First quarter 2010 Archives by date
Starting: Fri Jan 1 09:56:10 CET 2010
Ending: Wed Mar 31 22:19:06 CEST 2010
Messages: 488
- [R-SIG-Finance] Which one is better?
KAUSHIK BHATTACHARJEE
- [R-SIG-Finance] Which one is better?
mat
- [R-SIG-Finance] Which one is better?
Patrick Burns
- [R-SIG-Finance] Which one is better?
John Frain
- [R-SIG-Finance] Brazilian Equities
R. Vince
- [R-SIG-Finance] Brazilian Equities
Joshua Ulrich
- [R-SIG-Finance] Brazilian Equities
Dirk Eddelbuettel
- [R-SIG-Finance] Stability of trading models
Gero Schwenk
- [R-SIG-Finance] Stability of trading models
Brian G. Peterson
- [R-SIG-Finance] Simple Date Formatting
R. Vince
- [R-SIG-Finance] Simple Date Formatting
Dirk Eddelbuettel
- [R-SIG-Finance] Simple Date Formatting
Gabor Grothendieck
- [R-SIG-Finance] NoVaS transformation
Marc Delvaux
- [R-SIG-Finance] Portfolio Optimization Subject to Tracking Error Constraint
Chiquoine, Ben
- [R-SIG-Finance] Simple Date Formatting
Robert Sams
- [R-SIG-Finance] Downloading Real Time Data from FRED (fImport/fredSeries)
Research
- [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] getting nseindia time series values
Velappan Periasamy
- [R-SIG-Finance] getting nseindia time series values
Dirk Eddelbuettel
- [R-SIG-Finance] getting nseindia time series values
sunil
- [R-SIG-Finance] getting nseindia time series values
Nick Torenvliet
- [R-SIG-Finance] Reading nsedata price series
Velappan Periasamy
- [R-SIG-Finance] Reading nsedata price series
Velappan Periasamy
- [R-SIG-Finance] Reading nsedata price series
Sankalp Upadhyay
- [R-SIG-Finance] MACD Histogram
Konrad Hoppe
- [R-SIG-Finance] getting nseindia time series values
Velappan Periasamy
- [R-SIG-Finance] getting nseindia time series values
Sean O'Riordain
- [R-SIG-Finance] MACD Histogram
Jeff Ryan
- [R-SIG-Finance] Retrieving latest day's data
Martin Jenkins
- [R-SIG-Finance] Retrieving latest day's data
Gabor Grothendieck
- [R-SIG-Finance] Retrieving latest day's data
Martin Jenkins
- [R-SIG-Finance] Retrieving latest day's data
Gabor Grothendieck
- [R-SIG-Finance] (no subject)
weiwei liu
- [R-SIG-Finance] News Analytics Applied to Trading, Fund Management and Risk Control
Michael Sun
- [R-SIG-Finance] taq high-frequency data
Geoffrey Smith
- [R-SIG-Finance] taq high-frequency data
Scott MacDonald
- [R-SIG-Finance] taq high-frequency data
Brian G. Peterson
- [R-SIG-Finance] quantmod: adding many TAs in a function without constant replotting
Nicolas Chapados
- [R-SIG-Finance] (no subject)
Robert Iquiapaza
- [R-SIG-Finance] (no subject)
Jeff Ryan
- [R-SIG-Finance] (no subject)
Pfaff, Bernhard Dr.
- [R-SIG-Finance] (no subject)
John Kerpel
- [R-SIG-Finance] Sorting Data.Frames after merge?
Samuel.Meichtry at bkw-fmb.ch
- [R-SIG-Finance] Sorting Data.Frames after merge?
Konrad Hoppe
- [R-SIG-Finance] Sorting Data.Frames after merge?
Gabor Grothendieck
- [R-SIG-Finance] Credit Migration Matrix
Ricardo Ginçalves Silva
- [R-SIG-Finance] Credit Migration Matrix
Konrad Hoppe
- [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
Brian G. Peterson
- [R-SIG-Finance] Bry/Boschan routine for timing Business Cycle turning points
Otziger Simon (otis)
- [R-SIG-Finance] Bry/Boschan routine for timing Business Cycle turning points
mat
- [R-SIG-Finance] Credit Migration Matrix
Sarbo
- [R-SIG-Finance] Bry/Boschan routine for timing Business Cycle turning points
Thomas Etheber
- [R-SIG-Finance] Quantmod vertical gridlines?
