Third quarter 2011 Archives by thread
Starting: Fri Jul 1 09:03:14 CEST 2011
Ending: Fri Sep 30 22:37:24 CEST 2011
Messages: 491
- [R-SIG-Finance] Serial Tests in a VAR model with arch effects
ivan
- [R-SIG-Finance] Simulating inhomogeneous Poisson process without loop
Tristan Linke
- [R-SIG-Finance] quantmod::saveSymbols not working properly for me
Samo Pahor
- [R-SIG-Finance] semi-nonparametric density function
stefan strunz
- [R-SIG-Finance] High performance computing with R
mayouf.k
- [R-SIG-Finance] FinCenter in timeSeries with "merge", "cbind" and "rbind"
Kenneth Roy Cabrera Torres
- [R-SIG-Finance] Iterating through subset of XTS object
Noah Silverman
- [R-SIG-Finance] Running R on a Computer Cluster in the Cloud - cloudnumbers.com
Markus Schmidberger
- [R-SIG-Finance] Correlations by season
Ira Sharenow
- [R-SIG-Finance] Piecewise distribution function estimation with Generalized Pareto for tail
Changyou Sun
- [R-SIG-Finance] How to know when an XTS row is at a particular interval
Noah Silverman
- [R-SIG-Finance] Swing options
Holger Kömm
- [R-SIG-Finance] How to Get option prices of first and expiry date alone
Subramanian S
- [R-SIG-Finance] statistical remedy needed
tonyp
- [R-SIG-Finance] Continuous Online GARCH
Noah Silverman
- [R-SIG-Finance] simulate a gram-charlier density
Heng Wang
- [R-SIG-Finance] Connection failure
player
- [R-SIG-Finance] Problem setting "FinCenter" with cbind, rbind, merge
Kenneth Roy Cabrera Torres
- [R-SIG-Finance] Back test 20 years
Michael Gates
- [R-SIG-Finance] RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"
Ana Nelson
- [R-SIG-Finance] Tools to calculate resistances and supports
Paul Smith
- [R-SIG-Finance] Why does the curve() doesn't work for negative binomial distribution?
郝立亚
- [R-SIG-Finance] AR-GARCH with additional variable - estimation problem
Marcin P?�ciennik
- [R-SIG-Finance] Interactive Brokers
Noah Silverman
- [R-SIG-Finance] IBrokers - record and playback
Noah Silverman
- [R-SIG-Finance] Quantstrat demos
Subramanian S
- [R-SIG-Finance] Rmetrics - additional file needed to use read.lynx() in Windows
bruno.monastero
- [R-SIG-Finance] variable scope with ewrapper in IBrokers
Noah Silverman
- [R-SIG-Finance] (no subject)
Amjad Ali
- [R-SIG-Finance] SABR Volatility
Raghuraman Ramachandran
- [R-SIG-Finance] Coskewness matrix
Pasha Zulfuqali
- [R-SIG-Finance] Cointegration
Arun.stat
- [R-SIG-Finance] convert volatility of log returns to dollars
Noah Silverman
- [R-SIG-Finance] [R-SIG-Finance] convert volatility of log returns to dollars
Arun Kumar Saha
- [R-SIG-Finance] How to set Color scale for color2D.matplot()
Youcheng Lin
- [R-SIG-Finance] rgarch package - VAR in DCC model example
Jacek Ernie
- [R-SIG-Finance] rgarch package problems
zoe_zhang
- [R-SIG-Finance] Quantstrat stoplimit orders not triggered
microlino
- [R-SIG-Finance] The C function getQ0 returns a non-positive covariance matrix and causes errors in arima()
Raphael Rossignol
- [R-SIG-Finance] getQuote problem
Samo Pahor
- [R-SIG-Finance] Dealing with multiple series which are not exactly same w.r.t date/time
Subramanian S
- [R-SIG-Finance] Performace problems using IBrokers and reqMktData
Samo Pahor
- [R-SIG-Finance] Weird hourly timestamping problem where hours get lost
Samuel.Meichtry at bkw-fmb.ch
- [R-SIG-Finance] label in add.indicator not accepted (quantstrat)
Daniel Krizian
- [R-SIG-Finance] Sharpe's algorithm for portfolio improvement
John P. Burkett
- [R-SIG-Finance] how to add more than two external regressors in GARCH model using rgarch
zoe_zhang
- [R-SIG-Finance] About AR（1）-GJR-GARCH(1,1) MODEL
XI ZHANG
- [R-SIG-Finance] Mean of ticks within a bar??
