Fourth quarter 2011 Archives by author

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Starting: Sat Oct 1 18:41:19 CEST 2011
Ending: Sat Dec 31 10:37:52 CET 2011
Messages: 577

• [R-SIG-Finance] Backtesting / virtual portfolio   Lui ##
• [R-SIG-Finance] Backtesting / virtual portfolio   Lui ##
• [R-SIG-Finance] expanding xts object - adding a day   R. Michael Weylandt <michael.weylandt at gmail.com>
• [R-SIG-Finance] AsOf join in R   Robert A'gata
• [R-SIG-Finance] AsOf join in R   Robert A'gata
• [R-SIG-Finance] AsOf join in R   Robert A'gata
• [R-SIG-Finance] AsOf join in R   Robert A'gata
• [R-SIG-Finance] AsOf join in R   Robert A'gata
• [R-SIG-Finance] AsOf join in R   Robert A'gata
• [R-SIG-Finance] Aggregate time series by key   Robert A'gata
• [R-SIG-Finance] Aggregating time series by key and time   Robert A'gata
• [R-SIG-Finance] repeating regression   Robert A'gata
• [R-SIG-Finance] Similar function to filter but allowing time varying coefficient?   Robert A'gata
• [R-SIG-Finance] Installation Problem: package xxx is not available (for R version 2.13.2)"   Ayhan Yüksel (Finans Portföy A.Ş.)
• [R-SIG-Finance] Installation Problem: package xxx is not available (for R version 2.13.2)"   Ayhan Yüksel (Finans Portföy A.Ş.)
• [R-SIG-Finance] RBloomberg connection problem   Ayhan Yüksel (Finans Portföy A.Ş.)
• [R-SIG-Finance] Bloomberg login through R   Ayhan Yüksel (Finans Portföy A.Ş.)
• [R-SIG-Finance] Sullivan, Timmerman and White 1999: TA rules, and R   AGhandar
• [R-SIG-Finance] Systematic Risk to the Financial System, Economy   Adams, Zeno
• [R-SIG-Finance] Simulated expected return for a hedge fund   Afshartous, David
• [R-SIG-Finance] Simulated expected return for a hedge fund   Afshartous, David
• [R-SIG-Finance] Simulated expected return for a hedge fund   Afshartous, David
• [R-SIG-Finance] Simulated expected return for a hedge fund   Afshartous, David
• [R-SIG-Finance] Simulated expected return for a hedge fund   David Afshartous
• [R-SIG-Finance] Calculating Hasbrouck's information share and Gonzalo-Granger weights on R   Nidhi Aggrawal
• [R-SIG-Finance] Internship Opportunity at New York financial weekly   Alpert, William
• [R-SIG-Finance] RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"   Jacopo Anselmi
• [R-SIG-Finance] Rbloomberg   Jacopo Anselmi
• [R-SIG-Finance] Aggregating time series by key and time (Robert A'gata)   Ravi Aranke
• [R-SIG-Finance] [SPAM] - Monte Carlo simulation for VaR estimation - Email found in subject   Arun.stat
• [R-SIG-Finance] risk-free rate in option pricing   Arun.stat
• [R-SIG-Finance] correlation matrix   Arun.stat
• [R-SIG-Finance] [R] nice time series viewer?   Arun.stat
• [R-SIG-Finance] Quantstrat prefer pricing   Dan Avery
• [R-SIG-Finance] Quantstrat Prefer Pricing - v2   Dan Avery
• [R-SIG-Finance] The Art of R Programming   BBands
• [R-SIG-Finance] The Art of R Programming   BBands
• [R-SIG-Finance] Point and Figure Charting   BBands
• [R-SIG-Finance] Extracting data from google.finance: getSymbols   Vikram Bahure
• [R-SIG-Finance] Fwd: runMult instead of runSum   Martin Bauer
• [R-SIG-Finance] the solution of your problem IB problem ..   Martin Bauer
• [R-SIG-Finance] Fwd: runMult instead of runSum   Martin Bauer
• [R-SIG-Finance] expanding xts object - adding a day   Martin Bauer
• [R-SIG-Finance] expanding xts object - adding a day   Martin Bauer
• [R-SIG-Finance] (no subject)   Martin Bauer
• [R-SIG-Finance] Prroblem with RBloomberg blp intraday data   Benjamin, Michael
• [R-SIG-Finance] HELP: Problem with RBloomberg blp intraday data   Benjamin, Michael
• [R-SIG-Finance] HELP: Problem with RBloomberg blp intraday data   Benjamin, Michael
• [R-SIG-Finance] RBloomberg/RJava Issue   Benjamin, Michael
• [R-SIG-Finance] print an xts object in reverse order   Chris de Bleu
• [R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation   Bogaso
• [R-SIG-Finance] Backtesting / virtual portfolio   Christofer Bogaso
• [R-SIG-Finance] Asking for help using quantstrat   Bos, Roger
• [R-SIG-Finance] Asking for help using quantstrat   Bos, Roger
• [R-SIG-Finance] Asking for help using quantstrat SOLVED   Bos, Roger
• [R-SIG-Finance] Estimating co-integration factors of two time series   Russell Bowdrey
• [R-SIG-Finance] weighting data points in npreg   Russell Bowdrey
• [R-SIG-Finance] Estimating co-integration factors of two time series   Pete Brecknock
• [R-SIG-Finance] irregular time series to regular time series   Pete Brecknock
• [R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation   Joachim Breit
• [R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation   Joachim Breit
• [R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation   Joachim Breit
• [R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation   Joachim Breit
• [R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation   Joachim Breit
• [R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation   Joachim Breit
• [R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation   Joachim Breit