andrew morgan
- [R-SIG-Finance] Add business days
Diego Jara
- [R-SIG-Finance] Packages/functions for finance day count conventions
Eric Zivot
- [R-SIG-Finance] Packages/functions for finance day count conventions
Dirk Eddelbuettel
- [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] fPortfolioSolver Issues
Todd Chadwick
- [R-SIG-Finance] fPortfolioSolver Issues
Brian G. Peterson
- [R-SIG-Finance] RcppTemplate user alert
Dominick Samperi
- [R-SIG-Finance] IBrokers
Arnaud Battistella
- [R-SIG-Finance] R/Rmetrics Conference Singapore, February 19/20
Diethelm Wuertz
- [R-SIG-Finance] fPortfolioSolver Issues
Sarbo
- [R-SIG-Finance] [Fwd: RE: fPortfolioSolver Issues]
Brian G. Peterson
- [R-SIG-Finance] IBrokers - twsConnect error
Francisco Javier Perez Caballero
- [R-SIG-Finance] IBrokers - twsConnect error
Jeff Ryan
- [R-SIG-Finance] IBrokers - twsConnect error
Francisco Javier Perez Caballero
- [R-SIG-Finance] A question about the package "ccgarch"
Brian G. Peterson
- [R-SIG-Finance] Which tool to analyze past trade history?
Robert Nicholson
- [R-SIG-Finance] Which tool to analyze past trade history?
Otziger Simon (otis)
- [R-SIG-Finance] Reading nsedata price series
Velappan Periasamy
- [R-SIG-Finance] Reading nsedata price series
Brian G. Peterson
- [R-SIG-Finance] addTA error message with text()
andrew morgan
- [R-SIG-Finance] addTA error message with text()
Jeff Ryan
- [R-SIG-Finance] A question about the package "ccgarch"
zhucai4
- [R-SIG-Finance] 5th of month working day
Research
- [R-SIG-Finance] 5th of month working day
Gabor Grothendieck
- [R-SIG-Finance] Any quant trading conference in 2010?
Michael
- [R-SIG-Finance] Any quant trading conference in 2010?
Brian G. Peterson
- [R-SIG-Finance] Any quant trading conference in 2010?
Daniel Cegielka
- [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] 5th of month working day
Diethelm Wuertz
- [R-SIG-Finance] R/Rmetrics Internships a t ETH Zurich
Diethelm Wuertz
- [R-SIG-Finance] 5th of month working day
Gabor Grothendieck
- [R-SIG-Finance] 5th of month working day
Gabor Grothendieck
- [R-SIG-Finance] Add business days
Diethelm Wuertz
- [R-SIG-Finance] Add business days
Diego Jara
- [R-SIG-Finance] Detecting a range through time for a security?
donahchoo at me.com
- [R-SIG-Finance] Tail dependence coefficient using fCopulae
Brenda Quismorio
- [R-SIG-Finance] Detecting a range through time for a security?
Brian G. Peterson
- [R-SIG-Finance] A problem about download stock data from yahoo
Joshua Ulrich
- [R-SIG-Finance] Blotter package - problem with example.
Jan Vandermeer
- [R-SIG-Finance] Blotter package - problem with example.
Brian G. Peterson
- [R-SIG-Finance] Blotter package - problem with example.
Joshua Ulrich
- [R-SIG-Finance] A problem about download stock data from yahoo
zhucai4
- [R-SIG-Finance] to run R in Amazon Elastic Compute Cloud
Wei-han Liu
- [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?
lippel anna
- [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?
lippel anna
- [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?
lippel anna
- [R-SIG-Finance] Return.annualized(PerformanceAnalytics)
Jorge Nieves
- [R-SIG-Finance] Return.annualized(PerformanceAnalytics)
Brian G. Peterson
- [R-SIG-Finance] A problem about download stock data from yahoo
zhucai4
- [R-SIG-Finance] to run R in Amazon Elastic Compute Cloud
Carlos J. Gil Bellosta
- [R-SIG-Finance] How to seperate date and time into different columns?
FMH
- [R-SIG-Finance] How to separate date and time into different columns?
Brian G. Peterson
- [R-SIG-Finance] [R] How to seperate date and time into different columns?
Gabor Grothendieck
- [R-SIG-Finance] How to separate date and time into different columns?
J Ryan
- [R-SIG-Finance] How to get SSE Composite Index from yahoo or google?
邓一硕
- [R-SIG-Finance] How to get SSE Composite Index from yahoo or google?
Jeff Ryan
- [R-SIG-Finance] How to get SSE Composite Index from yahoo or google?
Joshua Ulrich
- [R-SIG-Finance] Quantmod: getFin; getFinancials
Jeff Ryan
- [R-SIG-Finance] How to extract all VaR values?
deng yishuo
- [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] How to extract all VaR values?
alexios
- [R-SIG-Finance] Statistically how to find overbought and oversold condition of stocks?.
