Fourth quarter 2010 Archives by author

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Starting: Fri Oct 1 03:09:19 CEST 2010
Ending: Fri Dec 31 21:53:23 CET 2010
Messages: 496

• [R-SIG-Finance] Multivariate GARCH   4dscape.com
• [R-SIG-Finance] ANTUNES, Rui   Rui ANTUNES
• [R-SIG-Finance] Questions on fitted garch(1,1)   Adams, Zeno
• [R-SIG-Finance] Differencing / Detrending in "vars"-Package   Adams, Zeno
• [R-SIG-Finance] Two-Sample t-Test: paired vs. unpaired   Adams, Zeno
• [R-SIG-Finance] Internship advert   Alpert, William
• [R-SIG-Finance] Error in getSymbols with adjust=TRUE   Fernando Antunes
• [R-SIG-Finance] Portfolio Value at Risk - A conceptual problem   Arun.stat
• [R-SIG-Finance] surface3d from a three column matrix ??   Arun.stat
• [R-SIG-Finance] Questions on fitted garch(1,1)   Arun.stat
• [R-SIG-Finance] garchFit- initial volatility   Arun.stat
• [R-SIG-Finance] Calibration of mean reversion models   Arun.stat
• [R-SIG-Finance] Two-Sample t-Test: paired vs. unpaired   Arun.stat
• [R-SIG-Finance] Expost prediction for ARMA or GARCH   Arun.stat
• [R-SIG-Finance] VECM estimation   Pete B
• [R-SIG-Finance] VECM estimation   Jonathan Beokhokhei
• [R-SIG-Finance] Bloomberg historical data requests via rcom   Alex Bird
• [R-SIG-Finance] [off-topic] Forum for Macro-economics discussion   Christofer Bogaso
• [R-SIG-Finance] Backtesting Trading systems   Mark Breman
• [R-SIG-Finance] Help needed with advanced tradesys package   Mark Breman
• [R-SIG-Finance] Database for Historical Security Prices   Mark Breman
• [R-SIG-Finance] help: blotter debugging: How to step into a blotter function.   Mark Breman
• [R-SIG-Finance] Quantmod segmentation fault   Mark Breman
• [R-SIG-Finance] Quantmod segmentation fault   Mark Breman
• [R-SIG-Finance] Questions on fitted garch(1,1)   Mark Breman
• [R-SIG-Finance] Questions on fitted garch(1,1)   Mark Breman
• [R-SIG-Finance] Questions on fitted garch(1,1)   Mark Breman
• [R-SIG-Finance] But in quantmod function   Mark Breman
• [R-SIG-Finance] Quantmod problem: calling Charts from function   Mark Breman
• [R-SIG-Finance] Another new bug with quantmod   Mark Breman
• [R-SIG-Finance] RODBC   Mark Breman
• [R-SIG-Finance] ibrokers - new callback   Mark Breman
• [R-SIG-Finance] IBrokers   Mark Breman
• [R-SIG-Finance] [xts] merge function weird behaviour   Mark Breman
• [R-SIG-Finance] getSymbols problem in quantmod   Mark Breman
• [R-SIG-Finance] Where to download odbcConnectExcel2007   Mark Breman
• [R-SIG-Finance] Quantstrat problem   Emanuel Burgener
• [R-SIG-Finance] Ornstein-Uhlenbeck   Patrick Burns
• [R-SIG-Finance] Portfolio Value at Risk - A conceptual problem   Patrick Burns
• [R-SIG-Finance] Calculating returns on negative time series   Patrick Burns
• [R-SIG-Finance] Calculating returns on negative time series   Patrick Burns
• [R-SIG-Finance] Questions on fitted garch(1,1)   Patrick Burns
• [R-SIG-Finance] Volatility subsample analysis   Patrick Burns
• [R-SIG-Finance] ks test to compare manager alphas.   Patrick Burns
• [R-SIG-Finance] loops or other ooerations   Shane Butler
• [R-SIG-Finance] Exponentially Weighted Moving Average (EWMA) in R library   JOSH CHIEN
• [R-SIG-Finance] Do you have any suggestions for spreading R in Taiwan where finance is dominated by Matlab?   JOSH CHIEN
• [R-SIG-Finance] Rmetrics TimeSeries Class   JOSH CHIEN
• [R-SIG-Finance] downloading prices for Australian 90 day bank bills and 3 and 10, year bonds   Patrick Caldon
• [R-SIG-Finance] Using Benford's law for reported returns?   Peter Carl
• [R-SIG-Finance] Possible bug in blotter   Peter Carl