• [R-SIG-Finance] Determine the number of trading days for XETRA or EUREX in a given period   Joachim Breit
• [R-SIG-Finance] Determine the number of trading days for XETRA or EUREX in a given period   Mark Breman
• [R-SIG-Finance] A question on volatility   Patrick Burns
• [R-SIG-Finance] Skewness function for intraday data return distribution   Patrick Burns
• [R-SIG-Finance] help with egarch prediction   Patrick Burns
• [R-SIG-Finance] External regressors   Patrick Burns
• [R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation   Patrick Burns
• [R-SIG-Finance] correlation matrix   Patrick Burns
• [R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation   Patrick Burns
• [R-SIG-Finance] Time given the week number and year.   Kevin Burton
• [R-SIG-Finance] Time given the week number and year.   Kevin Burton
• [R-SIG-Finance] Updating 'R'?   Kevin Burton
• [R-SIG-Finance] apply Function Problem   JOSH CHIEN
• [R-SIG-Finance] PerformanceAnalytics - Sharpes Style Analysis- but with intercept?   Peter Carl
• [R-SIG-Finance] Problems with R Bloomberg   Sean Carmody
• [R-SIG-Finance] Data (Was: TZs)   Daniel Cegiełka
• [R-SIG-Finance] Data (Was: TZs)   Daniel Cegiełka
• [R-SIG-Finance] real time data and quantmod   Daniel Cegiełka
• [R-SIG-Finance] Data (Was: TZs)   Daniel Cegiełka
• [R-SIG-Finance] marketdata in qsiblive   Daniel Cegiełka
• [R-SIG-Finance] quantmod package documentation   Daniel Cegiełka
• [R-SIG-Finance] How to get name of a ticker using Quantmod/R   Daniel Cegiełka
• [R-SIG-Finance] How to get name of a ticker using Quantmod/R   Daniel Cegiełka
• [R-SIG-Finance] nice time series viewer?   Daniel Cegiełka
• [R-SIG-Finance] msts command in the forecast package?   Daniel Cegiełka
• [R-SIG-Finance] issues with zoo masking as.Date function, resulting in issues with as.Date   Yohan Chalabi
• [R-SIG-Finance] Desriptive Stats for List   Victor Chan
• [R-SIG-Finance] "xts" as S4 slot class   Stanley Chu
• [R-SIG-Finance] Rolling through fixed-length time windows   Matthew Clegg
• [R-SIG-Finance] Rolling through fixed-length time windows   Matthew Clegg
• [R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation   Matthew Clegg
• [R-SIG-Finance] Filling a time series with Last Ask, Last Bid, etc   Cliff Clive
• [R-SIG-Finance] Filling a time series with Last Ask, Last Bid, etc   Cliff Clive
• [R-SIG-Finance] R courses (for finance) in Singapore   Colstat
• [R-SIG-Finance] Download RBloomberg for R-2.14.0   Colstat
• [R-SIG-Finance] Time Series w/ daily or stochastic observation prediction   Community
• [R-SIG-Finance] Using MINE in R   Matt Considine
• [R-SIG-Finance] Accessing the output of the MINE routine   Matt Considine
• [R-SIG-Finance] Routines for net and gross of fee returns?   Matt Considine
• [R-SIG-Finance] Speed of processing a bdh call using Rbloomberg   Aidan Corcoran
• [R-SIG-Finance] Speed of processing a bdh call using Rbloomberg   Aidan Corcoran
• [R-SIG-Finance] Speed of processing a bdh call using Rbloomberg   Aidan Corcoran
• [R-SIG-Finance] A question on volatility   Megh Dal
• [R-SIG-Finance] Download RBloomberg for R-2.14.0   Jeff Davis
• [R-SIG-Finance] Extracting data from google.finance: getSymbols   Db
• [R-SIG-Finance] negative p-values for t.test() in apply.rolling()   Bernd Dittmann
• [R-SIG-Finance] Data (Was: TZs)   Dirk Eddelbuettel
• [R-SIG-Finance] Data (Was: TZs)   Dirk Eddelbuettel
• [R-SIG-Finance] Data (Was: TZs)   Dirk Eddelbuettel
• [R-SIG-Finance] Data (Was: TZs)   Dirk Eddelbuettel
• [R-SIG-Finance] Dealing with live quotes in R   Dirk Eddelbuettel
• [R-SIG-Finance] R/Finance 2012 -- Call for Papers   Dirk Eddelbuettel
• [R-SIG-Finance] InferenceForR and Rmetrics   Dirk Eddelbuettel
• [R-SIG-Finance] getSymbols {quantmod}: load data from world markets   Fan
• [R-SIG-Finance] Sullivan, Timmerman and White 1999: TA rules, and R   Adam Ghandar
• [R-SIG-Finance] Aggregating tick data   Matthew Gilbert
• [R-SIG-Finance] DBI solution   Paul Gilbert
• [R-SIG-Finance] real time data and quantmod   Simone Gogna
• [R-SIG-Finance] Ca.jo function Help   Nicolas Gomez
• [R-SIG-Finance] Ca.jo function Help (v2)   Nicolas Gomez
• [R-SIG-Finance] expanding xts object - adding a day   Hans Grapenthin
• [R-SIG-Finance] AsOf join in R   Gabor Grothendieck
• [R-SIG-Finance] AsOf join in R   Gabor Grothendieck
• [R-SIG-Finance] TZs   Gabor Grothendieck
• [R-SIG-Finance] issues with zoo masking as.Date function, resulting in issues with as.Date   Gabor Grothendieck
• [R-SIG-Finance] issues with zoo masking as.Date function, resulting in issues with as.Date   Gabor Grothendieck
• [R-SIG-Finance] Data (Was: TZs)   Gabor Grothendieck
• [R-SIG-Finance] Rolling through fixed-length time windows   Gabor Grothendieck
• [R-SIG-Finance] DBI solution   Gabor Grothendieck
• [R-SIG-Finance] Rolling through fixed-length time windows   Gabor Grothendieck
• [R-SIG-Finance] Intraday data using RBloomberg?   Vickie Guo
• [R-SIG-Finance] Dealing with live quotes in R   Shekhar Gupta
