First quarter 2011 Archives by author

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Starting: Sat Jan 1 00:40:14 CET 2011
Ending: Thu Mar 31 21:13:43 CEST 2011
Messages: 437

• [R-SIG-Finance] fPortfolio library - Risk and Return not annualized?   Lui ##
• [R-SIG-Finance] Genetic Algorithms & Portfolio Optimization   Lui ##
• [R-SIG-Finance] Genetic Algorithms & Portfolio Optimization   Lui ##
• [R-SIG-Finance] Genetic Algorithms & Portfolio Optimization   Lui ##
• [R-SIG-Finance] Genetic Algorithms & Portfolio Optimization   Lui ##
• [R-SIG-Finance] [R] Find the sign   Lui ##
• [R-SIG-Finance] [R] Defining an objective function in fPortfolio   Lui ##
• [R-SIG-Finance] [R] Problems plotting the efficient frontier with fPortfolio   Lui ##
• [R-SIG-Finance] portfolio.optim and error in solve.QP: matrix D not positive definite   Lui ##
• [R-SIG-Finance] portfolio.optim and error in solve.QP: matrix D not positive definite   Lui ##
• [R-SIG-Finance] Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices   Lui ##
• [R-SIG-Finance] Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices   Lui ##
• [R-SIG-Finance] Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices   Lui ##
• [R-SIG-Finance] [R] Creating a list of lists / hclust elements   Lui ##
• [R-SIG-Finance] [off-topic] Forum for Macro-economics discussion   Wildi Marc (wlmr)
• [R-SIG-Finance] Boot samples from correlated time series.   Adams, Zeno
• [R-SIG-Finance] FamaFrench Carhart models   Josh Andersen
• [R-SIG-Finance] R for Finance Training course London - 23rd to 25th February   Frederic Andrieu
• [R-SIG-Finance] A question on portfolio value calculation   ArdiaD
• [R-SIG-Finance] Genetic Algorithms & Portfolio Optimization   ArdiaD
• [R-SIG-Finance] Finding Correlation on Spreads   Arun.stat
• [R-SIG-Finance] portfolio.optim and error in solve.QP: matrix D not positive definite   Arun.stat
• [R-SIG-Finance] re-indexing data under the zoo package   Arun.stat
• [R-SIG-Finance] modeling using the derivative or underlying   Arun.stat
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 80, Issue 4   Atul
• [R-SIG-Finance] Time series indexing, how can I index a series that's not a constant increase?   BSanders
• [R-SIG-Finance] I want to find the best arima model using AIC criterion, but having problems   BSanders
• [R-SIG-Finance] I want to find the best arima model using AIC criterion, but having problems   BSanders
• [R-SIG-Finance] quotes from cvs file, how to?   BeBa
• [R-SIG-Finance] Solving Constrained Quadratic Programming Problem w An Absolute Value "Headache"   Zhang Beiting
• [R-SIG-Finance] fPortfolio: Extracting Weight Vectors for Frontier Points?   Vishal Belsare
• [R-SIG-Finance] Forum for Macro-economics discussion   Michael Berman
• [R-SIG-Finance] Parameters for equally weighted sums of bivariate normals via MCMC   Alex Bird
• [R-SIG-Finance] Replacing some observation of a zoo object   Bogaso
• [R-SIG-Finance] Replacing some observation of a zoo object   Bogaso
• [R-SIG-Finance] Selecting a subset of date range   Pete Brecknock
• [R-SIG-Finance] quantmod for futures   Mark Breman
• [R-SIG-Finance] Help:SV-Jump model using R?   Mark Breman
• [R-SIG-Finance] Howto test for true stationarity with adfTest()   Mark Breman
• [R-SIG-Finance] Howto test for true stationarity with adfTest()   Mark Breman
• [R-SIG-Finance] Interpreting cointegration - ur.df() and ad.test()   Mark Breman
• [R-SIG-Finance] Alternative Investments: Professional Gambling on Major League Sports   Brighton Brentford
• [R-SIG-Finance] More general list?   Whitney Broach
• [R-SIG-Finance] More general list?   Whitney Broach
• [R-SIG-Finance] HEAVY volatility model   Emanuel Burgener
• [R-SIG-Finance] portfolio.optim and error in solve.QP: matrix D not positive definite   Patrick Burns
• [R-SIG-Finance] Error Message using RBloomberg   JOSH CHIEN
• [R-SIG-Finance] Blotter example by kafka from R-bloggers   Peter Carl
• [R-SIG-Finance] Generating Monthly Return Info   Peter Carl
• [R-SIG-Finance] Generating Monthly Return Info   Peter Carl
• [R-SIG-Finance] getting percentiles by factor   Paolo Cavatore
• [R-SIG-Finance] getting percentiles by factor   Paolo Cavatore
