Third quarter 2010 Archives by author

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Starting: Thu Jul 1 04:57:26 CEST 2010
Ending: Thu Sep 30 19:25:32 CEST 2010
Messages: 417

• [R-SIG-Finance] KALMAN   Lüthi David (XICD 1)
• [R-SIG-Finance] removing repeating values from xts series   Lüthi David (XICD 1)
• [R-SIG-Finance] removing repeating values from xts series   Lüthi David (XICD 1)
• [R-SIG-Finance] How to spot lowest or Highest points from timeSeries object in Rmetrics library   Lüthi David (XICD 1)
• [R-SIG-Finance] rgarch: ugarchfit error   alexios at 4dscape.com
• [R-SIG-Finance] ANTUNES, Rui   Rui ANTUNES
• [R-SIG-Finance] Mean reversion tests - with stationary tests andtrending series   Adams, Zeno
• [R-SIG-Finance] Annulized returns from daily? Back to the roots   Adams, Zeno
• [R-SIG-Finance] Calculating Hasbrouck's information share and Gonzalo-Granger weights on R   Nidhi Aggrawal
• [R-SIG-Finance] Tabloid journalism with Rmetrics   Alpert, William
• [R-SIG-Finance] RBloomberg (java version) error   Ignacio Ramos Alvarez
• [R-SIG-Finance] RBloomberg (java version) error   Ignacio Ramos Alvarez
• [R-SIG-Finance] RBloomberg (java version) error   Ignacio Ramos Alvarez
• [R-SIG-Finance] fGarch: garchFit() with fixed coefficients   Georgios Anastasiades
• [R-SIG-Finance] rgarch: ugarchfit error   Georgios Anastasiades
• [R-SIG-Finance] LIBOR Rates   Whit Armstrong
• [R-SIG-Finance] Volatility clusters   Whit Armstrong
• [R-SIG-Finance] Question regarding Tick Data   Whit Armstrong
• [R-SIG-Finance] Question regarding Tick Data   Whit Armstrong
• [R-SIG-Finance] Futures Roll?   Whit Armstrong
• [R-SIG-Finance] How to deal with futures data?   Whit Armstrong
• [R-SIG-Finance] LIBOR Rates   Arun.stat
• [R-SIG-Finance] LIBOR Rates   Arun.stat
• [R-SIG-Finance] interactive session   Arun.stat
• [R-SIG-Finance] quantstrat- adding transaction fee to rule   Andre Barroso
• [R-SIG-Finance] quantstrat- adding transaction fee to rule   Andre Barroso
• [R-SIG-Finance] quantstrat- adding transaction fee to rule   Andre Barroso
• [R-SIG-Finance] Question regarding floor and round   Martin Becker
• [R-SIG-Finance] Error while running a function   Mark Breman
• [R-SIG-Finance] Drawdown functions from PerformanceAnalytics   Mark Breman
• [R-SIG-Finance] Drawdown functions from PerformanceAnalytics   Mark Breman
• [R-SIG-Finance] How to spot lowest or Highest points from timeSeries object in Rmetrics library   Mark Breman
• [R-SIG-Finance] Volatility clusters   Patrick Burns
• [R-SIG-Finance] Volatility clusters   Patrick Burns
• [R-SIG-Finance] Volatility clusters   Patrick Burns
• [R-SIG-Finance] blogging, etc.   Patrick Burns
• [R-SIG-Finance] removing repeating values from xts series   Patrick Burns
• [R-SIG-Finance] RBloomberg Lib Issue   JOSH C. CHIEN
• [R-SIG-Finance] How to spot lowest or Highest points from timeSeries object in Rmetrics library   JOSH C. CHIEN
• [R-SIG-Finance] Using Hull White One-Factor Model by R   JOSH C. CHIEN
• [R-SIG-Finance] Developing Markets Sovereign Debt -- World Bank   Jim Callahan
• [R-SIG-Finance] Drawdown functions from PerformanceAnalytics   Peter Carl
• [R-SIG-Finance] quantstrat: Missing function?   Daniel Cegiełka
• [R-SIG-Finance] quantstrat: Missing function?   Daniel Cegiełka
• [R-SIG-Finance] quantstrat: Missing function?   Daniel Cegiełka
• [R-SIG-Finance] Quantstrat and blotter packages not available?   Daniel Cegiełka