Velappan Periasamy
- [R-SIG-Finance] Statistically how to find overbought and oversold condition of stocks?.
Dirk Eddelbuettel
- [R-SIG-Finance] Statistically how to find overbought and oversold condition of stocks?.
Mark Knecht
- [R-SIG-Finance] How to extract all VaR values?
Guillaume Yziquel
- [R-SIG-Finance] How to extract all VaR values?
alexios
- [R-SIG-Finance] How to extract all VaR values?
Dirk Eddelbuettel
- [R-SIG-Finance] IBrokers - twsConnect error
Jonathan Shore
- [R-SIG-Finance] IBrokers - twsConnect error
Jeff Ryan
- [R-SIG-Finance] Getting Index Members
Siddharth Agarwal
- [R-SIG-Finance] Getting Index Members
Sankalp Upadhyay
- [R-SIG-Finance] Cointegration, more than one structural break
karla hernandez villafuerte
- [R-SIG-Finance] How to extract all VaR values?
Guillaume Yziquel
- [R-SIG-Finance] Estimation of growth in electricity consumption timeserie [hourly]
Samuel.Meichtry at bkw-fmb.ch
- [R-SIG-Finance] Need help please
Bogaso
- [R-SIG-Finance] BurStFin package
Patrick Burns
- [R-SIG-Finance] GARCH (1,1) negative volatility???
Trafim Vanishek
- [R-SIG-Finance] GARCH (1,1) negative volatility???
Trafim Vanishek
- [R-SIG-Finance] GARCH (1,1) negative volatility???
Martin Becker
- [R-SIG-Finance] Cointegration, more than one structural break
Matthieu Stigler
- [R-SIG-Finance] Need help please
Zhang, Ivan
- [R-SIG-Finance] CVaR portfolio-optimization vs. utility maximization..
John Seppänen
- [R-SIG-Finance] CVaR portfolio-optimization vs. utility maximization..
Brian G. Peterson
- [R-SIG-Finance] Need help please
julien cuisinier
- [R-SIG-Finance] CVaR portfolio-optimization vs. utility maximization..
John Seppänen
- [R-SIG-Finance] CVaR portfolio-optimization vs. utility maximization..
Brian G. Peterson
- [R-SIG-Finance] RBloomberg xts quantmod Coercion
Rich Ghazarian
- [R-SIG-Finance] RBloomberg xts quantmod Coercion
Jeff Ryan
- [R-SIG-Finance] Need help please
Tony Plate
- [R-SIG-Finance] GARCH (1,1) negative volatility???
Sarbo
- [R-SIG-Finance] how to get next trading day's VaR
deng yishuo
- [R-SIG-Finance] ICE commodity swap
Megh
- [R-SIG-Finance] ICE commodity swap
Brian G. Peterson
- [R-SIG-Finance] alternative lists (was : ICE commodity swap)
Patrick Burns
- [R-SIG-Finance] how to get next trading day's VaR
Sarbo
- [R-SIG-Finance] Need help please
Arun.stat
- [R-SIG-Finance] Packages/functions for finance day count conventions
Matthias Koberstein
- [R-SIG-Finance] alternative lists (was : ICE commodity swap)
Brian G. Peterson
- [R-SIG-Finance] how to get next trading day's VaR
alexios
- [R-SIG-Finance] Option greeks
Bogaso
- [R-SIG-Finance] Option greeks
Brian G. Peterson
- [R-SIG-Finance] Option greeks
Sarbo
- [R-SIG-Finance] Option greeks
Bogaso
- [R-SIG-Finance] Option greeks
Sarbo
- [R-SIG-Finance] Option greeks
davidr at rhotrading.com
- [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] 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] 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] ts class to timeSeries class
Alvaro Riascos
- [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] fPortfolio question: is it possible to optimizeaportfolio when you've got missing (returns) data for asubsetof your total assets?