• [R-SIG-Finance] getting percentiles by factor   Paolo Cavatore
• [R-SIG-Finance] Genetic Algorithms & Portfolio Optimization   Daniel Cegiełka
• [R-SIG-Finance] Genetic Algorithms & Portfolio Optimization   Daniel Cegiełka
• [R-SIG-Finance] R to common lisp translator   Daniel Cegiełka
• [R-SIG-Finance] Quantmod question   Daniel Cegiełka
• [R-SIG-Finance] quotes from cvs file, how to?   Daniel Cegiełka
• [R-SIG-Finance] Estimation of an GARCH model with conditional skewness and kurtosis   Yohan Chalabi
• [R-SIG-Finance] Blotter example by kafka from R-bloggers   Stephen Choularton
• [R-SIG-Finance] quantstrat   Stephen Choularton
• [R-SIG-Finance] quantstrat   Stephen Choularton
• [R-SIG-Finance] quantstrat   Stephen Choularton
• [R-SIG-Finance] quantstrat - macross demo problem   Stephen Choularton
• [R-SIG-Finance] quantstrat - macross demo problem   Stephen Choularton
• [R-SIG-Finance] quantstrat - macross demo problem   Stephen Choularton
• [R-SIG-Finance] IBrokers - problems getting prices with reqMktData   Stephen Choularton
• [R-SIG-Finance] IBrokers - problems getting prices with reqMktData   Stephen Choularton
• [R-SIG-Finance] IBrokers - problems getting prices with reqMktData   Stephen Choularton
• [R-SIG-Finance] quantstrat - macross demo problem   Stephen Choularton
• [R-SIG-Finance] quantstrat - macross demo problem   Stephen Choularton
• [R-SIG-Finance] quantstrat - macross demo problem   Stephen Choularton
• [R-SIG-Finance] quantstrat - macross demo problem   Stephen Choularton
• [R-SIG-Finance] quantstrat - macross demo problem   Stephen Choularton
• [R-SIG-Finance] quantstrat - stop loss and stop trailing:   Stephen Choularton
• [R-SIG-Finance] quantstrat - stop loss and stop trailing:   Stephen Choularton
• [R-SIG-Finance] quantstrat - stop loss and stop trailing:   Stephen Choularton
• [R-SIG-Finance] modeling using the derivative or underlying   Stephen Choularton
• [R-SIG-Finance] Applying function on rolling window basis ** not rollapply() function in zoo   Bogaso Christofer
• [R-SIG-Finance] Applying function on rolling window basis ** not rollapply() function in zoo   Bogaso Christofer
• [R-SIG-Finance] Omiting some observation of a zoo object   Bogaso Christofer
• [R-SIG-Finance] Omiting some observation of a zoo object   Bogaso Christofer
• [R-SIG-Finance] quantmod for futures   Shane Conway
• [R-SIG-Finance] Performance comparison xts v. zoo   Shane Conway
• [R-SIG-Finance] Datastream Interface   Aidan Corcoran
• [R-SIG-Finance] Datastream Interface   Aidan Corcoran
• [R-SIG-Finance] re-indexing data under the zoo package   Aidan Corcoran
• [R-SIG-Finance] re-indexing data under the zoo package   Aidan Corcoran
• [R-SIG-Finance] re-indexing data under the zoo package   Aidan Corcoran
• [R-SIG-Finance] blotter   Costas
• [R-SIG-Finance] EIKON REUTERS   Costas
• [R-SIG-Finance] A question on portfolio value calculation   Megh Dal
• [R-SIG-Finance] Problem in SVEC estimation, please help   Megh Dal
• [R-SIG-Finance] Question on zoo time series   Megh Dal
• [R-SIG-Finance] Selecting a subset of date range   Megh Dal
• [R-SIG-Finance] job posting in New Jersey   Mark Devaney
• [R-SIG-Finance] Copula and Multivariate distribution   Christophe Dutang
• [R-SIG-Finance] Copula and Multivariate distribution   Christophe Dutang
• [R-SIG-Finance] [off-topic] Forum for Macro-economics discussion   Dirk Eddelbuettel
• [R-SIG-Finance] Performance comparison xts v. zoo   Dirk Eddelbuettel
• [R-SIG-Finance] Lisp as a Base for a Statistical Computing System   Dirk Eddelbuettel
• [R-SIG-Finance] XTS with unique time stamps?   Dirk Eddelbuettel
• [R-SIG-Finance] Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices   Dirk Eddelbuettel
• [R-SIG-Finance] fOptions and RQuantlib give different vanilla option premiums   Dirk Eddelbuettel
• [R-SIG-Finance] quantstrat and nonstandard column names in the price series   Vladimir Egorin
• [R-SIG-Finance] quantstrat and nonstandard column names in the price series   Vladimir Egorin
• [R-SIG-Finance] quantstrat and nonstandard column names in the price series   Vladimir Egorin
• [R-SIG-Finance] quantstrat and nonstandard column names in the price series   Vladimir Egorin