• [R-SIG-Finance] Quantmod / xts problem " Error in `[.xts`(x, xsubset) : subscript out of bounds"   Daniel Cegiełka
• [R-SIG-Finance] REUTERS   Daniel Cegiełka
• [R-SIG-Finance] Quantmod segmentation fault   Daniel Cegiełka
• [R-SIG-Finance] Exponentially Weighted Moving Average (EWMA) in R library   Daniel Cegiełka
• [R-SIG-Finance] IBrokers   Daniel Cegiełka
• [R-SIG-Finance] Leon et al.(2005)'s GARCHSK Model Estimation   Hsiaonan Chang
• [R-SIG-Finance] ks test to compare manager alphas.   Chiquoine, Ben
• [R-SIG-Finance] ks test to compare manager alphas.   Chiquoine, Ben
• [R-SIG-Finance] downloading prices for Australian 90 day bank bills and 3 and 10, year bonds   Stephen Choularton
• [R-SIG-Finance] finding symbols   Stephen Choularton
• [R-SIG-Finance] Ornstein-Uhlenbeck   Stephen Choularton
• [R-SIG-Finance] Ornstein-Uhlenbeck   Stephen Choularton
• [R-SIG-Finance] Ornstein-Uhlenbeck   Stephen Choularton
• [R-SIG-Finance] Mean reversion   Stephen Choularton
• [R-SIG-Finance] cointegration   Stephen Choularton
• [R-SIG-Finance] cointegration & reversion to mean   Stephen Choularton
• [R-SIG-Finance] picking up the current index plus n -1, n-2, ..., n-20   Stephen Choularton
• [R-SIG-Finance] loops or other ooerations   Stephen Choularton
• [R-SIG-Finance] problem with ibrokers   Stephen Choularton
• [R-SIG-Finance] ibrokers   Stephen Choularton
• [R-SIG-Finance] ibrokers   Stephen Choularton
• [R-SIG-Finance] ibrokers - new callback   Stephen Choularton
• [R-SIG-Finance] ibrokers - callback - example from Jeff Ryan's slides   Stephen Choularton
• [R-SIG-Finance] IBrokers   Stephen Choularton
• [R-SIG-Finance] IBrokers   Stephen Choularton
• [R-SIG-Finance] IBrokers   Stephen Choularton
• [R-SIG-Finance] IBrokers   Stephen Choularton
• [R-SIG-Finance] IBrokers   Stephen Choularton
• [R-SIG-Finance] IBrokers   Stephen Choularton
• [R-SIG-Finance] IBrokers   Stephen Choularton
• [R-SIG-Finance] reqMktDepth   Stephen Choularton
• [R-SIG-Finance] reqMktDepth   Stephen Choularton
• [R-SIG-Finance] placeOrder   Stephen Choularton
• [R-SIG-Finance] can't find blotter   Stephen Choularton
• [R-SIG-Finance] ROC   Stephen Choularton
• [R-SIG-Finance] can't find blotter   Stephen Choularton
• [R-SIG-Finance] Blotter example by kafka from R-bloggers   Stephen Choularton
• [R-SIG-Finance] reqHistoricalData   Stephen Choularton
• [R-SIG-Finance] Blotter example by kafka from R-bloggers   Stephen Choularton
• [R-SIG-Finance] Blotter example by kafka from R-bloggers   Stephen Choularton
• [R-SIG-Finance] Error using blpConnect in package RBloomberg   Aidan Corcoran
• [R-SIG-Finance] REUTERS   Costas
• [R-SIG-Finance] getSymbols problem in quantmod   Costas
• [R-SIG-Finance] getSymbols problem in quantmod   Costas
• [R-SIG-Finance] getSymbols problem in quantmod   Costas
• [R-SIG-Finance] getSymbols problem in quantmod   Costas
• [R-SIG-Finance] VARHAC Covariance Matrix Estimator   Jose Iparraguirre D'Elia
• [R-SIG-Finance] Barrier options   Megh Dal
• [R-SIG-Finance] Co-integration question   Megh Dal
• [R-SIG-Finance] Forcasting VAR/VEC   Megh Dal
• [R-SIG-Finance] Forcasting VAR/VEC   Megh Dal
• [R-SIG-Finance] VECM estimation   Megh Dal
• [R-SIG-Finance] VECM estimation   Megh Dal
• [R-SIG-Finance] VECM estimation   Megh Dal
• [R-SIG-Finance] VECM estimation   Megh Dal
• [R-SIG-Finance] Problem in SVEC estimation, please help   Megh Dal
• [R-SIG-Finance] quantmod yearlyReturns differ in 2008 for google, yahoo?   David L. Van Brunt, Ph.D.
• [R-SIG-Finance] quantmod yearlyReturns differ in 2008 for google, yahoo?   David L. Van Brunt, Ph.D.
