First quarter 2010 Archives by author

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Starting: Fri Jan 1 09:56:10 CET 2010
Ending: Wed Mar 31 22:19:06 CEST 2010
Messages: 488

• [R-SIG-Finance] Bry/Boschan routine for timing Business Cycle turning points   Otziger Simon (otis)
• [R-SIG-Finance] Which tool to analyze past trade history?   Otziger Simon (otis)
• [R-SIG-Finance] RBloomberg: Switch 'periodicity' without disconnect and reconnect   Lüthi David (XICD 1)
• [R-SIG-Finance] RBloomberg: Switch 'periodicity' without disconnect and reconnect   Lüthi David (XICD 1)
• [R-SIG-Finance] Getting Index Members   Siddharth Agarwal
• [R-SIG-Finance] Portfolio Optimization   Whit Armstrong
• [R-SIG-Finance] Portfolio Optimization   Whit Armstrong
• [R-SIG-Finance] Looking for a fast convergence methodology   Whit Armstrong
• [R-SIG-Finance] Need help please   Arun.stat
• [R-SIG-Finance] Which one is better?   KAUSHIK BHATTACHARJEE
• [R-SIG-Finance] A problem with RBloomberg   Konrad Banachewicz
• [R-SIG-Finance] IBrokers   Arnaud Battistella
• [R-SIG-Finance] adf.test.help   Arnaud Battistella
• [R-SIG-Finance] adf.test.help   Arnaud Battistella
• [R-SIG-Finance] adf.test.help   Arnaud Battistella
• [R-SIG-Finance] GARCH (1,1) negative volatility???   Martin Becker
• [R-SIG-Finance] rnorm.sobol problems (from fOptions)   Martin Becker
• [R-SIG-Finance] to run R in Amazon Elastic Compute Cloud   Carlos J. Gil Bellosta
• [R-SIG-Finance] Truncated Distributions - for OpVaR   Carlos J. Gil Bellosta
• [R-SIG-Finance] Need help please   Bogaso
• [R-SIG-Finance] Option greeks   Bogaso
• [R-SIG-Finance] Option greeks   Bogaso
• [R-SIG-Finance] [R-sig-finance] Commodity swap?   Bogaso
• [R-SIG-Finance] VaR for path-dependent option portfolio   Bogaso
• [R-SIG-Finance] Howto cancel reqMktData() from IBrokers package?   Mark Breman
• [R-SIG-Finance] Howto cancel reqMktData() from IBrokers package?   Mark Breman
• [R-SIG-Finance] How people do get information about the list?   Mark Breman
• [R-SIG-Finance] blotter and dividends   Mark Breman
• [R-SIG-Finance] Blotter package - problem with example.   Mark Breman
• [R-SIG-Finance] Blotter package - problem with example.   Mark Breman
• [R-SIG-Finance] A bug report on quantmod::getSymbols (or a bug in FRED)   Mark Breman
• [R-SIG-Finance] Strange side effect on setting not existing column to NULL in xts   Mark Breman
• [R-SIG-Finance] Price velocity and price acceleration   Mark Breman
• [R-SIG-Finance] Which one is better?   Patrick Burns
• [R-SIG-Finance] BurStFin package   Patrick Burns
• [R-SIG-Finance] alternative lists (was : ICE commodity swap)   Patrick Burns
• [R-SIG-Finance] Fwd: Re: fPortfolio question: is it possible to optimizeaportfolio when you've got missing (returns) data for asubsetof your total assets?   Patrick Burns
• [R-SIG-Finance] fPortfolio question: is it possible to optimizeaportfolio when you've got missing (returns) data for asubsetof your total assets?   Patrick Burns
• [R-SIG-Finance] How to find lead-lag relation in two time series?   Patrick Burns
• [R-SIG-Finance] Wild bootstrap   Patrick Burns
• [R-SIG-Finance] RBloomberg Package Problem   JOSH CHIEN
• [R-SIG-Finance] IBrokers - twsConnect error   Francisco Javier Perez Caballero
• [R-SIG-Finance] IBrokers - twsConnect error   Francisco Javier Perez Caballero
• [R-SIG-Finance] Truncated Distributions - for OpVaR   Julia Cains
• [R-SIG-Finance] Any quant trading conference in 2010?   Daniel Cegielka
• [R-SIG-Finance] Blotter package - problem with example.   Daniel Cegiełka
• [R-SIG-Finance] Blotter package - problem with example.   Daniel Cegiełka
• [R-SIG-Finance] Coding for a trailing stop (% or fixed $)   Daniel Cegiełka
• [R-SIG-Finance] fPortfolioSolver Issues   Todd Chadwick
• [R-SIG-Finance] Optimization Constraint Violations   Todd Chadwick
• [R-SIG-Finance] Timedate problems in Rmetrics   Yohan Chalabi
• [R-SIG-Finance] quantmod: adding many TAs in a function without constant replotting   Nicolas Chapados
• [R-SIG-Finance] Portfolio Optimization Subject to Tracking Error Constraint   Chiquoine, Ben
• [R-SIG-Finance] Wild bootstrap   Chiquoine, Ben
• [R-SIG-Finance] Coding for a trailing stop (% or fixed $)   David L. Van Brunt, Ph.D.
