Second quarter 2010 Archives by thread

• Messages sorted by: [ subject ] [ author ] [ date ]
• More info on this list...

Starting: Thu Apr 1 07:00:12 CEST 2010
Ending: Wed Jun 30 19:13:21 CEST 2010
Messages: 396

• [R-SIG-Finance] plot log scale on y axis using zoo object (with plot.zoo)   Gabor Grothendieck
• [R-SIG-Finance] Simulating VAR model (re-post)   Ron_M
  • [R-SIG-Finance] Simulating VAR model (re-post)   Cedrick W. Johnson
    • [R-SIG-Finance] Simulating VAR model (re-post)   Matthieu Stigler
  • [R-SIG-Finance] Simulating VAR model (re-post)   Paul Gilbert
• [R-SIG-Finance] FW: VECM problem with exogenous components   Pfaff, Bernhard Dr.
• [R-SIG-Finance] Combine two incomplete zoo object (with NAs) in one zoo series   Pierre Lapointe
  • [R-SIG-Finance] Combine two incomplete zoo object (with NAs) in one zoo series   Joshua Ulrich
  • [R-SIG-Finance] Combine two incomplete zoo object (with NAs) in one zoo series   Gabor Grothendieck
• [R-SIG-Finance] Estimation of Hull-White One -Factor Model‏   CHIH-HAO CHIEN
  • [R-SIG-Finance] Estimation of Hull-White One -Factor Model‏   Sarbo
• [R-SIG-Finance] Re-Post: Performance Analytics Style Analysis   René Naarmann
  • [R-SIG-Finance] Re-Post: Performance Analytics Style Analysis   Gabor Grothendieck
• [R-SIG-Finance] Appropriate lag length in VAR/VECM   KAUSHIK BHATTACHARJEE
  • [R-SIG-Finance] Appropriate lag length in VAR/VECM   Arun.stat
• [R-SIG-Finance] Derivative of a smooth function   FMH
  • [R-SIG-Finance] Derivative of a smooth function   Sarbo
  • [R-SIG-Finance] Derivative of a smooth function   Sarbo
  • [R-SIG-Finance] Derivative of a smooth function   Jeff Ryan
• [R-SIG-Finance] Fwd: FW: VECM problem with exogenous components   Gautier RENAULT
• [R-SIG-Finance] Java-based RBloomberg - early adopters wanted for testing   Ana Nelson
• [R-SIG-Finance] subsetting from timeSeries   Jeff Hamann
  • [R-SIG-Finance] subsetting from timeSeries   Cedrick W. Johnson
  • [R-SIG-Finance] subsetting from timeSeries   Brian G. Peterson
  • [R-SIG-Finance] subsetting from timeSeries   Jeff Ryan
    • [R-SIG-Finance] subsetting from timeSeries   Jeff Ryan
      • [R-SIG-Finance] subsetting from timeSeries   Jeff Ryan
• [R-SIG-Finance] Estimating volume at price for backtest data bars?   Mark Knecht
  • [R-SIG-Finance] Estimating volume at price for backtest data bars?   Brian G. Peterson
• [R-SIG-Finance] using "to.weekly" on a zoo object   Hodgess, Erin
  • [R-SIG-Finance] using "to.weekly" on a zoo object   Mark Breman
  • [R-SIG-Finance] using "to.weekly" on a zoo object   Brian G. Peterson
• [R-SIG-Finance] Estimating volume at price for backtest data bars?   markleeds at verizon.net
  • [R-SIG-Finance] Estimating volume at price for backtest data bars?   Mark Knecht
• [R-SIG-Finance] how to manually add data in a timeseries?   patzoul
  • [R-SIG-Finance] how to manually add data in a timeseries?   Brian G. Peterson
    • [R-SIG-Finance] how to manually add data in a timeseries?   patzoul
      • [R-SIG-Finance] how to manually add data in a timeseries?   Brian G. Peterson
      • [R-SIG-Finance] how to manually add data in a timeseries?   patzoul
      • [R-SIG-Finance] p-values of garch models   Konrad Hoppe
      • [R-SIG-Finance] p-values of garch models   Sarbo
      • [R-SIG-Finance] p-values of garch models   Konrad Hoppe
      • [R-SIG-Finance] p-values of garch models   Brian G. Peterson
      • [R-SIG-Finance] p-values of garch models   Konrad Hoppe
      • [R-SIG-Finance] p-values of garch models   Matthieu Stigler
      • [R-SIG-Finance] p-values of garch models   Konrad Hoppe
