Second quarter 2011 Archives by date

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Starting: Fri Apr 1 03:09:49 CEST 2011
Ending: Thu Jun 30 17:36:21 CEST 2011
Messages: 491

• [R-SIG-Finance] R-project Nabble server   s
• [R-SIG-Finance] Fwd: Computational Finance and Microstructure Models session   German Creamer
• [R-SIG-Finance] editors   BBands
• [R-SIG-Finance] editors   Tony Lewis
• [R-SIG-Finance] editors   Gabor Grothendieck
• [R-SIG-Finance] editors   James P. Howard, II
• [R-SIG-Finance] R/Finance 2011 Conference Agenda   Jeff Ryan
• [R-SIG-Finance] ANNOUNCEMENT: Worlds' First Open Source Futures Exchange   Paul Teetor
• [R-SIG-Finance] editors   BBands
• [R-SIG-Finance] editors   Liviu Andronic
• [R-SIG-Finance] ANNOUNCEMENT: Worlds' First Open Source Futures Exchange   Krishna
• [R-SIG-Finance] editors   Johannes Lips
• [R-SIG-Finance] Please help make an obv trade rule   xri pro
• [R-SIG-Finance] Please help in a trade rule based on obv   xri pro
• [R-SIG-Finance] Please help in a trade rule based on obv   Brian G. Peterson
• [R-SIG-Finance] reqMktData in IBrokers   Johnny Paulo
• [R-SIG-Finance] Granger Causality in VAR Model   ivan
• [R-SIG-Finance] ANNOUNCEMENT: Worlds' First Open Source Futures Exchange   Paul Teetor
• [R-SIG-Finance] addBBands don't work   Sávio Ramos
• [R-SIG-Finance] addBBands don't work   Joshua Ulrich
• [R-SIG-Finance] Granger Causality in VAR Model   Pfaff, Bernhard Dr.
• [R-SIG-Finance] Granger Causality in VAR Model   ivan
• [R-SIG-Finance] Sullivan, Timmerman and White 1999: TA rules, and R   Worik
• [R-SIG-Finance] Sullivan, Timmerman and White 1999: TA rules, and R   Worik
• [R-SIG-Finance] Calculate AGG monthly returns using Quantmod   Pacheco, Luis
• [R-SIG-Finance] agg monthly returns   Kent Russell
• [R-SIG-Finance] Vasicek,CIR or RiskMetrics   babel at centrum.sk
• [R-SIG-Finance] Vasicek,CIR or RiskMetrics   Eric Zivot
• [R-SIG-Finance] Vasicek,CIR or RiskMetrics   Sarbo
• [R-SIG-Finance] R Memory Usage   Elliot Joel Bernstein
• [R-SIG-Finance] R Memory Usage   Brian G. Peterson
• [R-SIG-Finance] R Memory Usage   Jeffrey Ryan
• [R-SIG-Finance] Artificial price series   Worik
• [R-SIG-Finance] Artificial price series   Patrick Caldon
• [R-SIG-Finance] Importing shiller xls from http://   Kent Russell
• [R-SIG-Finance] Artificial price series   David St John
• [R-SIG-Finance] Artificial price series   David St John
• [R-SIG-Finance] Artificial price series   Mark Breman
• [R-SIG-Finance] Artificial price series   Mark Leeds
• [R-SIG-Finance] Artificial price series   Joshua Ulrich
• [R-SIG-Finance] Artificial price series   Horace Tso
• [R-SIG-Finance] Artificial price series   Mark Leeds
• [R-SIG-Finance] Artificial price series   Horace Tso
• [R-SIG-Finance] Artificial price series   Mark Leeds
• [R-SIG-Finance] Artificial price series   David St John
• [R-SIG-Finance] Artificial price series   Dirk Eddelbuettel
• [R-SIG-Finance] Artificial price series   Jeffrey Ryan
• [R-SIG-Finance] Artificial price series   Worik
• [R-SIG-Finance] Artificial price series   stefano iacus
• [R-SIG-Finance] curve fitting using lm with constraints   abe chan
• [R-SIG-Finance] curve fitting using lm with constraints   Hans Radtke
• [R-SIG-Finance] Finding all the tickers for common stock from Yahoo or Interactive Brokers   Samo Pahor
• [R-SIG-Finance] Finding all the tickers for common stock from Yahoo or Interactive Brokers   julien cuisinier
• [R-SIG-Finance] Finding all the tickers for common stock from Yahoo or Interactive Brokers   andrew morgan
• [R-SIG-Finance] Finding all the tickers for common stock from Yahoo or Interactive Brokers   Zachary Mayer
• [R-SIG-Finance] R Memory Usage   Elliot Joel Bernstein
• [R-SIG-Finance] R Memory Usage   Brian G. Peterson
• [R-SIG-Finance] R Memory Usage   Matthew Dowle
• [R-SIG-Finance] Finding all the tickers for common stock from Yahoo or Interactive Brokers   Joshua Ulrich
• [R-SIG-Finance] Irregular time series and tick data   Noah Silverman
• [R-SIG-Finance] Irregular time series and tick data   Jeff Ryan
• [R-SIG-Finance] Irregular time series and tick data   Noah Silverman
• [R-SIG-Finance] Irregular time series and tick data   Noah Silverman
• [R-SIG-Finance] Irregular time series and tick data   Jeff Ryan
• [R-SIG-Finance] Irregular time series and tick data   Jeff Ryan