• [R-SIG-Finance] NoVaS transformation   Marc Delvaux
• [R-SIG-Finance] rnorm.sobol problems (from fOptions)   Christophe Dutang
• [R-SIG-Finance] Brazilian Equities   Dirk Eddelbuettel
• [R-SIG-Finance] Simple Date Formatting   Dirk Eddelbuettel
• [R-SIG-Finance] getting nseindia time series values   Dirk Eddelbuettel
• [R-SIG-Finance] Packages/functions for finance day count conventions   Dirk Eddelbuettel
• [R-SIG-Finance] Any quant trading conference in 2010?   Dirk Eddelbuettel
• [R-SIG-Finance] Any quant trading conference in 2010?   Dirk Eddelbuettel
• [R-SIG-Finance] Statistically how to find overbought and oversold condition of stocks?.   Dirk Eddelbuettel
• [R-SIG-Finance] How to extract all VaR values?   Dirk Eddelbuettel
• [R-SIG-Finance] Academic Papers   Dirk Eddelbuettel
• [R-SIG-Finance] R / Finance 2010: Applied Finance with R -- Registration now open   Dirk Eddelbuettel
• [R-SIG-Finance] One week remaining: useR! 2010 Abstract submission deadline   Dirk Eddelbuettel
• [R-SIG-Finance] List etiquette   Dirk Eddelbuettel
• [R-SIG-Finance] R/Finance 2010 agenda and registration reminder   Dirk Eddelbuettel
• [R-SIG-Finance] Bry/Boschan routine for timing Business Cycle turning points   Thomas Etheber
• [R-SIG-Finance] Bry/Boschan routine for timing Business Cycle turning points   Thomas Etheber
• [R-SIG-Finance] How to find lead-lag relation in two time series?   Thomas Etheber
• [R-SIG-Finance] style.fit by month   Thomas Etheber
• [R-SIG-Finance] PerformanceAnalytics - Style Analysis   Thomas Etheber
• [R-SIG-Finance] How to seperate date and time into different columns?   FMH
• [R-SIG-Finance] Inflection point on a curve   FMH
• [R-SIG-Finance] PCA in Risk Control with R   Benji Famel
• [R-SIG-Finance] PCA in Risk Control with R   Benji Famel
• [R-SIG-Finance] PCA in Risk Control with R   Benji Famel
• [R-SIG-Finance] PCA in Risk Control with R   Benji Famel
• [R-SIG-Finance] Perhaps somebody would like to critique my code?   Rob Forler
• [R-SIG-Finance] Which one is better?   John Frain
• [R-SIG-Finance] RBloomberg xts quantmod Coercion   Rich Ghazarian
• [R-SIG-Finance] Plot GARCH data using Quantmod   Rich Ghazarian
• [R-SIG-Finance] Pairs trading & cointegration   Brian Giarrocco
• [R-SIG-Finance] Pairs trading & cointegration   Brian Giarrocco
• [R-SIG-Finance] Anyone Know How to Calculate Ex Ante Standard Deviation   Gottlieb, Neil
• [R-SIG-Finance] [RE] Lagging Correlations   Gower, Luke
• [R-SIG-Finance] Wild bootstrap   Paulo Grahl
• [R-SIG-Finance] Wild bootstrap   Paulo Grahl
• [R-SIG-Finance] Simple Date Formatting   Gabor Grothendieck
• [R-SIG-Finance] Retrieving latest day's data   Gabor Grothendieck
• [R-SIG-Finance] Retrieving latest day's data   Gabor Grothendieck
• [R-SIG-Finance] Sorting Data.Frames after merge?   Gabor Grothendieck
• [R-SIG-Finance] 5th of month working day   Gabor Grothendieck
• [R-SIG-Finance] 5th of month working day   Gabor Grothendieck
• [R-SIG-Finance] 5th of month working day   Gabor Grothendieck
• [R-SIG-Finance] [R] How to seperate date and time into different columns?   Gabor Grothendieck
• [R-SIG-Finance] Any time series visualization tool and backtest platform in R? Any good software outside R   Gabor Grothendieck
• [R-SIG-Finance] Creating regularly spaced time series from irregular one   Gabor Grothendieck
• [R-SIG-Finance] Subject: Re: Standard Deviations using Sliding window?   Gabor Grothendieck
• [R-SIG-Finance] Subject: Re: Standard Deviations using Sliding window?   Gabor Grothendieck
• [R-SIG-Finance] Standard Deviations using Sliding window?   Gabor Grothendieck
• [R-SIG-Finance] what's wrong with diff.zoo   Gabor Grothendieck
• [R-SIG-Finance] "Package", please ...   Gabor Grothendieck
• [R-SIG-Finance] Plotting intraday time series with ggplot2   Gabor Grothendieck
• [R-SIG-Finance] Is there a way to automate Bloomberg?   Robert for Groups
• [R-SIG-Finance] Lagging Correlations   Neil Gupta
• [R-SIG-Finance] Systemfit package/Autocorrelation   Arne Henningsen
• [R-SIG-Finance] MACD Histogram   Konrad Hoppe
• [R-SIG-Finance] Sorting Data.Frames after merge?   Konrad Hoppe
• [R-SIG-Finance] Credit Migration Matrix   Konrad Hoppe
• [R-SIG-Finance] Extracting regression coefficient standard errors from VAR   Harry Hummel
• [R-SIG-Finance] (no subject)   Robert Iquiapaza
• [R-SIG-Finance] How people do get information about the list?   Robert Iquiapaza
• [R-SIG-Finance] Blotter package - problem with example.   Robert Iquiapaza
• [R-SIG-Finance] Blotter package - problem with example.   Robert Iquiapaza
