols?   Gero Schwenk
• [R-SIG-Finance] RBloomberg   Eduard Pieterse (Macquarie Securities)
• [R-SIG-Finance] Creating a function for portfolio management   Manuel Serna
• [R-SIG-Finance] Sequential MLE on time series with rolling window   Ajay Shah
• [R-SIG-Finance] Discretising intra-day data using zoo?   Ajay Shah
• [R-SIG-Finance] Discretising intra-day data using zoo?   Ajay Shah
• [R-SIG-Finance] Discretising intra-day data -- how to get by with less memory?   Ajay Shah
• [R-SIG-Finance] Discretising intra-day data -- how to get by with less memory?   Ajay Shah
• [R-SIG-Finance] SUMMARY: Reducing an intra-day dataset into one obs per second   Ajay Shah
• [R-SIG-Finance] SUMMARY: Reducing an intra-day dataset into one obs per second   Ajay Shah
• [R-SIG-Finance] Vectorized rolling computation on xts series   Shane
• [R-SIG-Finance] fPortfolio - Portfolio Optimization   Lara Shocron
• [R-SIG-Finance] Portfolio Optimization   Lara Shocron
• [R-SIG-Finance] portfolio.optim - RiskFreeRate   Lara Shocron
• [R-SIG-Finance] portfolio optimization - maximizing returns for a given risk.   Lara Shocron
• [R-SIG-Finance] Grouped Log Likelihood function??   Noah Silverman
• [R-SIG-Finance] Re%3A%20%5BR-SIG-Finance%5D%20FinTS%20requires%20zoo%20to%20export%20as.Date.numeric   Pardeep Singh
• [R-SIG-Finance] Multiply xts-series with different frequencies   Bjorn Skogtro
• [R-SIG-Finance] treynor black (1973)   Geoffrey Smith
• [R-SIG-Finance] Question related to RBloomberg   Phil Smyth
• [R-SIG-Finance] Mathematical Expectation for a trading system   Ulrich Staudinger
• [R-SIG-Finance] Mathematical Expectation for a trading system   Ulrich Staudinger
• [R-SIG-Finance] interpolating missing values from a TS   Matthieu Stigler
• [R-SIG-Finance] seasonal dummy lm equation   Matthieu Stigler
• [R-SIG-Finance] package(vars) and generalized impulse response functions   Matthieu Stigler
• [R-SIG-Finance] Residuals with Elliot-Rothenberg-Stock Unit Root Test   Matthieu Stigler
• [R-SIG-Finance] R: Use VAR model to predict response to change in values of certain variables   Matthieu Stigler
• [R-SIG-Finance] R: Use VAR model to predict response to change in values of certain variables   Matthieu Stigler
• [R-SIG-Finance] [R-sig-finance] A VaR question   Matthieu Stigler
• [R-SIG-Finance] GLM correcting for serial correlation   Matthieu Stigler
• [R-SIG-Finance] RBloomberg   Matthieu Stigler
• [R-SIG-Finance] error correction model - general specification   Matthieu Stigler
• [R-SIG-Finance] Invitation to R users - Forum on News Analytics applied to Trading, Fund Management and Risk Control   Michael Sun
• [R-SIG-Finance] troubles with quantmod   Edouard Tallent
• [R-SIG-Finance] how to deal with time series in R ??   Edouard Tallent
• [R-SIG-Finance] how to deal with time series in R ??   Edouard Tallent
• [R-SIG-Finance] Time Series For ohlcPlot   Nick Torenvliet
• [R-SIG-Finance] Suggestions   Nick Torenvliet
• [R-SIG-Finance] Accessing getSymbols data   Nick Torenvliet
• [R-SIG-Finance] Accessing getSymbols data   Nick Torenvliet
• [R-SIG-Finance] Accessing getSymbols data   Nick Torenvliet
• [R-SIG-Finance] Accessing getSymbols data   Nick Torenvliet
• [R-SIG-Finance] getSymbols and PD-UN   Nick Torenvliet
• [R-SIG-Finance] getSymbols and PD-UN   Nick Torenvliet
• [R-SIG-Finance] Examples IBrokers Code   Nick Torenvliet
• [R-SIG-Finance] Counting consecutive equally signed items in a time series   Nick Torenvliet
• [R-SIG-Finance] Data service   Nick Torenvliet
• [R-SIG-Finance] Data service   Nick Torenvliet