• [R-SIG-Finance] ANTUNES, Rui   Rui ANTUNES
• [R-SIG-Finance] 600 people's time series   苏江东Su Jiangdong
• [R-SIG-Finance] select subset from xts time series object.   Noah Silverman
• [R-SIG-Finance] select subset from xts time series object.   Jeff Ryan
• [R-SIG-Finance] select subset from xts time series object.   Hasan Diwan
• [R-SIG-Finance] select subset from xts time series object.   Noah Silverman
• [R-SIG-Finance] select subset from xts time series object.   Joshua Ulrich
• [R-SIG-Finance] select subset from xts time series object.   Noah Silverman
• [R-SIG-Finance] select subset from xts time series object.   Jeff Ryan
• [R-SIG-Finance] select subset from xts time series object.   jeff.a.ryan at gmail.com
• [R-SIG-Finance] select subset from xts time series object.   Jeffrey Ryan
• [R-SIG-Finance] Finding all the tickers for common stock from Yahoo or Interactive Brokers   Samo Pahor
• [R-SIG-Finance] Performance Analytics Question   Eric Thungstom
• [R-SIG-Finance] Performance Analytics Question   Brian G. Peterson
• [R-SIG-Finance] backtest export to openOffice calc   Andres Susrud
• [R-SIG-Finance] backtest export to openOffice calc   Brian G. Peterson
• [R-SIG-Finance] Artificial price series   Ron Michael
• [R-SIG-Finance] Artificial price series   Mark Leeds
• [R-SIG-Finance] Artificial price series   Horace Tso
• [R-SIG-Finance] IBrokers and timezone   Dzidas
• [R-SIG-Finance] Artificial price series   Ron Michael
• [R-SIG-Finance] Artificial price series   Worik
• [R-SIG-Finance] Artificial price series   Mark Leeds
• [R-SIG-Finance] R/Finance 2011: Ten days remaining   Dirk Eddelbuettel
• [R-SIG-Finance] Artificial price series   Bharat Kherwa
• [R-SIG-Finance] IBrokers and timezone   soren wilkening
• [R-SIG-Finance] chart types   Stephen Choularton
• [R-SIG-Finance] chart types   Santosh Srinivas
• [R-SIG-Finance] chart types   Brian G. Peterson
• [R-SIG-Finance] chart types   Brian G. Peterson
• [R-SIG-Finance] (no subject)   Rashaad Tayob
• [R-SIG-Finance] (no subject)   Paul Teetor
• [R-SIG-Finance] (no subject)   Dirk Eddelbuettel
• [R-SIG-Finance] Conference Details for R/Finance 2011 in Chicago   Jeffrey Ryan
• [R-SIG-Finance] IBrokers and timezone   Jeffrey Ryan
• [R-SIG-Finance] Rbloomberg problem   Jorge Nieves
• [R-SIG-Finance] Conference Details for R/Finance 2011 in Chicago   Rashaad Tayob
• [R-SIG-Finance] Rbloomberg problem   Ana Nelson
• [R-SIG-Finance] Conference Details for R/Finance 2011 in Chicago   Dirk Eddelbuettel
• [R-SIG-Finance] chart types   Stephen Choularton
• [R-SIG-Finance] bbands demo   Stephen Choularton
• [R-SIG-Finance] Rbloomberg problem   Jorge Nieves
• [R-SIG-Finance] Rbloomberg problem   Jorge Nieves
• [R-SIG-Finance] Transforming Price Timeseries   Johannes Lips
• [R-SIG-Finance] Transforming Price Timeseries   alexios
• [R-SIG-Finance] xts metadata   Pete Brecknock
• [R-SIG-Finance] xts metadata   Jeff Ryan
• [R-SIG-Finance] xts metadata   Brian G. Peterson
• [R-SIG-Finance] rollapply + lowess indicator   Eric Thungstom
• [R-SIG-Finance] rollapply + lowess indicator   me at censix.com
• [R-SIG-Finance] Where can I download the latest RBloomberg package ?   Gary Chin
• [R-SIG-Finance] Where can I download the latest RBloomberg package ?   Gei Lin
• [R-SIG-Finance] Where can I download the latest RBloomberg package ?   Gary Chin
• [R-SIG-Finance] nabble.com r-sig-finance/Rmetrics mailing list - wrong email address   Gary Chin
• [R-SIG-Finance] Quantstrat - Error while applying strategy   soren wilkening
• [R-SIG-Finance] Where can I download the latest RBloomberg package ?   Ana Nelson
• [R-SIG-Finance] Where can I download the latest RBloomberg package ?   Ramnath R
• [R-SIG-Finance] Possibly offtopic, about actuar package.   Carlos López
• [R-SIG-Finance] Possibly offtopic, about actuar package.   Carlos López
• [R-SIG-Finance] cointegration using Johansen for VAR   algotr8der
• [R-SIG-Finance] cointegration using Johansen for VAR   Pfaff, Bernhard Dr.
• [R-SIG-Finance] PerformanceAnalytics: periodicity() function   Murali.Menon at avivainvestors.com
• [R-SIG-Finance] PerformanceAnalytics: periodicity() function   Peter Carl
• [R-SIG-Finance] PerformanceAnalytics: periodicity() function   Jeffrey Ryan
• [R-SIG-Finance] cointegration using Johansen for VAR   algotr8der
• [R-SIG-Finance] cointegration using Johansen for VAR   Pfaff, Bernhard Dr.