      • [R-SIG-Finance] p-values of garch models   Patrick Burns
• [R-SIG-Finance] RBloomberg blpConnect() not responding   Samuel.Meichtry at bkw-fmb.ch
  • [R-SIG-Finance] RBloomberg blpConnect() not responding   Ana Nelson
    • [R-SIG-Finance] RBloomberg blpConnect() not responding   Samuel.Meichtry at bkw-fmb.ch
      • [R-SIG-Finance] RBloomberg blpConnect() not responding   Ana Nelson
      • [R-SIG-Finance] RBloomberg blpConnect() not responding   Samuel.Meichtry at bkw-fmb.ch
• [R-SIG-Finance] N'th of month working day problem   Research
  • [R-SIG-Finance] N'th of month working day problem   Gabor Grothendieck
• [R-SIG-Finance] GARCH estimation with exogenous variables in the mean equation   Changyou Sun
  • [R-SIG-Finance] GARCH estimation with exogenous variables in the mean equation   alexios
• [R-SIG-Finance] Two x and two y vectors in one X_Y coordinate system graph   Rajat Tayal
  • [R-SIG-Finance] Two x and two y vectors in one X_Y coordinate system graph   Sarbo
• [R-SIG-Finance] Two x and two y vectors in one X-Y coordinate system graph   Rajat Tayal
  • [R-SIG-Finance] Two x and two y vectors in one X-Y coordinatesystem graph   Cedrick W. Johnson
  • [R-SIG-Finance] Two x and two y vectors in one X-Y coordinate system graph   Sarbo
• [R-SIG-Finance] How to fit BEKK model with R?   邓一硕
  • [R-SIG-Finance] How to fit BEKK model with R?   Brian G. Peterson
    • [R-SIG-Finance] How to fit BEKK model with R?   邓一硕
• [R-SIG-Finance] R/Finance 2010 April 16th and 17th 2010 THIS WEEK in Chicago!   Jeff Ryan
• [R-SIG-Finance] Where to get historical quotes for LIBOR quotes (other than Economagic)   Ron_M
  • [R-SIG-Finance] Where to get historical quotes for LIBOR quotes (other than Economagic)   Robert Sams
• [R-SIG-Finance] sudden problem with RBloomberg   Sergey Goriatchev
  • [R-SIG-Finance] sudden problem with RBloomberg   Ana Nelson
    • [R-SIG-Finance] sudden problem with RBloomberg   Sergey Goriatchev
      • [R-SIG-Finance] sudden problem with RBloomberg   Ana Nelson
    • [R-SIG-Finance] sudden problem with RBloomberg   Sergey Goriatchev
    • [R-SIG-Finance] sudden problem with RBloomberg   Sergey Goriatchev
      • [R-SIG-Finance] sudden problem with RBloomberg   Sergey Goriatchev
• [R-SIG-Finance] blotter on 15 min data   kafkaz
  • [R-SIG-Finance] blotter on 15 min data   Brian G. Peterson
    • [R-SIG-Finance] blotter on 15 min data   kafkaz
    • [R-SIG-Finance] blotter on 15 min data   kafkaz
• [R-SIG-Finance] Testing existence in xts   Worik Stanton
  • [R-SIG-Finance] Testing existence in xts   Jeff Ryan
    • [R-SIG-Finance] Testing existence in xts   Worik Stanton
• [R-SIG-Finance] restrictions on cointegration relations - urca package   mapirlo at libero.it
  • [R-SIG-Finance] restrictions on cointegration relations - urca package   Gautier RENAULT
    • [R-SIG-Finance] restrictions on cointegration relations - urca package   Arun.stat
• [R-SIG-Finance] BEKK help?   五月河
  • [R-SIG-Finance] BEKK help?   Sarbo
    • [R-SIG-Finance] BEKK help?   邓一硕
• [R-SIG-Finance] rbloomberg error when requesting data   Piotr Chmielowski
• [R-SIG-Finance] rbloomberg error when requesting data   Ana Nelson
  • [R-SIG-Finance] rbloomberg error when requesting data   Piotr Chmielowski
• [R-SIG-Finance] Portfolio Optimization with Non-linear Transaction Cost in RMetrics   thorsten schmidt
  • [R-SIG-Finance] Portfolio Optimization with Non-linear Transaction Cost in RMetrics   Brian G. Peterson
• [R-SIG-Finance] BEKK help?   五月河
• [R-SIG-Finance] package PerformanceAnalytics v1.0.2 released to CRAN   Brian G. Peterson
• [R-SIG-Finance] How to install latest version of quantmod?   Immanuel