• [R-SIG-Finance] Quantstrat and blotter packages not available?   Daniel Cegiełka
• [R-SIG-Finance] IBrokers question   Daniel Cegiełka
• [R-SIG-Finance] trouble with timeSequence   Yohan Chalabi
• [R-SIG-Finance] RBloomberg receives "java.lang.OutOfMemoryError" ... what does this mean?   Cliff Clive
• [R-SIG-Finance] Computational and Machine Learning Methods in Finance   German Creamer
• [R-SIG-Finance] Interest rate   Megh Dal
• [R-SIG-Finance] Interest rate   Megh Dal
• [R-SIG-Finance] Simulation of price   Megh Dal
• [R-SIG-Finance] Fill values in a zoo object   Wilfred Daye
• [R-SIG-Finance] Running sum by subset time series   Wilfred Daye
• [R-SIG-Finance] Comparing time and getting historical interest rates   Marc Delvaux
• [R-SIG-Finance] addLines in Quantmod   Marc Delvaux
• [R-SIG-Finance] addLines in Quantmod   Marc Delvaux
• [R-SIG-Finance] quantmod getOptionChain failing on one character symbol   Marc Delvaux
• [R-SIG-Finance] Non standard options, how to filter   Marc Delvaux
• [R-SIG-Finance] Extract option IDs from option chain   Marc Delvaux
• [R-SIG-Finance] Extract option IDs from option chain   Marc Delvaux
• [R-SIG-Finance] Incorrect Formula in table.CAPM?   Russ Devlin
• [R-SIG-Finance] KALMAN   Christophe Dutang
• [R-SIG-Finance] r and easylanguage?   Rolf Edberg
• [R-SIG-Finance] Comparing time and getting historical interest rates   Dirk Eddelbuettel
• [R-SIG-Finance] R and Windows64 :help wanted for (R)QuantLib build   Dirk Eddelbuettel
• [R-SIG-Finance] fast date/time format that handles both known and unknown timezones?   Dirk Eddelbuettel
• [R-SIG-Finance] Ques regarding price conversion to 32nds   Dirk Eddelbuettel
• [R-SIG-Finance] Rquantlib vs Bloomberg   Dirk Eddelbuettel
• [R-SIG-Finance] Rquantlib vs Bloomberg   Dirk Eddelbuettel
• [R-SIG-Finance] Quantmod   Werner Erselina
• [R-SIG-Finance] Annual Percentage Rate   Werner Erselina
• [R-SIG-Finance] Quantmod   Werner Erselina
• [R-SIG-Finance] Quantmod Monthly Return function   Werner Erselina
• [R-SIG-Finance] Quantmod Monthly Return function   Werner Erselina
• [R-SIG-Finance] Quantmod Monthly Return function   Werner Erselina
• [R-SIG-Finance] PerformanceAnalytics - Style Analysis   Thomas Etheber
• [R-SIG-Finance] Market index data visualization in R   Nadeem Faiz
• [R-SIG-Finance] Market index data visualization in R   Nadeem Faiz
• [R-SIG-Finance] hello all   Corey Gallon
• [R-SIG-Finance] Comparing time and getting historical interest rates   Corey Gallon
• [R-SIG-Finance] Comparing time and getting historical interest rates   Corey Gallon
• [R-SIG-Finance] Question regarding Tick Data   Gandhi, Puneet - RSCH AMRS
• [R-SIG-Finance] Question regarding Tick Data   Gandhi, Puneet - RSCH AMRS
• [R-SIG-Finance] Question regarding Tick Data   Gandhi, Puneet - RSCH AMRS
• [R-SIG-Finance] Question regarding floor and round   Gandhi, Puneet - RSCH AMRS
• [R-SIG-Finance] Question regarding floor and round   Gandhi, Puneet - RSCH AMRS
• [R-SIG-Finance] PerformanceAnalytics: functions don't work afterupdating the package   Gandhi, Puneet - RSCH AMRS
• [R-SIG-Finance] Ques regarding price conversion   Gandhi, Puneet - RSCH AMRS
• [R-SIG-Finance] Ques regarding price conversion to 32nds   Gandhi, Puneet - RSCH AMRS
• [R-SIG-Finance] Ques regarding price conversion to 32nds   Gandhi, Puneet - RSCH AMRS
• [R-SIG-Finance] Rquantlib vs Bloomberg   Gandhi, Puneet - RSCH AMRS
• [R-SIG-Finance] Rquantlib vs Bloomberg   Gandhi, Puneet - RSCH AMRS