• [R-SIG-Finance] Add business days   Diego Jara
• [R-SIG-Finance] Add business days   Diego Jara
• [R-SIG-Finance] Asian Options Inputs   Diego Jara
• [R-SIG-Finance] Retrieving latest day's data   Martin Jenkins
• [R-SIG-Finance] Retrieving latest day's data   Martin Jenkins
• [R-SIG-Finance] Problem with ugarchroll   Owe Jessen
• [R-SIG-Finance] Systemfit package/Autocorrelation   Xie Jinghua
• [R-SIG-Finance] Rounding time series to nearest 5mn   David St John
• [R-SIG-Finance] Rounding time series to nearest 5mn   David St John
• [R-SIG-Finance] Blotter package - problem with example.   Cedrick Johnson
• [R-SIG-Finance] RBloomberg Package Problem   Cedrick Johnson
• [R-SIG-Finance] A problem with RBloomberg   Cedrick Johnson
• [R-SIG-Finance] Any time series visualization tool and backtest platform in R? Any good software outside R   Michael Jungle
• [R-SIG-Finance] How to find lead-lag relation in two time series?   Michael Jungle
• [R-SIG-Finance] How to find lead-lag relation in two time series?   Michael Jungle
• [R-SIG-Finance] How to find lead-lag relation in two time series?   Michael Jungle
• [R-SIG-Finance] How to find lead-lag relation in two time series?   Michael Jungle
• [R-SIG-Finance] How to cluster time series sequences?   Michael Jungle
• [R-SIG-Finance] How to cluster time series sequences?   Michael Jungle
• [R-SIG-Finance] Is there a way to automate Bloomberg?   Michael Jungle
• [R-SIG-Finance] Is there a way to automate Bloomberg?   Michael Jungle
• [R-SIG-Finance] Is there a way to automate Bloomberg?   Michael Jungle
• [R-SIG-Finance] Is there a way to automate Bloomberg?   Michael Jungle
• [R-SIG-Finance] Is there a way to automate Bloomberg?   Michael Jungle
• [R-SIG-Finance] Is there a way to automate Bloomberg?   Michael Jungle
• [R-SIG-Finance] Creating regularly spaced time series from irregular one   Ivan Kalafatic
• [R-SIG-Finance] Retrieving Historical Intraday Data with RBloomberg   Kanin Kaninski
• [R-SIG-Finance] Retrieving Historical Intraday Data with RBloomberg   Kanin Kaninski
• [R-SIG-Finance] Retrieving Historical Intraday Data withRBloomberg   Kanin Kaninski
• [R-SIG-Finance] Retrieving Historical Intraday Data withRBloomberg   Kanin Kaninski
• [R-SIG-Finance] Rounding time series to nearest 5mn   Kanin Kaninski
• [R-SIG-Finance] Rounding time series to nearest 5mn   Kanin Kaninski
• [R-SIG-Finance] (no subject)   John Kerpel
• [R-SIG-Finance] Timedate problems in Rmetrics   John Kerpel
• [R-SIG-Finance] Wild bootstrap   Jae Kim
• [R-SIG-Finance] fPortfolio question: is it possible to optimize aportfolio when you've got missing (returns) data for a subsetof your total assets?   King, David
• [R-SIG-Finance] Statistically how to find overbought and oversold condition of stocks?.   Mark Knecht
• [R-SIG-Finance] Pairs trading & cointegration   Mark Knecht
• [R-SIG-Finance] List etiquette   Mark Knecht
• [R-SIG-Finance] Packages/functions for finance day count conventions   Matthias Koberstein
• [R-SIG-Finance] A problem with RBloomberg   Krishna
• [R-SIG-Finance] plot log scale on y axis using zoo object (with plot.zoo)   Pierre Lapointe
• [R-SIG-Finance] plot log scale on y axis using zoo object (with plot.zoo)   Pierre Lapointe
• [R-SIG-Finance] to run R in Amazon Elastic Compute Cloud   Wei-han Liu
• [R-SIG-Finance] commodities futures   David Lüthi
• [R-SIG-Finance] taq high-frequency data   Scott MacDonald
• [R-SIG-Finance] quantmod getSymbols data extraction issue - (1) symbol starting with number & (2) accessing data from multiple symbols lookup (through simple loop?)   Scott MacDonald
• [R-SIG-Finance] The 'realized' package user manual   Scott MacDonald
• [R-SIG-Finance] The 'realized' package user manual   Scott MacDonald
• [R-SIG-Finance] The 'realized' package user manual   Scott MacDonald
• [R-SIG-Finance] "Package", please ...   Martin Maechler
• [R-SIG-Finance] rnorm.sobol problems (from fOptions)   Chris Masters
• [R-SIG-Finance] Plotting intraday time series with ggplot2   Chris Masters
• [R-SIG-Finance] Portfolio Optimization   Heiko Mayer
• [R-SIG-Finance] Portfolio Optimization   Heiko Mayer
• [R-SIG-Finance] ICE commodity swap   Megh
• [R-SIG-Finance] Ratio collar option   Megh
• [R-SIG-Finance] Any quant trading conference in 2010?   Michael
• [R-SIG-Finance] style.fit by month   René Naarmann
• [R-SIG-Finance] style.fit by month   René Naarmann
• [R-SIG-Finance] RBloomberg 0.2-98   Ana Nelson
• [R-SIG-Finance] Problems using blp function   Ana Nelson
