First quarter 2012 Archives by author

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Starting: Mon Jan 2 09:08:20 CET 2012
Ending: Sat Mar 31 03:27:59 CEST 2012
Messages: 612

• [R-SIG-Finance] Causal version of HP filter and Kernel Smoothing in R?   Wildi Marc (wlmr)
• [R-SIG-Finance] Causal version of HP filter and Kernel Smoothing in R?   Wildi Marc (wlmr)
• [R-SIG-Finance] data manipulation to for quantmod function   R. Michael Weylandt <michael.weylandt at gmail.com>
• [R-SIG-Finance] data manipulation to for quantmod function   R. Michael Weylandt <michael.weylandt at gmail.com>
• [R-SIG-Finance] using getQuote with subscription to yahoo real-time data?   R. Michael Weylandt <michael.weylandt at gmail.com>
• [R-SIG-Finance] Calculating Hasbrouck's information share and Gonzalo-Granger weights on R   Nidhi Aggrawal
• [R-SIG-Finance] : using yahooSeries fo dowload Historical data?   Clhis Alberty
• [R-SIG-Finance] : using yahooSeries fo dowload Historical data?   Clhis Alberty
• [R-SIG-Finance] IBrokers reqOpenOrders   Sash Ali
• [R-SIG-Finance] IBrokers reqOpenOrders   Sash Ali
• [R-SIG-Finance] Splitting time series into blocks/regimes?   Whit Armstrong
• [R-SIG-Finance] Return calculation for panel data structure   Arsenio
• [R-SIG-Finance] Return calculation for panel data structure   Arsenio
• [R-SIG-Finance] Return calculation for panel data structure   Arsenio
• [R-SIG-Finance] Return calculation for panel data structure   Arsenio
• [R-SIG-Finance] how to test significance of VAR coefficients in DCC GARCH Fit   Arun.stat
• [R-SIG-Finance] different results with fExoticOptions   Arun.stat
• [R-SIG-Finance] ugarchfit() ARCH LM tests contradict ArchTest()?   Brian Askins
• [R-SIG-Finance] ugarchfit() ARCH LM tests contradict ArchTest()?   Brian Askins
• [R-SIG-Finance] Chepe te ha dejado un mensaje...   Badoo
• [R-SIG-Finance] Chepe te ha dejado un mensaje...   Badoo
• [R-SIG-Finance] holding period quant mod ?   Martin Bauer
• [R-SIG-Finance] 60/40 Backtest   Belmont
• [R-SIG-Finance] Commodity prices   Belmont
• [R-SIG-Finance] Does getSymbols.csv() take a "format" argument?   Ross Bennett
• [R-SIG-Finance] Does getSymbols.csv() take a "format" argument?   Ross Bennett
• [R-SIG-Finance] HF strategy style change detection based on txn data   Alex Bird
• [R-SIG-Finance] HF strategy style change detection based on txn data   Alex Bird
• [R-SIG-Finance] RBloomberg download - findata.org disappeared   Sergio Bizzotto
• [R-SIG-Finance] Latest version of R for blotter   Bos, Roger
• [R-SIG-Finance] Latest version of R for blotter   Bos, Roger
• [R-SIG-Finance] stop and reverse strategy not behaving as I expected   Samuel de Bousquet
• [R-SIG-Finance] stop and reverse strategy not behaving as I expected   Samuel de Bousquet
• [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   Joachim Breit
• [R-SIG-Finance] Where is my hedge ratio when testing for cointegration with Phillips-Ouliaris test?   Mark Breman
• [R-SIG-Finance] dynamic window size in rolling linear regression?   Patrick Burns
• [R-SIG-Finance] dynamic window size in rolling linear regression?   Patrick Burns
• [R-SIG-Finance] dynamic window size in rolling linear regression?   Patrick Burns
• [R-SIG-Finance] How to search the archives   Patrick Burns
• [R-SIG-Finance] rugarch and missing data   Patrick Burns
• [R-SIG-Finance] tawny: deriving   Patrick Burns
• [R-SIG-Finance] BurStFin now on CRAN   Patrick Burns
• [R-SIG-Finance] correlation based time series clustering?   Patrick Burns
• [R-SIG-Finance] Are there genetic algorithm for trading strategy evolution in R?   Patrick Burns