  • [R-SIG-Finance] How to install latest version of quantmod?   Jeff Ryan
• [R-SIG-Finance] Re How to install latest version of quantmod?   Immanuel
  • [R-SIG-Finance] Re How to install latest version of quantmod?   Jeff Ryan
    • [R-SIG-Finance] Re How to install latest version of quantmod?   Immanuel
• [R-SIG-Finance] Weighted Sums of Dependent Random Variables   Charlotte Maia
• [R-SIG-Finance] BEKK help?   五月河
  • [R-SIG-Finance] BEKK help?   Matthieu Stigler
• [R-SIG-Finance] (no subject)   五月河
  • [R-SIG-Finance] (no subject)   邓一硕
• [R-SIG-Finance] nearest correlation matrix   Parodi, Pietro
  • [R-SIG-Finance] nearest correlation matrix   Enrico Schumann
    • [R-SIG-Finance] nearest correlation matrix   Chiquoine, Ben
  • [R-SIG-Finance] nearest correlation matrix   Sarbo
• [R-SIG-Finance] GARCH - Models   Konrad Hoppe
  • [R-SIG-Finance] quantmod visual feedback from strategy testing   Immanuel
    • [R-SIG-Finance] quantmod visual feedback from strategy testing   Joshua Ulrich
  • [R-SIG-Finance] quantmod visual feedback from strategy testing ( plain text )   Immanuel
  • [R-SIG-Finance] GARCH - Models   Sarbo
    • [R-SIG-Finance] GARCH - Models   Konrad Hoppe
      • [R-SIG-Finance] GARCH - Models   Sarbo
      • [R-SIG-Finance] GARCH - Models   Konrad Hoppe
      • [R-SIG-Finance] GARCH - Models   Konrad Hoppe
      • [R-SIG-Finance] GARCH - Models   Sarbo
      • [R-SIG-Finance] GARCH - Models   Konrad Hoppe
• [R-SIG-Finance] Problem with solver solveRquadprog in fPortfolio   Peter Keller
  • [R-SIG-Finance] Problem with solver solveRquadprog in fPortfolio   Yohan Chalabi
    • [R-SIG-Finance] Problem with solver solveRquadprog in fPortfolio   Peter Keller
      • [R-SIG-Finance] Problem with solver solveRquadprog in fPortfolio   Sarbo
      • [R-SIG-Finance] Problem with solver solveRquadprog in fPortfolio   Peter Keller
      • [R-SIG-Finance] Problem with solver solveRquadprog in fPortfolio   Sarbo
      • [R-SIG-Finance] Problem with solver solveRquadprog in fPortfolio   Peter Keller
      • [R-SIG-Finance] Problem with solver solveRquadprog in fPortfolio   Joshua Ulrich
      • [R-SIG-Finance] Problem with solver solveRquadprog in fPortfolio   Peter Keller
• [R-SIG-Finance] A Value at Risk question   Bogaso
• [R-SIG-Finance] A Value at Risk question   Bogaso Christofer
  • [R-SIG-Finance] A Value at Risk question   Bogaso
    • [R-SIG-Finance] A Value at Risk question   Brian G. Peterson
• [R-SIG-Finance] A zoo question: what does this warning mean?   Ajay Shah
  • [R-SIG-Finance] A zoo question: what does this warning mean?   Gabor Grothendieck
  • [R-SIG-Finance] A zoo question: what does this warning mean?   Achim Zeileis
• [R-SIG-Finance] How to use zooreg and zoo in same plot?   Matthieu Stigler
  • [R-SIG-Finance] How to use zooreg and zoo in same plot?   Gabor Grothendieck
• [R-SIG-Finance] Multiple quantmod charts on one plot ?   Ulrich Staudinger
  • [R-SIG-Finance] Multiple quantmod charts on one plot ?   Jeff Ryan
    • [R-SIG-Finance] Multiple quantmod charts on one plot ?   Sarbo
      • [R-SIG-Finance] Multiple quantmod charts on one plot ?   Ulrich Staudinger
• [R-SIG-Finance] Problem with modified Var in PerformanceAnalytics?   Sergey Goriatchev
  • [R-SIG-Finance] Problem with modified Var in PerformanceAnalytics?   Brian G. Peterson
• [R-SIG-Finance] ttrTests cReturns and SMA rule   Research
• [R-SIG-Finance] timeSeries Error   Attiglah, Mama
  • [R-SIG-Finance] timeSeries Error   Diethelm Wuertz
• [R-SIG-Finance] fPortfolio - SOCP not available?   Heiko Mayer
  • [R-SIG-Finance] fPortfolio - SOCP not available?   Diethelm Wuertz