• [R-SIG-Finance] Data Sources   Marc Delvaux
• [R-SIG-Finance] picking up the current index plus n -1, n-2, ..., n-20   Marc Delvaux
• [R-SIG-Finance] But in quantmod function   Marc Delvaux
• [R-SIG-Finance] But in quantmod function   Marc Delvaux
• [R-SIG-Finance] quantmod yearlyReturns differ in 2008 for google, yahoo?   Marc Delvaux
• [R-SIG-Finance] [off-topic] Forum for Macro-economics discussion   Michael Dothan
• [R-SIG-Finance] Copula Package   Christophe Dutang
• [R-SIG-Finance] Copula Package   Christophe Dutang
• [R-SIG-Finance] Matlab vs. R performance/convenience benchmarking for quantitative analysis business   Dirk Eddelbuettel
• [R-SIG-Finance] Quantile Regression-Fit Stock data   Dirk Eddelbuettel
• [R-SIG-Finance] R/Finance 2011: Call for Papers: Now with prices and travel money   Dirk Eddelbuettel
• [R-SIG-Finance] Fitting returns - High frequency   Dirk Eddelbuettel
• [R-SIG-Finance] FX Forward outrights and FX Swaps   Werner Erselina
• [R-SIG-Finance] Rmetrics TimeSeries Class   Thomas Etheber
• [R-SIG-Finance] unstable cointegration vector estimates in Johansen test   Charles Evans
• [R-SIG-Finance] Multivariate GARCH   Charles Evans
• [R-SIG-Finance] Library termstrc   Robert Ferstl
• [R-SIG-Finance] CRSP and R   Corey Gallon
• [R-SIG-Finance] [off-topic] Forum for Macro-economics discussion   Paul Gilbert
• [R-SIG-Finance] Models for Day Trading   FX Going
• [R-SIG-Finance] Hello   Robert Goldsmith
• [R-SIG-Finance] fPortfolio (portfolioFrontier function)   Mark Gordon
• [R-SIG-Finance] downloading prices for Australian 90 day bank bills and 3 and 10, year bonds   Guy Green
• [R-SIG-Finance] Data Sources   Guy Green
• [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker   Gabor Grothendieck
• [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker   Gabor Grothendieck
• [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker   Gabor Grothendieck
• [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker   Gabor Grothendieck
• [R-SIG-Finance] non-standard time-format conversion from data.frame to xts   Gabor Grothendieck
• [R-SIG-Finance] non-standard time-format conversion from data.frame to xts   Gabor Grothendieck
• [R-SIG-Finance] plotting vertical lines on months in xyplot   Jeff Hamann
• [R-SIG-Finance] CRSP and R   Richard Herron
• [R-SIG-Finance] How to obtain data from *all* companies in the S&P 500 + sector information?   Marius Hofert
• [R-SIG-Finance] Quantmod / xts problem " Error in `[.xts`(x, xsubset) : subscript out of bounds"   Immanuel
• [R-SIG-Finance] Quantmod / xts problem " Error in `[.xts`(x, xsubset) : subscript out of bounds"   Immanuel
• [R-SIG-Finance] getting date of highest value (xts)   Immanuel
• [R-SIG-Finance] getting date of highest value (xts)   Immanuel
• [R-SIG-Finance] [xts] merge function weird behaviour   Robert Iquiapaza
• [R-SIG-Finance] Calibration of mean reversion models   Chenchen Jin
• [R-SIG-Finance] help: blotter debugging: How to step into a blotter function.   Lei Jin
• [R-SIG-Finance] Question on blotter: AddTxn() and Txn.Fee   Lei Jin
• [R-SIG-Finance] adjustedPrice or raw Price in blotter   Lei Jin
• [R-SIG-Finance] Question in blotter::updatePosPL file: argument is of length zero   Lei Jin
• [R-SIG-Finance] align time series correctly   Lei Jin
• [R-SIG-Finance] align time series correctly   Lei Jin
• [R-SIG-Finance] Database for Historical Security Prices   Johnson, Cedrick W.
• [R-SIG-Finance] Database for Historical Security Prices   Johnson, Cedrick W.
• [R-SIG-Finance] Calculating returns on negative time series   Johnson, Cedrick W.
• [R-SIG-Finance] Calculating returns on negative time series   Johnson, Cedrick W.
• [R-SIG-Finance] Calculating returns on negative time series   Johnson, Cedrick W.
• [R-SIG-Finance] Barrier options   Johnson, Cedrick W.
• [R-SIG-Finance] blotter package   Johnson, Cedrick W.
• [R-SIG-Finance] blotter package   Johnson, Cedrick W.
• [R-SIG-Finance] Another new bug with quantmod   Johnson, Cedrick W.
• [R-SIG-Finance] Markov Switching Models for growth and stock prices   Johnson, Cedrick W.
• [R-SIG-Finance] fPortfolio - SOCP not available?   Corwin Joy
• [R-SIG-Finance] How to backtest in R   David Kane
• [R-SIG-Finance] VECM estimation   John Kerpel
• [R-SIG-Finance] Two-Sample t-Test: paired vs. unpaired   Andreas Klein
• [R-SIG-Finance] Expost prediction for ARMA or GARCH   Mark Knecht
• [R-SIG-Finance] LSPM - Unexpected Results   Mark Knecht