• [R-SIG-Finance] Data service   Nick Torenvliet
• [R-SIG-Finance] Live Algo Trading   Nick Torenvliet
• [R-SIG-Finance] Static Portfolio Optimization   Adrian Trapletti
• [R-SIG-Finance] Perfect out-of-sample-fit in a model containing a lagged dependent variable?   Adrian Trapletti
• [R-SIG-Finance] garch model estimation   ShyhWeir Tzang
• [R-SIG-Finance] nonlinear constraints in GARCH estimation   ShyhWeir Tzang
• [R-SIG-Finance] read data   ShyhWeir Tzang
• [R-SIG-Finance] Vectorized rolling computation on xts series   Joshua Ulrich
• [R-SIG-Finance] recommended zoo merge for multiple objects   Joshua Ulrich
• [R-SIG-Finance] Fast optimizer   Joshua Ulrich
• [R-SIG-Finance] save XTS   Joshua Ulrich
• [R-SIG-Finance] fImport : where to get a list of ticker symbols?   Joshua Ulrich
• [R-SIG-Finance] Retrieving latest day's data   Joshua Ulrich
• [R-SIG-Finance] row-by-row operations on multiple xts matrices   Joshua Ulrich
• [R-SIG-Finance] SMA on Volume?   Joshua Ulrich
• [R-SIG-Finance] WG: quantmod addTA() How to scale the y axis   Joshua Ulrich
• [R-SIG-Finance] Futures prices in quantmod?   Joshua Ulrich
• [R-SIG-Finance] Futures prices in quantmod?   Joshua Ulrich
• [R-SIG-Finance] Suggestions   Joshua Ulrich
• [R-SIG-Finance] Accessing getSymbols data   Joshua Ulrich
• [R-SIG-Finance] Accessing getSymbols data   Joshua Ulrich
• [R-SIG-Finance] getSymbols and PD-UN   Joshua Ulrich
• [R-SIG-Finance] getSymbols and PD-UN   Joshua Ulrich
• [R-SIG-Finance] Blotter package - problem with example.   Jan Vandermeer
• [R-SIG-Finance] Blotter package - problem with example.   Jan Vandermeer
• [R-SIG-Finance] Blotter package - problem with example (Jan Vandermeer)   Jan Vandermeer
• [R-SIG-Finance] FinData provider Xiginte and R   Tobias Verbeke
• [R-SIG-Finance] Evaluating equity curves   R. Vince
• [R-SIG-Finance] Evaluating equity curves   R. Vince
• [R-SIG-Finance] how to handle both the symbol names and prices in one xts   Wind
• [R-SIG-Finance] little arrows on quantmod charts   Wind
• [R-SIG-Finance] little arrows on quantmod charts   Wind
• [R-SIG-Finance] how to use xts in setClass()   Wind
• [R-SIG-Finance] how to use xts in setClass()   Wind
• [R-SIG-Finance] how to use xts in setClass()   Wind
• [R-SIG-Finance] how to use xts in setClass()   Wind
• [R-SIG-Finance] Creating a back adjusted continuous price series from log returns   Wob Wu
• [R-SIG-Finance] fPortfolio question and edited code   Diethelm Wuertz
• [R-SIG-Finance] portfolio.optim - RiskFreeRate   Diethelm Wuertz
• [R-SIG-Finance] R/Rmetrics: Singapore Conference, Februar 19/20, 2010   Diethelm Wuertz
• [R-SIG-Finance] Engle Granger test critical values   Guy Yollin
• [R-SIG-Finance] how to use xts in setClass()   Guillaume Yziquel
• [R-SIG-Finance] how to use xts in setClass()   Guillaume Yziquel
• [R-SIG-Finance] Simple XTS Quantmod Problem   Guillaume Yziquel
• [R-SIG-Finance] Simple XTS Quantmod Problem   Guillaume Yziquel
• [R-SIG-Finance] ARIMA, xreg and intercepts   Guillaume Yziquel
• [R-SIG-Finance] getSymbols is zoo or xts?   Guillaume Yziquel
• [R-SIG-Finance] getSymbols is zoo or xts?   Guillaume Yziquel
• [R-SIG-Finance] getSymbols is zoo or xts?   Guillaume Yziquel
• [R-SIG-Finance] Futures prices in quantmod?   Guillaume Yziquel
• [R-SIG-Finance] Futures prices in quantmod?   Guillaume Yziquel
• [R-SIG-Finance] Futures prices in quantmod?   Guillaume Yziquel
• [R-SIG-Finance] Futures prices in quantmod?   Guillaume Yziquel
• [R-SIG-Finance] quantmod: get date column   Guillaume Yziquel