Noah Silverman
- [R-SIG-Finance] How to use BEKK to estimate asymmetric GARCH Model
zoe_zhang
- [R-SIG-Finance] Bruno's Panel Data LSDVC Routine
George Matysiak
- [R-SIG-Finance] Placing Combo orders with IBrokers
psmith
- [R-SIG-Finance] delay argument of ruleSignal buggy ? (quantstrat)
Daniel Krizian
- [R-SIG-Finance] Problem with TTR - stockSymbols
Owe Jessen
- [R-SIG-Finance] Accessing Bloomberg historic data for invalid codes with RBloomberg
gordon.morrison at hsbcib.com
- [R-SIG-Finance] Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics
Idris Raja
- [R-SIG-Finance] [R] how to vectorize EuropeanOptionImpliedVolatility
이원재
- [R-SIG-Finance] quantmod charting problems
randomcz
- [R-SIG-Finance] Strategies based on Neural Networks (or SVMs) - any experience with R ?
Gentil Homme
- [R-SIG-Finance] Quantstrat - trading not just Crossovers (e.g. Moving Average)
Igor
- [R-SIG-Finance] Repost: record and playback in IBrokers
Noah Silverman
- [R-SIG-Finance] Dummy variable regression
Marcin P?�ciennik
- [R-SIG-Finance] Supply position vector as input in ttrTests
Andrew Shacklock
- [R-SIG-Finance] How to add net lines to quantmod charts
Samo Pahor
- [R-SIG-Finance] Combined seasonal data using xts
Ira Sharenow
- [R-SIG-Finance] [R] Quantstrat package question
이원재
- [R-SIG-Finance] Moving averages etcetera over time periods on ragged data
Worik Stanton
- [R-SIG-Finance] Problem with stoch
Worik Stanton
- [R-SIG-Finance] RBloomberg builds
John Laing
- [R-SIG-Finance] RBloomberg
José Fernando Moreno Gutiérrez
- [R-SIG-Finance] GMM and IV with panel data
Cecilia Carmo
- [R-SIG-Finance] quantstrat: PROBLEM WITH APPLYSIGNAL Error in match.names(column, colnames(data)) : argument "column" is missing, with no default
mayouf.k
- [R-SIG-Finance] [R] Txnfees function in quantstrat
이원재
- [R-SIG-Finance] IBrokers - persistant data eWrapper
Noah Silverman
- [R-SIG-Finance] [R] A discrepancy in Num.Trades from 'tradeStats' function
이원재
- [R-SIG-Finance] Trigger a rule based on more than one signal?
soren wilkening
- [R-SIG-Finance] performance for intraday trading?
Ulrich Staudinger
- [R-SIG-Finance] combo order IBrokers
Andres Susrud
- [R-SIG-Finance] Confirm orders in TWS (Interactive Brokers)
Noah Silverman
- [R-SIG-Finance] PerformanceAnalytics apply.rolling with NAs
Dean Marks
- [R-SIG-Finance] making bars on exact times
Noah Silverman
- [R-SIG-Finance] Calculating historical returns of a set of trade rules over multiple assets
Charlie Friedemann
- [R-SIG-Finance] Get Tick data from IBrokers
Jacopo Anselmi
- [R-SIG-Finance] plm package, R squared, dummies in panel data
Cecilia Carmo
- [R-SIG-Finance] blpConnect hangs with RBloomberg 0.4-150 on R2.13.1
Murali.Menon at avivainvestors.com
- [R-SIG-Finance] PerformanceAnalytics - Style Analysis- plotting R squared over time
Philipp Haumueller
- [R-SIG-Finance] Parameters setting for multiple indicators with the same argument names
igor_vilcek_external at tatrabanka.sk
- [R-SIG-Finance] RBloomberg - no historical date retrieved since yesterday for ES1 Index
Sergio Bizzotto
- [R-SIG-Finance] EGARCH
Papa Senyo
- [R-SIG-Finance] Does Nelson/Siegel analagous model exist parsimoniously to paramaterize an FX volatility surface?