Eric Zivot
- [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] quantmod model functions
Nick Torenvliet
- [R-SIG-Finance] quantmod model functions
Joshua Ulrich
- [R-SIG-Finance] IRC
Nick Torenvliet
- [R-SIG-Finance] IRC
Joshua Ulrich
- [R-SIG-Finance] IRC
Joshua Ulrich
- [R-SIG-Finance] Academic Papers
Nick Torenvliet
- [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] Retrieving Historical Intraday Data with RBloomberg
Kanin Kaninski
- [R-SIG-Finance] Retrieving Historical Intraday Data with RBloomberg
Sarbo
- [R-SIG-Finance] Retrieving Historical Intraday Data with RBloomberg
davidr at rhotrading.com
- [R-SIG-Finance] Retrieving Historical Intraday Data with RBloomberg
Kanin Kaninski
- [R-SIG-Finance] Retrieving Historical Intraday Data withRBloomberg
davidr at rhotrading.com
- [R-SIG-Finance] Retrieving Historical Intraday Data withRBloomberg
Kanin Kaninski
- [R-SIG-Finance] RBloomberg 0.2-98
Ana Nelson
- [R-SIG-Finance] RBloomberg 0.2-98
davidr at rhotrading.com
- [R-SIG-Finance] Retrieving Historical Intraday Data withRBloomberg
Kanin Kaninski
- [R-SIG-Finance] Plot GARCH data using Quantmod
Rich Ghazarian
- [R-SIG-Finance] Plot GARCH data using Quantmod
Brian G. Peterson
- [R-SIG-Finance] Plot GARCH data using Quantmod
Sarbo
- [R-SIG-Finance] commodities futures
Edouard Tallent
- [R-SIG-Finance] commodities futures
Sarbo
- [R-SIG-Finance] Rounding time series to nearest 5mn
Kanin Kaninski
- [R-SIG-Finance] Rounding time series to nearest 5mn
Joshua Ulrich
- [R-SIG-Finance] Rounding time series to nearest 5mn
Jeff Ryan
- [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] Rounding time series to nearest 5mn
Kanin Kaninski
- [R-SIG-Finance] commodities futures
David Lüthi
- [R-SIG-Finance] Rounding time series to nearest 5mn
Brian G. Peterson
- [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 symbols lookup (through simple loop?)
Scott MacDonald
- [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
Benji Famel
- [R-SIG-Finance] PCA in Risk Control with R
Brian G. Peterson
- [R-SIG-Finance] PCA in Risk Control with R
Benji Famel
- [R-SIG-Finance] PCA in Risk Control with R
Sarbo
- [R-SIG-Finance] PCA in Risk Control with R
Benji Famel
- [R-SIG-Finance] PCA in Risk Control with R
julien cuisinier
- [R-SIG-Finance] rnorm.sobol problems (from fOptions)
Chris Masters
- [R-SIG-Finance] rnorm.sobol problems (from fOptions)
Martin Becker
- [R-SIG-Finance] PCA in Risk Control with R
Benji Famel
- [R-SIG-Finance] adf.test.help
Arnaud Battistella
- [R-SIG-Finance] adf.test.help
mat
- [R-SIG-Finance] adf.test.help
Arnaud Battistella
- [R-SIG-Finance] adf.test.help
mat
- [R-SIG-Finance] adf.test.help
Arnaud Battistella
- [R-SIG-Finance] rnorm.sobol problems (from fOptions)
Christophe Dutang
- [R-SIG-Finance] [R-sig-finance] Commodity swap?
Bogaso
- [R-SIG-Finance] [R-sig-finance] Commodity swap?
Brian G. Peterson
- [R-SIG-Finance] Any time series visualization tool and backtest platform in R? Any good software outside R
Michael Jungle
- [R-SIG-Finance] Any time series visualization tool and backtest platform in R? Any good software outside R
Joshua Ulrich
- [R-SIG-Finance] Any time series visualization tool and backtest platform in R? Any good software outside R
Gabor Grothendieck
- [R-SIG-Finance] Howto cancel reqMktData() from IBrokers package?
Mark Breman
- [R-SIG-Finance] Howto cancel reqMktData() from IBrokers package?
Jeff Ryan
- [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?
Brian G. Peterson
- [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?
Eric Zivot
- [R-SIG-Finance] Extracting regression coefficient standard errors from VAR
Harry Hummel
- [R-SIG-Finance] How to find lead-lag relation in two time series?
Patrick Burns
- [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] Howto cancel reqMktData() from IBrokers package?
Mark Breman
- [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?
Thomas Etheber
- [R-SIG-Finance] How to find lead-lag relation in two time series?
Sarbo
- [R-SIG-Finance] Downloading data from Reuters - second trial
Thomas Schwander
- [R-SIG-Finance] One week remaining: useR! 2010 Abstract submission deadline
Dirk Eddelbuettel
- [R-SIG-Finance] Optimization Constraint Violations
Todd Chadwick
- [R-SIG-Finance] Optimization Constraint Violations
Sarbo
- [R-SIG-Finance] Optimization Constraint Violations
matthias.kornexl at raiffeisenbank.at
- [R-SIG-Finance] Optimization Constraint Violations
julien cuisinier
- [R-SIG-Finance] Optimization Constraint Violations
Brian G. Peterson
- [R-SIG-Finance] Downloading data from Reuters - second trial (Andrew)
andrew morgan
- [R-SIG-Finance] adjustOHLC does not consider setSymbolLookup settings [quantmod]
christophe00 at gmx.ch
- [R-SIG-Finance] How to find lead-lag relation in two time series?