• [R-SIG-Finance] Ques abt RQuantlib   Gandhi, Puneet - RSCH AMRS
• [R-SIG-Finance] Rquantlib vs Bloomberg   Gandhi, Puneet - RSCH AMRS
• [R-SIG-Finance] How to remove NA from an xts object (NAs appear in the index )   Gandhi, Puneet - RSCH AMRS
• [R-SIG-Finance] FRED database schema   Paul Gilbert
• [R-SIG-Finance] minvariancePortfolio - "Constraints may be too restrictive error" when they aren't   Mark Gordon
• [R-SIG-Finance] New 3 course online certificate in computational finance using R   Sergey Goriatchev
• [R-SIG-Finance] IBrokers question   Sergey Goriatchev
• [R-SIG-Finance] IBrokers question   Sergey Goriatchev
• [R-SIG-Finance] How to remove NA from an xts object (NAs appear in the index )   Paulo Grahl
• [R-SIG-Finance] How to remove NA from an xts object (NAs appear in the index )   Paulo Grahl
• [R-SIG-Finance] How to remove NA from an xts object (NAs appear in the index )   Paulo Grahl
• [R-SIG-Finance] How to remove NA from an xts object (NAs appear in the index )   Paulo Grahl
• [R-SIG-Finance] how to get quotes with IBrokers   Guy Green
• [R-SIG-Finance] SIX Swiss Exchange   Stefan Grosse
• [R-SIG-Finance] R-Finance Tutorial   Gabor Grothendieck
• [R-SIG-Finance] R-Finance Tutorial   Gabor Grothendieck
• [R-SIG-Finance] Split by date   Gabor Grothendieck
• [R-SIG-Finance] Seasonal plot of daily data   Gabor Grothendieck
• [R-SIG-Finance] Seasonal plot of daily data   Gabor Grothendieck
• [R-SIG-Finance] Seasonal plot of daily data   Gabor Grothendieck
• [R-SIG-Finance] reading forex data zoo or xts?   Gabor Grothendieck
• [R-SIG-Finance] Fill values in a zoo object   Gabor Grothendieck
• [R-SIG-Finance] how to fill-in time stamp   Gabor Grothendieck
• [R-SIG-Finance] Extract option IDs from option chain   Gabor Grothendieck
• [R-SIG-Finance] Extract option IDs from option chain   Gabor Grothendieck
• [R-SIG-Finance] Running sum by subset time series   Gabor Grothendieck
• [R-SIG-Finance] rollapply over several columns   Gabor Grothendieck
• [R-SIG-Finance] aligning time series data   Gabor Grothendieck
• [R-SIG-Finance] Time series in half hourly intervals- how do i do it?/   Gabor Grothendieck
• [R-SIG-Finance] Import data from dynamically changing spreadsheet   Shekhar Gupta
• [R-SIG-Finance] New 3 course online certificate in computational finance using R   Curt Hagenlocher
• [R-SIG-Finance] News impact curve?   Curt Hagenlocher
• [R-SIG-Finance] Chart Rolling Correlation in Package PerformanceAnalytics   Philipp Haumueller
• [R-SIG-Finance] how to get quotes with IBrokers   R P Herrold
• [R-SIG-Finance] R and Metatrader   Gentil Homme
• [R-SIG-Finance] Split by date   Konrad Hoppe
• [R-SIG-Finance] Update on Limit Orderbook Package   Immanuel
• [R-SIG-Finance] how to avoid loops & using xts, quantmod   Immanuel
• [R-SIG-Finance] how to avoid loops & using xts, quantmod   Immanuel
• [R-SIG-Finance] how to avoid loops & using xts, quantmod   Immanuel
• [R-SIG-Finance] same function behaves dfferently in a differentinstant?   Robert Iquiapaza
• [R-SIG-Finance] Problem with getFX   Owe Jessen
• [R-SIG-Finance] Problem with getFX   Owe Jessen
• [R-SIG-Finance] ttrTests error   David St John
• [R-SIG-Finance] Interest rate   Johnson, Cedrick W.
• [R-SIG-Finance] R and Metatrader   Johnson, Cedrick W.
• [R-SIG-Finance] question in quantmod package   Johnson, Cedrick W.
• [R-SIG-Finance] Installing RDCOMClient, Rbloomberg from source   Johnson, Cedrick W.