• [R-SIG-Finance] R in batch mode - RBloomberg   Matteo Fornasier
• [R-SIG-Finance] R in batch mode - RBloomberg   Matteo Fornasier
• [R-SIG-Finance] R in batch mode - RBloomberg   Matteo Fornasier
• [R-SIG-Finance] RBloomberg and Bloomberg API 3.4.1.3   Matteo Fornasier
• [R-SIG-Finance] RBloomberg and Bloomberg API 3.4.1.3   Matteo Fornasier
• [R-SIG-Finance] Vector Autoregression on Panel Data   Herbert Julius Garonfolo
• [R-SIG-Finance] A question on portfolio value calculation   Guy Green
• [R-SIG-Finance] Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices   Guy Green
• [R-SIG-Finance] Free Stock Quotes - Yahoo Finance & Adjusted Closing Prices   Guy Green
• [R-SIG-Finance] re-indexing data under the zoo package   Stefan Grosse
• [R-SIG-Finance] Applying function on rolling window basis ** not rollapply() function in zoo   Gabor Grothendieck
• [R-SIG-Finance] Zoo: na.locf, na.approx behaviour changes between versions 1.6.3 and 1.6.4   Gabor Grothendieck
• [R-SIG-Finance] Create a Monday-Friday time series?   Gabor Grothendieck
• [R-SIG-Finance] Create a Monday-Friday time series?   Gabor Grothendieck
• [R-SIG-Finance] Create a Monday-Friday time series?   Gabor Grothendieck
• [R-SIG-Finance] Ranks of Spearman's rank correlation coefficient   Gabor Grothendieck
• [R-SIG-Finance] Ranks of Spearman's rank correlation coefficient   Gabor Grothendieck
• [R-SIG-Finance] Time series indexing, how can I index a series that's not a constant increase?   Gabor Grothendieck
• [R-SIG-Finance] Performance comparison xts v. zoo   Gabor Grothendieck
• [R-SIG-Finance] Performance comparison xts v. zoo   Gabor Grothendieck
• [R-SIG-Finance] zoo plot without box?   Gabor Grothendieck
• [R-SIG-Finance] Question on zoo time series   Gabor Grothendieck
• [R-SIG-Finance] I have a problem with zoo object   Gabor Grothendieck
• [R-SIG-Finance] I have a problem with zoo object   Gabor Grothendieck
• [R-SIG-Finance] Inhomogeneous Time Series Operator   Gabor Grothendieck
• [R-SIG-Finance] Omiting some observation of a zoo object   Gabor Grothendieck
• [R-SIG-Finance] Omiting some observation of a zoo object   Gabor Grothendieck
• [R-SIG-Finance] re-indexing data under the zoo package   Gabor Grothendieck
• [R-SIG-Finance] re-indexing data under the zoo package   Gabor Grothendieck
• [R-SIG-Finance] Replacing some observation of a zoo object   Gabor Grothendieck
• [R-SIG-Finance] Replacing some observation of a zoo object   Gabor Grothendieck
• [R-SIG-Finance] Finding Correlation on Spreads   Neil Gupta
• [R-SIG-Finance] Quantitative Researcher looking for a full-time job opportunity!!   Shekhar Gupta
• [R-SIG-Finance] [R] Find the sign   Curt Hagenlocher
• [R-SIG-Finance] kyle.r?   Björn Hertzberg
• [R-SIG-Finance] kyle.r?   Björn Hertzberg
• [R-SIG-Finance] kyle.r?   Björn Hertzberg
• [R-SIG-Finance] Datastream Interface   Hixon, Scott R.
• [R-SIG-Finance] Datastream Interface   Hixon, Scott R.
• [R-SIG-Finance] blotter update MM & weights without recalculation all   Immanuel
• [R-SIG-Finance] quantstrat example stragey error   Immanuel
• [R-SIG-Finance] quantstrat example stragey error   Immanuel
• [R-SIG-Finance] blotter update MM & weights without recalculation all   Immanuel
• [R-SIG-Finance] blotter getting getEndEq(account, CurrentDate) by Symbol   Immanuel
• [R-SIG-Finance] blotter getting getEndEq(account, CurrentDate) by Symbol   Immanuel
• [R-SIG-Finance] quantstrat example stragey error   Immanuel
• [R-SIG-Finance] quantstrat example stragey error   Immanuel
• [R-SIG-Finance] quantstrat example stragey error   Immanuel
• [R-SIG-Finance] quantstrat & flexible orderqty   Immanuel
• [R-SIG-Finance] basket of trading systems (blotter, quantstrat)   Immanuel
• [R-SIG-Finance] basket of trading systems (blotter, quantstrat)   Immanuel
• [R-SIG-Finance] multiple plots with QQplot of PerformanceAnalytics   Robert Iquiapaza
• [R-SIG-Finance] Gumbel Clayton copula mixture??   Raphael Jeudy
• [R-SIG-Finance] Trading system correlation?   David St John
• [R-SIG-Finance] Trading system correlation?   David St John
• [R-SIG-Finance] Technical and Fundamental Analysis   Johnson, Cedrick W.
• [R-SIG-Finance] blotter package   Johnson, Cedrick W.