• [R-SIG-Finance] zoo: how to find for series x closest day in series y?   Matthieu Stigler
  • [R-SIG-Finance] zoo: how to find for series x closest day in series y?   Gabor Grothendieck
    • [R-SIG-Finance] zoo: how to find for series x closest day in series y?   Gabor Grothendieck
      • [R-SIG-Finance] zoo: how to find for series x closest day in series y?   Matthieu Stigler
      • [R-SIG-Finance] zoo: how to find for series x closest day in series y?   Gabor Grothendieck
      • [R-SIG-Finance] zoo: how to find for series x closest day in series y?   mat
      • [R-SIG-Finance] zoo: how to find for series x closest day in series y?   Gabor Grothendieck
      • [R-SIG-Finance] zoo: how to find for series x closest day in series y?   mat
• [R-SIG-Finance] Why is blotter giving me this error?   Robert Nicholson
• [R-SIG-Finance] What are the requirements for instrument names in a blotter portfolio?   Robert Nicholson
  • [R-SIG-Finance] What are the requirements for instrument names in a blotter portfolio?   Brian G. Peterson
    • [R-SIG-Finance] What are the requirements for instrument names in a blotter portfolio?   Robert Nicholson
      • [R-SIG-Finance] What are the requirements for instrument names in a blotter portfolio?   Brian G. Peterson
      • [R-SIG-Finance] What are the requirements for instrument names in a blotter portfolio?   Robert Nicholson
• [R-SIG-Finance] Garch models with heavy tailed errors.   Eddy A. Castillo S.
• [R-SIG-Finance] What are the requirements for instrument names in a blotter portfolio?   Brian G. Peterson
• [R-SIG-Finance] Blotter - Setting up a futures_series   Wolfgang Wu
  • [R-SIG-Finance] Blotter - Setting up a futures_series   Brian G. Peterson
    • [R-SIG-Finance] Blotter - Setting up a futures_series   Wolfgang Wu
      • [R-SIG-Finance] Blotter - Setting up a futures_series   Brian G. Peterson
      • [R-SIG-Finance] Blotter - Setting up a futures_series   Wolfgang Wu
      • [R-SIG-Finance] Blotter - Setting up a futures_series   Wolfgang Wu
      • [R-SIG-Finance] Blotter - Setting up a futures_series   Brian G. Peterson
      • [R-SIG-Finance] Blotter - Setting up a futures_series   Wolfgang Wu
• [R-SIG-Finance] Output of fExoticOptions   Benji Famel
• [R-SIG-Finance] How to include additional explanatory variables in the GARCH variance equation?   FaTeR
  • [R-SIG-Finance] How to include additional explanatory variables in the GARCH variance equation?   alexios
• [R-SIG-Finance] 'tail' method for its object   Kyle Matoba
  • [R-SIG-Finance] 'tail' method for its object   Whit Armstrong
• [R-SIG-Finance] Recent graduate looking for a job   Shekhar Gupta
• [R-SIG-Finance] Cointegration, more than one structural break   karla hernandez villafuerte
  • [R-SIG-Finance] Cointegration, more than one structural break   mat
• [R-SIG-Finance] Openings in the Consulting Department of XLSolutions Corp   sue at xlsolutions-corp.com
• [R-SIG-Finance] PerformanceAnalytics - small problem with Return.excess   Giuseppe Milicia
  • [R-SIG-Finance] PerformanceAnalytics - small problem with Return.excess   Brian G. Peterson
    • [R-SIG-Finance] PerformanceAnalytics - small problem with Return.excess   Giuseppe Milicia
      • [R-SIG-Finance] PerformanceAnalytics - small problem with Return.excess   Brian G. Peterson
      • [R-SIG-Finance] PerformanceAnalytics - small problem with Return.excess   Giuseppe Milicia
• [R-SIG-Finance] Problem with rgarch package   Maxime S.
  • [R-SIG-Finance] Problem with rgarch package   Joshua Ulrich
    • [R-SIG-Finance] Problem with rgarch package   Maxime S.