• [R-SIG-Finance] Strategy performance summary report   Mark Knecht
• [R-SIG-Finance] ?getSymbol.MySQL   Mark Knecht
• [R-SIG-Finance] Strategy performance summary report   Klemen Koselj
• [R-SIG-Finance] R and Metatrader   Bernd Kreuss
• [R-SIG-Finance] REUTERS   SNV Krishna
• [R-SIG-Finance] Database for Historical Security Prices   Jason Kwok
• [R-SIG-Finance] Export Data from R   Jason Kwok
• [R-SIG-Finance] Export Data from R   Jason Kwok
• [R-SIG-Finance] Barrier options   Samuel Le
• [R-SIG-Finance] question about correlated residuals   Mark Leeds
• [R-SIG-Finance] About RBloomberg   Stephen Liu
• [R-SIG-Finance] About RBloomberg   Stephen Liu
• [R-SIG-Finance] About RBloomberg   Stephen Liu
• [R-SIG-Finance] About yahooImport to display output on R console   Stephen Liu
• [R-SIG-Finance] About yahooImport to display output on R console   Stephen Liu
• [R-SIG-Finance] How check IBrokers   Stephen Liu
• [R-SIG-Finance] Where to download odbcConnectExcel2007   Stephen Liu
• [R-SIG-Finance] Where to download odbcConnectExcel2007   Stephen Liu
• [R-SIG-Finance] CRSP and R   Alan Lue
• [R-SIG-Finance] IBrokers : asssign.Data and others questions..   Olivier MERLE
• [R-SIG-Finance] Barrier options   Olivier MERLE
• [R-SIG-Finance] IBrokers : asssign.Data and others questions.. No ideas ?   Olivier MERLE
• [R-SIG-Finance] PTSingleAssetBarrierOption gives different value from example in book by Haug   Shing Hing Man
• [R-SIG-Finance] Quantile Regression-Fit Stock data   Ronald McEwan
• [R-SIG-Finance] Barrier options   Megh
• [R-SIG-Finance] Barrier options   Megh
• [R-SIG-Finance] Forcasting VAR/VEC   Megh
• [R-SIG-Finance] How to install mgarchBEKK package   Ron Michael
• [R-SIG-Finance] Portfolio Value at Risk - A conceptual problem   Amy Milano
• [R-SIG-Finance] Portfolio Value at Risk - A conceptual problem   Amy Milano
• [R-SIG-Finance] [xts] merge function weird behaviour   Anass Mouhsine
• [R-SIG-Finance] [xts] merge function weird behaviour   Anass Mouhsine
• [R-SIG-Finance] [xts] merge function weird behaviour   Anass Mouhsine
• [R-SIG-Finance] [xts] merge function weird behaviour   Anass Mouhsine
• [R-SIG-Finance] [quantstrat] Trading a synthetic asset   Anass Mouhsine
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 79, Issue 23   Anass Mouhsine
• [R-SIG-Finance] [quantstrat] trading a synthetic asset -- example   Anass Mouhsine
• [R-SIG-Finance] [quantstrat] trading a synthetic asset -- example   Anass Mouhsine
• [R-SIG-Finance] Copula Package   Muteba Mwamba, John
• [R-SIG-Finance] How to backtest in R   Aaditya Nanduri
• [R-SIG-Finance] How to backtest in R   Aaditya Nanduri
• [R-SIG-Finance] How to backtest in R   Aaditya Nanduri
• [R-SIG-Finance] How to backtest in R   Aaditya Nanduri
• [R-SIG-Finance] Problems with quantstrat and my own code   Aaditya Nanduri
• [R-SIG-Finance] Using dense constraint matrix in package lpSolve   Premkumar Narasimhan
• [R-SIG-Finance] RBloomberg - Trade data with bargain condition codes   Ana Nelson
• [R-SIG-Finance] About RBloomberg   Ana Nelson
• [R-SIG-Finance] Error using blpConnect in package RBloomberg   Ana Nelson
• [R-SIG-Finance] Library termstrc   Jorge Nieves
• [R-SIG-Finance] RODBC   Jorge Nieves
• [R-SIG-Finance] fPortfolio (portfolioFrontier function)   Maciej Ombach
• [R-SIG-Finance] SABR model   Brian G. Peterson
• [R-SIG-Finance] Backtesting Trading systems   Brian G. Peterson
• [R-SIG-Finance] finding symbols   Brian G. Peterson
• [R-SIG-Finance] Portfolio Value at Risk - A conceptual problem   Brian G. Peterson
• [R-SIG-Finance] Portfolio Value at Risk - A conceptual problem   Brian G. Peterson
• [R-SIG-Finance] Database for Historical Security Prices   Brian G. Peterson
• [R-SIG-Finance] REUTERS   Brian G. Peterson
• [R-SIG-Finance] R & factset?   Brian G. Peterson
• [R-SIG-Finance] help: blotter debugging: How to step into a blotter function.   Brian G. Peterson
• [R-SIG-Finance] intraday volatility   Brian G. Peterson
• [R-SIG-Finance] Barrier options   Brian G. Peterson
• [R-SIG-Finance] Mean-Semivariance (downside risk) Portfolio Construction   Brian G. Peterson
• [R-SIG-Finance] IBrokers : asssign.Data and others questions.. No ideas ?   Brian G. Peterson
• [R-SIG-Finance] How to calculate Trading Days   Brian G. Peterson
• [R-SIG-Finance] blotter package   Brian G. Peterson
• [R-SIG-Finance] How to calculate Trading Days   Brian G. Peterson
• [R-SIG-Finance] blotter package   Brian G. Peterson