• [R-SIG-Finance] probit model on time series   Bryson Hadley
• [R-SIG-Finance] rugarch: solnp vs nlminb default control parameters   Robert Harlow
• [R-SIG-Finance] Setting up Financial Instrument   Mark Harrison
• [R-SIG-Finance] Setting up Financial Instrument   Mark Harrison
• [R-SIG-Finance] Mulitple FI Sources   Mark Harrison
• [R-SIG-Finance] Mulitple FI Sources   Mark Harrison
• [R-SIG-Finance] repeating regression   Richard Herron
• [R-SIG-Finance] Binart ARMA   Napon Hongsakulvasu
• [R-SIG-Finance] Using Grammatical Evolution to generate trading rules   Immanuel
• [R-SIG-Finance] Fwd: blotter, quantstrat: initDate without effect?   Robert Iquiapaza
• [R-SIG-Finance] TZ database   Steve Jaffe
• [R-SIG-Finance] Better Hedge Ratios for Spread Trading   Samit Jain
• [R-SIG-Finance] Better Hedge Ratios for Spread Trading   Samit Jain
• [R-SIG-Finance] function for x to the power of y   Samit Jain
• [R-SIG-Finance] Systematic Risk to the Financial System, Economy   David St John
• [R-SIG-Finance] help needed for rugarch forecast function   John Kerpel
• [R-SIG-Finance] Block length for Bivariate Stationary Bootstrap for Inference for Correlation   Andreas Klein
• [R-SIG-Finance] How to output "Trace" list from auto.arima in forecast library   Arun Krishnamoorthy
• [R-SIG-Finance] How to output "Trace" list from auto.arima in forecast library   Arun Krishnamoorthy
• [R-SIG-Finance] XML Package - Writing XML files in specific format   Arun Krishnamoorthy
• [R-SIG-Finance] XML Package - Writing XML files in specific format   Arun Krishnamoorthy
• [R-SIG-Finance] How to get name of a ticker using Quantmod/R   George Kumar
• [R-SIG-Finance] How to get name of a ticker using Quantmod/R   George Kumar
• [R-SIG-Finance] How to get name of a ticker using Quantmod/R   George Kumar
• [R-SIG-Finance] How to get name of a ticker using Quantmod/R   George Kumar
• [R-SIG-Finance] Speed of processing a bdh call using Rbloomberg   John Laing
• [R-SIG-Finance] RBloomberg hangs on blpConnect()   John Laing
• [R-SIG-Finance] RBloomberg hangs on blpConnect()   John Laing
• [R-SIG-Finance] Download RBloomberg for R-2.14.0   John Laing
• [R-SIG-Finance] Download RBloomberg for R-2.14.0   John Laing
• [R-SIG-Finance] Download RBloomberg for R-2.14.0   John Laing
• [R-SIG-Finance] Download RBloomberg for R-2.14.0   John Laing
• [R-SIG-Finance] Download RBloomberg for R-2.14.0   John Laing
• [R-SIG-Finance] HELP: Problem with RBloomberg blp intraday data   John Laing
• [R-SIG-Finance] HELP: Problem with RBloomberg blp intraday data   John Laing
• [R-SIG-Finance] Bloomberg login through R   John Laing
• [R-SIG-Finance] Rbloomberg   John Laing
• [R-SIG-Finance] RBloomberg, blpConnect, java.lang.UnsupportedClassVersionError   John Laing
• [R-SIG-Finance] function for x to the power of y   Pierre Lapointe
• [R-SIG-Finance] Bloomberg login through R   Pierre Lapointe
• [R-SIG-Finance] Measuring Price Impact of Trade   Mark Leeds
• [R-SIG-Finance] Backtesting / virtual portfolio   Mark Leeds
• [R-SIG-Finance] Using cointegration coefficients to forecast?   Mark Leeds
• [R-SIG-Finance] Using cointegration coefficients to forecast?   Mark Leeds
• [R-SIG-Finance] Quantmod problem with getQuote with yahooQF options   Xian Li
• [R-SIG-Finance] double seasonality for hourly data   Xian Li
• [R-SIG-Finance] risk-free rate in option pricing   Xian Li
• [R-SIG-Finance] chart.TimeSeries() with ylabel formats (percentages, scientific etc)   G Lin
• [R-SIG-Finance] Estimate complex GJR-GARCH with exogeneous regressors in mean equation and dummy in variance equation   Lin23
• [R-SIG-Finance] Need help with my Code for complex GARCH (GJR-GARCH)   Lin23
• [R-SIG-Finance] State-dependent volatility in state space model - CIR   Kristian Lind
• [R-SIG-Finance] State-dependent volatility in state space model - CIR   Kristian Lind
• [R-SIG-Finance] Estimate complex GJR-GARCH with exogeneous regressors in mean equation and dummy in variance equation   Johannes Lips
• [R-SIG-Finance] Does fPortfolio support inequality constraints in MV optimization?   Qian Liu
• [R-SIG-Finance] (no subject)   Wei-han Liu
• [R-SIG-Finance] Rbloomberg   Longo, EMLL (Eduardo)
• [R-SIG-Finance] Rbloomberg   Longo, EMLL (Eduardo)
• [R-SIG-Finance] fPortfolio - SOCP not available?   Adrian Madescu
• [R-SIG-Finance] Time given the week number and year.   Kalisbek K Malikov
• [R-SIG-Finance] Time given the week number and year.   Kalisbek K Malikov
• [R-SIG-Finance] Time interval logic   Manoj
• [R-SIG-Finance] IBrokers TWS quits daily   Stergios Marinopoulos
• [R-SIG-Finance] Quantstrat - applyRule   Zachary Mayer
• [R-SIG-Finance] real time data and quantmod   Zachary Mayer
• [R-SIG-Finance] Random Forest Classifiers   Zachary Mayer
• [R-SIG-Finance] Question about fitting seasonal ARIMA in R?   Zachary Mayer
• [R-SIG-Finance] msts command in the forecast package?   Zachary Mayer
• [R-SIG-Finance] msts command in the forecast package?   Zachary Mayer
• [R-SIG-Finance] msts command in the forecast package?   Zachary Mayer