• [R-SIG-Finance] I have a problem with zoo object   B. Jonathan B. Jonathan
• [R-SIG-Finance] Point and Figure Charting   Corwin Joy
• [R-SIG-Finance] Q-Q Plot of a Generalized Pareto Distribution   John E. Kaprich
• [R-SIG-Finance] Kalman and regression model   Artyom Kharitonov
• [R-SIG-Finance] Inhomogeneous Time Series Operator   Jiwon Kim
• [R-SIG-Finance] Trading system correlation?   Mark Knecht
• [R-SIG-Finance] Trading system correlation?   Mark Knecht
• [R-SIG-Finance] Create a Monday-Friday time series?   Mark Knecht
• [R-SIG-Finance] Create a Monday-Friday time series?   Mark Knecht
• [R-SIG-Finance] Create a Monday-Friday time series?   Mark Knecht
• [R-SIG-Finance] Create a Monday-Friday time series?   Mark Knecht
• [R-SIG-Finance] Technical and Fundamental Analysis   Mark Knecht
• [R-SIG-Finance] quantmod for futures   Mark Knecht
• [R-SIG-Finance] quantmod for futures   Mark Knecht
• [R-SIG-Finance] Trading system correlation?   Mark Knecht
• [R-SIG-Finance] Trading system correlation?   Mark Knecht
• [R-SIG-Finance] date range when using getSymbols?   Mark Knecht
• [R-SIG-Finance] date range when using getSymbols?   Mark Knecht
• [R-SIG-Finance] zoo plot without box?   Pierre Lapointe
• [R-SIG-Finance] Datastream Interface   Pierre Lapointe
• [R-SIG-Finance] Copula and Multivariate distribution   Samuel Le
• [R-SIG-Finance] blotter package   Ledon, Alain - Eqty NY
• [R-SIG-Finance] fPortfolio: Extracting Weight Vectors for FrontierPoints?   Ledon, Alain - Eqty NY
• [R-SIG-Finance] Adjusting for dividends   Brian Leidich
• [R-SIG-Finance] Dealing with the futures roll in quantstrat and blotter   Gei Lin
• [R-SIG-Finance] Dealing with the futures roll in quantstrat and blotter   Gei Lin
• [R-SIG-Finance] Passing Transaction costs from quantstrat to blotter   Gei Lin
• [R-SIG-Finance] Estimation of an GARCH model with conditional skewness and kurtosis   Johannes Lips
• [R-SIG-Finance] Estimation of an GARCH model with conditional skewness and kurtosis   Johannes Lips
• [R-SIG-Finance] Estimation of an GARCH model with conditional skewness and kurtosis   Johannes Lips
• [R-SIG-Finance] Estimation of an GARCH model with conditional skewness and kurtosis   Johannes Lips
• [R-SIG-Finance] fPortfolio: Extracting Weight Vectors for FrontierPoints?   Luedde, Mirko
• [R-SIG-Finance] Ranks of Spearman's rank correlation coefficient   Zanella Marco
• [R-SIG-Finance] Ranks of Spearman's rank correlation coefficient   Zanella Marco
• [R-SIG-Finance] Loss Given Default (LGD) using Beta estimation and Kernel Density   Amy Milano
• [R-SIG-Finance] Zoo: na.locf, na.approx behaviour changes between versions 1.6.3 and 1.6.4   Giuseppe Milicia
• [R-SIG-Finance] Zoo: na.locf, na.approx behaviour changes between versions 1.6.3 and 1.6.4   Giuseppe Milicia
• [R-SIG-Finance] apply.rolling to a multi column timeSeries   William Mok
• [R-SIG-Finance] multiple plots with QQplot of PerformanceAnalytics   William Mok
• [R-SIG-Finance] Generating Monthly Return Info (Eric Thungstom)   Tobias Muhlhofer
• [R-SIG-Finance] What's Wrong with this Chart?   Dan N.
• [R-SIG-Finance] What's Wrong with this Chart?   Dan N.
• [R-SIG-Finance] What's Wrong with this Chart?   Dan N.