• [R-SIG-Finance] Johansen   karla hernandez villafuerte
  • [R-SIG-Finance] Johansen   mat
    • [R-SIG-Finance] xts - Is there a quick and dirty way to manually edit an xts object ?   me at censix.com
      • [R-SIG-Finance] xts - Is there a quick and dirty way to manually edit an xts object ?   Dirk Eddelbuettel
      • [R-SIG-Finance] xts - Is there a quick and dirty way tomanually edit an xts object ?   jeff.a.ryan at gmail.com
• [R-SIG-Finance] ksmooth Function in Library ("stats")   JOSH C. CHIEN
  • [R-SIG-Finance] ksmooth Function in Library ("stats")   Brian G. Peterson
• [R-SIG-Finance] fPortfolio - Problem with constraints   Yaakov Moser
• [R-SIG-Finance] time series aggregating error message   mam3xs
  • [R-SIG-Finance] time series aggregating error message   Joshua Ulrich
    • [R-SIG-Finance] time series aggregating error message   Joshua Ulrich
  • [R-SIG-Finance] time series aggregating error message   Jeff Ryan
• [R-SIG-Finance] fGarch, garchFit - how to set the initial variance?   Valentin Dimitrov
• [R-SIG-Finance] Replacing zoo time series values   Research
  • [R-SIG-Finance] Replacing zoo time series values   Jeff Ryan
  • [R-SIG-Finance] Replacing zoo time series values   Gabor Grothendieck
• [R-SIG-Finance] Conference on Modeling High Frequency Data in Finance II   German Creamer
• [R-SIG-Finance] Pair Trade   Trey Johnson
  • [R-SIG-Finance] Pair Trade   me at censix.com
  • [R-SIG-Finance] Pair Trade   Guy Yollin
• [R-SIG-Finance] ARMA(1,1)-GARCH(1,1) rolling estimation   mam3xs
  • [R-SIG-Finance] ARMA(1,1)-GARCH(1,1) rolling estimation   Matthieu Stigler
    • [R-SIG-Finance] ARMA(1,1)-GARCH(1,1) rolling estimation   mam3xs
• [R-SIG-Finance] Robust standard error for a time series mean.   Andreas Klein
• [R-SIG-Finance] Robust standard error for a time series mean.   Andreas Klein
• [R-SIG-Finance] R + HDF5 + Pytables   Manoj
  • [R-SIG-Finance] R + HDF5 + Pytables   Daniel Cegiełka
    • [R-SIG-Finance] R + HDF5 + Pytables   Manoj
      • [R-SIG-Finance] R + HDF5 + Pytables   Daniel Cegiełka
      • [R-SIG-Finance] R + HDF5 + Pytables   jeff.a.ryan at gmail.com
• [R-SIG-Finance] tick data sources   Geoffrey Smith
  • [R-SIG-Finance] tick data sources   Daniel Cegiełka
  • [R-SIG-Finance] tick data sources   R P Herrold
• [R-SIG-Finance] hourly historical prices?   Jeff Hamann
  • [R-SIG-Finance] hourly historical prices?   R P Herrold
• [R-SIG-Finance] can I 'attach' a zoo object?   Matthieu Stigler
  • [R-SIG-Finance] can I 'attach' a zoo object?   Brian G. Peterson
  • [R-SIG-Finance] can I 'attach' a zoo object?   Gabor Grothendieck
  • [R-SIG-Finance] can I 'attach' a zoo object?   Achim Zeileis
    • [R-SIG-Finance] can I 'attach' a zoo object?   Matthieu Stigler
      • [R-SIG-Finance] can I 'attach' a zoo object?   Ajay Shah
      • [R-SIG-Finance] can I 'attach' a zoo object?   Gabor Grothendieck
      • [R-SIG-Finance] can I 'attach' a zoo object?   Ajay Shah
      • [R-SIG-Finance] can I 'attach' a zoo object?   Jeff Ryan
• [R-SIG-Finance] ta-lib & quantlib libraries for R   balakrishnan.ilango at thomsonreuters.com
  • [R-SIG-Finance] ta-lib & quantlib libraries for R   Samuel Le
  • [R-SIG-Finance] ta-lib & quantlib libraries for R   Jeff Ryan
    • [R-SIG-Finance] ta-lib & quantlib libraries for R   Dirk Eddelbuettel
      • [R-SIG-Finance] ta-lib & quantlib libraries for R   Jorge Nieves
      • [R-SIG-Finance] ta-lib & quantlib libraries for R   Khanh Nguyen
      • [R-SIG-Finance] ta-lib & quantlib libraries for R   Jorge Nieves
      • [R-SIG-Finance] ta-lib & quantlib libraries for R   Dirk Eddelbuettel
      • [R-SIG-Finance] ta-lib & quantlib libraries for R   Jorge Nieves
• [R-SIG-Finance] R/Rmetrics Meielisalp Summer School and User/Developer Workshop 2010   Diethelm Wuertz