• [R-SIG-Finance] logistic regression:weights and unbalanced samples   Andre Guimaraes
• [R-SIG-Finance] Where can I download the latest RBloomberg package ?   Gary C
• [R-SIG-Finance] Dynamic asset allocation among hedge fund's strategies   Alex Bird
• [R-SIG-Finance] Where can I download the latest RBloomberg package ?   Gary C
• [R-SIG-Finance] Where can I download the latest RBloomberg package ?   Ana Nelson
• [R-SIG-Finance] Quantmod ChartThemes   Costas Vorlow
• [R-SIG-Finance] Handling of irregular time series in lineChart   Robert A'gata
• [R-SIG-Finance] Handling of irregular time series in lineChart   Brian G. Peterson
• [R-SIG-Finance] Daily Natural Gas Price Data for Europe?   Johannes Lips
• [R-SIG-Finance] How to add data to secondary axis in chartSeries   Robert A'gata
• [R-SIG-Finance] Computation on xts   Robert A'gata
• [R-SIG-Finance] How to add data to secondary axis in chartSeries   Brian G. Peterson
• [R-SIG-Finance] Computation on xts   me at censix.com
• [R-SIG-Finance] fExoticOptions - CashOrNothingOption discrepancy   Shing Hing Man
• [R-SIG-Finance] FRED prob   Costas Vorlow
• [R-SIG-Finance] Computation on xts   Joshua Ulrich
• [R-SIG-Finance] How to calculate coskewness or coskewness matrix   Pasha Zulfuqali
• [R-SIG-Finance] How to calculate coskewness or coskewness matrix   Brian G. Peterson
• [R-SIG-Finance] FRED prob   Arun.stat
• [R-SIG-Finance] FRED prob   daniel
• [R-SIG-Finance] Strategy performance summary report   algotr8der
• [R-SIG-Finance] Strategy performance summary report   Daniel Cegiełka
• [R-SIG-Finance] Strategy performance summary report   Brian G. Peterson
• [R-SIG-Finance] Strategy performance summary report   algotr8der
• [R-SIG-Finance] Strategy performance summary report   Peter Carl
• [R-SIG-Finance] How to add data to secondary axis in chartSeries   Arun.stat
• [R-SIG-Finance] R/Finance 2011   BBands
• [R-SIG-Finance] Strategy performance summary report   Daniel Cegiełka
• [R-SIG-Finance] R/Finance 2011   Avneet Singh
• [R-SIG-Finance] R/Finance 2011   Thomas Laugle
• [R-SIG-Finance] R/Finance 2011   Brian G. Peterson
• [R-SIG-Finance] R/Finance 2011   Joshua Ulrich
• [R-SIG-Finance] Strategy performance summary report   Vijay Vaidyanathan
• [R-SIG-Finance] Strategy performance summary report   Daniel Cegiełka
• [R-SIG-Finance] quantstrat & custom indicators   algotr8der
• [R-SIG-Finance] quantstrat & custom indicators   Brian G. Peterson
• [R-SIG-Finance] Quantmod ChartThemes   Joshua Ulrich
• [R-SIG-Finance] quantstrat & custom indicators   s
• [R-SIG-Finance] RinFinance documentation   Alpert, William
• [R-SIG-Finance] quantstrat & custom indicators   algotr8der
• [R-SIG-Finance] quantstrat & custom indicators   algotr8der
• [R-SIG-Finance] quantstrat & custom indicators   Brian G. Peterson
• [R-SIG-Finance] quantstrat & custom indicators   s
• [R-SIG-Finance] quantstrat & custom indicators   algotr8der
• [R-SIG-Finance] Expected lengths of streaks   BBands
• [R-SIG-Finance] Expected lengths of streaks   Mark Leeds
• [R-SIG-Finance] Expected lengths of streaks   BBands
• [R-SIG-Finance] quantstrat & custom indicators   algotr8der
• [R-SIG-Finance] quantmod/Rmetrics-timeSeries and RQuantLib/Rmetrics-fOptions ?   msalese
• [R-SIG-Finance] quantmod/Rmetrics-timeSeries and RQuantLib/Rmetrics-fOptions ?   Brian G. Peterson
• [R-SIG-Finance] EndEquity lower than initEq despite positive p/l   algotr8der
• [R-SIG-Finance] R, Finance, and Statistical Computing at JSM   Paul Teetor
• [R-SIG-Finance] EndEquity lower than initEq despite positive p/l   algotr8der
• [R-SIG-Finance] Aggregating time series to every 30sec   Robert A'gata
• [R-SIG-Finance] EndEquity lower than initEq despite positive p/l   algotr8der
• [R-SIG-Finance] Aggregating time series to every 30sec   Jeffrey Ryan
• [R-SIG-Finance] Aggregating time series to every 30sec   Robert A'gata
• [R-SIG-Finance] quantmod/Rmetrics-timeSeries and RQuantLib/Rmetrics-fOptions ?   msalese
• [R-SIG-Finance] quantmod/Rmetrics-timeSeries and RQuantLib/Rmetrics-fOptions ?   Mark Knecht
• [R-SIG-Finance] nabble.com r-sig-finance/Rmetrics mailing list - wrong email address   Gary C
• [R-SIG-Finance] EndEquity lower than initEq despite positive p/l   s
• [R-SIG-Finance] Include only distinct lags into a GARCH specification (rgarch)   Johannes Lips