• [R-SIG-Finance] RBloomberg Package Problem   Ana Nelson
• [R-SIG-Finance] Packages/functions for finance day count conventions   Khanh Nguyen
• [R-SIG-Finance] Packages/functions for finance day count conventions   Khanh Nguyen
• [R-SIG-Finance] about Nelson-Siegel model fitting   Khanh Nguyen
• [R-SIG-Finance] Which tool to analyze past trade history?   Robert Nicholson
• [R-SIG-Finance] Standard Deviations using Sliding window?   Robert Nicholson
• [R-SIG-Finance] Subject: Re: Standard Deviations using Sliding window?   Robert Nicholson
• [R-SIG-Finance] Adding columns to an XTS   Robert Nicholson
• [R-SIG-Finance] Standard Deviations using Sliding window?   Robert Nicholson
• [R-SIG-Finance] Most common way to add derived columns to an XTS object?   Robert Nicholson
• [R-SIG-Finance] Most common way to add derived columns to an XTS object?   Robert Nicholson
• [R-SIG-Finance] Most common way to add derived columns to an XTS object?   Robert Nicholson
• [R-SIG-Finance] Perhaps somebody would like to critique my code?   Robert Nicholson
• [R-SIG-Finance] "Package", please ...   Robert Nicholson
• [R-SIG-Finance] addTA on an existing subchart   Robert Nicholson
• [R-SIG-Finance] Any examples of addTA legend?   Robert Nicholson
• [R-SIG-Finance] Return.annualized(PerformanceAnalytics)   Jorge Nieves
• [R-SIG-Finance] Looking for a fast convergence methodology   Jorge Nieves
• [R-SIG-Finance] Neural Networks and R   Mike O'Connel
• [R-SIG-Finance] getting nseindia time series values   Sean O'Riordain
• [R-SIG-Finance] Coding for a trailing stop (% or fixed $)   Hesen Peng
• [R-SIG-Finance] getting nseindia time series values   Velappan Periasamy
• [R-SIG-Finance] Reading nsedata price series   Velappan Periasamy
• [R-SIG-Finance] Reading nsedata price series   Velappan Periasamy
• [R-SIG-Finance] getting nseindia time series values   Velappan Periasamy
• [R-SIG-Finance] Reading nsedata price series   Velappan Periasamy
• [R-SIG-Finance] Statistically how to find overbought and oversold condition of stocks?.   Velappan Periasamy
• [R-SIG-Finance] Stability of trading models   Brian G. Peterson
• [R-SIG-Finance] Downloading Real Time Data from FRED (fImport/fredSeries)   Brian G. Peterson
• [R-SIG-Finance] Downloading Real Time Data from FRED (fImport/fredSeries)   Brian G. Peterson
• [R-SIG-Finance] taq high-frequency data   Brian G. Peterson
• [R-SIG-Finance] Bry/Boschan routine for timing Business Cycle turning points   Brian G. Peterson
• [R-SIG-Finance] fPortfolioSolver Issues   Brian G. Peterson
• [R-SIG-Finance] [Fwd: RE: fPortfolioSolver Issues]   Brian G. Peterson
• [R-SIG-Finance] A question about the package "ccgarch"   Brian G. Peterson
• [R-SIG-Finance] Reading nsedata price series   Brian G. Peterson
• [R-SIG-Finance] Any quant trading conference in 2010?   Brian G. Peterson
• [R-SIG-Finance] Detecting a range through time for a security?   Brian G. Peterson
• [R-SIG-Finance] Blotter package - problem with example.   Brian G. Peterson
• [R-SIG-Finance] to run R in Amazon Elastic Compute Cloud   Brian G. Peterson
• [R-SIG-Finance] Problem on blpGetData function from RBloomberg package, is there a maximum return value size?   Brian G. Peterson
• [R-SIG-Finance] Problem on blpGetData function from RBloomberg package, is there a maximum return value size?   Brian G. Peterson
• [R-SIG-Finance] Return.annualized(PerformanceAnalytics)   Brian G. Peterson
• [R-SIG-Finance] How to separate date and time into different columns?   Brian G. Peterson
• [R-SIG-Finance] How to extract all VaR values?   Brian G. Peterson
• [R-SIG-Finance] How to extract all VaR values?   Brian G. Peterson
• [R-SIG-Finance] CVaR portfolio-optimization vs. utility maximization..   Brian G. Peterson
• [R-SIG-Finance] CVaR portfolio-optimization vs. utility maximization..   Brian G. Peterson
• [R-SIG-Finance] ICE commodity swap   Brian G. Peterson
• [R-SIG-Finance] alternative lists (was : ICE commodity swap)   Brian G. Peterson
• [R-SIG-Finance] Option greeks   Brian G. Peterson
• [R-SIG-Finance] fPortfolio question: is it possible to optimize a portfolio when you've got missing (returns) data for a subset of your total assets?   Brian G. Peterson
• [R-SIG-Finance] Plot GARCH data using Quantmod   Brian G. Peterson
• [R-SIG-Finance] Rounding time series to nearest 5mn   Brian G. Peterson
• [R-SIG-Finance] PCA in Risk Control with R   Brian G. Peterson
• [R-SIG-Finance] [R-sig-finance] Commodity swap?   Brian G. Peterson
• [R-SIG-Finance] How to find lead-lag relation in two time series?   Brian G. Peterson