• [R-SIG-Finance] PerformanceAnalytics Figure 13   Zachary Mayer
• [R-SIG-Finance] nice time series viewer?   Michael
• [R-SIG-Finance] Question about fitting seasonal ARIMA in R?   Michael
• [R-SIG-Finance] [R] nice time series viewer?   Michael
• [R-SIG-Finance] R and Backtest platforms?   Michael
• [R-SIG-Finance] msts command in the forecast package?   Michael
• [R-SIG-Finance] R and Backtest platforms?   Michael
• [R-SIG-Finance] msts command in the forecast package?   Michael
• [R-SIG-Finance] msts command in the forecast package?   Michael
• [R-SIG-Finance] msts command in the forecast package?   Michael
• [R-SIG-Finance] bats in Forecast library?   Michael
• [R-SIG-Finance] how do I convert RBloomberg tick data into xts format?   Michael
• [R-SIG-Finance] Using cointegration coefficients to forecast?   Michael
• [R-SIG-Finance] Using cointegration coefficients to forecast?   Michael
• [R-SIG-Finance] Happy holidays and trading strategies in R?   Michael
• [R-SIG-Finance] where are those R/Finance meetups?   Michael
• [R-SIG-Finance] where are those R/Finance meetups?   Michael
• [R-SIG-Finance] Error message "No regressors provided" in auto.arima   Michael
• [R-SIG-Finance] Error message "No regressors provided" in auto.arima   Michael
• [R-SIG-Finance] Removing outliers in tick data in R?   Michael
• [R-SIG-Finance] Removing outliers in tick data in R?   Michael
• [R-SIG-Finance] determining local min and local max in a time series...   Michael
• [R-SIG-Finance] determining local min and local max in a time series...   Michael
• [R-SIG-Finance] Removing outliers in tick data in R?   Michael
• [R-SIG-Finance] "visualizing" multi-dimensional backtesting/optimization results?   Michael
• [R-SIG-Finance] TZs   Andrew Miller
• [R-SIG-Finance] Data (Was: TZs)   Andrew Miller
• [R-SIG-Finance] Random Forest Classifiers   Momop Momop
• [R-SIG-Finance] Random Forest Classifiers   Momop Momop
• [R-SIG-Finance] Happy holidays and trading strategies in R?   Uffe K. Mortensen
• [R-SIG-Finance] DBI solution   Ben Nachtrieb
• [R-SIG-Finance] Installation Problem: package xxx is not available (for R version 2.13.2)"   Harun Ozkan
• [R-SIG-Finance] function for x to the power of y   Harun Ozkan
• [R-SIG-Finance] Interpolation of RBloomberg historical intraday bar data to force time periodicity   PBrakenhielm
• [R-SIG-Finance] IBrokers and real time forex data   Johnny Paulo
• [R-SIG-Finance] IBrokers and real time forex data   Johnny Paulo
• [R-SIG-Finance] Quantstrat - applyRule   Brian G. Peterson
• [R-SIG-Finance] AsOf join in R   Brian G. Peterson
• [R-SIG-Finance] AsOf join in R   Brian G. Peterson
• [R-SIG-Finance] TZs   Brian G. Peterson
• [R-SIG-Finance] Data (Was: TZs)   Brian G. Peterson
• [R-SIG-Finance] XML Package - Writing XML files in specific format   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics package   Brian G. Peterson
• [R-SIG-Finance] VaR and ES in PerformanceAnalytics   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics package   Brian G. Peterson
• [R-SIG-Finance] VaR and ES in PerformanceAnalytics   Brian G. Peterson
• [R-SIG-Finance] Fwd: blotter, quantstrat: initDate without effect?   Brian G. Peterson
• [R-SIG-Finance] Fwd: blotter, quantstrat: initDate without effect?   Brian G. Peterson
• [R-SIG-Finance] expanding xts object - adding a day   Brian G. Peterson
• [R-SIG-Finance] expanding xts object - adding a day   Brian G. Peterson
• [R-SIG-Finance] Quanstrat for R.2-14   Brian G. Peterson
• [R-SIG-Finance] Keeping persistent data collections   Brian G. Peterson
• [R-SIG-Finance] Time interval logic   Brian G. Peterson
• [R-SIG-Finance] Quantstrat Prefer Pricing - v2   Brian G. Peterson
• [R-SIG-Finance] help with egarch prediction   Brian G. Peterson
• [R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation   Brian G. Peterson
• [R-SIG-Finance] Need help with my Code for complex GARCH (GJR-GARCH)   Brian G. Peterson
• [R-SIG-Finance] Need help with my Code for complex GARCH (GJR-GARCH)   Brian G. Peterson
• [R-SIG-Finance] How to move stoplimit thresholds?   Brian G. Peterson
• [R-SIG-Finance] How to move stoplimit thresholds?   Brian G. Peterson
• [R-SIG-Finance] Backtesting / virtual portfolio   Brian G. Peterson
• [R-SIG-Finance] Fed stress test   Brian G. Peterson
• [R-SIG-Finance] bats in Forecast library?   Brian G. Peterson
• [R-SIG-Finance] how do I convert RBloomberg tick data into xts format?   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics Figure 13   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics Figure 13   Brian G. Peterson
• [R-SIG-Finance] where are those R/Finance meetups?   Brian G. Peterson
• [R-SIG-Finance] ranking by stats   Brian G. Peterson
• [R-SIG-Finance] Mulitple FI Sources   Brian G. Peterson
• [R-SIG-Finance] Equity in Blotter   Brian G. Peterson
• [R-SIG-Finance] Mulitple FI Sources   Brian G. Peterson
• [R-SIG-Finance] determining local min and local max in a time series...   Brian G. Peterson
• [R-SIG-Finance] Help with VECM   Pfaff, Bernhard Dr.
