Fourth quarter 2011 Archives by thread
Starting: Sat Oct 1 18:41:19 CEST 2011
Ending: Sat Dec 31 10:37:52 CET 2011
Messages: 577
- [R-SIG-Finance] Speed of processing a bdh call using Rbloomberg
Aidan Corcoran
- [R-SIG-Finance] Quantmod problem with getQuote with yahooQF options
Xian Li
- [R-SIG-Finance] How to output "Trace" list from auto.arima in forecast library
Arun Krishnamoorthy
- [R-SIG-Finance] Systematic Risk to the Financial System, Economy
David St John
- [R-SIG-Finance] Quantstrat - applyRule
Roupell, Darko
- [R-SIG-Finance] Order status from IBrokers?
Noah Silverman
- [R-SIG-Finance] Internship Opportunity at New York financial weekly
Alpert, William
- [R-SIG-Finance] AsOf join in R
Robert A'gata
- [R-SIG-Finance] A question on volatility
Megh Dal
- [R-SIG-Finance] TZs
Jeffrey Ryan
- [R-SIG-Finance] TZ database
Steve Jaffe
- [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] Time given the week number and year.
Kevin Burton
- [R-SIG-Finance] IBrokers and real time forex data
Johnny Paulo
- [R-SIG-Finance] Aggregating time series by key and time (Robert A'gata)
Ravi Aranke
- [R-SIG-Finance] timeSeries Error
ayuksel
- [R-SIG-Finance] probit model on time series
Bryson Hadley
- [R-SIG-Finance] Trying to plot intraday data on multiple daily plots
Matti Zemack
- [R-SIG-Finance] XML Package - Writing XML files in specific format
Arun Krishnamoorthy
- [R-SIG-Finance] The Art of R Programming
BBands
- [R-SIG-Finance] 4
Lars Schouw
- [R-SIG-Finance] fmfit in facmod in R-Forge
Arun Soni
- [R-SIG-Finance] issues with zoo masking as.Date function, resulting in issues with as.Date
Zhang, Ivan
- [R-SIG-Finance] Filling a time series with Last Ask, Last Bid, etc
Cliff Clive
- [R-SIG-Finance] Classification tasks, using rough sets theory
Artem Simonov
- [R-SIG-Finance] Point and Figure Charting
veepsirtt
- [R-SIG-Finance] real time data and quantmod
Simone Gogna
- [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] Updating 'R'?
Kevin Burton
- [R-SIG-Finance] double seasonality for hourly data
Xian Li
- [R-SIG-Finance] marketdata in qsiblive
Xiaofang
- [R-SIG-Finance] White's Reality Check
Subramanian S
- [R-SIG-Finance] quantstrat parameters
Roger Trimble
- [R-SIG-Finance] help needed for rugarch forecast function
johnzli at comcast.net
- [R-SIG-Finance] PerformanceAnalytics package
financial engineer
- [R-SIG-Finance] getSymbols {quantmod}: load data from world markets
Fan
- [R-SIG-Finance] negative p-values for t.test() in apply.rolling()
Bernd Dittmann
- [R-SIG-Finance] Estimate complex GJR-GARCH with exogeneous regressors in mean equation and dummy in variance equation
Lin23
- [R-SIG-Finance] Estimating co-integration factors of two time series
Russell Bowdrey
- [R-SIG-Finance] 3d implied volatility surface
financial engineer
- [R-SIG-Finance] RBloomberg hangs on blpConnect()
Harry Prabandham
- [R-SIG-Finance] Ca.jo function Help
Nicolas Gomez
- [R-SIG-Finance] Ca.jo function Help (v2)
Nicolas Gomez
- [R-SIG-Finance] mcr, cr, and pcr at security level
Arun Soni
- [R-SIG-Finance] Fwd: blotter, quantstrat: initDate without effect?
