Second quarter 2011 Archives by thread
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] R/Finance 2011 Conference Agenda
Jeff Ryan
- [R-SIG-Finance] ANNOUNCEMENT: Worlds' First Open Source Futures Exchange
Paul Teetor
- [R-SIG-Finance] Please help make an obv trade rule
xri pro
- [R-SIG-Finance] reqMktData in IBrokers
Johnny Paulo
- [R-SIG-Finance] Granger Causality in VAR Model
ivan
- [R-SIG-Finance] addBBands don't work
Sávio Ramos
- [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] R Memory Usage
Elliot Joel Bernstein
- [R-SIG-Finance] Artificial price series
Worik
- [R-SIG-Finance] Importing shiller xls from http://
Kent Russell
- [R-SIG-Finance] curve fitting using lm with constraints
abe chan
- [R-SIG-Finance] Finding all the tickers for common stock from Yahoo or Interactive Brokers
Samo Pahor
- [R-SIG-Finance] Irregular time series and tick data
Noah Silverman
- [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] Performance Analytics Question
Eric Thungstom
- [R-SIG-Finance] backtest export to openOffice calc
Andres Susrud
- [R-SIG-Finance] IBrokers and timezone
Dzidas
- [R-SIG-Finance] R/Finance 2011: Ten days remaining
Dirk Eddelbuettel
- [R-SIG-Finance] chart types
Stephen Choularton
- [R-SIG-Finance] (no subject)
Rashaad Tayob
- [R-SIG-Finance] Conference Details for R/Finance 2011 in Chicago
Jeffrey Ryan
- [R-SIG-Finance] Rbloomberg problem
Jorge Nieves
- [R-SIG-Finance] bbands demo
Stephen Choularton
- [R-SIG-Finance] Transforming Price Timeseries
Johannes Lips
- [R-SIG-Finance] xts metadata
Pete Brecknock
- [R-SIG-Finance] rollapply + lowess indicator
Eric Thungstom
- [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] Possibly offtopic, about actuar package.
Carlos López
- [R-SIG-Finance] cointegration using Johansen for VAR
algotr8der
- [R-SIG-Finance] PerformanceAnalytics: periodicity() function
Murali.Menon at avivainvestors.com
- [R-SIG-Finance] logistic regression:weights and unbalanced samples
Andre Guimaraes
- [R-SIG-Finance] Dynamic asset allocation among hedge fund's strategies
Alex Bird
- [R-SIG-Finance] Quantmod ChartThemes
Costas Vorlow
- [R-SIG-Finance] Handling of irregular time series in lineChart
Robert A'gata
- [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] fExoticOptions - CashOrNothingOption discrepancy
Shing Hing Man
- [R-SIG-Finance] FRED prob
Costas Vorlow
- [R-SIG-Finance] How to calculate coskewness or coskewness matrix
Pasha Zulfuqali
- [R-SIG-Finance] Strategy performance summary report
algotr8der
- [R-SIG-Finance] R/Finance 2011
BBands
- [R-SIG-Finance] quantstrat & custom indicators
algotr8der
- [R-SIG-Finance] RinFinance documentation
Alpert, William
- [R-SIG-Finance] Expected lengths of streaks
BBands
- [R-SIG-Finance] quantmod/Rmetrics-timeSeries and RQuantLib/Rmetrics-fOptions ?
msalese
- [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] Aggregating time series to every 30sec
Robert A'gata
- [R-SIG-Finance] Include only distinct lags into a GARCH specification (rgarch)
Johannes Lips
- [R-SIG-Finance] Quantstrat pair trade
G See
- [R-SIG-Finance] Creating Binomial tree
Bogaso Christofer
- [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] xts, period.apply question
Subhrangshu Nandi
- [R-SIG-Finance] findDrawdowns {PerformanceAnalytics}
Costas Vorlow
- [R-SIG-Finance] performance attribution
Ben Nachtrieb
- [R-SIG-Finance] Value-at-risk
Emmanuel Senyo
- [R-SIG-Finance] is there a function that will compute a cumulative return times series
algotr8der
- [R-SIG-Finance] Process used to manage workspace and large data files
algotr8der
- [R-SIG-Finance] options/BS/MC
neal smith
- [R-SIG-Finance] 1
Andrew West
- [R-SIG-Finance] getSymbols.yahoo 'adjusting' to NA
G See
- [R-SIG-Finance] strange trouble with timeSeries....