• [R-SIG-Finance] About RBloomberg   Brian G. Peterson
• [R-SIG-Finance] Question on blotter: AddTxn() and Txn.Fee   Brian G. Peterson
• [R-SIG-Finance] blotter package   Brian G. Peterson
• [R-SIG-Finance] Hello   Brian G. Peterson
• [R-SIG-Finance] How to backtest in R   Brian G. Peterson
• [R-SIG-Finance] table.Drawdowns table in PerformanceAnalytics   Brian G. Peterson
• [R-SIG-Finance] quantmod   Brian G. Peterson
• [R-SIG-Finance] non-standard time-format conversion from data.frame to xts   Brian G. Peterson
• [R-SIG-Finance] non-standard time-format conversion from data.frame to xts   Brian G. Peterson
• [R-SIG-Finance] Do you have any suggestions for spreading R in Taiwan where finance is dominated by Matlab?   Brian G. Peterson
• [R-SIG-Finance] Multivariate GARCH   Brian G. Peterson
• [R-SIG-Finance] adjustedPrice or raw Price in blotter   Brian G. Peterson
• [R-SIG-Finance] xts / split time series issue   Brian G. Peterson
• [R-SIG-Finance] Problems with quantstrat and my own code   Brian G. Peterson
• [R-SIG-Finance] CRSP and R   Brian G. Peterson
• [R-SIG-Finance] Problems with quantstrat and my own code   Brian G. Peterson
• [R-SIG-Finance] How to obtain data from *all* companies in the S&P 500 + sector information?   Brian G. Peterson
• [R-SIG-Finance] Where to download odbcConnectExcel2007   Brian G. Peterson
• [R-SIG-Finance] Forcasting VAR/VEC   Brian G. Peterson
• [R-SIG-Finance] Expost prediction for ARMA or GARCH   Brian G. Peterson
• [R-SIG-Finance] Expost prediction for ARMA or GARCH   Brian G. Peterson
• [R-SIG-Finance] Question in blotter::updatePosPL file: argument is of length zero   Brian G. Peterson
• [R-SIG-Finance] can't find blotter   Brian G. Peterson
• [R-SIG-Finance] Possible bug in blotter   Brian G. Peterson
• [R-SIG-Finance] [quantstrat] Trading a synthetic asset   Brian G. Peterson
• [R-SIG-Finance] Possible bug in blotter   Brian G. Peterson
• [R-SIG-Finance] Blotter example by kafka from R-bloggers   Brian G. Peterson
• [R-SIG-Finance] Another blotter test case   Brian G. Peterson
• [R-SIG-Finance] error message from portfolioFrontier function   Brian G. Peterson
• [R-SIG-Finance] [quantstrat] trading a synthetic asset -- example   Brian G. Peterson
• [R-SIG-Finance] [quantstrat] trading a synthetic asset -- example   Brian G. Peterson
• [R-SIG-Finance] package 'blotter' is not available (OS X, R 2.12.1 32 bit)   Brian G. Peterson
• [R-SIG-Finance] Blotter example by kafka from R-bloggers   Brian G. Peterson
• [R-SIG-Finance] Quantstrat problem   Brian G. Peterson
• [R-SIG-Finance] Blotter example by kafka from R-bloggers   Brian G. Peterson
• [R-SIG-Finance] Strategy performance summary report   Brian G. Peterson
• [R-SIG-Finance] align time series correctly   Brian G. Peterson
• [R-SIG-Finance] ?getSymbol.MySQL   Brian G. Peterson
• [R-SIG-Finance] Strategy performance summary report   Brian G. Peterson
• [R-SIG-Finance] Help with Futures in IBrokers   Saul Sala Peñalver
• [R-SIG-Finance] Multivariate GARCH   Pfaff, Bernhard Dr.
• [R-SIG-Finance] Forcasting VAR/VEC   Pfaff, Bernhard Dr.
• [R-SIG-Finance] Mean-Semivariance (downside risk) Portfolio Construction   Gabe Plaxico
• [R-SIG-Finance] How to calculate Trading Days   Daniel Probst
• [R-SIG-Finance] Quantmod problem: calling Charts from function   Daniel Probst
• [R-SIG-Finance] Bollinger Bands error   Nikos Rachmanis
• [R-SIG-Finance] Bollinger Bands error   Nikos Rachmanis
• [R-SIG-Finance] Bollinger Bands error   Nikos Rachmanis
• [R-SIG-Finance] [SPAM] - Implied Volatility, Column operation - Email found in subject   David Reiner
• [R-SIG-Finance] problem with frontierPlot   Alvaro Riascos
• [R-SIG-Finance] How to calculate trading days   Brian Rowe
• [R-SIG-Finance] Problems with quantstrat and my own code   Aleksandr Rudnev
• [R-SIG-Finance] Call to specific IBrokers function never returns - How to catch this error ?   Jeff Ryan
• [R-SIG-Finance] Error in getSymbols with adjust=TRUE   Jeff Ryan
• [R-SIG-Finance] Bollinger Bands error   Jeff Ryan
• [R-SIG-Finance] Quantmod / xts problem " Error in `[.xts`(x, xsubset) : subscript out of bounds"   Jeff Ryan
• [R-SIG-Finance] Quantmod / xts problem " Error in `[.xts`(x, xsubset) : subscript out of bounds"   Jeff Ryan
• [R-SIG-Finance] Quantmod segmentation fault   Jeff Ryan
• [R-SIG-Finance] How to calculate Trading Days   Jeff Ryan
• [R-SIG-Finance] possible bug in IBrokers, or my confusion?   Jeff Ryan
• [R-SIG-Finance] Bug in quantmod library?   Jeff Ryan