• [R-SIG-Finance] Optimization Constraint Violations   Brian G. Peterson
• [R-SIG-Finance] How to find lead-lag relation in two time series?   Brian G. Peterson
• [R-SIG-Finance] How to cluster time series sequences?   Brian G. Peterson
• [R-SIG-Finance] Is there a way to automate Bloomberg?   Brian G. Peterson
• [R-SIG-Finance] How people do get information about the list?   Brian G. Peterson
• [R-SIG-Finance] blotter and dividends   Brian G. Peterson
• [R-SIG-Finance] Blotter package - problem with example.   Brian G. Peterson
• [R-SIG-Finance] Blotter package - problem with example.   Brian G. Peterson
• [R-SIG-Finance] fPortfolio plotting of efficient frontiers   Brian G. Peterson
• [R-SIG-Finance] fPortfolio plotting of efficient frontiers   Brian G. Peterson
• [R-SIG-Finance] Blotter package - problem with example.   Brian G. Peterson
• [R-SIG-Finance] Blotter package - problem with example.   Brian G. Peterson
• [R-SIG-Finance] Blotter package - problem with example.   Brian G. Peterson
• [R-SIG-Finance] Blotter package - problem with example.   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics - show.symmetric   Brian G. Peterson
• [R-SIG-Finance] Subject: Re: Standard Deviations using Sliding window?   Brian G. Peterson
• [R-SIG-Finance] about Nelson-Siegel model fitting   Brian G. Peterson
• [R-SIG-Finance] about Nelson-Siegel model fitting   Brian G. Peterson
• [R-SIG-Finance] Xts, Zoo Error: "number of items to replace not multiple of replacement length"   Brian G. Peterson
• [R-SIG-Finance] The 'realized' package user manual   Brian G. Peterson
• [R-SIG-Finance] The 'realized' package user manual   Brian G. Peterson
• [R-SIG-Finance] about Nelson-Siegel model fitting   Brian G. Peterson
• [R-SIG-Finance] Rownames on blp() return matrix   Brian G. Peterson
• [R-SIG-Finance] addTA on an existing subchart   Brian G. Peterson
• [R-SIG-Finance] fArma   Brian G. Peterson
• [R-SIG-Finance] efficient yearly return on a monthly basis   Brian G. Peterson
• [R-SIG-Finance] Selecting once a month from a xts series   Brian G. Peterson
• [R-SIG-Finance] Error in Blotter's Longtrend Demo   Brian G. Peterson
• [R-SIG-Finance] Error in Blotter's Longtrend Demo   Brian G. Peterson
• [R-SIG-Finance] Tests for TTR, and similar, packages   Brian G. Peterson
• [R-SIG-Finance] Multi-currency example for blotter   Brian G. Peterson
• [R-SIG-Finance] Anyone Know How to Calculate Ex Ante Standard Deviation   Brian G. Peterson
• [R-SIG-Finance] specifyModel/buildModel/tradeModel   Brian G. Peterson
• [R-SIG-Finance] Coding for a trailing stop (% or fixed $)   Brian G. Peterson
• [R-SIG-Finance] Wild bootstrap   Brian G. Peterson
• [R-SIG-Finance] plot log scale on y axis using zoo object (with plot.zoo)   Brian G. Peterson
• [R-SIG-Finance] close value   Pasching Petra
• [R-SIG-Finance] (no subject)   Pfaff, Bernhard Dr.
• [R-SIG-Finance] FW: VECM problem with exogenous components   Pfaff, Bernhard Dr.
• [R-SIG-Finance] FW: VECM problem with exogenous components   Pfaff, Bernhard Dr.
• [R-SIG-Finance] FW: VECM problem with exogenous components   Pfaff, Bernhard Dr.
• [R-SIG-Finance] Need help please   Tony Plate
• [R-SIG-Finance] efficient yearly return on a monthly basis   Fabrizio Pollastri
• [R-SIG-Finance] fPortfolio question: is it possible to optimize a portfolio when you've got missing (returns) data for a subset of your total assets?   Jorgy Porgee
• [R-SIG-Finance] Pairs trading & cointegration   Christian Prinoth
• [R-SIG-Finance] Tail dependence coefficient using fCopulae   Brenda Quismorio
• [R-SIG-Finance] VECM problem with exogenous components   Gautier RENAULT
• [R-SIG-Finance] FW: VECM problem with exogenous components   Gautier RENAULT
• [R-SIG-Finance] Downloading Real Time Data from FRED (fImport/fredSeries)   Research
• [R-SIG-Finance] 5th of month working day   Research
• [R-SIG-Finance] ts class to timeSeries class   Alvaro Riascos
• [R-SIG-Finance] Simulating VAR model (re-post)   Ron_M
• [R-SIG-Finance] Simulating VAR model (re-post)   Ron_M
• [R-SIG-Finance] How to separate date and time into different columns?   J Ryan
• [R-SIG-Finance] MACD Histogram   Jeff Ryan
• [R-SIG-Finance] (no subject)   Jeff Ryan
• [R-SIG-Finance] IBrokers - twsConnect error   Jeff Ryan
• [R-SIG-Finance] addTA error message with text()   Jeff Ryan
• [R-SIG-Finance] How to get SSE Composite Index from yahoo or google?   Jeff Ryan
• [R-SIG-Finance] Quantmod: getFin; getFinancials   Jeff Ryan
• [R-SIG-Finance] IBrokers - twsConnect error   Jeff Ryan