• [R-SIG-Finance] PerformanceAnalytics - Sharpes Style Analysis- but with intercept?   Philipp
• [R-SIG-Finance] PerformanceAnalytics - Sharpes Style Analysis- but with intercept?   Philipp
• [R-SIG-Finance] Constrained Regression with Intercept in pcls   Philipp
• [R-SIG-Finance] Constrained Regression with Intercept in pcls   Philipp
• [R-SIG-Finance] Constrained Regression with Intercept in pcls   Philipp
• [R-SIG-Finance] Constrained Regression with Intercept in pcls   Philipp
• [R-SIG-Finance] constrained weighted least square estimation   Philipp
• [R-SIG-Finance] RBloomberg hangs on blpConnect()   Harry Prabandham
• [R-SIG-Finance] RBloomberg hangs on blpConnect()   Harry Prabandham
• [R-SIG-Finance] RBloomberg hangs on blpConnect()   Harry Prabandham
• [R-SIG-Finance] getting bar data with Ibrokers   M R
• [R-SIG-Finance] Questions related to R-Credit Risk   Hans Radtke
• [R-SIG-Finance] Equity in Blotter   Rashmi
• [R-SIG-Finance] [SPAM] - Re: Skewness function for intraday data returndistribution - Email found in subject   David Reiner
• [R-SIG-Finance] [SPAM] - Monte Carlo simulation for VaR estimation - Email found in subject   David Reiner
• [R-SIG-Finance] Bloomberg login through R   David Reiner
• [R-SIG-Finance] A question on volatility   Paul Ringseth
• [R-SIG-Finance] A question on volatility   Paul Ringseth
• [R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation   Paul Ringseth
• [R-SIG-Finance] Quantstrat - applyRule   Roupell, Darko
• [R-SIG-Finance] AsOf join in R   Roupell, Darko
• [R-SIG-Finance] Measuring Price Impact of Trade   Roupell, Darko
• [R-SIG-Finance] Skewness function for intraday data return distribution   Roupell, Darko
• [R-SIG-Finance] Dealing with live quotes in R   Roupell, Darko
• [R-SIG-Finance] Dealing with live quotes in R   Roupell, Darko
• [R-SIG-Finance] Aggregating tick data   Roupell, Darko
• [R-SIG-Finance] Systematic Risk to the Financial System, Economy   Kenton Russell
• [R-SIG-Finance] Classification tasks, using rough sets theory   Jeff Ryan
• [R-SIG-Finance] PerformanceAnalytics package   Jeff Ryan
• [R-SIG-Finance] PerformanceAnalytics package   Jeff Ryan
• [R-SIG-Finance] PerformanceAnalytics package   Jeff Ryan
• [R-SIG-Finance] IBrokers TWS quits daily   Jeff Ryan
• [R-SIG-Finance] Track multiple order status with IBrokers   Jeff Ryan
• [R-SIG-Finance] Dealing with live quotes in R   Jeff Ryan
• [R-SIG-Finance] function for x to the power of y   Jeff Ryan
• [R-SIG-Finance] PerformanceAnalytics Figure 13   Jeff Ryan
• [R-SIG-Finance] lapply over list that has multiple xts objects   Jeff Ryan
• [R-SIG-Finance] determining local min and local max in a time series...   Jeff Ryan
• [R-SIG-Finance] How to output "Trace" list from auto.arima in forecast library   Jeffrey Ryan
• [R-SIG-Finance] AsOf join in R   Jeffrey Ryan
• [R-SIG-Finance] TZs   Jeffrey Ryan
• [R-SIG-Finance] Data (Was: TZs)   Jeffrey Ryan
• [R-SIG-Finance] timeSeries Error   Jeffrey Ryan
• [R-SIG-Finance] Trying to plot intraday data on multiple daily plots   Jeffrey Ryan
• [R-SIG-Finance] Installation Problem: package xxx is not available (for R version 2.13.2)"   Jeffrey Ryan
• [R-SIG-Finance] 3d implied volatility surface   Jeffrey Ryan
• [R-SIG-Finance] "xts" as S4 slot class   Jeffrey Ryan
• [R-SIG-Finance] quantmod package documentation   Jeffrey Ryan
• [R-SIG-Finance] Time interval logic   Jeffrey Ryan
• [R-SIG-Finance] print an xts object in reverse order   Jeffrey Ryan
• [R-SIG-Finance] print an xts object in reverse order   Jeffrey Ryan
• [R-SIG-Finance] Random Forest Classifiers   Jeffrey Ryan
• [R-SIG-Finance] R and Backtest platforms?   Jeffrey Ryan
• [R-SIG-Finance] White's Reality Check   Subramanian S
• [R-SIG-Finance] White's Reality Check   Subramanian S
• [R-SIG-Finance] Download RBloomberg for R-2.14.0   Mercurio Danilo 1850 SPI
• [R-SIG-Finance] Download RBloomberg for R-2.14.0   Mercurio Danilo 1850 SPI
• [R-SIG-Finance] Download RBloomberg for R-2.14.0   Mercurio Danilo 1850 SPI
• [R-SIG-Finance] Bloomberg login through R   Mercurio Danilo 1850 SPI
• [R-SIG-Finance] Output of vars package impulse response function   Richard Saba
• [R-SIG-Finance] correlation matrix   Arun Kumar Saha
• [R-SIG-Finance] [R] nice time series viewer?   Arun Kumar Saha
• [R-SIG-Finance] Intraday data using RBloomberg?   Olivier Schmitt
• [R-SIG-Finance] 4   Lars Schouw
• [R-SIG-Finance] options profit/loss graph (beginner question)   Enrico Schumann
• [R-SIG-Finance] correlation matrix   Enrico Schumann
• [R-SIG-Finance] Constrained Regression with Intercept in pcls   Enrico Schumann
• [R-SIG-Finance] The challenge to fit the greek gov curve with termstrc R Package!   Enrico Schumann
• [R-SIG-Finance] The challenge to fit the greek gov curve with termstrc R Package!   Enrico Schumann
• [R-SIG-Finance] Simulated expected return for a hedge fund   Thomas Schwiertz
• [R-SIG-Finance] AsOf join in R   G See
• [R-SIG-Finance] IBrokers and real time forex data   G See
• [R-SIG-Finance] negative p-values for t.test() in apply.rolling()   G See
• [R-SIG-Finance] Fwd: Fwd: blotter, quantstrat: initDate without effect?   G See