• [R-SIG-Finance] Update on Limit Orderbook Package   Javier Navarro
• [R-SIG-Finance] blotter package   Javier Navarro
• [R-SIG-Finance] blotter package   Javier Navarro
• [R-SIG-Finance] blotter package   Javier Navarro
• [R-SIG-Finance] R in batch mode - RBloomberg   Ana Nelson
• [R-SIG-Finance] R in batch mode - RBloomberg   Ana Nelson
• [R-SIG-Finance] RBloomberg and Bloomberg API 3.4.1.3   Ana Nelson
• [R-SIG-Finance] RBloomberg and Bloomberg API 3.4.1.3   Ana Nelson
• [R-SIG-Finance] RBloomberg and Bloomberg API 3.4.1.3   Ana Nelson
• [R-SIG-Finance] Error Message using RBloomberg   Ana Nelson
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 82, Issue 6 + How to disable multi-lanuage functionality   Judy PENG
• [R-SIG-Finance] IBrokers R package: issue with class twsconn (R)   Johnny Paulo
• [R-SIG-Finance] reqMktData in IBrokers   Johnny Paulo
• [R-SIG-Finance] getting percentiles by factor   Hesen Peng
• [R-SIG-Finance] getting percentiles by factor   Hesen Peng
• [R-SIG-Finance] PerformanceAnalytics: Error computing component-VaR using method="kernel"   Brian G. Peterson
• [R-SIG-Finance] [off-topic] Forum for Macro-economics discussion   Brian G. Peterson
• [R-SIG-Finance] Applying function on rolling window basis ** not rollapply() function in zoo   Brian G. Peterson
• [R-SIG-Finance] Applying function on rolling window basis ** not rollapply() function in zoo   Brian G. Peterson
• [R-SIG-Finance] A question on portfolio value calculation   Brian G. Peterson
• [R-SIG-Finance] blotter   Brian G. Peterson
• [R-SIG-Finance] quantstrat   Brian G. Peterson
• [R-SIG-Finance] quantmod for futures   Brian G. Peterson
• [R-SIG-Finance] quantstrat   Brian G. Peterson
• [R-SIG-Finance] quantstrat   Brian G. Peterson
• [R-SIG-Finance] Analyzing data using quantmod:   Brian G. Peterson
• [R-SIG-Finance] quantmod for futures   Brian G. Peterson
• [R-SIG-Finance] Adjusting for dividends   Brian G. Peterson
• [R-SIG-Finance] blotter package   Brian G. Peterson
• [R-SIG-Finance] Genetic Algorithms & Portfolio Optimization   Brian G. Peterson
• [R-SIG-Finance] Fwd: R to common lisp translator   Brian G. Peterson
• [R-SIG-Finance] quantstrat - macross demo problem   Brian G. Peterson
• [R-SIG-Finance] XTS with unique time stamps?   Brian G. Peterson
• [R-SIG-Finance] XTS with unique time stamps?   Brian G. Peterson
• [R-SIG-Finance] Selecting a subset of date range   Brian G. Peterson
• [R-SIG-Finance] I have a problem with zoo object   Brian G. Peterson
• [R-SIG-Finance] quantstrat - macross demo problem   Brian G. Peterson
• [R-SIG-Finance] quantstrat and nonstandard column names in the price series   Brian G. Peterson
• [R-SIG-Finance] quantstrat and nonstandard column names in the price series   Brian G. Peterson
• [R-SIG-Finance] Trading system correlation?   Brian G. Peterson
• [R-SIG-Finance] Inhomogeneous Time Series Operator   Brian G. Peterson
• [R-SIG-Finance] EIKON REUTERS   Brian G. Peterson
• [R-SIG-Finance] date range when using getSymbols?   Brian G. Peterson
• [R-SIG-Finance] Datastream Interface   Brian G. Peterson
• [R-SIG-Finance] quantstrat - stop loss and stop trailing:   Brian G. Peterson
• [R-SIG-Finance] quantstrat for live trading - some questions   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics Marginal VaR   Brian G. Peterson
• [R-SIG-Finance] blotter update MM & weights without recalculation all   Brian G. Peterson
• [R-SIG-Finance] quantstrat example stragey error   Brian G. Peterson
• [R-SIG-Finance] blotter getting getEndEq(account, CurrentDate) by Symbol   Brian G. Peterson
• [R-SIG-Finance] blotter getting getEndEq(account, CurrentDate) by Symbol   Brian G. Peterson
• [R-SIG-Finance] quantstrat example stragey error   Brian G. Peterson
• [R-SIG-Finance] quantstrat & flexible orderqty   Brian G. Peterson
• [R-SIG-Finance] Replacing some observation of a zoo object   Brian G. Peterson
• [R-SIG-Finance] Dealing with the futures roll in quantstrat and blotter   Brian G. Peterson
• [R-SIG-Finance] Dealing with the futures roll in quantstrat and blotter   Brian G. Peterson
• [R-SIG-Finance] basket of trading systems (blotter, quantstrat)   Brian G. Peterson