• [R-SIG-Finance] EndEquity lower than initEq despite positive p/l   G See
• [R-SIG-Finance] EndEquity lower than initEq despite positive p/l   Brian G. Peterson
• [R-SIG-Finance] Quantstrat pair trade   G See
• [R-SIG-Finance] Creating Binomial tree   Bogaso Christofer
• [R-SIG-Finance] Quantstrat pair trade   G See
• [R-SIG-Finance] Creating Binomial tree   Eric Zivot
• [R-SIG-Finance] Exponential smoothing and WLS   riccardo visca
• [R-SIG-Finance] Don't miss: 5th R/Rmetrics Meielisalp Workshop 2011, June 26-30   Diethelm Wuertz
• [R-SIG-Finance] Exponential smoothing and WLS   Eric Zivot
• [R-SIG-Finance] Quantstrat pair trade   soren wilkening
• [R-SIG-Finance] Quantstrat pair trade   G See
• [R-SIG-Finance] xts, period.apply question   Subhrangshu Nandi
• [R-SIG-Finance] xts, period.apply question   msalese
• [R-SIG-Finance] findDrawdowns {PerformanceAnalytics}   Costas Vorlow
• [R-SIG-Finance] findDrawdowns {PerformanceAnalytics}   Brian G. Peterson
• [R-SIG-Finance] findDrawdowns {PerformanceAnalytics}   Costas Vorlow
• [R-SIG-Finance] Quantstrat pair trade   G See
• [R-SIG-Finance] Quantstrat pair trade   Brian G. Peterson
• [R-SIG-Finance] Quantstrat pair trade   G See
• [R-SIG-Finance] Quantstrat pair trade   G See
• [R-SIG-Finance] performance attribution   Ben Nachtrieb
• [R-SIG-Finance] performance attribution   Brian G. Peterson
• [R-SIG-Finance] xts, period.apply question   Joshua Ulrich
• [R-SIG-Finance] EndEquity lower than initEq despite positive p/l   algotr8der
• [R-SIG-Finance] EndEquity lower than initEq despite positive p/l   Brian G. Peterson
• [R-SIG-Finance] EndEquity lower than initEq despite positive p/l   G See
• [R-SIG-Finance] Value-at-risk   Emmanuel Senyo
• [R-SIG-Finance] Value-at-risk   Brian G. Peterson
• [R-SIG-Finance] Value-at-risk   Brian G. Peterson
• [R-SIG-Finance] performance attribution   Ben Nachtrieb
• [R-SIG-Finance] performance attribution   Brian G. Peterson
• [R-SIG-Finance] is there a function that will compute a cumulative return times series   algotr8der
• [R-SIG-Finance] is there a function that will compute a cumulative return times series   G See
• [R-SIG-Finance] is there a function that will compute a cumulative return times series   s
• [R-SIG-Finance] is there a function that will compute a cumulative return times series   Brian G. Peterson
• [R-SIG-Finance] is there a function that will compute a cumulative return times series   s
• [R-SIG-Finance] is there a function that will compute a cumulative return times series   G See
• [R-SIG-Finance] Process used to manage workspace and large data files   algotr8der
• [R-SIG-Finance] Process used to manage workspace and large data files   Brian G. Peterson
• [R-SIG-Finance] Process used to manage workspace and large data files   s
• [R-SIG-Finance] Process used to manage workspace and large data files   G See
• [R-SIG-Finance] Process used to manage workspace and large data files   s
• [R-SIG-Finance] options/BS/MC   neal smith
• [R-SIG-Finance] Process used to manage workspace and large data files   G See
• [R-SIG-Finance] Process used to manage workspace and large data files   G See
• [R-SIG-Finance] options/BS/MC   Arun.stat
• [R-SIG-Finance] Process used to manage workspace and large data files   Jeffrey Ryan
• [R-SIG-Finance] options/BS/MC   neal smith
• [R-SIG-Finance] Process used to manage workspace and large data files   s
• [R-SIG-Finance] options/BS/MC   Arun Kumar Saha
• [R-SIG-Finance] 1   Andrew West
• [R-SIG-Finance] 1   Dirk Eddelbuettel
• [R-SIG-Finance] options/BS/MC   neal smith
• [R-SIG-Finance] 1   Mark Breman
• [R-SIG-Finance] getSymbols.yahoo 'adjusting' to NA   G See
• [R-SIG-Finance] getSymbols.yahoo 'adjusting' to NA   Joshua Ulrich
• [R-SIG-Finance] getSymbols.yahoo 'adjusting' to NA   G See
• [R-SIG-Finance] getSymbols.yahoo 'adjusting' to NA   G See
• [R-SIG-Finance] getSymbols.yahoo 'adjusting' to NA   G See
• [R-SIG-Finance] options/BS/MC   rex
• [R-SIG-Finance] strange trouble with timeSeries....   Mercurio Danilo 1850 SPI
• [R-SIG-Finance] getSymbols.yahoo 'adjusting' to NA   Joshua Ulrich
• [R-SIG-Finance] Trading Platforms and APIs   Noah Silverman
• [R-SIG-Finance] A question on Hull   B. Jonathan B. Jonathan
• [R-SIG-Finance] quantstrat orders   G See