• [R-SIG-Finance] BCa-intervals not defined in boot.ci() for tsboot()   Andreas Klein
• [R-SIG-Finance] Non-parametric estimation of time-varying market beta?   Mark Knecht
• [R-SIG-Finance] Example code for nonparametric estimation of time-varying beta   Mark Knecht
• [R-SIG-Finance] Seasonal plot of daily data   SNV Krishna
• [R-SIG-Finance] Seasonal plot of daily data   SNV Krishna
• [R-SIG-Finance] Blotter : pbm with P&L calculation   Frédéric LABORDERIE
• [R-SIG-Finance] Blotter : pbm with P&L calculation   Frédéric LABORDERIE
• [R-SIG-Finance] Blotter : "Error: cannot allocate vector of size 300 Mb"   Frédéric LABORDERIE
• [R-SIG-Finance] Time series in half hourly intervals- how do i do it?/   Adrian Ladaniwskyj
• [R-SIG-Finance] Question regarding floor and round   Pierre Lapointe
• [R-SIG-Finance] Ques regarding price conversion to 32nds   Pierre Lapointe
• [R-SIG-Finance] Ques regarding price conversion to 32nds   Pierre Lapointe
• [R-SIG-Finance] Drawdown functions from PerformanceAnalytics   Samuel Le
• [R-SIG-Finance] Rquantlib vs Bloomberg   Samuel Le
• [R-SIG-Finance] basic "date" issue   Samuel Le
• [R-SIG-Finance] Update on Limit Orderbook Package   Andrew Liu
• [R-SIG-Finance] Testing serial correlation of logreturns   Leigh E. Lommen
• [R-SIG-Finance] Dividends   Leigh E. Lommen
• [R-SIG-Finance] basic F dist question   Leigh E. Lommen
• [R-SIG-Finance] Hello   Martin Maechler
• [R-SIG-Finance] duan model - garch option pricing   Eugenio De Maio
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 75, Issue 21   Eugenio De Maio
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 75, Issue 24, FI-GARCH Model in R ?   Eugenio De Maio
• [R-SIG-Finance] Wrapper for Barra Aegis   Manoj
• [R-SIG-Finance] [off-topic] Basel-II certification?   Ron Michael
• [R-SIG-Finance] Fw: [off-topic] Basel-II certification?   Ron Michael
• [R-SIG-Finance] Annual Percentage Rate   Amy Milano
• [R-SIG-Finance] Annual Percentage Rate (Amy Milano)   Amy Milano
• [R-SIG-Finance] [quantmod] setSymbolLookup in a loop   Anass Mouhsine
• [R-SIG-Finance] [quantmod] setSymbolLookup in a loop   Anass Mouhsine
• [R-SIG-Finance] [xts] timezone conversion problem   Anass Mouhsine
• [R-SIG-Finance] R-Finance Tutorial   Ben Nachtrieb
• [R-SIG-Finance] R-Finance Tutorial   Ben Nachtrieb
• [R-SIG-Finance] R-Finance Tutorial   Ben Nachtrieb
• [R-SIG-Finance] R-Finance Tutorial   Ben Nachtrieb
• [R-SIG-Finance] optimization   Ben Nachtrieb
• [R-SIG-Finance] Forex data   Aaditya Nanduri
• [R-SIG-Finance] Comparing time and getting historical interest rates   Aaditya Nanduri
• [R-SIG-Finance] Comparing time and getting historical interest rates   Aaditya Nanduri
• [R-SIG-Finance] Time variable and historical interest rates   Aaditya Nanduri
• [R-SIG-Finance] LIBOR Rates   Aaditya Nanduri
• [R-SIG-Finance] Implementing option pricing models   Suman Narayan
• [R-SIG-Finance] RBloomberg (java version) error   Ana Nelson
• [R-SIG-Finance] RBloomberg tick data   Ana Nelson
• [R-SIG-Finance] RBloomberg (java version) error   Ana Nelson
• [R-SIG-Finance] Installing RDCOMClient, Rbloomberg from source   Ana Nelson
• [R-SIG-Finance] RBloomberg getDATA   Ana Nelson
• [R-SIG-Finance] RBloomberg Problem with bar   Ana Nelson
• [R-SIG-Finance] Download Bloomberg Data Directly into R   Ana Nelson
• [R-SIG-Finance] Bloomberg API bug - fix available   Ana Nelson
• [R-SIG-Finance] Developing Markets Sovereign Debt   Timothy M. Ney
• [R-SIG-Finance] Secant Method Convergence (Method to replicate Excel XIRR/IRR)   Adrian Ng
• [R-SIG-Finance] Bloomberg   Jorge Nieves
• [R-SIG-Finance] Bloomberg   Jorge Nieves
• [R-SIG-Finance] Bloomberg   Jorge Nieves
• [R-SIG-Finance] Rbloomberg & RJava   Jorge Nieves