thomas.browne at mac.com
- [R-SIG-Finance] quantmod and stock splits
tim sebastin
- [R-SIG-Finance] Blotter updatePortf function can't find historical data in non global environment
Charlie Friedemann
- [R-SIG-Finance] Handling reqRealTimeBars of IBrokers api when connection is lost
maheshbp
- [R-SIG-Finance] R-SIG-Finance Digest, Vol 88, Issue 12
Papa Senyo
- [R-SIG-Finance] quantmod - getSymbols for csv files
Jun Sheng Tan
- [R-SIG-Finance] connecting to IB via R
krisan haria
- [R-SIG-Finance] RBloomberg Loop
Brian Leidich
- [R-SIG-Finance] CCCgarch.MM in PortfolioAnalytics
Alex Bird
- [R-SIG-Finance] probable error in Omega (PerformanceAnalytics) calculation
Alex Bird
- [R-SIG-Finance] Help needed for accessing factor data,
Bharat Kherwa
- [R-SIG-Finance] QuantStrat Using ^NYA
Dan Avery
- [R-SIG-Finance] Indexing minute data with indexing package
Charlie Friedemann
- [R-SIG-Finance] omega ratio paper
Mark Leeds
- [R-SIG-Finance] missing data in return series...
ShyhWeir Tzang
- [R-SIG-Finance] missing data in return series
ShyhWeir Tzang
- [R-SIG-Finance] Need help for calculating 9 period cci
Bharat Kherwa
- [R-SIG-Finance] Cache functions
Ulrich Staudinger
- [R-SIG-Finance] The trouble with Omega
Horst R. Wolf
- [R-SIG-Finance] Question about rugarch: ARFIMA
John Kerpel
- [R-SIG-Finance] Found interesting opportunity..
Fabrice McShort
- [R-SIG-Finance] IBrokers: reqMktData, but for LastPrice only
Johnny Paulo
- [R-SIG-Finance] Currency data from GOOGLE/Yahoo finance.
Ashim Kapoor
- [R-SIG-Finance] Problem with RBloomberg and xts.
Artem Simonov
- [R-SIG-Finance] RBloomberg connection options
David Reiner
- [R-SIG-Finance] problem with chart.TimeSeries()
Eric Zivot
- [R-SIG-Finance] dcc-garch conditional moments in rmgarch (rgarch) package
Alex Bird
- [R-SIG-Finance] Open to Close to Open data transformation (quantmod, xts and possibly zoo)
Costas Vorlow
- [R-SIG-Finance] xts NA date for
Dan Potter
- [R-SIG-Finance] Error with Rollmean
John Kerpel
- [R-SIG-Finance] simple arma model
Rob van Dijk
- [R-SIG-Finance] portfolio.optim
sixstringaddict
- [R-SIG-Finance] Filtering dates/times from zoo/xts series
chrisbird
- [R-SIG-Finance] Open to Close to Open data transformation (quantmod, xts and possibly zoo) + chart.TimeSeries
Costas Vorlow
- [R-SIG-Finance] How to determine the efficient frontier portfolios using the Black-Litterman model?
jaosma
- [R-SIG-Finance] Seasonal Dummy Variables in VECM (tsDyn)
mtrokic
- [R-SIG-Finance] Date conversion using POSIXct
John Kerpel
- [R-SIG-Finance] Follw-up: Date conversion using POSIXct
John Kerpel
- [R-SIG-Finance] quantmod: overlay plots
Chris Waggoner
- [R-SIG-Finance] Quantstrat Delayed Execution
Dan Avery
- [R-SIG-Finance] SMA & large n
Anna Dunietz
- [R-SIG-Finance] Test data
Worik Stanton
- [R-SIG-Finance] question related to fixed parameters in "rugarch" package
johnzli at comcast.net
- [R-SIG-Finance] Weird problem with latest RQuantLib not working with QuantMod on R 2.13.1
chandra bajpai
- [R-SIG-Finance] Rmetrics Portfolio Optimization issue
tonyp
- [R-SIG-Finance] Stock Model Question!
Anna Dunietz
- [R-SIG-Finance] RBloomberg connection options - Email found in subject
David Reiner
- [R-SIG-Finance] Displaying candle data for thinly traded stocks
Stefan Petry
- [R-SIG-Finance] extract a particular hour of tick data from multiple days form xts object
Muhammad Abuizzah
- [R-SIG-Finance] R-SIG-Finance Digest, Vol 88, Issue 28
bjorn.skogtro at gmail.com
- [R-SIG-Finance] Quantmod modelData with datetime format
Gentil Homme
Last message date:
Fri Sep 30 22:37:24 CEST 2011
Archived on: Fri Sep 30 22:37:34 CEST 2011
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