• [R-SIG-Finance] Help with ugarchfit in rgarch library to estimate egarch (or igarch) models   Richard Herron
  • [R-SIG-Finance] Help with ugarchfit in rgarch library to estimate egarch (or igarch) models   4dscape.com
• [R-SIG-Finance] ta-lib & quantlib libraries for R   Jorge Nieves
• [R-SIG-Finance] ta-lib & quantlib libraries for R   Jorge Nieves
• [R-SIG-Finance] How to use RDCOMClient (RBloomberg 0.1-11) without Admin rights   schubert
• [R-SIG-Finance] How to use RDCOMClient (RBloomberg 0.1-11) without Admin rights   Ana Nelson
• [R-SIG-Finance] Needing some good stuff on valuation   Ron Michael
  • [R-SIG-Finance] Needing some good stuff on valuation   Otziger Simon (otis)
    • [R-SIG-Finance] Needing some good stuff on valuation   Samuel Le
      • [R-SIG-Finance] Needing some good stuff on valuation   Martin Becker
  • [R-SIG-Finance] Needing some good stuff on valuation   Corey Gallon
  • [R-SIG-Finance] Needing some good stuff on valuation   Sarbo
• [R-SIG-Finance] Rbloomberg JavaAPI   Voss, Kent
  • [R-SIG-Finance] Rbloomberg JavaAPI   Ana Nelson
    • [R-SIG-Finance] Rbloomberg JavaAPI   Voss, Kent
• [R-SIG-Finance] XTS Question   Worik
  • [R-SIG-Finance] XTS Question   Thomas Etheber
• [R-SIG-Finance] CreditMetrics Methodology   Amy Milano
  • [R-SIG-Finance] CreditMetrics Methodology   Liviu Andronic
  • [R-SIG-Finance] CreditMetrics Methodology   Brian G. Peterson
  • [R-SIG-Finance] CreditMetrics Methodology   Sarbo
• [R-SIG-Finance] FinancialInstrument package   Horace Tso
  • [R-SIG-Finance] FinancialInstrument package   Dirk Eddelbuettel
    • [R-SIG-Finance] FinancialInstrument package   Horace Tso
      • [R-SIG-Finance] FinancialInstrument package   Brian G. Peterson
• [R-SIG-Finance] CreditMetrics Methodology   Christian.Langkamp at basf.com
• [R-SIG-Finance] Getting quotes for stock options   Pete B
  • [R-SIG-Finance] Getting quotes for stock options   Jeff Ryan
• [R-SIG-Finance] getPrice in blotter   Horace Tso
  • [R-SIG-Finance] getPrice in blotter   Joshua Ulrich
  • [R-SIG-Finance] getPrice in blotter   Brian G. Peterson
• [R-SIG-Finance] About timeDate Problem   JOSH C. CHIEN
  • [R-SIG-Finance] About timeDate Problem   Guy Green
    • [R-SIG-Finance] About timeDate Problem   Sarbo
    • [R-SIG-Finance] About timeDate Problem   Chirag Anand
• [R-SIG-Finance] Existing packages for personal finance and OFX importation   Sébastien Durand
  • [R-SIG-Finance] Existing packages for personal finance and OFX importation   Sarbo
    • [R-SIG-Finance] Existing packages for personal finance and OFX importation   Dirk Eddelbuettel
  • [R-SIG-Finance] Existing packages for personal finance and OFX importation   julien cuisinier
  • [R-SIG-Finance] Existing packages for personal finance and OFX importation   Brian G. Peterson
    • [R-SIG-Finance] Existing packages for personal finance and OFX importation   Dirk Eddelbuettel
• [R-SIG-Finance] Finding an efficient portfolio with a given risk   Yaakov Moser
  • [R-SIG-Finance] Finding an efficient portfolio with a given risk   Brian G. Peterson
  • [R-SIG-Finance] Finding an efficient portfolio with a given risk   Heiko Mayer
• [R-SIG-Finance] CreditMetrics - Bivariate Normal Distribution Probabilities   Amy Milano
• [R-SIG-Finance] Finding an efficient portfolio with a   Daniele Amberti
• [R-SIG-Finance] RFC - Limit Order Book Package   Khanh Nguyen
  • [R-SIG-Finance] RFC - Limit Order Book Package   Daniel Cegiełka
    • [R-SIG-Finance] RFC - Limit Order Book Package   Daniel Cegiełka
  • [R-SIG-Finance] RFC - Limit Order Book Package   Rob Forler
  • [R-SIG-Finance] RFC - Limit Order Book Package   Jeff Ryan
    • [R-SIG-Finance] RFC - Limit Order Book Package   Patrick Burns
• [R-SIG-Finance] Futures contract   Christofer Bogaso