• [R-SIG-Finance] Are there genetic algorithm for trading strategy evolution in R?   Patrick Burns
• [R-SIG-Finance] Vectorized local min/max finding   Patrick Burns
• [R-SIG-Finance] rugarch and missing data   Ted Byers
• [R-SIG-Finance] rugarch and missing data   Ted Byers
• [R-SIG-Finance] Constructing suitable temporal subsamples using zoo and/or xts   Ted Byers
• [R-SIG-Finance] troubles with apply.daily   Ted Byers
• [R-SIG-Finance] troubles with apply.daily   Ted Byers
• [R-SIG-Finance] troubles with apply.daily   Ted Byers
• [R-SIG-Finance] troubles with apply.daily   Ted Byers
• [R-SIG-Finance] RBloomberg hanging on blpConnect()   Calvin
• [R-SIG-Finance] RBloomberg hanging on blpConnect()   Calvin
• [R-SIG-Finance] customizing format of yaxis annotation Performance Analytics   Peter Carl
• [R-SIG-Finance] RollingStyle in PApages?   Peter Carl
• [R-SIG-Finance] portfolios vs strategies in quantstrat   Faber Castell
• [R-SIG-Finance] portfolios vs strategies in quantstrat   Faber Castell
• [R-SIG-Finance] portfolios vs strategies in quantstrat   Faber Castell
• [R-SIG-Finance] portfolios vs strategies in quantstrat   Faber Castell
• [R-SIG-Finance] portfolios vs strategies in quantstrat   Faber Castell
• [R-SIG-Finance] portfolios vs strategies in quantstrat   Faber Castell
• [R-SIG-Finance] portfolios vs strategies in quantstrat   Faber Castell
• [R-SIG-Finance] portfolios vs strategies in quantstrat   Faber Castell
• [R-SIG-Finance] portfolios vs strategies in quantstrat   Faber Castell
• [R-SIG-Finance] Blotter Package Installation   Daniel Cegiełka
• [R-SIG-Finance] Blotter Package Installation   Daniel Cegiełka
• [R-SIG-Finance] RBloomberg hanging on blpConnect()   Daniel Cegiełka
• [R-SIG-Finance] Are there genetic algorithm for trading strategy evolution in R?   Daniel Cegiełka
• [R-SIG-Finance] Does Quantstrat use C/Fortran to do the computation?   Daniel Cegiełka
• [R-SIG-Finance] Return calculation for panel data structure   Matthew Clegg
• [R-SIG-Finance] Return calculation for panel data structure   Matthew Clegg
• [R-SIG-Finance] Vectorized local min/max finding   Matthew Clegg
• [R-SIG-Finance] RollingStyle in PApages?   Matt Considine
• [R-SIG-Finance] RollingStyle in PApages?   Matt Considine
• [R-SIG-Finance] RBloomberg download - findata.org disappeared   Jeff Davis
• [R-SIG-Finance] Black Scholes 3d plot   Anna Dunietz
• [R-SIG-Finance] Historical FX Data via IBrokers API   Glenn Dunster
• [R-SIG-Finance] Historical FX Data via IBrokers API   Glenn Dunster
• [R-SIG-Finance] American option sensitivities   Dirk Eddelbuettel
• [R-SIG-Finance] American option sensitivities   Dirk Eddelbuettel
• [R-SIG-Finance] R/Finance 2012 Registration Open, (Draft) Agenda Posted   Dirk Eddelbuettel
• [R-SIG-Finance] RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"   Sune Gaulsh
• [R-SIG-Finance] ARMAX, t-GARCH estimation(RUGARCH package)   Alexios Ghalanos
• [R-SIG-Finance] Dealing with large dataset in quantmod   Paul Gilbert
• [R-SIG-Finance] American option sensitivities   Paul Gilbert
• [R-SIG-Finance] Causal version of HP filter and Kernel Smoothing in R?   Paul Gilbert
• [R-SIG-Finance] Vectorized local min/max finding   Paolo Giusti
• [R-SIG-Finance] hourly time series   Advait Godbole
• [R-SIG-Finance] hourly time series   Advait Godbole
• [R-SIG-Finance] quantstrat package   Jim Green
• [R-SIG-Finance] quantstrat package   Jim Green
• [R-SIG-Finance] how to save the quantstrat performance chart   Jim Green
• [R-SIG-Finance] how to save the quantstrat performance chart   Jim Green