• [R-SIG-Finance] Passing Transaction costs from quantstrat to blotter   Brian G. Peterson
• [R-SIG-Finance] (no subject)   Brian G. Peterson
• [R-SIG-Finance] (no subject)   Brian G. Peterson
• [R-SIG-Finance] R GSOC 2011   Brian G. Peterson
• [R-SIG-Finance] Possible bug in findDrawdowns   Brian G. Peterson
• [R-SIG-Finance] Fwd: GSOC 2011 Students: please get ready   Brian G. Peterson
• [R-SIG-Finance] Sullivan, Timmerman and White 1999: TA rules, and R   Brian G. Peterson
• [R-SIG-Finance] Sullivan, Timmerman and White 1999: TA rules, and R   Brian G. Peterson
• [R-SIG-Finance] fPortfolioSolver   Brian G. Peterson
• [R-SIG-Finance] fPortfolio inverse VaR function   Brian G. Peterson
• [R-SIG-Finance] Lisp as a Base for a Statistical Computing System   Andrew Piskorski
• [R-SIG-Finance] (no subject)   Ramnath R
• [R-SIG-Finance] How can you align a timeSeries so that only the last day of each month appears without weekends?   Michael Radi
• [R-SIG-Finance] [SPAM] - Re: XTS with unique time stamps? - Email found in subject   David Reiner
• [R-SIG-Finance] quantstrat - macross demo problem   Aleksandr Rudnev
• [R-SIG-Finance] quantmod for futures   Jeff Ryan
• [R-SIG-Finance] Plotting by factor with xts   Jeff Ryan
• [R-SIG-Finance] Strange troubles with sub-setting xts   Jeff Ryan
• [R-SIG-Finance] Generating Monthly Return Info   Jeff Ryan
• [R-SIG-Finance] R/Finance 2011 Registration Now Open!   Jeff Ryan
• [R-SIG-Finance] quantmod for futures   Jeffrey Ryan
• [R-SIG-Finance] Fwd: R to common lisp translator   Jeffrey Ryan
• [R-SIG-Finance] Performance comparison xts v. zoo   Jeffrey Ryan
• [R-SIG-Finance] What's Wrong with this Chart?   Jeffrey Ryan
• [R-SIG-Finance] What's Wrong with this Chart?   Jeffrey Ryan
• [R-SIG-Finance] XTS with unique time stamps?   Jeffrey Ryan
• [R-SIG-Finance] XTS with unique time stamps?   Jeffrey Ryan
• [R-SIG-Finance] Selecting a subset of date range   Jeffrey Ryan
• [R-SIG-Finance] quantstrat - macross demo problem   Jeffrey Ryan
• [R-SIG-Finance] Inhomogeneous Time Series Operator   Jeffrey Ryan
• [R-SIG-Finance] PerformanceAnalytics Marginal VaR   Jeffrey Ryan
• [R-SIG-Finance] PerformanceAnalytics Marginal VaR   Jeffrey Ryan
• [R-SIG-Finance] quantstrat example stragey error   Jeffrey Ryan
• [R-SIG-Finance] re-indexing data under the zoo package   Jeffrey Ryan
• [R-SIG-Finance] quantstrat example stragey error   Jeffrey Ryan
• [R-SIG-Finance] Replacing some observation of a zoo object   Jeffrey Ryan
• [R-SIG-Finance] Replacing some observation of a zoo object   Jeffrey Ryan
• [R-SIG-Finance] Quantmod question   Jeffrey Ryan
• [R-SIG-Finance] plotting vertical lines on months in xyplot   Jeffrey Ryan
• [R-SIG-Finance] xts timeseries as shared-memory objects with bigmemory package ?   Jeffrey Ryan
• [R-SIG-Finance] IBrokers R package: issue with class twsconn (R)   Jeffrey Ryan
• [R-SIG-Finance] colMeans(x) <> colStats(x, mean)   Mercurio Danilo 1850 SPI
• [R-SIG-Finance] fPortfolioSolver   Mercurio Danilo 1850 SPI
• [R-SIG-Finance] R to common lisp translator   Dominick Samperi
• [R-SIG-Finance] Lisp as a Base for a Statistical Computing System   Dominick Samperi
• [R-SIG-Finance] R to common lisp translator   Robert Sams
• [R-SIG-Finance] fOptions and RQuantlib give different vanillaoption premiums   Enrico Schumann
• [R-SIG-Finance] PerformanceAnalytics: Error computing component-VaR using method="kernel"   Gero Schwenk
• [R-SIG-Finance] fOptions and RQuantlib give different vanillaoption premiums   Thomas Schwiertz
• [R-SIG-Finance] [off-topic] Forum for Macro-economics discussion   Ajay Shah
• [R-SIG-Finance] Help in generalizing code   Ravi S. Shankar
• [R-SIG-Finance] Help in generalizing code   Ravi S. Shankar
• [R-SIG-Finance] Performance comparison xts v. zoo   Sheftel, Ryan
• [R-SIG-Finance] Boot samples from correlated time series.   Noah Silverman
• [R-SIG-Finance] how to plot shade area with quantmod in log scale   Simon
• [R-SIG-Finance] Webinar on portfolio optimiziation, optimization and stability analysis with Rmetrics, Jan 26   David Smith
• [R-SIG-Finance] Cost-benefit/value for money analysis   Graham Smith
• [R-SIG-Finance] Linear Regression on data from FRED   Stuart Snell