• [R-SIG-Finance] basic "date" issue   Pam
• [R-SIG-Finance] interactive session   Pam
• [R-SIG-Finance] interactive session   Pam
• [R-SIG-Finance] quantmod Example-google data download-problems   Velappan Periasamy
• [R-SIG-Finance] Using quantmod to calculate returns on multiple stocks and save in new variable   Keith Peter
• [R-SIG-Finance] Quantmod function to collect close prices into new object   Keith Peter
• [R-SIG-Finance] !SPAM: Re: R-Finance Tutorial   Brian G. Peterson
• [R-SIG-Finance] !SPAM: Re: Documentation and functions under tradesys, blotter, quantstrat etc?   Brian G. Peterson
• [R-SIG-Finance] !SPAM: Re: optimization   Brian G. Peterson
• [R-SIG-Finance] Drawdown functions from PerformanceAnalytics   Brian G. Peterson
• [R-SIG-Finance] Drawdown functions from PerformanceAnalytics   Brian G. Peterson
• [R-SIG-Finance] Blotter : pbm with P&L calculation   Brian G. Peterson
• [R-SIG-Finance] Blotter : "Error: cannot allocate vector of size 300 Mb"   Brian G. Peterson
• [R-SIG-Finance] for loop help   Brian G. Peterson
• [R-SIG-Finance] quantstrat- adding transaction fee to rule   Brian G. Peterson
• [R-SIG-Finance] quantstrat- adding transaction fee to rule   Brian G. Peterson
• [R-SIG-Finance] Incorrect Formula in table.CAPM?   Brian G. Peterson
• [R-SIG-Finance] basic F dist question   Brian G. Peterson
• [R-SIG-Finance] Incorrect Formula in table.CAPM?   Brian G. Peterson
• [R-SIG-Finance] R/Finance 2011 - Call for Papers   Brian G. Peterson
• [R-SIG-Finance] Time series in half hourly intervals- how do i do it?/   Brian G. Peterson
• [R-SIG-Finance] addLines in Quantmod   Andres Petrocelli
• [R-SIG-Finance] addLines in Quantmod   Andres Petrocelli
• [R-SIG-Finance] xts + indexing for tick data?   Andrew Piskorski
• [R-SIG-Finance] xts + indexing for tick data?   Andrew Piskorski
• [R-SIG-Finance] fast date/time format that handles both known and unknown timezones?   Andrew Piskorski
• [R-SIG-Finance] PerformanceAnalytics: functions don't work after updating the package   Alex Pramov
• [R-SIG-Finance] RBloomberg Problem with bar   Daniel Probst
• [R-SIG-Finance] Quantmod/Chartseries Color Problem.   Daniel Probst
• [R-SIG-Finance] Calculating measures of extreme tail independency and dependence   Brenda Quismorio
• [R-SIG-Finance] Basel-II certification?   Hans Radtke
• [R-SIG-Finance] Hello   Raghu
• [R-SIG-Finance] hello all   Raghu
• [R-SIG-Finance] hello all   Raghu
• [R-SIG-Finance] ttrTests error   Raghu
• [R-SIG-Finance] ttrTests error   Raghu
• [R-SIG-Finance] ttrTests error   Raghu
• [R-SIG-Finance] ttrTests error   Raghu
• [R-SIG-Finance] Quantstrat and blotter packages not available?   Raghu
• [R-SIG-Finance] Quantstrat and blotter packages not available?   Raghu
• [R-SIG-Finance] same function behaves dfferently in a different instant?   Raghu
• [R-SIG-Finance] Documentation and functions under tradesys, blotter, quantstrat etc?   Raghu
• [R-SIG-Finance] tradesys not loading even after installing 32-bit system   Raghu
• [R-SIG-Finance] Quirky Behaviour of R?   Raghu
• [R-SIG-Finance] Quirky Behaviour of R?   Raghu
• [R-SIG-Finance] Sensitivity analysis of options portfolio?   Raghu
• [R-SIG-Finance] Error while running a function   Raghu
• [R-SIG-Finance] Error while running a function   Raghu
• [R-SIG-Finance] applyStrategy() in quantstrat   Raghu
• [R-SIG-Finance] comparing two elements of an xts object??..   Raghu
• [R-SIG-Finance] comparing two elements of an xts object??..   Raghu
• [R-SIG-Finance] package quantstrat   Raghu
• [R-SIG-Finance] package quantstrat   Raghu
• [R-SIG-Finance] help in quantstrat   Raghu
• [R-SIG-Finance] Futures Roll?   Raghu
• [R-SIG-Finance] calculating GBSVolatility using apply?   Raghuraman Ramachandran