• [R-SIG-Finance] na.omit.xts unsupported type error   Worik Stanton
• [R-SIG-Finance] na.omit.xts unsupported type error   Joshua Ulrich
• [R-SIG-Finance] na.omit.xts unsupported type error   Jeff Ryan
• [R-SIG-Finance] na.omit.xts unsupported type error   Worik Stanton
• [R-SIG-Finance] na.omit.xts unsupported type error   Worik Stanton
• [R-SIG-Finance] na.omit.xts unsupported type error   Joshua Ulrich
• [R-SIG-Finance] fOptions American options Implied Volatility   msalese
• [R-SIG-Finance] [SPAM] - fOptions American options Implied Volatility - Email found in subject   David Reiner
• [R-SIG-Finance] Universal Portfolios   des Mazis, Pierre-Alexandre
• [R-SIG-Finance] fOptions American options Implied Volatility   msalese
• [R-SIG-Finance] fOptions American options Implied Volatility   stefano iacus
• [R-SIG-Finance] Universal Portfolios   Brian G. Peterson
• [R-SIG-Finance] Universal Portfolios   Marc Delvaux
• [R-SIG-Finance] rolling regression estimate std. error / t value   Lu Fan
• [R-SIG-Finance] Universal Portfolios   des Mazis, Pierre-Alexandre
• [R-SIG-Finance] rolling regression estimate std. error / t value   des Mazis, Pierre-Alexandre
• [R-SIG-Finance] rolling regression estimate std. error / t value   Lu Fan
• [R-SIG-Finance] rolling regression estimate std. error / t value   des Mazis, Pierre-Alexandre
• [R-SIG-Finance] rolling regression estimate std. error / t value   Lu Fan
• [R-SIG-Finance] rolling regression estimate std. error / t value   des Mazis, Pierre-Alexandre
• [R-SIG-Finance] Multivariate cointegration framework in R?   Jeff Yan
• [R-SIG-Finance] Multivariate cointegration framework in R?   s
• [R-SIG-Finance] rolling regression estimate std. error / t value   Lu Fan
• [R-SIG-Finance] rolling regression estimate std. error / t value   des Mazis, Pierre-Alexandre
• [R-SIG-Finance] IBrokers - reqHistory results in missing random data   algotr8der
• [R-SIG-Finance] IBrokers - reqHistory results in missing random data   Jeffrey Ryan
• [R-SIG-Finance] IBrokers - reqHistory results in missing random data   s
• [R-SIG-Finance] IBrokers - reqHistory results in missing random data   algotr8der
• [R-SIG-Finance] IBrokers - reqHistory results in missing random data   algotr8der
• [R-SIG-Finance] EGARCH/TGARCH   Brian G. Peterson
• [R-SIG-Finance] Value-at-risk   Brian G. Peterson
• [R-SIG-Finance] Lorenz Curve   des Mazis, Pierre-Alexandre
• [R-SIG-Finance] Value-at-risk   Bogaso Christofer
• [R-SIG-Finance] Value-at-risk   Bogaso Christofer
• [R-SIG-Finance] Value-at-risk   Brian G. Peterson
• [R-SIG-Finance] Volatility Models?   Raghuraman Ramachandran
• [R-SIG-Finance] RBloomberg builds   Ana Nelson
• [R-SIG-Finance] trading days between dates   Geoffrey Smith
• [R-SIG-Finance] performance attribution   aamm
• [R-SIG-Finance] DCC-GARCH model and AR(1)-GARCH(1, 1) regression model   Marcin P?�ciennik
• [R-SIG-Finance] garchFit NaNs produced   Yihao Lu aeolus_lu
• [R-SIG-Finance] IBrokers - reqHistory results in missing random data   algotr8der
• [R-SIG-Finance] garchFit NaNs produced   Arun.stat
• [R-SIG-Finance] garchFit NaNs produced   Yihao Lu aeolus_lu
• [R-SIG-Finance] DCC-GARCH model and AR(1)-GARCH(1, 1) regression model   Kent Russell
• [R-SIG-Finance] R/Finance 2011 slides and follow-up   Dirk Eddelbuettel
• [R-SIG-Finance] objective function optimization in JAGS/BUGS rather then in optim-like R tools   Alex Bird
• [R-SIG-Finance] Excessive data needed for volatility{TTR} calculation?   J Toll
• [R-SIG-Finance] Excessive data needed for volatility{TTR} calculation?   J Toll
• [R-SIG-Finance] Excessive data needed for volatility{TTR} calculation?   Joshua Ulrich
• [R-SIG-Finance] Excessive data needed for volatility{TTR} calculation?   J Toll
• [R-SIG-Finance] Curve fitting the South African yield curve   Thomas Browne
• [R-SIG-Finance] Excessive data needed for volatility{TTR} calculation?   Joshua Ulrich
• [R-SIG-Finance] Excessive data needed for volatility{TTR} calculation?   J Toll
• [R-SIG-Finance] IBrokers - reqHistory results in missing random data   Kostas Evangelinos
• [R-SIG-Finance] IBrokers - reqHistory results in missing random data   Jeffrey Ryan
• [R-SIG-Finance] IBrokers - reqHistory results in missing random data   algotr8der
• [R-SIG-Finance] Excessive data needed for volatility{TTR} calculation?   Joshua Ulrich