• [R-SIG-Finance] Strange troubles with sub-setting xts   Worik Stanton
• [R-SIG-Finance] Time series indexing, how can I index a series that's not a constant increase?   Ulrich Staudinger
• [R-SIG-Finance] Genetic Algorithms & Portfolio Optimization   Ulrich Staudinger
• [R-SIG-Finance] PerformanceAnalytics Figure 13   David Stewart
• [R-SIG-Finance] panel cointegration test   Matthieu Stigler
• [R-SIG-Finance] I want to find the best arima model using AIC criterion, but having problems   Matthieu Stigler
• [R-SIG-Finance] Howto test for true stationarity with adfTest()   Matthieu Stigler
• [R-SIG-Finance] zoo plot without box?   Matthieu Stigler
• [R-SIG-Finance] [Solved] Re: zoo plot without box?   Matthieu Stigler
• [R-SIG-Finance] R to common lisp translator   Andres Susrud
• [R-SIG-Finance] Fwd: R to common lisp translator   Andres Susrud
• [R-SIG-Finance] Fwd: R to common lisp translator   Andres Susrud
• [R-SIG-Finance] Help:SV-Jump model using R?   Paul Teetor
• [R-SIG-Finance] I want to find the best arima model using AIC criterion, but having problems   Paul Teetor
• [R-SIG-Finance] Howto test for true stationarity with adfTest()   Paul Teetor
• [R-SIG-Finance] R to common lisp translator   Paul Teetor
• [R-SIG-Finance] Help in generalizing code   Paul Teetor
• [R-SIG-Finance] Quantitative Finance on Stack Exchange   Paul Teetor
• [R-SIG-Finance] Interpreting cointegration - ur.df() and ad.test()   Paul Teetor
• [R-SIG-Finance] Vector Autoregression on Panel Data   Paul Teetor
• [R-SIG-Finance] quantmod for futures   Eric Thungstom
• [R-SIG-Finance] Adjusting for dividends   Eric Thungstom
• [R-SIG-Finance] Quantmod question   Eric Thungstom
• [R-SIG-Finance] Generating Monthly Return Info   Eric Thungstom
• [R-SIG-Finance] Generating Monthly Return Info   Eric Thungstom
• [R-SIG-Finance] Plotting by factor with xts   Nick Torenvliet
• [R-SIG-Finance] Plotting by factor with xts   Nick Torenvliet
• [R-SIG-Finance] Plotting by factor with xts   Nick Torenvliet
• [R-SIG-Finance] get.hist.quote   Adrian Trapletti
• [R-SIG-Finance] rgarch and GH   ShyhWeir Tzang
• [R-SIG-Finance] Factor models and SDF with gmm   Petri Tötterman
• [R-SIG-Finance] More general list?   Joshua Ulrich
• [R-SIG-Finance] Cost-benefit/value for money analysis   Joshua Ulrich
• [R-SIG-Finance] blotter   Joshua Ulrich
• [R-SIG-Finance] kyle.r?   Joshua Ulrich
• [R-SIG-Finance] kyle.r?   Joshua Ulrich
• [R-SIG-Finance] Fwd: R to common lisp translator   Joshua Ulrich
• [R-SIG-Finance] Error in "blotter-package" example   Joshua Ulrich
• [R-SIG-Finance] Error in "blotter-package" example   Joshua Ulrich
• [R-SIG-Finance] quantstrat - macross demo problem   Joshua Ulrich
• [R-SIG-Finance] IBrokers - problems getting prices with reqMktData   Joshua Ulrich
• [R-SIG-Finance] R/Finance 2011: Call for Papers: Now with prices and travel money   Joshua Ulrich
• [R-SIG-Finance] quantstrat - macross demo problem   Joshua Ulrich
• [R-SIG-Finance] Linear Regression on data from FRED   Joshua Ulrich
• [R-SIG-Finance] quantstrat example stragey error   Joshua Ulrich
• [R-SIG-Finance] runMax and DonchianChannel()   Joshua Ulrich
• [R-SIG-Finance] Help on error message: Too many file open files   Joshua Ulrich
• [R-SIG-Finance] plotting vertical lines on months in xyplot   Joshua Ulrich
• [R-SIG-Finance] quotes from cvs file, how to?   Joshua Ulrich
• [R-SIG-Finance] multiple plots with QQplot of PerformanceAnalytics   Joshua Ulrich
• [R-SIG-Finance] Sullivan, Timmerman and White 1999: TA rules, and R   Joshua Ulrich
• [R-SIG-Finance] Technical and Fundamental Analysis   Edgar Vega
• [R-SIG-Finance] quantmod for futures   Edgar Vega
• [R-SIG-Finance] fOptions and RQuantlib give different vanilla option premiums   Vladimir Vladimirov
• [R-SIG-Finance] fOptions and RQuantlib give different vanilla option premiums   Vladimir Vladimirov
• [R-SIG-Finance] PerformanceAnalytics Marginal VaR   Henry Ward
• [R-SIG-Finance] PerformanceAnalytics Marginal VaR   Henry Ward
• [R-SIG-Finance] XTS R-Forge Installation Error   Henry Ward
• [R-SIG-Finance] RESOLVED: Re: XTS R-Forge Installation Error   Henry Ward