Michael Jungle
- [R-SIG-Finance] Creating regularly spaced time series from irregular one
Ivan Kalafatic
- [R-SIG-Finance] Creating regularly spaced time series from irregular one
Jeff Ryan
- [R-SIG-Finance] How to find lead-lag relation in two time series?
Brian G. Peterson
- [R-SIG-Finance] Creating regularly spaced time series from irregular one
Gabor Grothendieck
- [R-SIG-Finance] How to find lead-lag relation in two time series?
Sarbo
- [R-SIG-Finance] Pairs trading & cointegration
Brian Giarrocco
- [R-SIG-Finance] Pairs trading & cointegration
Mark Knecht
- [R-SIG-Finance] Pairs trading & cointegration
Sankalp Upadhyay
- [R-SIG-Finance] close value
Pasching Petra
- [R-SIG-Finance] Systemfit package/Autocorrelation
Xie Jinghua
- [R-SIG-Finance] Pairs trading & cointegration
Christian Prinoth
- [R-SIG-Finance] RBloomberg: Switch 'periodicity' without disconnect and reconnect
Lüthi David (XICD 1)
- [R-SIG-Finance] Systemfit package/Autocorrelation
Arne Henningsen
- [R-SIG-Finance] How to cluster time series sequences?
Michael Jungle
- [R-SIG-Finance] How to cluster time series sequences?
Brian G. Peterson
- [R-SIG-Finance] Downloading data from Reuters - second trial (Andrew)
Thomas Schwander
- [R-SIG-Finance] Lagging Correlations
Neil Gupta
- [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?
Brian G. Peterson
- [R-SIG-Finance] Pairs trading & cointegration
Brian Giarrocco
- [R-SIG-Finance] Is there a way to automate Bloomberg?
Michael Jungle
- [R-SIG-Finance] [RE] Lagging Correlations
Edouard Tallent
- [R-SIG-Finance] [RE] Lagging Correlations
Gower, Luke
- [R-SIG-Finance] Is there a way to automate Bloomberg?
julien cuisinier
- [R-SIG-Finance] Is there a way to automate Bloomberg?
Ulrich Staudinger
- [R-SIG-Finance] Is there a way to automate Bloomberg?
Robert for Groups
- [R-SIG-Finance] RBloomberg: Switch 'periodicity' without disconnect and reconnect
Lüthi David (XICD 1)
- [R-SIG-Finance] How people do get information about the list?
Matthieu Stigler
- [R-SIG-Finance] How people do get information about the list?
Mark Breman
- [R-SIG-Finance] How people do get information about the list?
Robert Iquiapaza
- [R-SIG-Finance] How people do get information about the list?
Joshua Ulrich
- [R-SIG-Finance] How people do get information about the list?
Brian G. Peterson
- [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] List etiquette
Dirk Eddelbuettel
- [R-SIG-Finance] List etiquette
Mark Knecht
- [R-SIG-Finance] List etiquette
Jeff Ryan
- [R-SIG-Finance] blotter and dividends
Mark Breman
- [R-SIG-Finance] blotter and dividends
Brian G. Peterson
- [R-SIG-Finance] Blotter package - problem with example.
kafkaz
- [R-SIG-Finance] Blotter package - problem with example.
Brian G. Peterson
- [R-SIG-Finance] Blotter package - problem with example.
kafkaz
- [R-SIG-Finance] Blotter package - problem with example.
Brian G. Peterson
- [R-SIG-Finance] Blotter package - problem with example.
kafkaz
- [R-SIG-Finance] List etiquette
Mark V
- [R-SIG-Finance] fPortfolio plotting of efficient frontiers
Charles Ward
- [R-SIG-Finance] fPortfolio plotting of efficient frontiers
Brian G. Peterson
- [R-SIG-Finance] fPortfolio plotting of efficient frontiers
Charles Ward
- [R-SIG-Finance] fPortfolio plotting of efficient frontiers
Brian G. Peterson
- [R-SIG-Finance] fPortfolio plotting of efficient frontiers
Charles Ward
- [R-SIG-Finance] Blotter package - problem with example.
kafkaz
- [R-SIG-Finance] Blotter package - problem with example.
Brian G. Peterson
- [R-SIG-Finance] Blotter package - problem with example.
kafkaz
- [R-SIG-Finance] Blotter package - problem with example.