• [R-SIG-Finance] Portfolio cardinality constraints using solve.QP   Terry Griffin
• [R-SIG-Finance] Constructing suitable temporal subsamples using zoo and/or xts   Gabor Grothendieck
• [R-SIG-Finance] Are there genetic algorithm for trading strategy evolution in R?   Sofian Hadiwijaya
• [R-SIG-Finance] Abnormal returns in R   Senne Van Handenhove
• [R-SIG-Finance] Abnormal returns in R   Senne Van Handenhove
• [R-SIG-Finance] Links to trading models in R   John Hardy
• [R-SIG-Finance] Garch Bootstrap forecast   Robert Harlow
• [R-SIG-Finance] Forecasting   Robert Harlow
• [R-SIG-Finance] Forecasting   Robert Harlow
• [R-SIG-Finance] Efficient CVaR Scenario Optimization for a Large number of Scenarios   Robert Harlow
• [R-SIG-Finance] Efficient CVaR Scenario Optimization for a Large number of Scenarios   Robert Harlow
• [R-SIG-Finance] Efficient CVaR Scenario Optimization for a Large number of Scenarios   Robert Harlow
• [R-SIG-Finance] Efficient CVaR Scenario Optimization for a Large number of Scenarios   Robert Harlow
• [R-SIG-Finance] BuildIBContract odd behavior   Mark Harrison
• [R-SIG-Finance] BuildIBContract odd behavior   Mark Harrison
• [R-SIG-Finance] Interactive Brokers Compatibility   Mark Harrison
• [R-SIG-Finance] Quantmod SMA not working   Mark Harrison
• [R-SIG-Finance] Quantmod SMA not working   Mark Harrison
• [R-SIG-Finance] Historical FX Data via IBrokers API   Mark Harrison
• [R-SIG-Finance] stop and reverse strategy not behaving as I expected   Kent Hoxsey
• [R-SIG-Finance] Return calculation for panel data structure   Robert Iquiapaza
• [R-SIG-Finance] Creating a DLL from R code   Diego Jara
• [R-SIG-Finance] can't load rJava via RBloomberg   John Kerpel
• [R-SIG-Finance] Fwd: can't load rJava via RBloomberg: FOLLOW UP   John Kerpel
• [R-SIG-Finance] rugarch and missing data   John Kerpel
• [R-SIG-Finance] RBloomberg and "tick"   Stig Korsnes
• [R-SIG-Finance] RBloomberg and "tick"   Stig Korsnes
• [R-SIG-Finance] RBloomberg and "tick"   Stig Korsnes
• [R-SIG-Finance] getSymbol error to download data from FRED   SNV Krishna
• [R-SIG-Finance] getSymbol error to download data from FRED   SNV Krishna
• [R-SIG-Finance] different results with fExoticOptions   SNV Krishna
• [R-SIG-Finance] different results with fExoticOptions   SNV Krishna
• [R-SIG-Finance] different results with fExoticOptions   SNV Krishna
• [R-SIG-Finance] ugarchfit() ARCH LM tests contradict ArchTest()?   LINJUAN
• [R-SIG-Finance] test for the change in the parameters in t-GARCH model   LINJUAN
• [R-SIG-Finance] test for the change in the parameters in t-GARCH model   LINJUAN
• [R-SIG-Finance] test for the change in the parameters in t-GARCH model   LINJUAN
• [R-SIG-Finance] test for the change in the parameters in t-GARCH model   LINJUAN
• [R-SIG-Finance] How to add the dummy variable in GARCH model(RUGARCH package)   LINJUAN
• [R-SIG-Finance] RBloomberg on R 2.14.0   John Laing
• [R-SIG-Finance] RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"   John Laing
• [R-SIG-Finance] RBloomberg and "tick"   John Laing
• [R-SIG-Finance] RBloomberg and "tick"   John Laing
• [R-SIG-Finance] RBloomberg hanging on blpConnect()   John Laing
• [R-SIG-Finance] rbloomberg includeConditionCodes   John Laing
• [R-SIG-Finance] RBloomberg download - findata.org disappeared   John Laing
• [R-SIG-Finance] RBloomberg rounding price increments to 4 decimals   John Laing
• [R-SIG-Finance] Blotter Package Installation   Ledon, Alain
• [R-SIG-Finance] List index constituents of an index in R? quantmod?   Ledon, Alain
• [R-SIG-Finance] Monte Carlo Option Pricing formula R code vs Matlab   Mark Leeds