  • [R-SIG-Finance] Futures contract   Whit Armstrong
  • [R-SIG-Finance] Futures contract   Heiko Mayer
• [R-SIG-Finance] RBloomberg - how to extract partial days   Eugene Tyurin
  • [R-SIG-Finance] RBloomberg - how to extract partial days   Ulrich Staudinger
    • [R-SIG-Finance] RBloomberg - how to extract partial days   Pierre.Lequeux at avivainvestors.com
• [R-SIG-Finance] SpreadapproxOption   Benji Famel
• [R-SIG-Finance] Spread Approx Option question   Ben Cooper
  • [R-SIG-Finance] Spread Approx Option question   Nick Torenvliet
    • [R-SIG-Finance] Spread Approx Option question   Sarbo
  • [R-SIG-Finance] Spread Approx Option question   Sarbo
    • [R-SIG-Finance] Spread Approx Option question   stefano iacus
  • [R-SIG-Finance] Spread Approx Option question   Martin Becker
    • [R-SIG-Finance] Spread Approx Option question   Ben Cooper
• [R-SIG-Finance] RBloomberg: Is there a limit to the size of a tick data download?   Cliff Clive
  • [R-SIG-Finance] RBloomberg: Is there a limit to the size of a tick data download?   Cedrick W. Johnson
  • [R-SIG-Finance] RBloomberg: Is there a limit to the size of a tick data download?   Cliff Clive
    • [R-SIG-Finance] RBloomberg: Is there a limit to the size of a tick data download?   Ana Nelson
      • [R-SIG-Finance] RBloomberg: Is there a limit to the size of a tick data download?   Cliff Clive
      • [R-SIG-Finance] RBloomberg: Is there a limit to the size of a tick data download?   Ana Nelson
• [R-SIG-Finance] Quantmod chartSeries3d   Nick Torenvliet
  • [R-SIG-Finance] Quantmod chartSeries3d   Trey Johnson
• [R-SIG-Finance] New Datasources... eoddata... wall street journal   Nick Torenvliet
• [R-SIG-Finance] Unable to get option historical data using IBrokers   Marc Delvaux
  • [R-SIG-Finance] Unable to get option historical data using IBrokers   Marc Delvaux
• [R-SIG-Finance] GARCH Estimation Problem---- This is not a R problem but an econometric problem   KAUSHIK BHATTACHARJEE
  • [R-SIG-Finance] GARCH Estimation Problem---- This is not a Rproblem but an econometric problem   Adams, Zeno
  • [R-SIG-Finance] GARCH Estimation Problem---- This is not a R problem but an econometric problem   Patrick Burns
• [R-SIG-Finance] Follow up on limit orderbook   Khanh Nguyen
  • [R-SIG-Finance] Follow up on limit orderbook   Jeff Ryan
    • [R-SIG-Finance] Follow up on limit orderbook   Daniel Cegiełka
      • [R-SIG-Finance] Follow up on limit orderbook   Jeff Ryan
• [R-SIG-Finance] Problem when installing IBrokers from code.google.com   me at censix.com
  • [R-SIG-Finance] Problem when installing IBrokers from code.google.com   Jeff Ryan
• [R-SIG-Finance] CreditMetrics Methodology   Mario Melchiori
  • [R-SIG-Finance] CreditMetrics Methodology   Liviu Andronic
• [R-SIG-Finance] update cells   Daniel
  • [R-SIG-Finance] update cells   jeff.a.ryan at gmail.com
    • [R-SIG-Finance] update cells   Konrad Hoppe
      • [R-SIG-Finance] update cells   Patrick Burns
• [R-SIG-Finance] Rbloomberg currency conversion   Voss, Kent
  • [R-SIG-Finance] Rbloomberg currency conversion   Ana Nelson
    • [R-SIG-Finance] Rbloomberg currency conversion   Voss, Kent
• [R-SIG-Finance] About multi-dimension array on Binomial Tree Structure   JOSH C. CHIEN
  • [R-SIG-Finance] About multi-dimension array on Binomial Tree Structure   Ulrich Staudinger
    • [R-SIG-Finance] About multi-dimension array on Binomial TreeStructure   Enrico Schumann
  • [R-SIG-Finance] About multi-dimension array on Binomial Tree Structure   Andrew Piskorski
  • [R-SIG-Finance] About multi-dimension array on Binomial Tree Structure   Sarbo
• [R-SIG-Finance] Bloomberg API Developer's Guide   Ana Nelson
• [R-SIG-Finance] kdb and q?   Ajay Shah
  • [R-SIG-Finance] kdb and q?   Daniel Cegiełka