• [R-SIG-Finance] Curve fitting the South African yield curve   Joshua Ulrich
• [R-SIG-Finance] How to test pairs trading strategy   Velappan Periasamy
• [R-SIG-Finance] How to test pairs trading strategy   Daniel Cegiełka
• [R-SIG-Finance] Volatility Models?   Sarbo
• [R-SIG-Finance] How to test pairs trading strategy   G See
• [R-SIG-Finance] getSymbols.yahoo 'adjusting' to NA   Joshua Ulrich
• [R-SIG-Finance] Curve fitting the South African yield curve   Thomas Browne
• [R-SIG-Finance] xts   Emmanuel Senyo
• [R-SIG-Finance] xts   Jeffrey Ryan
• [R-SIG-Finance] xts   Joshua Ulrich
• [R-SIG-Finance] xts   Jeffrey Ryan
• [R-SIG-Finance] A question on Hull   Sarbo
• [R-SIG-Finance] xts   Jeffrey Ryan
• [R-SIG-Finance] New to Quantitative Modeling (Looking for starting resources/suggestions)   Harsh
• [R-SIG-Finance] New to Quantitative Modeling (Looking for starting resources/suggestions)   Sarbo
• [R-SIG-Finance] New to Quantitative Modeling (Looking for starting resources/suggestions)   Harsh
• [R-SIG-Finance] New to Quantitative Modeling (Looking for starting resources/suggestions)   msalese
• [R-SIG-Finance] New to Quantitative Modeling (Looking for starting resources/suggestions)   Bogaso
• [R-SIG-Finance] New to Quantitative Modeling (Looking for starting resources/suggestions)   Kostas Evangelinos
• [R-SIG-Finance] rolling regression estimate std. error / t value   邓一硕
• [R-SIG-Finance] New to Quantitative Modeling (Looking for starting resources/suggestions)   Harsh
• [R-SIG-Finance] xts   Emmanuel Senyo
• [R-SIG-Finance] xts   Joshua Ulrich
• [R-SIG-Finance] rgarch package   Emmanuel Senyo
• [R-SIG-Finance] rgarch package   Johannes Lips
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 85, Issue 3   Emmanuel Senyo
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 85, Issue 3   Brian G. Peterson
• [R-SIG-Finance] Measure quality of fit for MA(q), ARMA(p, q) and GARCH(p, q)   Robert A'gata
• [R-SIG-Finance] Measure quality of fit for MA(q), ARMA(p, q) and GARCH(p, q)   Patrick Burns
• [R-SIG-Finance] Measure quality of fit for MA(q), ARMA(p, q) and GARCH(p, q)   alexios ghalanos
• [R-SIG-Finance] Measure quality of fit for MA(q), ARMA(p, q) and GARCH(p, q)   Jeff Ryan
• [R-SIG-Finance] Measure quality of fit for MA(q), ARMA(p, q) and GARCH(p, q)   Robert A'gata
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 85, Issue 3   Peter Addo
• [R-SIG-Finance] millisec timestamps for rows of xts/zoo object   Ulrich Staudinger
• [R-SIG-Finance] millisec timestamps for rows of xts/zoo object   Brian G. Peterson
• [R-SIG-Finance] millisec timestamps for rows of xts/zoo object   Ulrich Staudinger
• [R-SIG-Finance] millisec timestamps for rows of xts/zoo object   Dirk Eddelbuettel
• [R-SIG-Finance] millisec timestamps for rows of xts/zoo object   Ulrich Staudinger
• [R-SIG-Finance] millisec timestamps for rows of xts/zoo object   Gabor Grothendieck
• [R-SIG-Finance] millisec timestamps for rows of xts/zoo object   Dirk Eddelbuettel
• [R-SIG-Finance] running two reqMktData's using IBroker   Stephen Choularton
• [R-SIG-Finance] millisec timestamps for rows of xts/zoo object   Ulrich Staudinger
• [R-SIG-Finance] Need some help on zoo object   Bogaso Christofer
• [R-SIG-Finance] Need some help on zoo object   Gabor Grothendieck
• [R-SIG-Finance] millisec timestamps for rows of xts/zoo object   Dirk Eddelbuettel
• [R-SIG-Finance] millisec timestamps for rows of xts/zoo object   Ulrich Staudinger
• [R-SIG-Finance] How to test pairs trading strategy   veepsirtt
• [R-SIG-Finance] How to test pairs trading strategy   G See
• [R-SIG-Finance] Copula and Portfolio   babel at centrum.sk
• [R-SIG-Finance] Copula and Portfolio   Guy Yollin
• [R-SIG-Finance] Where can I download the latest RBloomberg package ?   Gary C
• [R-SIG-Finance] possible bug in PerformanceAnalytics 1.0.3.2 (Return.rebalancing)   Andrew Vishnyakov
• [R-SIG-Finance] XTS: creating daily bars from tick data with specific starting/ending times   soren wilkening
• [R-SIG-Finance] Fwd: Problems with charts.PerformanceSummary   Costas Vorlow
• [R-SIG-Finance] Fwd: Problems with charts.PerformanceSummary   Kent Russell
• [R-SIG-Finance] How to test pairs trading strategy   veepsirtt
• [R-SIG-Finance] Fwd: Problems with charts.PerformanceSummary   Costas Vorlow