Brian G. Peterson
- [R-SIG-Finance] Blotter package - problem with example.
kafkaz
- [R-SIG-Finance] Blotter package - problem with example.
Cedrick Johnson
- [R-SIG-Finance] Blotter package - problem with example.
kafkaz
- [R-SIG-Finance] Blotter package - problem with example.
Brian G. Peterson
- [R-SIG-Finance] Blotter package - problem with example.
Mark Breman
- [R-SIG-Finance] Blotter package - problem with example.
Daniel Cegiełka
- [R-SIG-Finance] Blotter package - problem with example.
Daniel Cegiełka
- [R-SIG-Finance] Blotter package - problem with example.
kafkaz
- [R-SIG-Finance] Blotter package - problem with example.
Brian G. Peterson
- [R-SIG-Finance] Blotter package - problem with example.
Robert Iquiapaza
- [R-SIG-Finance] Blotter package - problem with example.
Mark Breman
- [R-SIG-Finance] Blotter package - problem with example.
Jeff Ryan
- [R-SIG-Finance] Blotter package - problem with example.
Robert Iquiapaza
- [R-SIG-Finance] version 1.4.7 of vars: HC estimation
Matthieu Stigler
- [R-SIG-Finance] RBloomberg Package Problem
JOSH CHIEN
- [R-SIG-Finance] RBloomberg Package Problem
Cedrick Johnson
- [R-SIG-Finance] PerformanceAnalytics - show.symetric
hvollmeier
- [R-SIG-Finance] PerformanceAnalytics - show.symmetric
Brian G. Peterson
- [R-SIG-Finance] PerformanceAnalytics - show.symmetric
hvollmeier
- [R-SIG-Finance] Problems using blp function
lippel anna
- [R-SIG-Finance] Standard Deviations using Sliding window?
Robert Nicholson
- [R-SIG-Finance] Standard Deviations using Sliding window?
Joshua Ulrich
- [R-SIG-Finance] Subject: Re: Standard Deviations using Sliding window?
Judson m
- [R-SIG-Finance] Subject: Re: Standard Deviations using Sliding window?
Robert Nicholson
- [R-SIG-Finance] "Package", please ...
Martin Maechler
- [R-SIG-Finance] Subject: Re: Standard Deviations using Sliding window?
Brian G. Peterson
- [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] Problems using blp function
Ana Nelson
- [R-SIG-Finance] RBloomberg Package Problem
Ana Nelson
- [R-SIG-Finance] about Nelson-Siegel model fitting
Yin ZHANG
- [R-SIG-Finance] about Nelson-Siegel model fitting
Brian G. Peterson
- [R-SIG-Finance] about Nelson-Siegel model fitting
Sarbo
- [R-SIG-Finance] about Nelson-Siegel model fitting
Brian G. Peterson
- [R-SIG-Finance] Adding columns to an XTS
Robert Nicholson
- [R-SIG-Finance] Fw: Adding columns to an XTS
jeff.a.ryan at gmail.com
- [R-SIG-Finance] Standard Deviations using Sliding window?
Robert Nicholson
- [R-SIG-Finance] Standard Deviations using Sliding window?
Gabor Grothendieck
- [R-SIG-Finance] getOptionChain returns NULL data
rex
- [R-SIG-Finance] getOptionChain returns NULL data
Jeff Ryan
- [R-SIG-Finance] getOptionChain returns NULL data
rex
- [R-SIG-Finance] what's wrong with diff.zoo
mat
- [R-SIG-Finance] what's wrong with diff.zoo
Gabor Grothendieck
- [R-SIG-Finance] what's wrong with diff.zoo
mat
- [R-SIG-Finance] about Nelson-Siegel model fitting
Khanh Nguyen
- [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"
Brian G. Peterson
- [R-SIG-Finance] Xts, Zoo Error: "number of items to replace not multiple of replacement length"
Wob Wu
- [R-SIG-Finance] Portfolio Optimization
Heiko Mayer
- [R-SIG-Finance] Portfolio Optimization
Whit Armstrong
- [R-SIG-Finance] Timedate problems in Rmetrics
John Kerpel
- [R-SIG-Finance] Timedate problems in Rmetrics
Yohan Chalabi
- [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?
Jeff Ryan
- [R-SIG-Finance] Most common way to add derived columns to an XTS object?
Joshua Ulrich
- [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] The 'realized' package user manual
Scott MacDonald
- [R-SIG-Finance] The 'realized' package user manual
Brian G. Peterson
- [R-SIG-Finance] Perhaps somebody would like to critique my code?