Andreas Voellenklee
- [R-SIG-Finance] "xts" as S4 slot class
Stanley Chu
- [R-SIG-Finance] Track multiple order status with IBrokers
Noah Silverman
- [R-SIG-Finance] IBrokers TWS quits daily
Noah Silverman
- [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] expanding xts object - adding a day
Martin Bauer
- [R-SIG-Finance] apply Function Problem
JOSH CHIEN
- [R-SIG-Finance] rugarch: solnp vs nlminb default control parameters
Robert Harlow
- [R-SIG-Finance] GBSVolatility in fOptions
financial engineer
- [R-SIG-Finance] Quanstrat for R.2-14
burcy
- [R-SIG-Finance] (no subject)
Martin Bauer
- [R-SIG-Finance] quantmod package documentation
Andreas Voellenklee
- [R-SIG-Finance] Rolling through fixed-length time windows
Matthew Clegg
- [R-SIG-Finance] DBI solution
Ben Nachtrieb
- [R-SIG-Finance] Keeping persistent data collections
Dino Veritas
- [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] Time Series w/ daily or stochastic observation prediction
Community
- [R-SIG-Finance] Output of vars package impulse response function
Richard Saba
- [R-SIG-Finance] Calculating Hasbrouck's information share and Gonzalo-Granger weights on R
sammyny
- [R-SIG-Finance] understanding xts & ccf
Eric Thungstom
- [R-SIG-Finance] Time interval logic
Manoj
- [R-SIG-Finance] Sullivan, Timmerman and White 1999: TA rules, and R
AGhandar
- [R-SIG-Finance] Dealing with live quotes in R
Shekhar Gupta
- [R-SIG-Finance] problem with plot.xts
Eric Thungstom
- [R-SIG-Finance] RBloomberg connection problem
Ayhan Yüksel (Finans Portföy A.Ş.)
- [R-SIG-Finance] Quantstrat prefer pricing
Dan Avery
- [R-SIG-Finance] Fwd: Use of R for VECM
vramaiah at neo.tamu.edu
- [R-SIG-Finance] Problems with R Bloomberg
Sean Carmody
- [R-SIG-Finance] Aggregating tick data
Matthew Gilbert
- [R-SIG-Finance] Binart ARMA
Napon Hongsakulvasu
- [R-SIG-Finance] State-dependent volatility in state space model - CIR
Kristian Lind
- [R-SIG-Finance] Quantstrat Prefer Pricing - v2
Dan Avery
- [R-SIG-Finance] print an xts object in reverse order
Chris de Bleu
- [R-SIG-Finance] risk-free rate in option pricing
Xian Li
- [R-SIG-Finance] RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"
Jacopo Anselmi
- [R-SIG-Finance] Granger's causality test
rafleon at highstat.cl
- [R-SIG-Finance] Redenominate function in FinancialInstrument
varcovar
- [R-SIG-Finance] Help with VECM
vramaiah at neo.tamu.edu
- [R-SIG-Finance] Monte Carlo simulation for VaR estimation
andrija djurovic
- [R-SIG-Finance] Block length for Bivariate Stationary Bootstrap for Inference for Correlation
Andreas Klein
- [R-SIG-Finance] VECM
vramaiah at neo.tamu.edu
- [R-SIG-Finance] repeating regression
Robert A'gata
- [R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation
Joachim Breit
- [R-SIG-Finance] getting bar data with Ibrokers
M R
- [R-SIG-Finance] help with egarch prediction
hemsam
- [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] rugarch:out of sample
Papa Senyo
- [R-SIG-Finance] options profit/loss graph (beginner question)
Uwe Voelker
- [R-SIG-Finance] Random Forest Classifiers
Momop Momop
- [R-SIG-Finance] correlation matrix
debashis dutta
- [R-SIG-Finance] Need help with my Code for complex GARCH (GJR-GARCH)
Lin23
- [R-SIG-Finance] How to move stoplimit thresholds?
Heiko Stegmann
- [R-SIG-Finance] How to get name of a ticker using Quantmod/R
George Kumar
- [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] Backtesting / virtual portfolio
Lui ##
- [R-SIG-Finance] inverse laplace transform
sammyny
- [R-SIG-Finance] Better Hedge Ratios for Spread Trading
Paul Teetor
- [R-SIG-Finance] PerformanceAnalytics - Sharpes Style Analysis- but with intercept?