• [R-SIG-Finance] XTS: creating daily bars from tick data with specific starting/ending times   soren wilkening
• [R-SIG-Finance] Return.Calculate vs ROC   Costas Vorlow
• [R-SIG-Finance] Return.Calculate vs ROC   Brian G. Peterson
• [R-SIG-Finance] Return.Calculate vs ROC   G See
• [R-SIG-Finance] problem with getting Historical data for futures using I Brokers package   Gautam Garg
• [R-SIG-Finance] Having troubles with timezone retrieving intraday bar data   juandi
• [R-SIG-Finance] problem with getting Historical data for futures using I Brokers package   Enrico Schumann
• [R-SIG-Finance] Return.Calculate vs ROC   Costas Vorlow
• [R-SIG-Finance] Converting data for use in TTR and PerformanceAnalytics   Kenneth Rose
• [R-SIG-Finance] Converting data for use in TTR and PerformanceAnalytics   Brian G. Peterson
• [R-SIG-Finance] Converting data for use in TTR and PerformanceAnalytics   Joshua Ulrich
• [R-SIG-Finance] Converting data for use in TTR and PerformanceAnalytics   Kenneth Rose
• [R-SIG-Finance] problem with getting Historical data for futures using I Brokers package   Gautam Garg
• [R-SIG-Finance] problem with getting Historical data for futures using I Brokers package   G See
• [R-SIG-Finance] problem with getting Historical data for futures using I Brokers package   G See
• [R-SIG-Finance] problem with getting Historical data for futures using I Brokers package   G See
• [R-SIG-Finance] problem with getting Historical data for futures using I Brokers package   Gautam Garg
• [R-SIG-Finance] Find first trade of day in xts object   Noah Silverman
• [R-SIG-Finance] Estimate parameters of a Kalman Filter   Noah Silverman
• [R-SIG-Finance] Estimate parameters of a Kalman Filter   John C Frain
• [R-SIG-Finance] Find first trade of day in xts object   Ulrich Staudinger
• [R-SIG-Finance] Estimate parameters of a Kalman Filter   John Kerpel
• [R-SIG-Finance] Estimate parameters of a Kalman Filter   Matthieu Stigler
• [R-SIG-Finance] Find first trade of day in xts object   G See
• [R-SIG-Finance] Package "quantstrat"   Horst R. Wolf
• [R-SIG-Finance] Package "quantstrat"   Daniel Cegiełka
• [R-SIG-Finance] Package "quantstrat"   G See
• [R-SIG-Finance] Package "quantstrat"   Daniel Cegiełka
• [R-SIG-Finance] Find first trade of day in xts object   Jeffrey Ryan
• [R-SIG-Finance] Find first trade of day in xts object   G See
• [R-SIG-Finance] Find first trade of day in xts object   Jeffrey Ryan
• [R-SIG-Finance] Package "quantstrat"   Daniel Cegiełka
• [R-SIG-Finance] Volume stats and 5 minute bars   Noah Silverman
• [R-SIG-Finance] Align 5 minute bars   Noah Silverman
• [R-SIG-Finance] Align 5 minute bars   Jeff Ryan
• [R-SIG-Finance] Volume stats and 5 minute bars   Joshua Ulrich
• [R-SIG-Finance] Align 5 minute bars   Noah Silverman
• [R-SIG-Finance] Add Bollinger Bands to Portfolio Equity Curve   Idris Raja
• [R-SIG-Finance] Add Bollinger Bands to Portfolio Equity Curve   Daniel Cegiełka
• [R-SIG-Finance] Estimate parameters of a Kalman Filter   Paul Gilbert
• [R-SIG-Finance] Add Bollinger Bands to Portfolio Equity Curve   Jeffrey Ryan
• [R-SIG-Finance] Align 5 minute bars   Brian G. Peterson
• [R-SIG-Finance] Volume stats and 5 minute bars   Brian G. Peterson
• [R-SIG-Finance] Volume stats and 5 minute bars   Noah Silverman
• [R-SIG-Finance] Align 5 minute bars   Noah Silverman
• [R-SIG-Finance] Align 5 minute bars   Brian G. Peterson
• [R-SIG-Finance] Berkowitz Truncated Likelihood Ratio tail Test   stefan strunz
• [R-SIG-Finance] Add Bollinger Bands to Portfolio Equity Curve   BBands
• [R-SIG-Finance] quantmod - chart object (chob)   Hungte (Stanley) Chu
• [R-SIG-Finance] quantmod - chart object (chob)   Brian G. Peterson
• [R-SIG-Finance] Berkowitz Truncated Likelihood Ratio tail Test   alexios ghalanos
• [R-SIG-Finance] New to R and Finance, backtest etc.   Alex Grund
• [R-SIG-Finance] New to R and Finance, backtest etc.   G See
• [R-SIG-Finance] New to R and Finance, backtest etc.   julien cuisinier
• [R-SIG-Finance] Value-at-risk   sadako
• [R-SIG-Finance] New to R and Finance, backtest etc.   Alex Grund
• [R-SIG-Finance] New to R and Finance, backtest etc.   Brian G. Peterson
• [R-SIG-Finance] Value-at-risk   Brian G. Peterson
• [R-SIG-Finance] New to R and Finance, backtest etc.   me at censix.com