• [R-SIG-Finance] IBrokers : asssign.Data and others questions.. No ideas ?   Jeff Ryan
• [R-SIG-Finance] But in quantmod function   Jeff Ryan
• [R-SIG-Finance] But in quantmod function   Jeff Ryan
• [R-SIG-Finance] How to install mgarchBEKK package   Jeff Ryan
• [R-SIG-Finance] Fwd: Re: But in quantmod function   Jeff Ryan
• [R-SIG-Finance] Quantmod problem: calling Charts from function   Jeff Ryan
• [R-SIG-Finance] problem with ibrokers   Jeff Ryan
• [R-SIG-Finance] problem with ibrokers   Jeff Ryan
• [R-SIG-Finance] Another new bug with quantmod   Jeff Ryan
• [R-SIG-Finance] ibrokers   Jeff Ryan
• [R-SIG-Finance] pairs trading with IBroker   Jeff Ryan
• [R-SIG-Finance] ibrokers - callback - example from Jeff Ryan's slides   Jeff Ryan
• [R-SIG-Finance] ibrokers - callback - example from Jeff Ryan's slides   Jeff Ryan
• [R-SIG-Finance] IBrokers   Jeff Ryan
• [R-SIG-Finance] IBrokers   Jeff Ryan
• [R-SIG-Finance] non-standard time-format conversion from data.frame to xts   Jeff Ryan
• [R-SIG-Finance] IBrokers   Jeff Ryan
• [R-SIG-Finance] [xts] merge function weird behaviour   Jeff Ryan
• [R-SIG-Finance] Help with Futures in IBrokers   Jeff Ryan
• [R-SIG-Finance] Help with Futures in IBrokers   Jeff Ryan
• [R-SIG-Finance] reqMktDepth   Jeff Ryan
• [R-SIG-Finance] reqMktDepth   Jeff Ryan
• [R-SIG-Finance] reqMktDepth   Jeff Ryan
• [R-SIG-Finance] xts / split time series issue   Jeff Ryan
• [R-SIG-Finance] About yahooImport to display output on R console   Jeff Ryan
• [R-SIG-Finance] reqHistoricalData   Jeff Ryan
• [R-SIG-Finance] SABR model   Sarbo
• [R-SIG-Finance] Matlab vs. R performance/convenience benchmarking for quantitative analysis business   Sarbo
• [R-SIG-Finance] Ornstein-Uhlenbeck   Sarbo
• [R-SIG-Finance] Coefficients, Principal Component Regression. pcr   Sarbo
• [R-SIG-Finance] Mean reversion   Sarbo
• [R-SIG-Finance] Coefficients, Principal Component Regression. pcr   Sarbo
• [R-SIG-Finance] Barrier options   Sarbo
• [R-SIG-Finance] [SPAM] - Implied Volatility, Column operation - Email found in subject   Sarbo
• [R-SIG-Finance] loops or other ooerations   Sarbo
• [R-SIG-Finance] PTSingleAssetBarrierOption gives different value from example in book by Haug   Sarbo
• [R-SIG-Finance] About RBloomberg   Sarbo
• [R-SIG-Finance] Differencing / Detrending in "vars"-Package   Gero Schwenk
• [R-SIG-Finance] Data Sources   Noah Silverman
• [R-SIG-Finance] Data Sources   Noah Silverman
• [R-SIG-Finance] How to calculate Trading Days   Noah Silverman
• [R-SIG-Finance] How to calculate Trading Days   Noah Silverman
• [R-SIG-Finance] Bug in quantmod library?   Noah Silverman
• [R-SIG-Finance] Bug in quantmod library?   Noah Silverman
• [R-SIG-Finance] But in quantmod function   Noah Silverman
• [R-SIG-Finance] But in quantmod function   Noah Silverman
• [R-SIG-Finance] But in quantmod function   Noah Silverman
• [R-SIG-Finance] Fwd: Re: But in quantmod function   Noah Silverman
• [R-SIG-Finance] Another new bug with quantmod   Noah Silverman
• [R-SIG-Finance] Another new bug with quantmod   Noah Silverman
• [R-SIG-Finance] LSPM - Unexpected Results   Noah Silverman
• [R-SIG-Finance] LSPM - Unexpected Results   Noah Silverman
• [R-SIG-Finance] LSPM - Unexpected Results   Noah Silverman
• [R-SIG-Finance] LSPM - Unexpected Results   Noah Silverman
• [R-SIG-Finance] LSPM - Unexpected Results   Noah Silverman
• [R-SIG-Finance] LSPM - Unexpected Results   Noah Silverman
• [R-SIG-Finance] Fitting returns - High frequency   Alex Sin
• [R-SIG-Finance] Ornstein-Uhlenbeck   Bjorn Skogtro
• [R-SIG-Finance] Ornstein-Uhlenbeck   Bjorn Skogtro
• [R-SIG-Finance] pairs trading with IBroker   Soumendra
• [R-SIG-Finance] problem with frontierPlot   Santosh Srinivas
• [R-SIG-Finance] picking up the current index plus n -1, n-2, ..., n-20   Santosh Srinivas
• [R-SIG-Finance] Do you have any suggestions for spreading R in Taiwan where finance is dominated by Matlab?   Santosh Srinivas
• [R-SIG-Finance] [xts] merge function weird behaviour   Santosh Srinivas
• [R-SIG-Finance] Data Sources   Ulrich Staudinger
• [R-SIG-Finance] Data Sources   Ulrich Staudinger
• [R-SIG-Finance] About RBloomberg   Ulrich Staudinger
• [R-SIG-Finance] But in quantmod function   Ulrich Staudinger
• [R-SIG-Finance] VECM estimation   Matthieu Stigler
• [R-SIG-Finance] Coefficients, Principal Component Regression. pcr   Matthieu Stigler
• [R-SIG-Finance] VARHAC Covariance Matrix Estimator   Matthieu Stigler