Mercurio Danilo 1850 SPI
- [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] fOptions American options Implied Volatility
msalese
- [R-SIG-Finance] Universal Portfolios
des Mazis, Pierre-Alexandre
- [R-SIG-Finance] rolling regression estimate std. error / t value
Lu Fan
- [R-SIG-Finance] IBrokers - reqHistory results in missing random data
algotr8der
- [R-SIG-Finance] EGARCH/TGARCH
Brian G. Peterson
- [R-SIG-Finance] Lorenz Curve
des Mazis, Pierre-Alexandre
- [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] DCC-GARCH model and AR(1)-GARCH(1, 1) regression model
Marcin P?�ciennik
- [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] Curve fitting the South African yield curve
Thomas Browne
- [R-SIG-Finance] How to test pairs trading strategy
Velappan Periasamy
- [R-SIG-Finance] xts
Emmanuel Senyo
- [R-SIG-Finance] New to Quantitative Modeling (Looking for starting resources/suggestions)
Harsh
- [R-SIG-Finance] rgarch package
Emmanuel Senyo
- [R-SIG-Finance] R-SIG-Finance Digest, Vol 85, Issue 3
Emmanuel Senyo
- [R-SIG-Finance] Measure quality of fit for MA(q), ARMA(p, q) and GARCH(p, q)
Robert A'gata
- [R-SIG-Finance] millisec timestamps for rows of xts/zoo object
Ulrich Staudinger
- [R-SIG-Finance] running two reqMktData's using IBroker
Stephen Choularton
- [R-SIG-Finance] Need some help on zoo object
Bogaso Christofer
- [R-SIG-Finance] Copula and Portfolio
babel at centrum.sk
- [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] Return.Calculate vs ROC
Costas Vorlow
- [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] Converting data for use in TTR and PerformanceAnalytics
Kenneth Rose
- [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] Package "quantstrat"
Horst R. Wolf
- [R-SIG-Finance] Volume stats and 5 minute bars
Noah Silverman
- [R-SIG-Finance] Align 5 minute bars
Noah Silverman
- [R-SIG-Finance] Add Bollinger Bands to Portfolio Equity Curve
Idris Raja
- [R-SIG-Finance] Berkowitz Truncated Likelihood Ratio tail Test
stefan strunz
- [R-SIG-Finance] quantmod - chart object (chob)
Hungte (Stanley) Chu
- [R-SIG-Finance] New to R and Finance, backtest etc.
Alex Grund
- [R-SIG-Finance] Rolling Correlation Matrixes
tonyp
- [R-SIG-Finance] fix yahooKeystats
J Toll
- [R-SIG-Finance] Offset a vector by 1 to k months
Ira Sharenow
- [R-SIG-Finance] Handling half hourly data from electricity markets
Adrian Ladaniwskyj
- [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] High performance computing with R
benjamin sigel
- [R-SIG-Finance] Rsolnp for Portfolio Optimization with Turnover Constraints
Robert Harlow
- [R-SIG-Finance] Reuters Tick History package
wisdomtooth
- [R-SIG-Finance] Quotes yahoo fin -> db > R > results
Fabian Lorenz
- [R-SIG-Finance] setting quantstrat stoplimit threshold to a signal value
bb01100100
- [R-SIG-Finance] Rolling Correlation Problem
tonyp
- [R-SIG-Finance] Help GARCH forecasting
tonyp
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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