• [R-SIG-Finance] question in quantmod package   Raghuraman Ramachandran
• [R-SIG-Finance] question in quantmod package   Raghuraman Ramachandran
• [R-SIG-Finance] GBSVolatility using apply   Raghuraman Ramachandran
• [R-SIG-Finance] the dividend effect?   Raghuraman Ramachandran
• [R-SIG-Finance] [SPAM] - GBSVolatility using apply - Email found in subject   David Reiner
• [R-SIG-Finance] [SPAM] - Re: [SPAM] - GBSVolatility using apply - Email found in subject - Email found in subject   David Reiner
• [R-SIG-Finance] [SPAM] - fast date/time format that handles both known andunknown timezones? - Email found in subject   David Reiner
• [R-SIG-Finance] [SPAM] - Re: Question regarding floor and round - Email found in subject   David Reiner
• [R-SIG-Finance] Bloomberg   David Reiner
• [R-SIG-Finance] KALMAN   Research
• [R-SIG-Finance] News impact curve?   Ron_M
• [R-SIG-Finance] R-Finance Tutorial   Jeff Ryan
• [R-SIG-Finance] Update on Limit Orderbook Package   Jeff Ryan
• [R-SIG-Finance] Update on Limit Orderbook Package   Jeff Ryan
• [R-SIG-Finance] [quantmod] setSymbolLookup in a loop   Jeff Ryan
• [R-SIG-Finance] comparing two elements of an xts object??..   Jeff Ryan
• [R-SIG-Finance] comparing two elements of an xts object??..   Jeff Ryan
• [R-SIG-Finance] [xts] timezone conversion problem   Jeff Ryan
• [R-SIG-Finance] quantmod getOptionChain failing on one character symbol   Jeff Ryan
• [R-SIG-Finance] Seasonal plot of daily data   Jeff Ryan
• [R-SIG-Finance] xts + indexing for tick data?   Jeff Ryan
• [R-SIG-Finance] how to get quotes with IBrokers   Jeff Ryan
• [R-SIG-Finance] Combining XTS objects with unmatched but regular dates   Jeff Ryan
• [R-SIG-Finance] xts problem after version update   Jeff Ryan
• [R-SIG-Finance] IB contract specification for VIX index: load fails   Jeff Ryan
• [R-SIG-Finance] IB contract specification for VIX index: load fails   Jeff Ryan
• [R-SIG-Finance] how to fill-in time stamp   Jeff Ryan
• [R-SIG-Finance] Extract option IDs from option chain   Jeff Ryan
• [R-SIG-Finance] Quantmod Monthly Return function   Jeff Ryan
• [R-SIG-Finance] Quantmod Monthly Return function   Jeff Ryan
• [R-SIG-Finance] Selecting a time range from an XTS series?   Jeff Ryan
• [R-SIG-Finance] Selecting a time range from an XTS series?   Jeff Ryan
• [R-SIG-Finance] Selecting a time range from an XTS series?   Jeff Ryan
• [R-SIG-Finance] Quantmod/Chartseries Color Problem.   Jeff Ryan
• [R-SIG-Finance] Portfolio Optimization with Rmetrics   Mercurio Danilo 1850 SPI
• [R-SIG-Finance] Installing RDCOMClient, Rbloomberg from source   Mercurio Danilo 1850 SPI
• [R-SIG-Finance] Installing RDCOMClient, Rbloomberg from source   Mercurio Danilo 1850 SPI
• [R-SIG-Finance] trouble with timeSequence   Mercurio Danilo 1850 SPI
• [R-SIG-Finance] trouble with timeSequence   Mercurio Danilo 1850 SPI
• [R-SIG-Finance] Seasonal plot of daily data   Arun Kumar Saha
• [R-SIG-Finance] serialize()   Fernando Saldanha
• [R-SIG-Finance] Futures Roll?   Robert Sams
• [R-SIG-Finance] R-Finance Tutorial   Sarbo
• [R-SIG-Finance] Hello   Sarbo
• [R-SIG-Finance] hello all   Sarbo
• [R-SIG-Finance] ttrTests error   Sarbo
• [R-SIG-Finance] fGarch and multivariate GARCH   Sarbo
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 74, Issue 14   Sarbo
• [R-SIG-Finance] Sensitivity analysis of options portfolio?   Sarbo
• [R-SIG-Finance] Implementing option pricing models   Sarbo
• [R-SIG-Finance] Using Hull White One-Factor Model by R   Sarbo
• [R-SIG-Finance] how to avoid loops & using xts, quantmod   Sarbo
• [R-SIG-Finance] Bloomberg   Olivier Schmitt
• [R-SIG-Finance] Bloomberg   Olivier Schmitt