• [R-SIG-Finance] Fwd: Fwd: blotter, quantstrat: initDate without effect?   G See
• [R-SIG-Finance] IBrokers TWS quits daily   G See
• [R-SIG-Finance] Fwd: runMult instead of runSum   G See
• [R-SIG-Finance] Fwd: runMult instead of runSum   G See
• [R-SIG-Finance] Fwd: runMult instead of runSum   G See
• [R-SIG-Finance] Fwd: runMult instead of runSum   G See
• [R-SIG-Finance] apply Function Problem   G See
• [R-SIG-Finance] expanding xts object - adding a day   G See
• [R-SIG-Finance] expanding xts object - adding a day   G See
• [R-SIG-Finance] Keeping persistent data collections   G See
• [R-SIG-Finance] repeating regression   G See
• [R-SIG-Finance] How to get name of a ticker using Quantmod/R   G See
• [R-SIG-Finance] Better Hedge Ratios for Spread Trading   G See
• [R-SIG-Finance] Better Hedge Ratios for Spread Trading   G See
• [R-SIG-Finance] Better Hedge Ratios for Spread Trading   G See
• [R-SIG-Finance] Better Hedge Ratios for Spread Trading   G See
• [R-SIG-Finance] A possible bug in SMA   G See
• [R-SIG-Finance] Setting up Financial Instrument   G See
• [R-SIG-Finance] Asking for help using quantstrat   G See
• [R-SIG-Finance] Simulated expected return for a hedge fund   G See
• [R-SIG-Finance] Simulated expected return for a hedge fund   G See
• [R-SIG-Finance] Simulated expected return for a hedge fund   G See
• [R-SIG-Finance] Simulated expected return for a hedge fund   G See
• [R-SIG-Finance] where are those R/Finance meetups?   G See
• [R-SIG-Finance] where are those R/Finance meetups?   G See
• [R-SIG-Finance] Simulated expected return for a hedge fund   G See
• [R-SIG-Finance] Simulated expected return for a hedge fund   G See
• [R-SIG-Finance] Mulitple FI Sources   G See
• [R-SIG-Finance] Mulitple FI Sources   G See
• [R-SIG-Finance] Mulitple FI Sources   G See
• [R-SIG-Finance] lapply over list that has multiple xts objects   G See
• [R-SIG-Finance] (no subject)   Papa Senyo
• [R-SIG-Finance] External regressors   Papa Senyo
• [R-SIG-Finance] rugarch:out of sample   Papa Senyo
• [R-SIG-Finance] Unit root test   Papa Senyo
• [R-SIG-Finance] Dealing with live quotes in R   Shekhar
• [R-SIG-Finance] Order status from IBrokers?   Noah Silverman
• [R-SIG-Finance] Track multiple order status with IBrokers   Noah Silverman
• [R-SIG-Finance] IBrokers TWS quits daily   Noah Silverman
• [R-SIG-Finance] Track multiple order status with IBrokers   Noah Silverman
• [R-SIG-Finance] Classification tasks, using rough sets theory   Artem Simonov
• [R-SIG-Finance] IBrokers TWS quits daily   Preston Smith
• [R-SIG-Finance] fmfit in facmod in R-Forge   Arun Soni
• [R-SIG-Finance] mcr, cr, and pcr at security level   Arun Soni
• [R-SIG-Finance] A possible bug in SMA   Worik Stanton
• [R-SIG-Finance] A possible bug in SMA   Worik Stanton
• [R-SIG-Finance] Speed of processing a bdh call using Rbloomberg   Ulrich Staudinger
• [R-SIG-Finance] AsOf join in R   Ulrich Staudinger
• [R-SIG-Finance] Data (Was: TZs)   Ulrich Staudinger
• [R-SIG-Finance] Filling a time series with Last Ask, Last Bid, etc   Ulrich Staudinger
• [R-SIG-Finance] 3d implied volatility surface   Ulrich Staudinger
• [R-SIG-Finance] Fwd: runMult instead of runSum   Ulrich Staudinger
• [R-SIG-Finance] Fwd: runMult instead of runSum   Ulrich Staudinger
• [R-SIG-Finance] help with egarch prediction   Ulrich Staudinger
• [R-SIG-Finance] Rbloomberg   Ulrich Staudinger
• [R-SIG-Finance] How to move stoplimit thresholds?   Heiko Stegmann
• [R-SIG-Finance] How to move stoplimit thresholds?   Heiko Stegmann
• [R-SIG-Finance] Output of vars package impulse response function   Matthieu Stigler
• [R-SIG-Finance] Fwd: Use of R for VECM   Matthieu Stigler
• [R-SIG-Finance] Granger's causality test   Matthieu Stigler
• [R-SIG-Finance] Using cointegration coefficients to forecast?   Matthieu Stigler
• [R-SIG-Finance] Using cointegration coefficients to forecast?   Matthieu Stigler
• [R-SIG-Finance] Better Hedge Ratios for Spread Trading   Paul Teetor
• [R-SIG-Finance] Better Hedge Ratios for Spread Trading   Paul Teetor
• [R-SIG-Finance] Better Hedge Ratios for Spread Trading   Paul Teetor
• [R-SIG-Finance] understanding xts & ccf   Eric Thungstom
• [R-SIG-Finance] problem with plot.xts   Eric Thungstom
• [R-SIG-Finance] A question on volatility   Adrian Trapletti
• [R-SIG-Finance] A question on volatility   Adrian Trapletti
• [R-SIG-Finance] quantstrat parameters   Roger Trimble
• [R-SIG-Finance] How to output "Trace" list from auto.arima in forecast library   Joshua Ulrich
• [R-SIG-Finance] Trying to plot intraday data on multiple daily plots   Joshua Ulrich
• [R-SIG-Finance] Updating 'R'?   Joshua Ulrich
• [R-SIG-Finance] quantstrat parameters   Joshua Ulrich
• [R-SIG-Finance] PerformanceAnalytics package   Joshua Ulrich
• [R-SIG-Finance] GBSVolatility in fOptions   Joshua Ulrich
• [R-SIG-Finance] GBSVolatility in fOptions   Joshua Ulrich
• [R-SIG-Finance] Quanstrat for R.2-14   Joshua Ulrich
• [R-SIG-Finance] (no subject)   Joshua Ulrich
• [R-SIG-Finance] Quanstrat for R.2-14   Joshua Ulrich
• [R-SIG-Finance] understanding xts & ccf   Joshua Ulrich
• [R-SIG-Finance] problem with plot.xts   Joshua Ulrich