• [R-SIG-Finance] tseries and xts - time indexing in an easier way?   Zhang, Ivan
• [R-SIG-Finance] Static Portfolio Optimization   Eric Zivot
• [R-SIG-Finance] Systemfit package/Autocorrelation   Eric Zivot
• [R-SIG-Finance] general zoo tutorial available?   Eric Zivot
• [R-SIG-Finance] nonlinear constraints in GARCH estimation   alexios
• [R-SIG-Finance] direct data download from metastock   alexios
• [R-SIG-Finance] EGARCH and R   alexios
• [R-SIG-Finance] FinData provider Xiginte and R   me at censix.com
• [R-SIG-Finance] FinData provider Xiginte and R   me at censix.com
• [R-SIG-Finance] fImport : where to get a list of ticker symbols?   julien cuisinier
• [R-SIG-Finance] Creating a function for portfolio management   debashis dutta
• [R-SIG-Finance] Creating a function for portfolio management   debashis dutta
• [R-SIG-Finance] RBloomberg   ehcpieterse
• [R-SIG-Finance] [R-sig-finance] Rolling Beta   ehxpieterse
• [R-SIG-Finance] row-by-row operations on multiple xts matrices   Murali.MENON at fortisinvestments.com
• [R-SIG-Finance] row-by-row operations on multiple xts matrices   Murali.MENON at fortisinvestments.com
• [R-SIG-Finance] Live Algo Trading   ustaudinger at gmail.com
• [R-SIG-Finance] quantmod: get date column   km
• [R-SIG-Finance] histogram, sd and mean questions   donahchoo at me.com
• [R-SIG-Finance] histogram, sd and mean questions   donahchoo at me.com
• [R-SIG-Finance] How to estimate SV type models in R more efficiently?   qqjwl
• [R-SIG-Finance] How to estimate SV type models in R more efficiently?   qqjwl
• [R-SIG-Finance] MSSV model with R?   qqjwl
• [R-SIG-Finance] fSeries/fGarch for R 2.7.0   matthias.kornexl at raiffeisenbank.at
• [R-SIG-Finance] troubles with quantmod   rex
• [R-SIG-Finance] Live Algo Trading   tradetree
• [R-SIG-Finance] Live Algo Trading   tradetree
• [R-SIG-Finance] Live Algo Trading   tradetree
• [R-SIG-Finance] Live Algo Trading   tradetree
• [R-SIG-Finance] Live Algo Trading   tradetree
• [R-SIG-Finance] treynor black (1973)   ssmith88 at umd.edu
• [R-SIG-Finance] Static Portfolio Optimization   markleeds at verizon.net
• [R-SIG-Finance] How to do multiple time series modelling in R?   markleeds at verizon.net
• [R-SIG-Finance] Which Kalman filter?   markleeds at verizon.net
• [R-SIG-Finance] error correction model - general specification   markleeds at verizon.net
• [R-SIG-Finance] How to estimate SV type models in R more efficiently?   markleeds at verizon.net
• [R-SIG-Finance] seasonal dummy lm equation   karla hernandez villafuerte
• [R-SIG-Finance] Question about tailSlider function in fExtremes   janet watson
• [R-SIG-Finance] Fast way of replacing missing data points in xts object   wob wu
• [R-SIG-Finance] Fast way of replacing missing data points in xts object   wob wu
• [R-SIG-Finance] Probit model with specification for the conditional variance   gmroot2004-ms at yahoo.it
• [R-SIG-Finance] recommended zoo merge for multiple objects   zubin
• [R-SIG-Finance] recommended zoo merge for multiple objects   zubin
• [R-SIG-Finance] xts: xts/xts not an xts? and subsetting on hours across all dates   zubin
• [R-SIG-Finance] getQuote real time   zubin
• [R-SIG-Finance] save XTS   zubin
• [R-SIG-Finance] save XTS   zubin
• [R-SIG-Finance] Ibrokers Future API   zubin
• [R-SIG-Finance] Ibrokers Future API   zubin
• [R-SIG-Finance] API based Trading Lowest Commission   zubin

Last message date: Thu Dec 31 15:15:49 CET 2009
Archived on: Thu Dec 31 15:16:22 CET 2009

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