• [R-SIG-Finance] Specifying Portfolio Weights for VaR / Package PerformanceAnalytics   Gero Schwenk
• [R-SIG-Finance] IB contract specification for VIX index: load fails   Jonathan Shore
• [R-SIG-Finance] IB contract specification for VIX index: load fails   Jonathan Shore
• [R-SIG-Finance] Split by date   Artem Simonov
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 74, Issue 14   Matt Slezak
• [R-SIG-Finance] Testing serial correlation of logreturns   Geoffrey Smith
• [R-SIG-Finance] fGarch and multivariate GARCH   Geoffrey Smith
• [R-SIG-Finance] Annual Percentage Rate (Amy Milano)   Geoffrey Smith
• [R-SIG-Finance] R-Finance Tutorial   Ulrich Staudinger
• [R-SIG-Finance] Question regarding Tick Data   Ulrich Staudinger
• [R-SIG-Finance] Market index data visualization in R   Ulrich Staudinger
• [R-SIG-Finance] rollapply over several columns   Ulrich Staudinger
• [R-SIG-Finance] rollapply over several columns   Ulrich Staudinger
• [R-SIG-Finance] removing repeating values from xts series   Ulrich Staudinger
• [R-SIG-Finance] removing repeating values from xts series   Ulrich Staudinger
• [R-SIG-Finance] removing repeating values from xts series   Ulrich Staudinger
• [R-SIG-Finance] removing repeating values from xts series   Ulrich Staudinger
• [R-SIG-Finance] removing repeating values from xts series   Ulrich Staudinger
• [R-SIG-Finance] Selecting a time range from an XTS series?   Ulrich Staudinger
• [R-SIG-Finance] Selecting a time range from an XTS series?   Ulrich Staudinger
• [R-SIG-Finance] Selecting a time range from an XTS series?   Ulrich Staudinger
• [R-SIG-Finance] News impact curve?   Matthieu Stigler
• [R-SIG-Finance] News impact curve?   Matthieu Stigler
• [R-SIG-Finance] How to deal with futures data?   Matthieu Stigler
• [R-SIG-Finance] How to deal with futures data?   Matthieu Stigler
• [R-SIG-Finance] reading forex data zoo or xts?   Andres Susrud
• [R-SIG-Finance] (no subject)   Rashaad Tayob
• [R-SIG-Finance] FRED database schema   Paul Teetor
• [R-SIG-Finance] Seasonal plot of daily data   Paul Teetor
• [R-SIG-Finance] FRED database schema   Nick Torenvliet
• [R-SIG-Finance] FRED database schema   Nick Torenvliet
• [R-SIG-Finance] adding xts time series   Nick Torenvliet
• [R-SIG-Finance] adding xts time series   Nick Torenvliet
• [R-SIG-Finance] addLines in Quantmod   Joshua Ulrich
• [R-SIG-Finance] Split by date   Joshua Ulrich
• [R-SIG-Finance] ttrTests error   Joshua Ulrich
• [R-SIG-Finance] Quantstrat and blotter packages not available?   Joshua Ulrich
• [R-SIG-Finance] tradesys not loading even after installing 32-bit system   Joshua Ulrich
• [R-SIG-Finance] applyStrategy() in quantstrat   Joshua Ulrich
• [R-SIG-Finance] Call for Papers Midwest Finance Association   Joshua Ulrich
• [R-SIG-Finance] package quantstrat   Joshua Ulrich
• [R-SIG-Finance] package quantstrat   Joshua Ulrich
• [R-SIG-Finance] quantmod Example-google data download-problems   Joshua Ulrich
• [R-SIG-Finance] Quantmod   Joshua Ulrich
• [R-SIG-Finance] adding xts time series   Joshua Ulrich
• [R-SIG-Finance] Ques regarding price conversion to 32nds   Joshua Ulrich
• [R-SIG-Finance] Time Series PerformanceAnalytics   Joshua Ulrich
• [R-SIG-Finance] Quantmod function to collect close prices into new object   Joshua Ulrich
• [R-SIG-Finance] Using quantmod to calculate returns on multiple stocks and save in new variable   Joshua Ulrich
• [R-SIG-Finance] removing repeating values from xts series   Joshua Ulrich
• [R-SIG-Finance] basic "date" issue   Joshua Ulrich
• [R-SIG-Finance] How to remove NA from an xts object (NAs appear in the index )   Joshua Ulrich
• [R-SIG-Finance] interactive session   Joshua Ulrich
• [R-SIG-Finance] RBloomberg receives "java.lang.OutOfMemoryError" ... what does this mean?   Sankalp Upadhyay