• [R-SIG-Finance] Desriptive Stats for List   Joshua Ulrich
• [R-SIG-Finance] msts command in the forecast package?   Joshua Ulrich
• [R-SIG-Finance] (no subject)   Joshua Ulrich
• [R-SIG-Finance] (no subject)   Joshua Ulrich
• [R-SIG-Finance] using [ on xts object   Joshua Ulrich
• [R-SIG-Finance] using [ on xts object   Joshua Ulrich
• [R-SIG-Finance] TTR, volatility(), historical volatility calculation methods differ   Joshua Ulrich
• [R-SIG-Finance] Keeping persistent data collections   Dino Veritas
• [R-SIG-Finance] options profit/loss graph (beginner question)   Uwe Voelker
• [R-SIG-Finance] options profit/loss graph (beginner question)   Uwe Voelker
• [R-SIG-Finance] Fwd: blotter, quantstrat: initDate without effect?   Andreas Voellenklee
• [R-SIG-Finance] Fwd: Fwd: blotter, quantstrat: initDate without effect?   Andreas Voellenklee
• [R-SIG-Finance] quantmod package documentation   Andreas Voellenklee
• [R-SIG-Finance] Random Forest Classifiers   Chris Waggoner
• [R-SIG-Finance] determining local min and local max in a time series...   Chris Waggoner
• [R-SIG-Finance] Removing outliers in tick data in R?   Chris Waggoner
• [R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation   Charles Ward
• [R-SIG-Finance] PerformanceAnalytics package   R. Michael Weylandt
• [R-SIG-Finance] VaR and ES in PerformanceAnalytics   R. Michael Weylandt
• [R-SIG-Finance] getSymbols {quantmod}: load data from world markets   R. Michael Weylandt
• [R-SIG-Finance] 3d implied volatility surface   R. Michael Weylandt
• [R-SIG-Finance] 3d implied volatility surface   R. Michael Weylandt
• [R-SIG-Finance] 3d implied volatility surface   R. Michael Weylandt
• [R-SIG-Finance] Output of vars package impulse response function   R. Michael Weylandt
• [R-SIG-Finance] repeating regression   R. Michael Weylandt
• [R-SIG-Finance] [R] nice time series viewer?   R. Michael Weylandt
• [R-SIG-Finance] msts command in the forecast package?   R. Michael Weylandt
• [R-SIG-Finance] Happy holidays and trading strategies in R?   R. Michael Weylandt
• [R-SIG-Finance] R courses (for finance) in Singapore   Keng Onn Wong
• [R-SIG-Finance] R courses (for finance) in Singapore   Keng Onn Wong
• [R-SIG-Finance] Download RBloomberg for R-2.14.0   Adam Xia
• [R-SIG-Finance] marketdata in qsiblive   Xiaofang
• [R-SIG-Finance] marketdata in qsiblive   Xiaofang
• [R-SIG-Finance] marketdata in qsiblive   Xiaofang
• [R-SIG-Finance] issues with zoo masking as.Date function, resulting in issues with as.Date   Achim Zeileis
• [R-SIG-Finance] TZs   Matti Zemack
• [R-SIG-Finance] Trying to plot intraday data on multiple daily plots   Matti Zemack
• [R-SIG-Finance] Trying to plot intraday data on multiple daily plots   Matti Zemack
• [R-SIG-Finance] R got me again. Thanks.   Matti Zemack
• [R-SIG-Finance] issues with zoo masking as.Date function, resulting in issues with as.Date   Zhang, Ivan
• [R-SIG-Finance] issues with zoo masking as.Date function, resulting in issues with as.Date   Zhang, Ivan
• [R-SIG-Finance] issues with zoo masking as.Date function, resulting in issues with as.Date   Zhang, Ivan
• [R-SIG-Finance] function for x to the power of y   Jun Zhu
• [R-SIG-Finance] A question on volatility   Eric Zivot
• [R-SIG-Finance] Estimating co-integration factors of two time series   Eric Zivot
• [R-SIG-Finance] Upcoming R course: Financial Data Modeling and Analysis in R   Eric Zivot
• [R-SIG-Finance] Correct link for R course in financial data analysis   Eric Zivot
• [R-SIG-Finance] Removing outliers in tick data in R?   Eric Zivot
• [R-SIG-Finance] help needed for rugarch forecast function   alexios
• [R-SIG-Finance] rugarch: solnp vs nlminb default control parameters   alexios
• [R-SIG-Finance] help with egarch prediction   alexios
• [R-SIG-Finance] help with egarch prediction   alexios
• [R-SIG-Finance] rugarch:out of sample   alexios
• [R-SIG-Finance] Rugarch Package - Problem with Arch-lm-test   alexios
• [R-SIG-Finance] RBloomberg, blpConnect, java.lang.UnsupportedClassVersionError   algotr8der
• [R-SIG-Finance] RBloomberg, blpConnect, java.lang.UnsupportedClassVersionError   algotr8der
• [R-SIG-Finance] RBloomberg connection problem   algotr8der
• [R-SIG-Finance] RBloomberg, blpConnect, java.lang.UnsupportedClassVersionError   algotr8der
• [R-SIG-Finance] TTR, volatility(), historical volatility calculation methods differ   algotr8der
• [R-SIG-Finance] TTR, volatility(), historical volatility calculation methods differ   algotr8der
• [R-SIG-Finance] lapply over list that has multiple xts objects   algotr8der
• [R-SIG-Finance] lapply over list that has multiple xts objects   algotr8der
• [R-SIG-Finance] Download RBloomberg for R-2.14.0   Murali.Menon at avivainvestors.com
• [R-SIG-Finance] RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"   Murali.Menon at avivainvestors.com
• [R-SIG-Finance] timeSeries Error   ayuksel
• [R-SIG-Finance] RBloomberg blpConnect issue   fabien azoulay
• [R-SIG-Finance] RBloomberg data download problem   thomas.chan.sf at boci-pru.com.hk
• [R-SIG-Finance] RBloomberg data download problem   thomas.chan.sf at boci-pru.com.hk