• [R-SIG-Finance] RBloomberg xts quantmod Coercion   Jeff Ryan
• [R-SIG-Finance] Rounding time series to nearest 5mn   Jeff Ryan
• [R-SIG-Finance] Howto cancel reqMktData() from IBrokers package?   Jeff Ryan
• [R-SIG-Finance] Creating regularly spaced time series from irregular one   Jeff Ryan
• [R-SIG-Finance] List etiquette   Jeff Ryan
• [R-SIG-Finance] Blotter package - problem with example.   Jeff Ryan
• [R-SIG-Finance] getOptionChain returns NULL data   Jeff Ryan
• [R-SIG-Finance] Most common way to add derived columns to an XTS object?   Jeff Ryan
• [R-SIG-Finance] A bug report on quantmod::getSymbols (or a bug in FRED)   Jeff Ryan
• [R-SIG-Finance] efficient yearly return on a monthly basis   Jeff Ryan
• [R-SIG-Finance] Looking for a fast convergence methodology   Jeff Ryan
• [R-SIG-Finance] Selecting once a month from a xts series   Jeff Ryan
• [R-SIG-Finance] Tests for TTR, and similar, packages   Jeff Ryan
• [R-SIG-Finance] Plotting intraday time series with ggplot2   Jeff Ryan
• [R-SIG-Finance] plot log scale on y axis using zoo object (with plot.zoo)   Jeff Ryan
• [R-SIG-Finance] RcppTemplate user alert   Dominick Samperi
• [R-SIG-Finance] Simple Date Formatting   Robert Sams
• [R-SIG-Finance] Credit Migration Matrix   Sarbo
• [R-SIG-Finance] fPortfolioSolver Issues   Sarbo
• [R-SIG-Finance] GARCH (1,1) negative volatility???   Sarbo
• [R-SIG-Finance] how to get next trading day's VaR   Sarbo
• [R-SIG-Finance] Option greeks   Sarbo
• [R-SIG-Finance] Option greeks   Sarbo
• [R-SIG-Finance] Retrieving Historical Intraday Data with RBloomberg   Sarbo
• [R-SIG-Finance] Plot GARCH data using Quantmod   Sarbo
• [R-SIG-Finance] commodities futures   Sarbo
• [R-SIG-Finance] PCA in Risk Control with R   Sarbo
• [R-SIG-Finance] How to find lead-lag relation in two time series?   Sarbo
• [R-SIG-Finance] Optimization Constraint Violations   Sarbo
• [R-SIG-Finance] How to find lead-lag relation in two time series?   Sarbo
• [R-SIG-Finance] about Nelson-Siegel model fitting   Sarbo
• [R-SIG-Finance] Asian Options Inputs   Sarbo
• [R-SIG-Finance] Ratio collar option   Sarbo
• [R-SIG-Finance] VaR for path-dependent option portfolio   Sarbo
• [R-SIG-Finance] Looking for a fast convergence methodology   Sarbo
• [R-SIG-Finance] Downloading data from Reuters - second trial   Thomas Schwander
• [R-SIG-Finance] Downloading data from Reuters - second trial (Andrew)   Thomas Schwander
• [R-SIG-Finance] Stability of trading models   Gero Schwenk
• [R-SIG-Finance] Neural Networks and R   Gero Schwenk
• [R-SIG-Finance] CVaR portfolio-optimization vs. utility maximization..   John Seppänen
• [R-SIG-Finance] CVaR portfolio-optimization vs. utility maximization..   John Seppänen
• [R-SIG-Finance] A bug report on quantmod::getSymbols (or a bug in FRED)   Ajay Shah
• [R-SIG-Finance] IBrokers - twsConnect error   Jonathan Shore
• [R-SIG-Finance] Credit Migration Matrix   Ricardo Ginçalves Silva
• [R-SIG-Finance] taq high-frequency data   Geoffrey Smith
• [R-SIG-Finance] Selecting once a month from a xts series   Worik Stanton
• [R-SIG-Finance] Selecting once a month from a xts series   Worik Stanton
• [R-SIG-Finance] Is there a way to automate Bloomberg?   Ulrich Staudinger
• [R-SIG-Finance] Cointegration, more than one structural break   Matthieu Stigler
• [R-SIG-Finance] How people do get information about the list?   Matthieu Stigler
• [R-SIG-Finance] version 1.4.7 of vars: HC estimation   Matthieu Stigler
• [R-SIG-Finance] Wild bootstrap   Matthieu Stigler
• [R-SIG-Finance] Simulating VAR model (re-post)   Matthieu Stigler
• [R-SIG-Finance] FW: VECM problem with exogenous components   Matthieu Stigler
• [R-SIG-Finance] News Analytics Applied to Trading, Fund Management and Risk Control   Michael Sun
• [R-SIG-Finance] commodities futures   Edouard Tallent
• [R-SIG-Finance] [RE] Lagging Correlations   Edouard Tallent
• [R-SIG-Finance] getting nseindia time series values   Nick Torenvliet
• [R-SIG-Finance] quantmod model functions   Nick Torenvliet
• [R-SIG-Finance] IRC   Nick Torenvliet
• [R-SIG-Finance] Academic Papers   Nick Torenvliet
• [R-SIG-Finance] Brazilian Equities   Joshua Ulrich
• [R-SIG-Finance] A problem about download stock data from yahoo   Joshua Ulrich
• [R-SIG-Finance] Blotter package - problem with example.   Joshua Ulrich
• [R-SIG-Finance] How to get SSE Composite Index from yahoo or google?   Joshua Ulrich
• [R-SIG-Finance] quantmod model functions   Joshua Ulrich
• [R-SIG-Finance] IRC   Joshua Ulrich
• [R-SIG-Finance] IRC   Joshua Ulrich