• [R-SIG-Finance] Quantmod Monthly Return function   Jan Vandermeer
• [R-SIG-Finance] aligning time series data   Anil Vijendran
• [R-SIG-Finance] Combining XTS objects with unmatched but regular dates   Worik
• [R-SIG-Finance] Combining XTS objects with unmatched but regular dates   Worik
• [R-SIG-Finance] Blotter - Improvement for addTxn when symbol is missing   Wolfgang Wu
• [R-SIG-Finance] Forex data   Wolfgang Wu
• [R-SIG-Finance] Problem with getFX   Wolfgang Wu
• [R-SIG-Finance] (no subject)   Wolfgang Wu
• [R-SIG-Finance] xts problem after version update   Wolfgang Wu
• [R-SIG-Finance] !SPAM: AW: xts problem after version update   Wolfgang Wu
• [R-SIG-Finance] Mumbai November 2010: R Course for Finance   Diethelm Wuertz
• [R-SIG-Finance] how to get quotes with IBrokers   Andre Zege
• [R-SIG-Finance] PerformanceAnalytics - Style Analysis   Eric Zivot
• [R-SIG-Finance] New 3 course online certificate in computational finance using R   Eric Zivot
• [R-SIG-Finance] Calculating Hasbrouck's information share and Gonzalo-Granger weights on R   Eric Zivot
• [R-SIG-Finance] Mean reversion tests - with stationary tests and trending series   Yihao Lu aeolus_lu
• [R-SIG-Finance] News impact curve?   alexios
• [R-SIG-Finance] for loop help   alfredo
• [R-SIG-Finance] for loop help   alfredo
• [R-SIG-Finance] PerformanceAnalytics: couple of issues   Murali.Menon at avivainvestors.com
• [R-SIG-Finance] PerformanceAnalytics: couple of issues   Murali.Menon at avivainvestors.com
• [R-SIG-Finance] rollapply over several columns   Murali.Menon at avivainvestors.com
• [R-SIG-Finance] SIX Swiss Exchange   Samuel.Meichtry at bkw-fmb.ch
• [R-SIG-Finance] reading ultar high frequency data   blueysnow
• [R-SIG-Finance] SABR model   abe chan
• [R-SIG-Finance] Quirky Behaviour of R?   julien cuisinier
• [R-SIG-Finance] Annulized returns from daily? Back to the roots   julien cuisinier
• [R-SIG-Finance] Meixner distribution   stefano iacus
• [R-SIG-Finance] Volatility clusters   kafkaz
• [R-SIG-Finance] Volatility clusters   kafkaz2
• [R-SIG-Finance] Volatility clusters   kafkaz2
• [R-SIG-Finance] Volatility clusters   kafkaz2
• [R-SIG-Finance] quantstrat: Missing function?   km
• [R-SIG-Finance] quantstrat: Missing function?   km
• [R-SIG-Finance] quantstrat: Missing function?   km
• [R-SIG-Finance] Incorrect Formula in table.CAPM?   devlinme at mac.com
• [R-SIG-Finance] serialize()   mat
• [R-SIG-Finance] IBrokers question   rex
• [R-SIG-Finance] Extract option IDs from option chain   rex
• [R-SIG-Finance] Extract option IDs from option chain   rex
• [R-SIG-Finance] Extract option IDs from option chain   rex
• [R-SIG-Finance] Extract option IDs from option chain   rex
• [R-SIG-Finance] Aristoteles Nogueira Filho está ausente do escritório.   aristoteles.nogueira at safra.com.br
• [R-SIG-Finance] how to fill-in time stamp   t sf
• [R-SIG-Finance] Download Bloomberg Data Directly into R   benjamin sigel
• [R-SIG-Finance] Time Series PerformanceAnalytics   trb1
• [R-SIG-Finance] RBloomberg getDATA   trb1
• [R-SIG-Finance] Mean reversion tests - with stationary tests and trending series   markleeds at verizon.net
• [R-SIG-Finance] R and Metatrader   yoda55
• [R-SIG-Finance] how to get quotes with IBrokers   zerdna
• [R-SIG-Finance] how to get quotes with IBrokers   zerdna
• [R-SIG-Finance] A problem about the "dlm" package   郝立亚
• [R-SIG-Finance] Non-parametric estimation of time-varying market beta?   김상환
• [R-SIG-Finance] Example code for nonparametric estimation of time-varying beta   김상환

Last message date: Thu Sep 30 19:25:32 CEST 2010
Archived on: Thu Sep 30 19:26:35 CEST 2010

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