Rob Forler
- [R-SIG-Finance] Portfolio Optimization
Heiko Mayer
- [R-SIG-Finance] Portfolio Optimization
Whit Armstrong
- [R-SIG-Finance] Problems using blp function
anna
- [R-SIG-Finance] blp() function making R crash
anna
- [R-SIG-Finance] "Package", please ...
Robert Nicholson
- [R-SIG-Finance] "Package", please ...
Gabor Grothendieck
- [R-SIG-Finance] blp() function making R crash
anna
- [R-SIG-Finance] Asian Options Inputs
Diego Jara
- [R-SIG-Finance] The 'realized' package user manual
Scott MacDonald
- [R-SIG-Finance] The 'realized' package user manual
Brian G. Peterson
- [R-SIG-Finance] about Nelson-Siegel model fitting
Yin ZHANG
- [R-SIG-Finance] about Nelson-Siegel model fitting
Brian G. Peterson
- [R-SIG-Finance] about Nelson-Siegel model fitting
Yin ZHANG
- [R-SIG-Finance] Problem with ugarchroll
Owe Jessen
- [R-SIG-Finance] Asian Options Inputs
Sarbo
- [R-SIG-Finance] Problem with ugarchroll
alexios
- [R-SIG-Finance] The 'realized' package user manual
Scott MacDonald
- [R-SIG-Finance] Asian Options Inputs
Diethelm Wuertz
- [R-SIG-Finance] R/Finance 2010 agenda and registration reminder
Dirk Eddelbuettel
- [R-SIG-Finance] Aristoteles Nogueira Filho está ausente do escritório.
aristoteles.nogueira at safra.com.br
- [R-SIG-Finance] style.fit by month
René Naarmann
- [R-SIG-Finance] style.fit by month
julien cuisinier
- [R-SIG-Finance] style.fit by month
René Naarmann
- [R-SIG-Finance] Rownames on blp() return matrix
anna
- [R-SIG-Finance] Rownames on blp() return matrix
Brian G. Peterson
- [R-SIG-Finance] Rownames on blp() return matrix
anna
- [R-SIG-Finance] A bug report on quantmod::getSymbols (or a bug in FRED)
Ajay Shah
- [R-SIG-Finance] A bug report on quantmod::getSymbols (or a bug in FRED)
Mark Breman
- [R-SIG-Finance] A bug report on quantmod::getSymbols (or a bug in FRED)
Jeff Ryan
- [R-SIG-Finance] addTA on an existing subchart
Robert Nicholson
- [R-SIG-Finance] addTA on an existing subchart
Brian G. Peterson
- [R-SIG-Finance] Ratio collar option
Megh
- [R-SIG-Finance] fArma
Zany Z
- [R-SIG-Finance] fArma
Brian G. Peterson
- [R-SIG-Finance] Ratio collar option
Sarbo
- [R-SIG-Finance] VaR for path-dependent option portfolio
Bogaso
- [R-SIG-Finance] VaR for path-dependent option portfolio
Sarbo
- [R-SIG-Finance] Any examples of addTA legend?
Robert Nicholson
- [R-SIG-Finance] How to get Time-sharing data with package "quantmod"?
邓一硕
- [R-SIG-Finance] Strange side effect on setting not existing column to NULL in xts
Mark Breman
- [R-SIG-Finance] efficient yearly return on a monthly basis
Fabrizio Pollastri
- [R-SIG-Finance] efficient yearly return on a monthly basis
Brian G. Peterson
- [R-SIG-Finance] efficient yearly return on a monthly basis
Jeff Ryan
- [R-SIG-Finance] BHHH vs LBFGS
Zany Z
- [R-SIG-Finance] BHHH vs LBFGS
Eric Zivot
- [R-SIG-Finance] BHHH vs LBFGS
Zany Z
- [R-SIG-Finance] Neural Networks and R
Mike O'Connel
- [R-SIG-Finance] 4th R/Rmetrics Summer School and User/Developer Meeting
Diethelm Wuertz
- [R-SIG-Finance] style.fit by month
Thomas Etheber
- [R-SIG-Finance] PerformanceAnalytics - Style Analysis
Thomas Etheber
- [R-SIG-Finance] Price velocity and price acceleration
Mark Breman
- [R-SIG-Finance] Looking for a fast convergence methodology
Jorge Nieves
- [R-SIG-Finance] Looking for a fast convergence methodology
Jeff Ryan
- [R-SIG-Finance] PerformanceAnalytics - Style Analysis
Eric Zivot
- [R-SIG-Finance] Looking for a fast convergence methodology
Whit Armstrong
- [R-SIG-Finance] Looking for a fast convergence methodology
Sarbo
- [R-SIG-Finance] Neural Networks and R
Gero Schwenk
- [R-SIG-Finance] Selecting once a month from a xts series