Philipp
- [R-SIG-Finance] Desriptive Stats for List
Victor Chan
- [R-SIG-Finance] Constrained Regression with Intercept in pcls
Philipp
- [R-SIG-Finance] Extracting data from google.finance: getSymbols
Vikram Bahure
- [R-SIG-Finance] Bloomberg login through R
Ayhan Yüksel (Finans Portföy A.Ş.)
- [R-SIG-Finance] Fed stress test
debashis dutta
- [R-SIG-Finance] A possible bug in SMA
Worik Stanton
- [R-SIG-Finance] Rmetric Rolling Backtest Portfolio
tonyp
- [R-SIG-Finance] nice time series viewer?
Michael
- [R-SIG-Finance] The challenge to fit the greek gov curve with termstrc R Package!
ArvanitisCh at piraeusbank.gr
- [R-SIG-Finance] Does fPortfolio support inequality constraints in MV optimization?
Qian Liu
- [R-SIG-Finance] Questions related to R-Credit Risk
clangkamp
- [R-SIG-Finance] Question about fitting seasonal ARIMA in R?
Michael
- [R-SIG-Finance] InferenceForR and Rmetrics
msalese
- [R-SIG-Finance] R and Backtest platforms?
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] R/Finance 2012 -- Call for Papers
Dirk Eddelbuettel
- [R-SIG-Finance] R got me again. Thanks.
Matti Zemack
- [R-SIG-Finance] Intraday data using RBloomberg?
Vickie Guo
- [R-SIG-Finance] Using cointegration coefficients to forecast?
Michael
- [R-SIG-Finance] fPortfolio - SOCP not available?
Adrian Madescu
- [R-SIG-Finance] RBloomberg/RJava Issue
Benjamin, Michael
- [R-SIG-Finance] RBloomberg blpConnect issue
fabien azoulay
- [R-SIG-Finance] constrained weighted least square estimation
Philipp
- [R-SIG-Finance] RBloomberg, blpConnect, java.lang.UnsupportedClassVersionError
algotr8der
- [R-SIG-Finance] Setting up Financial Instrument
Mark Harrison
- [R-SIG-Finance] PerformanceAnalytics Figure 13
loconut
- [R-SIG-Finance] Rugarch Package - Problem with Arch-lm-test
alexios
- [R-SIG-Finance] weighting data points in npreg
Russell Bowdrey
- [R-SIG-Finance] Additional Text Indicator for 'chartSeries' Bar Chart?
jnoble1 at mmm.com
- [R-SIG-Finance] irregular time series to regular time series
Pete Brecknock
- [R-SIG-Finance] Similar function to filter but allowing time varying coefficient?
Robert A'gata
- [R-SIG-Finance] Using MINE in R
Matt Considine
- [R-SIG-Finance] Playback in IBrokers package
bshepherd at texxors.com
- [R-SIG-Finance] Interpolation of RBloomberg historical intraday bar data to force time periodicity
PBrakenhielm
- [R-SIG-Finance] Asking for help using quantstrat
Bos, Roger
- [R-SIG-Finance] using [ on xts object
financial engineer
- [R-SIG-Finance] Simulated expected return for a hedge fund
Afshartous, David
- [R-SIG-Finance] Strange results from Quantstrat
이원재
- [R-SIG-Finance] Unit root test
Papa Senyo
- [R-SIG-Finance] Happy holidays and trading strategies in R?
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] TTR, volatility(), historical volatility calculation methods differ
algotr8der
- [R-SIG-Finance] Accessing the output of the MINE routine
Matt Considine
- [R-SIG-Finance] ranking by stats
financial engineer
- [R-SIG-Finance] Mulitple FI Sources
Mark Harrison
- [R-SIG-Finance] lapply over list that has multiple xts objects
algotr8der
- [R-SIG-Finance] Equity in Blotter
Rashmi
- [R-SIG-Finance] chart.TimeSeries() with ylabel formats (percentages, scientific etc)
G Lin
- [R-SIG-Finance] Determine the number of trading days for XETRA or EUREX in a given period
Joachim Breit
- [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] Routines for net and gross of fee returns?
Matt Considine
- [R-SIG-Finance] "visualizing" multi-dimensional backtesting/optimization results?
Michael
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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