• [R-SIG-Finance] fPortfolio inverse VaR function   Henry Ward
• [R-SIG-Finance] fPortfolio inverse VaR function   Henry Ward
• [R-SIG-Finance] EIKON REUTERS   Rory Winston
• [R-SIG-Finance] Error in "blotter-package" example   Worik
• [R-SIG-Finance] Error in "blotter-package" example   Worik
• [R-SIG-Finance] XTS with unique time stamps?   Worik
• [R-SIG-Finance] Interesting failure in getSymbols src=oanda   Worik
• [R-SIG-Finance] plotting vertical lines on months in xyplot   Worik
• [R-SIG-Finance] Possible bug in findDrawdowns   Worik
• [R-SIG-Finance] Sullivan, Timmerman and White 1999: TA rules, and R   Worik
• [R-SIG-Finance] RBloomberg -- Error in dimnames(x) <- dn : 'dimnames' applied to non-array   Li Yi
• [R-SIG-Finance] portfolio.optim and error in solve.QP: matrix D not positive definite   Guy Yollin
• [R-SIG-Finance] Noble America Summer Internship 2011 Announcement   Wang Yu
• [R-SIG-Finance] Genetic Algorithms & Portfolio Optimization   Guillaume Yziquel
• [R-SIG-Finance] Genetic Algorithms & Portfolio Optimization   Guillaume Yziquel
• [R-SIG-Finance] Genetic Algorithms & Portfolio Optimization   Guillaume Yziquel
• [R-SIG-Finance] Genetic Algorithms & Portfolio Optimization   Guillaume Yziquel
• [R-SIG-Finance] Solving Constrained Quadratic Programming Problem w An Absolute Value "Headache"   Zhang, Beiting
• [R-SIG-Finance] Solving Constrained Quadratic Programming Problem w An Absolute Value "Headache" (corrected version)   Zhang, Beiting
• [R-SIG-Finance] Help on error message: Too many file open files   Jun Zhu
• [R-SIG-Finance] Vector Autoregression on Panel Data   Eric Zivot
• [R-SIG-Finance] rgarch and GH   alexios
• [R-SIG-Finance] Interpreting cointegration - ur.df() and ad.test()   algotr8der
• [R-SIG-Finance] Interpreting cointegration - ur.df() and ad.test()   algotr8der
• [R-SIG-Finance] Create a Monday-Friday time series?   Murali.Menon at avivainvestors.com
• [R-SIG-Finance] quantstrat for live trading - some questions   me at censix.com
• [R-SIG-Finance] xts timeseries as shared-memory objects with bigmemory package ?   me at censix.com
• [R-SIG-Finance] xts timeseries as shared-memory objects with bigmemory package ?   me at censix.com
• [R-SIG-Finance] Lags in ArchTest   babel at centrum.sk
• [R-SIG-Finance] R & Factset   julien cuisinier
• [R-SIG-Finance] panel cointegration test   hela fessi
• [R-SIG-Finance] R Package for Backtesing VaR Estimates   alexios ghalanos
• [R-SIG-Finance] fPortfolioSolver   alex.rudnev at gmail.com
• [R-SIG-Finance] yahooKeystats broken?   jctoll
• [R-SIG-Finance] R Package for Backtesing VaR Estimates   johnmwamba
• [R-SIG-Finance] risk forecasting book with R code   jond
• [R-SIG-Finance] Analyzing data using quantmod:   rajesh kona
• [R-SIG-Finance] portfolio.optim and error in solve.QP: matrix D not positive definite   krishna
• [R-SIG-Finance] portfolio.optim and error in solve.QP: matrix D not positive definite   krishna
• [R-SIG-Finance] Help:SV-Jump model using R?   xiangji ma
• [R-SIG-Finance] [off-topic] Forum for Macro-economics discussion   mat
• [R-SIG-Finance] How to disable multi-lanuage functionality   mat
• [R-SIG-Finance] runMax and DonchianChannel()   andrew morgan
• [R-SIG-Finance] Aristoteles Nogueira Filho está ausente do escritório.   aristoteles.nogueira at safra.com.br
• [R-SIG-Finance] Copula Package   salmajj
• [R-SIG-Finance] Copula and Multivariate distribution   salmajj
• [R-SIG-Finance] Copula and Multivariate distribution   salmajj
• [R-SIG-Finance] CAPM Wavelets   renoir vieira
• [R-SIG-Finance] change class: cajolst and cajorls   karla hernandez villafuerte
• [R-SIG-Finance] change class: cajolst and cajorls   karla hernandez villafuerte
• [R-SIG-Finance] Datastream Interface   riccardo visca
• [R-SIG-Finance] deng yishuo wants to stay in touch on LinkedIn   deng yishuo
• [R-SIG-Finance] showing more ticks in quantmod charting   slava zimine
• [R-SIG-Finance] showing more ticks in quantmod charting   slava zimine
• [R-SIG-Finance] How to disable multi-lanuage functionality   이원재

Last message date: Thu Mar 31 21:13:43 CEST 2011
Archived on: Thu Mar 31 21:14:02 CEST 2011

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