• [R-SIG-Finance] New to R and Finance, backtest etc.   Ulrich Staudinger
• [R-SIG-Finance] New to R and Finance, backtest etc.   Jeffrey Ryan
• [R-SIG-Finance] quantmod - chart object (chob)   Jeffrey Ryan
• [R-SIG-Finance] quantmod - chart object (chob)   Stanley Chu
• [R-SIG-Finance] quantmod - chart object (chob)   Jeffrey Ryan
• [R-SIG-Finance] Value-at-risk   sadako
• [R-SIG-Finance] Value-at-risk   sadako
• [R-SIG-Finance] Rolling Correlation Matrixes   tonyp
• [R-SIG-Finance] Rolling Correlation Matrixes   Achim Zeileis
• [R-SIG-Finance] Rolling Correlation Matrixes   tonyp
• [R-SIG-Finance] fix yahooKeystats   J Toll
• [R-SIG-Finance] New to R and Finance, backtest etc.   David St John
• [R-SIG-Finance] Offset a vector by 1 to k months   Ira Sharenow
• [R-SIG-Finance] New to R and Finance, backtest etc.   me at censix.com
• [R-SIG-Finance] Handling half hourly data from electricity markets   Adrian Ladaniwskyj
• [R-SIG-Finance] Handling half hourly data from electricity markets   Gabor Grothendieck
• [R-SIG-Finance] RE Handling half hourly data from electricity   Arturo Sánchez Correa
• [R-SIG-Finance] Analyze Many Trading Systems Against a Metric   Eduardo Henri-Levy
• [R-SIG-Finance] Trouble with RBloomberg on R 2.13.0   dlincke at lincke.net
• [R-SIG-Finance] Smile pricing of FX options   thomas.browne at mac.com
• [R-SIG-Finance] Is there a function to calculate internal rate of return in R?   Qian Liu
• [R-SIG-Finance] Is there a function to calculate internal rate of return in R?   Yihao Lu aeolus_lu
• [R-SIG-Finance] Is there a function to calculate internal rate of return in R?   Yihao Lu aeolus_lu
• [R-SIG-Finance] plain mean variance optimization   Yihao Lu aeolus_lu
• [R-SIG-Finance] plain mean variance optimization   matthias.kornexl at raiffeisenbank.at
• [R-SIG-Finance] High performance computing with R   benjamin sigel
• [R-SIG-Finance] High performance computing with R   soren wilkening
• [R-SIG-Finance] New to R and Finance, backtest etc.   Daniel Krizian
• [R-SIG-Finance] High performance computing with R   Cedrick Johnson
• [R-SIG-Finance] High performance computing with R   G See
• [R-SIG-Finance] plain mean variance optimization   Dirk Eddelbuettel
• [R-SIG-Finance] Offset a vector by 1 to k months   Joshua Ulrich
• [R-SIG-Finance] Offset a vector by 1 to k months   Ira Sharenow
• [R-SIG-Finance] Smile pricing of FX options   krishna
• [R-SIG-Finance] Smile pricing of FX options   tbrowne
• [R-SIG-Finance] Smile pricing of FX options   thomas.browne at mac.com
• [R-SIG-Finance] High performance computing with R   Zachary Mayer
• [R-SIG-Finance] Smile pricing of FX options   Krishna
• [R-SIG-Finance] High performance computing with R   Markus Schmidberger
• [R-SIG-Finance] Rsolnp for Portfolio Optimization with Turnover Constraints   Robert Harlow
• [R-SIG-Finance] Rsolnp for Portfolio Optimization with Turnover Constraints   alexios ghalanos
• [R-SIG-Finance] Reuters Tick History package   wisdomtooth
• [R-SIG-Finance] Quotes yahoo fin -> db > R > results   Fabian Lorenz
• [R-SIG-Finance] Quotes yahoo fin -> db > R > results   Fabian Lorenz
• [R-SIG-Finance] Quotes yahoo fin -> db > R > results   julien cuisinier
• [R-SIG-Finance] Quotes yahoo fin -> db > R > results   Joe Conway
• [R-SIG-Finance] Quotes yahoo fin -> db > R > results   Dirk Eddelbuettel
• [R-SIG-Finance] Quotes yahoo fin -> db > R > results   Dirk Eddelbuettel
• [R-SIG-Finance] Quotes yahoo fin -> db > R > results   Paul Gilbert
• [R-SIG-Finance] Trouble with RBloomberg on R 2.13.0   KengOnn
• [R-SIG-Finance] setting quantstrat stoplimit threshold to a signal value   bb01100100
• [R-SIG-Finance] setting quantstrat stoplimit threshold to a signal value   Brian G. Peterson
• [R-SIG-Finance] Rolling Correlation Problem   tonyp
• [R-SIG-Finance] Help GARCH forecasting   tonyp
• [R-SIG-Finance] Rolling Correlation Problem   Brian G. Peterson
• [R-SIG-Finance] (no subject)   Hixon, Scott R.
• [R-SIG-Finance] (no subject)   Brian G. Peterson
• [R-SIG-Finance] Rolling Correlation Problem   matthias.kornexl at raiffeisenbank.at
• [R-SIG-Finance] Trouble with RBloomberg on R 2.13.0   Ana Nelson

Last message date: Thu Jun 30 17:36:21 CEST 2011
Archived on: Thu Jun 30 17:36:39 CEST 2011

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