• [R-SIG-Finance] New 3 course online certificate in computational finance using R   Joe Stuart
• [R-SIG-Finance] intraday volatility   Andres Susrud
• [R-SIG-Finance] non-standard time-format conversion from data.frame to xts   Andres Susrud
• [R-SIG-Finance] Implied Volatility, Column operation   Rohit Taklikar
• [R-SIG-Finance] [SPAM] - Implied Volatility, Column operation - Email found in subject   Rohit Taklikar
• [R-SIG-Finance] GARCH-BEKK   TeBe
• [R-SIG-Finance] goodness of fit garch bekk   TeBe
• [R-SIG-Finance] Ornstein-Uhlenbeck   Paul Teetor
• [R-SIG-Finance] cointegration   Paul Teetor
• [R-SIG-Finance] cointegration & reversion to mean   Paul Teetor
• [R-SIG-Finance] quantmod   Eric Thungstom
• [R-SIG-Finance] xts / split time series issue   Nick Torenvliet
• [R-SIG-Finance] as.POSIXct issue   Nick Torenvliet
• [R-SIG-Finance] as.POSIXct issue   Nick Torenvliet
• [R-SIG-Finance] as.POSIXct issue   Nick Torenvliet
• [R-SIG-Finance] fancier version of weeklyReturn (quantmod)   Horace Tso
• [R-SIG-Finance] xts question: Extract rows with an NA   Joshua Ulrich
• [R-SIG-Finance] Bollinger Bands error   Joshua Ulrich
• [R-SIG-Finance] haver   Joshua Ulrich
• [R-SIG-Finance] Bollinger Bands error   Joshua Ulrich
• [R-SIG-Finance] getting date of highest value (xts)   Joshua Ulrich
• [R-SIG-Finance] Bug in quantmod library?   Joshua Ulrich
• [R-SIG-Finance] picking up the current index plus n -1, n-2, ..., n-20   Joshua Ulrich
• [R-SIG-Finance] But in quantmod function   Joshua Ulrich
• [R-SIG-Finance] But in quantmod function   Joshua Ulrich
• [R-SIG-Finance] How to backtest in R   Joshua Ulrich
• [R-SIG-Finance] Models for Day Trading   Joshua Ulrich
• [R-SIG-Finance] quantmod yearlyReturns differ in 2008 for google, yahoo?   Joshua Ulrich
• [R-SIG-Finance] IBrokers   Joshua Ulrich
• [R-SIG-Finance] getSymbols problem in quantmod   Joshua Ulrich
• [R-SIG-Finance] How to obtain data from *all* companies in the S&P 500 + sector information?   Joshua Ulrich
• [R-SIG-Finance] ROC   Joshua Ulrich
• [R-SIG-Finance] can't find blotter   Joshua Ulrich
• [R-SIG-Finance] LSPM - Unexpected Results   Joshua Ulrich
• [R-SIG-Finance] LSPM - Unexpected Results   Joshua Ulrich
• [R-SIG-Finance] LSPM - Unexpected Results   Joshua Ulrich
• [R-SIG-Finance] as.POSIXct issue   Joshua Ulrich
• [R-SIG-Finance] as.POSIXct issue   Joshua Ulrich
• [R-SIG-Finance] align time series correctly   Joshua Ulrich
• [R-SIG-Finance] Seasonal ARIMA simulation using time series history   Knut Erik Vedahl
• [R-SIG-Finance] Matlab vs. R performance/convenience benchmarking for quantitative analysis business   Tobias Verbeke
• [R-SIG-Finance] Matlab vs. R performance/convenience benchmarking for quantitative analysis business   Tobias Verbeke
• [R-SIG-Finance] Barrier options   Rory Winston
• [R-SIG-Finance] FX Forward outrights and FX Swaps   Rory Winston
• [R-SIG-Finance] table.Drawdowns table in PerformanceAnalytics   H. Felix Wittmann
• [R-SIG-Finance] table.Drawdowns table in PerformanceAnalytics   H. Felix Wittmann
• [R-SIG-Finance] xts question: Extract rows with an NA   Worik
• [R-SIG-Finance] xts question: Extract rows with an NA   Worik
• [R-SIG-Finance] Barrier options   Worik
• [R-SIG-Finance] (no subject)   Wolfgang Wu
• [R-SIG-Finance] Possible bug in blotter   Wolfgang Wu
• [R-SIG-Finance] Possible bug in blotter   Wolfgang Wu
• [R-SIG-Finance] Possible bug in blotter   Wolfgang Wu
• [R-SIG-Finance] Another blotter test case   Wolfgang Wu
• [R-SIG-Finance] Models for Day Trading   Jeff Yan
• [R-SIG-Finance] possible bug in IBrokers, or my confusion?   Andre Zege
• [R-SIG-Finance] Matlab vs. R performance/convenience benchmarking for quantitative analysis business   Eric Zivot
• [R-SIG-Finance] Mean reversion   Eric Zivot
• [R-SIG-Finance] unstable cointegration vector estimates in Johansen test   Eric Zivot
• [R-SIG-Finance] Winter and Spring online R programming courses for finance at the University of Washington   Eric Zivot
• [R-SIG-Finance] Winter and Spring online R programming courses for computational finance at the University of Washington   Eric Zivot
• [R-SIG-Finance] [off-topic] Forum for Macro-economics discussion   Eric Zivot
• [R-SIG-Finance] ks test to compare manager alphas.   Eric Zivot
• [R-SIG-Finance] UW Online Course: R Programming for Computational Finance   Eric Zivot
• [R-SIG-Finance] Mean reversion   Yihao Lu aeolus_lu
• [R-SIG-Finance] Mean reversion   Yihao Lu aeolus_lu