• [R-SIG-Finance] Rounding time series to nearest 5mn   Joshua Ulrich
• [R-SIG-Finance] Any time series visualization tool and backtest platform in R? Any good software outside R   Joshua Ulrich
• [R-SIG-Finance] How people do get information about the list?   Joshua Ulrich
• [R-SIG-Finance] Standard Deviations using Sliding window?   Joshua Ulrich
• [R-SIG-Finance] Most common way to add derived columns to an XTS object?   Joshua Ulrich
• [R-SIG-Finance] Reading nsedata price series   Sankalp Upadhyay
• [R-SIG-Finance] Getting Index Members   Sankalp Upadhyay
• [R-SIG-Finance] Pairs trading & cointegration   Sankalp Upadhyay
• [R-SIG-Finance] List etiquette   Mark V
• [R-SIG-Finance] Blotter package - problem with example.   Jan Vandermeer
• [R-SIG-Finance] GARCH (1,1) negative volatility???   Trafim Vanishek
• [R-SIG-Finance] GARCH (1,1) negative volatility???   Trafim Vanishek
• [R-SIG-Finance] RBloomberg: blpReadFields   Anil Vijendran
• [R-SIG-Finance] Brazilian Equities   R. Vince
• [R-SIG-Finance] Simple Date Formatting   R. Vince
• [R-SIG-Finance] fPortfolio plotting of efficient frontiers   Charles Ward
• [R-SIG-Finance] fPortfolio plotting of efficient frontiers   Charles Ward
• [R-SIG-Finance] fPortfolio plotting of efficient frontiers   Charles Ward
• [R-SIG-Finance] Tests for TTR, and similar, packages   Worik
• [R-SIG-Finance] specifyModel/buildModel/tradeModel   Worik
• [R-SIG-Finance] Xts, Zoo Error: "number of items to replace not multiple of replacement length"   Wob Wu
• [R-SIG-Finance] Xts, Zoo Error: "number of items to replace not multiple of replacement length"   Wob Wu
• [R-SIG-Finance] Error in Blotter's Longtrend Demo   Wob Wu
• [R-SIG-Finance] Error in Blotter's Longtrend Demo   Wolfgang Wu
• [R-SIG-Finance] Error in Blotter's Longtrend Demo   Wolfgang Wu
• [R-SIG-Finance] Error in Blotter's Longtrend Demo   Wolfgang Wu
• [R-SIG-Finance] Error in Blotter's Longtrend Demo   Wolfgang Wu
• [R-SIG-Finance] Error in Blotter's Longtrend Demo   Wolfgang Wu
• [R-SIG-Finance] Error in Blotter's Longtrend Demo   Wolfgang Wu
• [R-SIG-Finance] Multi-currency example for blotter   Wolfgang Wu
• [R-SIG-Finance] Multi-currency example for blotter   Wolfgang Wu
• [R-SIG-Finance] Multi-currency example for blotter   Wolfgang Wu
• [R-SIG-Finance] R/Rmetrics Conference Singapore, February 19/20   Diethelm Wuertz
• [R-SIG-Finance] 5th of month working day   Diethelm Wuertz
• [R-SIG-Finance] R/Rmetrics Internships a t ETH Zurich   Diethelm Wuertz
• [R-SIG-Finance] Add business days   Diethelm Wuertz
• [R-SIG-Finance] Asian Options Inputs   Diethelm Wuertz
• [R-SIG-Finance] 4th R/Rmetrics Summer School and User/Developer Meeting   Diethelm Wuertz
• [R-SIG-Finance] How to extract all VaR values?   Guillaume Yziquel
• [R-SIG-Finance] How to extract all VaR values?   Guillaume Yziquel
• [R-SIG-Finance] fArma   Zany Z
• [R-SIG-Finance] BHHH vs LBFGS   Zany Z
• [R-SIG-Finance] BHHH vs LBFGS   Zany Z
• [R-SIG-Finance] about Nelson-Siegel model fitting   Yin ZHANG
• [R-SIG-Finance] about Nelson-Siegel model fitting   Yin ZHANG
• [R-SIG-Finance] about Nelson-Siegel model fitting   Yin ZHANG
• [R-SIG-Finance] Need help please   Zhang, Ivan
• [R-SIG-Finance] Packages/functions for finance day count conventions   Eric Zivot
• [R-SIG-Finance] fPortfolio question: is it possible to optimizeaportfolio when you've got missing (returns) data for asubsetof your total assets?   Eric Zivot
• [R-SIG-Finance] How to find lead-lag relation in two time series?   Eric Zivot
• [R-SIG-Finance] BHHH vs LBFGS   Eric Zivot
• [R-SIG-Finance] PerformanceAnalytics - Style Analysis   Eric Zivot
• [R-SIG-Finance] How to extract all VaR values?   alexios
• [R-SIG-Finance] How to extract all VaR values?   alexios
• [R-SIG-Finance] how to get next trading day's VaR   alexios
• [R-SIG-Finance] Problem with ugarchroll   alexios
• [R-SIG-Finance] Problems using blp function   anna
• [R-SIG-Finance] blp() function making R crash   anna
• [R-SIG-Finance] blp() function making R crash   anna
• [R-SIG-Finance] Rownames on blp() return matrix   anna
• [R-SIG-Finance] Rownames on blp() return matrix   anna
• [R-SIG-Finance] Problem on blpGetData function from RBloomberg package, is there a maximum return value size?   lippel anna
• [R-SIG-Finance] Problem on blpGetData function from RBloomberg package, is there a maximum return value size?   lippel anna
• [R-SIG-Finance] Problem on blpGetData function from RBloomberg package, is there a maximum return value size?   lippel anna