  • [R-SIG-Finance] kdb and q?   Dirk Eddelbuettel
  • [R-SIG-Finance] kdb and q?   Andrew Piskorski
• [R-SIG-Finance] Recomendations for backtesting...   Nick Torenvliet
  • [R-SIG-Finance] Recomendations for backtesting...   Daniel Cegiełka
    • [R-SIG-Finance] Recomendations for backtesting...   Vijay Vaidyanathan
    • [R-SIG-Finance] Recomendations for backtesting...   Ulrich Staudinger
      • [R-SIG-Finance] !SPAM: Re: Recomendations for backtesting...   Brian G. Peterson
      • [R-SIG-Finance] Recomendations for backtesting...   Ulrich Staudinger
  • [R-SIG-Finance] Recomendations for backtesting...   Mark Breman
• [R-SIG-Finance] R and Metatrader   jondollar
  • [R-SIG-Finance] R and Metatrader   Daniel Cegiełka
• [R-SIG-Finance] aligning xts object to regularly spaced time clock   Eric Zivot
  • [R-SIG-Finance] aligning xts object to regularly spaced time clock   Achim Zeileis
    • [R-SIG-Finance] aligning xts object to regularly spaced time clock   Dirk Eddelbuettel
      • [R-SIG-Finance] aligning xts object to regularly spaced time clock   Jeff Ryan
  • [R-SIG-Finance] aligning xts object to regularly spaced time clock   Gabor Grothendieck
• [R-SIG-Finance] !SPAM: Re: aligning xts object to regularly spaced time clock   Brian G. Peterson
  • [R-SIG-Finance] !SPAM: Re: aligning xts object to regularly spaced time clock   Gabor Grothendieck
• [R-SIG-Finance] R and Metatrader   Daniel Cegiełka
• [R-SIG-Finance] R on GPUs   Sergey Goriatchev
  • [R-SIG-Finance] !SPAM: Re: R on GPUs   Brian G. Peterson
• [R-SIG-Finance] R/Finance 2010 slides and follow-up   Dirk Eddelbuettel
• [R-SIG-Finance] Deseasonalized TS data   Ben Nachtrieb
• [R-SIG-Finance] Bloomberg Keyboard   Samuel.Meichtry at bkw-fmb.ch
  • [R-SIG-Finance] Bloomberg Keyboard   Ulrich Staudinger
  • [R-SIG-Finance] Bloomberg Keyboard   Daniel Cegiełka
• [R-SIG-Finance] How to estimate the Hurst exponent in a stable and effective way?   Mogei Wang
  • [R-SIG-Finance] How to estimate the Hurst exponent in a stable and effective way?   Dominick Samperi
• [R-SIG-Finance] Soliciting Comments   Nick Torenvliet
  • [R-SIG-Finance] Soliciting Comments   Nick Torenvliet
    • [R-SIG-Finance] Soliciting Comments   Ulrich Staudinger
  • [R-SIG-Finance] Soliciting Comments   Sarbo
• [R-SIG-Finance] SEC proposed rules require XML and Python?   Jim Callahan
• [R-SIG-Finance] quantstrat: order sizing function question   km
• [R-SIG-Finance] quantstrat: order sizing question   km
  • [R-SIG-Finance] !SPAM: Re: quantstrat: order sizing question   Brian G. Peterson
    • [R-SIG-Finance] !SPAM: Re: quantstrat: order sizing question   km
• [R-SIG-Finance] How to input large datasets into R   Aaditya Nanduri
  • [R-SIG-Finance] How to input large datasets into R   Sarbo
    • [R-SIG-Finance] How to input large datasets into R   Carlos J. Gil Bellosta
  • [R-SIG-Finance] How to input large datasets into R   Gabor Grothendieck
  • [R-SIG-Finance] How to input large datasets into R   Whit Armstrong
• [R-SIG-Finance] SEC proposed rules require XML and Python? (Jim Callahan)   Tommy Anderberg
• [R-SIG-Finance] PerformanceAnalytics - Style Analysis   Thomas Etheber
  • [R-SIG-Finance] PerformanceAnalytics - Style Analysis   Guy Yollin
• [R-SIG-Finance] RBloomberg tick data   Geoffrey Smith
  • [R-SIG-Finance] [SPAM] - RBloomberg tick data - Email found in subject   David Reiner
• [R-SIG-Finance] R-Finance Tutorial   Ben Nachtrieb
  • [R-SIG-Finance] R-Finance Tutorial   Patrick Burns
• [R-SIG-Finance] Mean reversion tests - with stationary tests and trending series   julius_cesarius

Last message date: Wed Jun 30 19:13:21 CEST 2010
Archived on: Wed Jun 30 19:13:29 CEST 2010

• Messages sorted by: [ subject ] [ author ] [ date ]
• More info on this list...