• [R-SIG-Finance] Mean reversion   Yihao Lu aeolus_lu
• [R-SIG-Finance] Regression with ARMA errors and Student T innovations   alexios
• [R-SIG-Finance] Questions on fitted garch(1,1)   alexios
• [R-SIG-Finance] Regression with ARMA errors and Student T innovations   arthur
• [R-SIG-Finance] Matlab vs. R performance/convenience benchmarking for quantitative analysis business   Samuel.Meichtry at bkw-fmb.ch
• [R-SIG-Finance] error message from portfolioFrontier function   thomas.chan.sf at boci-pru.com.hk
• [R-SIG-Finance] blotter package   burcy
• [R-SIG-Finance] blotter package   burcy
• [R-SIG-Finance] blotter package   burcy
• [R-SIG-Finance] blotter package   burcy
• [R-SIG-Finance] blotter package   burcy
• [R-SIG-Finance] blotter package   burcy
• [R-SIG-Finance] Call to specific IBrokers function never returns - How to catch this error ?   me at censix.com
• [R-SIG-Finance] Expost prediction for ARMA or GARCH   babel at centrum.sk
• [R-SIG-Finance] Expost prediction for ARMA or GARCH   babel at centrum.sk
• [R-SIG-Finance] R & factset?   julien cuisinier
• [R-SIG-Finance] R & factset?   julien cuisinier
• [R-SIG-Finance] RQuantLib install error   julien cuisinier
• [R-SIG-Finance] blotter package   R Dupuy d'Angeac
• [R-SIG-Finance] Volatility subsample analysis   dondom
• [R-SIG-Finance] error message from portfolioFrontier function   alex.rudnev at gmail.com
• [R-SIG-Finance] Matlab vs. R performance/convenience benchmarking for quantitative analysis business   fjpcaballero at gmail.com
• [R-SIG-Finance] Matlab vs. R performance/convenience benchmarking for quantitative analysis business   fjpcaballero at gmail.com
• [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker   richard.c.herron at gmail.com
• [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker   richard.c.herron at gmail.com
• [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker   richard.c.herron at gmail.com
• [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker   richard.c.herron at gmail.com
• [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker   richard.c.herron at gmail.com
• [R-SIG-Finance] package 'blotter' is not available (OS X, R 2.12.1 32 bit)   christophe00 at gmx.ch
• [R-SIG-Finance] RBloomberg - Trade data with bargain condition codes   gordon.morrison at hsbcib.com
• [R-SIG-Finance] REUTERS   gordon.morrison at hsbcib.com
• [R-SIG-Finance] Ornstein-Uhlenbeck   stefano iacus
• [R-SIG-Finance] Ornstein-Uhlenbeck   stefano iacus
• [R-SIG-Finance] haver   amit jain
• [R-SIG-Finance] yahooKeystats broken?   jctoll
• [R-SIG-Finance] FX Forward outrights and FX Swaps   krishna
• [R-SIG-Finance] Coefficients, Principal Component Regression. pcr   mat
• [R-SIG-Finance] cointegration & reversion to mean   mat
• [R-SIG-Finance] Seasonal ARIMA simulation using time series history   mat
• [R-SIG-Finance] Granger causality with panel data (econometrics related question)   mat
• [R-SIG-Finance] unstable cointegration vector estimates in Johansen test   mat
• [R-SIG-Finance] unstable cointegration vector estimates in Johansen test   mat
• [R-SIG-Finance] Forcasting VAR/VEC   mat
• [R-SIG-Finance] VECM estimation   mat
• [R-SIG-Finance] VECM estimation   mat
• [R-SIG-Finance] ks test to compare manager alphas.   mat
• [R-SIG-Finance] PTSingleAssetBarrierOption gives different value from example in book by Haug   matmsh
• [R-SIG-Finance] How to obtain data from *all* companies in the S&P 500 + sector information?   mhofert
• [R-SIG-Finance] garchFit- initial volatility   neshac
• [R-SIG-Finance] garchFit- initial volatility   neshac
• [R-SIG-Finance] intraday volatility   rex
• [R-SIG-Finance] intraday volatility   rex
• [R-SIG-Finance] Markov Switching Models for growth and stock prices   ben schreiber
• [R-SIG-Finance] Copula Package   salmajj at softhome.net
• [R-SIG-Finance] Coefficients, Principal Component Regression. pcr   karla hernandez villafuerte
• [R-SIG-Finance] Backtesting Trading systems   thomasrbolton at yahoo.co.uk
• [R-SIG-Finance] Granger causality with panel data (econometrics related question)   Harun Özkan
• [R-SIG-Finance] unstable cointegration vector estimates in Johansen test   金陈琛
• [R-SIG-Finance] unstable cointegration vector estimates in Johansen test   金陈琛
• [R-SIG-Finance] RQuantLib install error   이원재

Last message date: Fri Dec 31 21:53:23 CET 2010
Archived on: Fri Dec 31 21:53:44 CET 2010

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