Worik Stanton
- [R-SIG-Finance] Selecting once a month from a xts series
Brian G. Peterson
- [R-SIG-Finance] Selecting once a month from a xts series
Jeff Ryan
- [R-SIG-Finance] Selecting once a month from a xts series
Worik Stanton
- [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
Brian G. Peterson
- [R-SIG-Finance] Error in Blotter's Longtrend Demo
Wolfgang Wu
- [R-SIG-Finance] Error in Blotter's Longtrend Demo
Brian G. Peterson
- [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] Tests for TTR, and similar, packages
Worik
- [R-SIG-Finance] Tests for TTR, and similar, packages
Jeff Ryan
- [R-SIG-Finance] Tests for TTR, and similar, packages
Brian G. Peterson
- [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
Brian G. Peterson
- [R-SIG-Finance] Multi-currency example for blotter
Wolfgang Wu
- [R-SIG-Finance] Anyone Know How to Calculate Ex Ante Standard Deviation
Gottlieb, Neil
- [R-SIG-Finance] Anyone Know How to Calculate Ex Ante Standard Deviation
Brian G. Peterson
- [R-SIG-Finance] R and Metatrader
yoda55
- [R-SIG-Finance] A problem with RBloomberg
邓一硕
- [R-SIG-Finance] A problem with RBloomberg
邓一硕
- [R-SIG-Finance] A problem with RBloomberg
Cedrick Johnson
- [R-SIG-Finance] specifyModel/buildModel/tradeModel
Worik
- [R-SIG-Finance] specifyModel/buildModel/tradeModel
Brian G. Peterson
- [R-SIG-Finance] A problem with RBloomberg
Konrad Banachewicz
- [R-SIG-Finance] A problem with RBloomberg
Krishna
- [R-SIG-Finance] Coding for a trailing stop (% or fixed $)
David L. Van Brunt, Ph.D.
- [R-SIG-Finance] Coding for a trailing stop (% or fixed $)
Brian G. Peterson
- [R-SIG-Finance] Coding for a trailing stop (% or fixed $)
Hesen Peng
- [R-SIG-Finance] Coding for a trailing stop (% or fixed $)
Daniel Cegiełka
- [R-SIG-Finance] Wild bootstrap
Paulo Grahl
- [R-SIG-Finance] Wild bootstrap
Chiquoine, Ben
- [R-SIG-Finance] Wild bootstrap
Brian G. Peterson
- [R-SIG-Finance] Wild bootstrap
Patrick Burns
- [R-SIG-Finance] Wild bootstrap
Jae Kim
- [R-SIG-Finance] Wild bootstrap
Matthieu Stigler
- [R-SIG-Finance] Plotting intraday time series with ggplot2
Chris Masters
- [R-SIG-Finance] Plotting intraday time series with ggplot2
Gabor Grothendieck
- [R-SIG-Finance] Plotting intraday time series with ggplot2
Jeff Ryan
- [R-SIG-Finance] Inflection point on a curve
FMH
- [R-SIG-Finance] Wild bootstrap
Paulo Grahl
- [R-SIG-Finance] Simulating VAR model (re-post)
Ron_M
- [R-SIG-Finance] Simulating VAR model (re-post)
Matthieu Stigler
- [R-SIG-Finance] Simulating VAR model (re-post)
Ron_M
- [R-SIG-Finance] VECM problem with exogenous components
Gautier RENAULT
- [R-SIG-Finance] FW: VECM problem with exogenous components
Pfaff, Bernhard Dr.
- [R-SIG-Finance] FW: VECM problem with exogenous components
Matthieu Stigler
- [R-SIG-Finance] FW: VECM problem with exogenous components
Pfaff, Bernhard Dr.
- [R-SIG-Finance] FW: VECM problem with exogenous components
renault gautier
- [R-SIG-Finance] FW: VECM problem with exogenous components
Pfaff, Bernhard Dr.
- [R-SIG-Finance] Truncated Distributions - for OpVaR
Julia Cains
- [R-SIG-Finance] Truncated Distributions - for OpVaR
Carlos J. Gil Bellosta
- [R-SIG-Finance] plot log scale on y axis using zoo object (with plot.zoo)
Pierre Lapointe
- [R-SIG-Finance] RBloomberg: blpReadFields
Anil Vijendran
- [R-SIG-Finance] FW: VECM problem with exogenous components
Gautier RENAULT
- [R-SIG-Finance] plot log scale on y axis using zoo object (with plot.zoo)
Brian G. Peterson
- [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)
Jeff Ryan
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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