• [R-SIG-Finance] Constrained Regression with Intercept in pcls   thomas.chan.sf at boci-pru.com.hk
• [R-SIG-Finance] Quanstrat for R.2-14   burcy
• [R-SIG-Finance] Quanstrat for R.2-14   burcy
• [R-SIG-Finance] Quanstrat for R.2-14   burcy
• [R-SIG-Finance] Quanstrat for R.2-14   burcy
• [R-SIG-Finance] marketdata in qsiblive   me at censix.com
• [R-SIG-Finance] DBI solution   rkevinburton at charter.net
• [R-SIG-Finance] Questions related to R-Credit Risk   clangkamp
• [R-SIG-Finance] help needed for rugarch forecast function   johnzli at comcast.net
• [R-SIG-Finance] help needed for rugarch forecast function   johnzli at comcast.net
• [R-SIG-Finance] Estimating co-integration factors of two time series   julien cuisinier
• [R-SIG-Finance] Monte Carlo simulation for VaR estimation   andrija djurovic
• [R-SIG-Finance] [SPAM] - Monte Carlo simulation for VaR estimation - Email found in subject   andrija djurovic
• [R-SIG-Finance] [SPAM] - Monte Carlo simulation for VaR estimation - Email found in subject   andrija djurovic
• [R-SIG-Finance] correlation matrix   debashis dutta
• [R-SIG-Finance] correlation matrix   debashis dutta
• [R-SIG-Finance] correlation matrix   debashis dutta
• [R-SIG-Finance] Fed stress test   debashis dutta
• [R-SIG-Finance] PerformanceAnalytics package   financial engineer
• [R-SIG-Finance] PerformanceAnalytics package   financial engineer
• [R-SIG-Finance] PerformanceAnalytics package   financial engineer
• [R-SIG-Finance] PerformanceAnalytics package   financial engineer
• [R-SIG-Finance] PerformanceAnalytics package   financial engineer
• [R-SIG-Finance] PerformanceAnalytics package   financial engineer
• [R-SIG-Finance] VaR and ES in PerformanceAnalytics   financial engineer
• [R-SIG-Finance] PerformanceAnalytics package   financial engineer
• [R-SIG-Finance] VaR and ES in PerformanceAnalytics   financial engineer
• [R-SIG-Finance] VaR and ES in PerformanceAnalytics   financial engineer
• [R-SIG-Finance] 3d implied volatility surface   financial engineer
• [R-SIG-Finance] 3d implied volatility surface   financial engineer
• [R-SIG-Finance] 3d implied volatility surface   financial engineer
• [R-SIG-Finance] 3d implied volatility surface   financial engineer
• [R-SIG-Finance] 3d implied volatility surface   financial engineer
• [R-SIG-Finance] GBSVolatility in fOptions   financial engineer
• [R-SIG-Finance] GBSVolatility in fOptions   financial engineer
• [R-SIG-Finance] GBSVolatility in fOptions   financial engineer
• [R-SIG-Finance] using [ on xts object   financial engineer
• [R-SIG-Finance] using [ on xts object   financial engineer
• [R-SIG-Finance] using [ on xts object   financial engineer
• [R-SIG-Finance] ranking by stats   financial engineer
• [R-SIG-Finance] help with egarch prediction   hemsam
• [R-SIG-Finance] help with egarch prediction   hemsam
• [R-SIG-Finance] Granger's causality test   rafleon at highstat.cl
• [R-SIG-Finance] PerformanceAnalytics Figure 13   loconut
• [R-SIG-Finance] PerformanceAnalytics Figure 13   loconut
• [R-SIG-Finance] Additional Text Indicator for 'chartSeries' Bar Chart?   jnoble1 at mmm.com
• [R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation   msalese
• [R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation   msalese
• [R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation   msalese
• [R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation   msalese
• [R-SIG-Finance] InferenceForR and Rmetrics   msalese
• [R-SIG-Finance] InferenceForR and Rmetrics   msalese
• [R-SIG-Finance] Fwd: Use of R for VECM   vramaiah at neo.tamu.edu
• [R-SIG-Finance] Help with VECM   vramaiah at neo.tamu.edu
• [R-SIG-Finance] VECM   vramaiah at neo.tamu.edu
• [R-SIG-Finance] Calculating Hasbrouck's information share and Gonzalo-Granger weights on R   nidhiaggrawal
• [R-SIG-Finance] The challenge to fit the greek gov curve with termstrc R Package!   ArvanitisCh at piraeusbank.gr
• [R-SIG-Finance] lapply over list that has multiple xts objects   s
• [R-SIG-Finance] Calculating Hasbrouck's information share and Gonzalo-Granger weights on R   sammyny
• [R-SIG-Finance] Calculating Hasbrouck's information share and Gonzalo-Granger weights on R   sammyny
• [R-SIG-Finance] Calculating Hasbrouck's information share and Gonzalo-Granger weights on R   sammyny
• [R-SIG-Finance] inverse laplace transform   sammyny
• [R-SIG-Finance] Playback in IBrokers package   bshepherd at texxors.com
• [R-SIG-Finance] Rmetric Rolling Backtest Portfolio   tonyp
• [R-SIG-Finance] mcr, cr, and pcr at security level   ezivot at u.washington.edu
• [R-SIG-Finance] Redenominate function in FinancialInstrument   varcovar
• [R-SIG-Finance] Mulitple FI Sources   varcovar
• [R-SIG-Finance] Mulitple FI Sources   varcovar
• [R-SIG-Finance] Point and Figure Charting   veepsirtt
• [R-SIG-Finance] Point and Figure Charting   veepsirtt
• [R-SIG-Finance] marketdata in qsiblive   soren wilkening
• [R-SIG-Finance] marketdata in qsiblive   soren wilkening
• [R-SIG-Finance] Strange results from Quantstrat   이원재

Last message date: Sat Dec 31 10:37:52 CET 2011
Archived on: Sat Dec 31 10:38:01 CET 2011

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