• [R-SIG-Finance] Problems using blp function   lippel anna
• [R-SIG-Finance] Sorting Data.Frames after merge?   Samuel.Meichtry at bkw-fmb.ch
• [R-SIG-Finance] Estimation of growth in electricity consumption timeserie [hourly]   Samuel.Meichtry at bkw-fmb.ch
• [R-SIG-Finance] Need help please   julien cuisinier
• [R-SIG-Finance] quantmod getSymbols data extraction issue - (1) symbol starting with number & (2) accessing data from multiple symbols lookup (through simple loop?)   julien cuisinier
• [R-SIG-Finance] quantmod getSymbols data extraction issue - (1)symbol starting with number & (2) accessing data from multiple symbolslookup (through simple loop?)   julien cuisinier
• [R-SIG-Finance] PCA in Risk Control with R   julien cuisinier
• [R-SIG-Finance] Optimization Constraint Violations   julien cuisinier
• [R-SIG-Finance] Is there a way to automate Bloomberg?   julien cuisinier
• [R-SIG-Finance] style.fit by month   julien cuisinier
• [R-SIG-Finance] FW: VECM problem with exogenous components   renault gautier
• [R-SIG-Finance] Fw: Adding columns to an XTS   jeff.a.ryan at gmail.com
• [R-SIG-Finance] adjustOHLC does not consider setSymbolLookup settings [quantmod]   christophe00 at gmx.ch
• [R-SIG-Finance] PerformanceAnalytics - show.symetric   hvollmeier
• [R-SIG-Finance] PerformanceAnalytics - show.symmetric   hvollmeier
• [R-SIG-Finance] Blotter package - problem with example.   kafkaz
• [R-SIG-Finance] Blotter package - problem with example.   kafkaz
• [R-SIG-Finance] Blotter package - problem with example.   kafkaz
• [R-SIG-Finance] Blotter package - problem with example.   kafkaz
• [R-SIG-Finance] Blotter package - problem with example.   kafkaz
• [R-SIG-Finance] Blotter package - problem with example.   kafkaz
• [R-SIG-Finance] Blotter package - problem with example.   kafkaz
• [R-SIG-Finance] Blotter package - problem with example.   kafkaz
• [R-SIG-Finance] (no subject)   weiwei liu
• [R-SIG-Finance] Subject: Re: Standard Deviations using Sliding window?   Judson m
• [R-SIG-Finance] Which one is better?   mat
• [R-SIG-Finance] Bry/Boschan routine for timing Business Cycle turning points   mat
• [R-SIG-Finance] adf.test.help   mat
• [R-SIG-Finance] adf.test.help   mat
• [R-SIG-Finance] Extracting regression coefficient standard errors from VAR   mat
• [R-SIG-Finance] How to find lead-lag relation in two time series?   mat
• [R-SIG-Finance] what's wrong with diff.zoo   mat
• [R-SIG-Finance] what's wrong with diff.zoo   mat
• [R-SIG-Finance] Detecting a range through time for a security?   donahchoo at me.com
• [R-SIG-Finance] Quantmod vertical gridlines?   andrew morgan
• [R-SIG-Finance] addTA error message with text()   andrew morgan
• [R-SIG-Finance] Downloading data from Reuters - second trial (Andrew)   andrew morgan
• [R-SIG-Finance] Optimization Constraint Violations   matthias.kornexl at raiffeisenbank.at
• [R-SIG-Finance] getOptionChain returns NULL data   rex
• [R-SIG-Finance] getOptionChain returns NULL data   rex
• [R-SIG-Finance] Option greeks   davidr at rhotrading.com
• [R-SIG-Finance] Retrieving Historical Intraday Data with RBloomberg   davidr at rhotrading.com
• [R-SIG-Finance] Retrieving Historical Intraday Data withRBloomberg   davidr at rhotrading.com
• [R-SIG-Finance] RBloomberg 0.2-98   davidr at rhotrading.com
• [R-SIG-Finance] Aristoteles Nogueira Filho está ausente do escritório.   aristoteles.nogueira at safra.com.br
• [R-SIG-Finance] getting nseindia time series values   sunil
• [R-SIG-Finance] fPortfolio question: is it possible to optimizeaportfolio when you've got missing (returns) data for asubsetof your total assets?   david.jessop at ubs.com
• [R-SIG-Finance] Cointegration, more than one structural break   karla hernandez villafuerte
• [R-SIG-Finance] How to extract all VaR values?   deng yishuo
• [R-SIG-Finance] how to get next trading day's VaR   deng yishuo
• [R-SIG-Finance] R and Metatrader   yoda55
• [R-SIG-Finance] A question about the package "ccgarch"   zhucai4
• [R-SIG-Finance] A problem about download stock data from yahoo   zhucai4
• [R-SIG-Finance] A problem about download stock data from yahoo   zhucai4
• [R-SIG-Finance] How to get SSE Composite Index from yahoo or google?   邓一硕
• [R-SIG-Finance] How to get Time-sharing data with package "quantmod"?   邓一硕
• [R-SIG-Finance] A problem with RBloomberg   邓一硕
• [R-SIG-Finance] A problem with RBloomberg   邓一硕

Last message date: Wed Mar 31 22:19:06 CEST 2010
Archived on: Wed Mar 31 22:19:20 CEST 2010

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