• [R-SIG-Finance] Causal version of HP filter and Kernel Smoothing in R?   Mark Leeds
• [R-SIG-Finance] Links to trading models in R   Mark Leeds
• [R-SIG-Finance] Re : quantmod/addTA/.GlobalEnv question   Patrick Leoni
• [R-SIG-Finance] getQuote problem with multiple symbols   Xian Li
• [R-SIG-Finance] getQuote problem with multiple symbols   Xian Li
• [R-SIG-Finance] getSymbols.Bloomberg (was Re: data manipulation to for quantmod function)   G Lin
• [R-SIG-Finance] RBloomberg rounding price increments to 4 decimals   G.abe Lin
• [R-SIG-Finance] RBloomberg rounding price increments to 4 decimals   G.abe Lin
• [R-SIG-Finance] data manipulation to for quantmod function   G.abe Lin
• [R-SIG-Finance] Hessian in GARCH-Models (rugarch-package)   Lin23
• [R-SIG-Finance] Hessian in GARCH-Models (rugarch-package)   Lin23
• [R-SIG-Finance] using findPeaks in designing railing-stops?   Luna
• [R-SIG-Finance] using findPeaks in designing railing-stops?   Luna
• [R-SIG-Finance] Are there genetic algorithm for trading strategy evolution in R?   Luna
• [R-SIG-Finance] Imaginary root / complex number in a Gamma function   Maheshwari, Dhruv
• [R-SIG-Finance] testing momentum - Quantstrat   Gaurav Malhotra
• [R-SIG-Finance] ranking xts objects   Gaurav Malhotra
• [R-SIG-Finance] ranking xts objects   Gaurav Malhotra
• [R-SIG-Finance] ranking xts objects   Gaurav Malhotra
• [R-SIG-Finance] ranking xts objects   Gaurav Malhotra
• [R-SIG-Finance] Price Data Sources   Gaurav Malhotra
• [R-SIG-Finance] Interesting behaviour in BBands   Stergios Marinopoulos
• [R-SIG-Finance] Interesting behaviour in BBands   Stergios Marinopoulos
• [R-SIG-Finance] Does getSymbols.csv() take a "format" argument?   Stergios Marinopoulos
• [R-SIG-Finance] Does getSymbols.csv() take a "format" argument?   Stergios Marinopoulos
• [R-SIG-Finance] exponentially weighted linear regression   Zachary Mayer
• [R-SIG-Finance] exponentially weighted linear regression   Zachary Mayer
• [R-SIG-Finance] exponentially weighted linear regression   Zachary Mayer
• [R-SIG-Finance] : Comparing Forcasts   Zachary Mayer
• [R-SIG-Finance] Are there genetic algorithm for trading strategy evolution in R?   Zachary Mayer
• [R-SIG-Finance] Quantstrat using sigFormula   Tim Meggs
• [R-SIG-Finance] Quantstrat using sigFormula   Tim Meggs
• [R-SIG-Finance] Quantstrat using sigFormula   Tim Meggs
• [R-SIG-Finance] Quantstrat - Error while applying strategy   Tim Meggs
• [R-SIG-Finance] custom indicator that returns results of backtest on subset of data   Tim Meggs
• [R-SIG-Finance] custom indicator that returns results of backtest on subset of data   Tim Meggs
• [R-SIG-Finance] exponentially weighted linear regression   Michael
• [R-SIG-Finance] exponentially weighted linear regression   Michael
• [R-SIG-Finance] exponentially weighted linear regression   Michael
• [R-SIG-Finance] exponentially weighted linear regression   Michael
• [R-SIG-Finance] exponentially weighted linear regression   Michael
• [R-SIG-Finance] arima estimation - how many data points are needed?   Michael
• [R-SIG-Finance] frequency in the xts object...   Michael
• [R-SIG-Finance] exponentially weighted linear regression   Michael
• [R-SIG-Finance] dynamic window size in rolling linear regression?   Michael
• [R-SIG-Finance] how do I make a movie out of a timeseries of 2D data?   Michael
• [R-SIG-Finance] in xts plot, how do I remove the hour and min info in the x axis labels?   Michael
• [R-SIG-Finance] price channel   Michael
• [R-SIG-Finance] price channel   Michael
• [R-SIG-Finance] How do I bin data into 5 min bins and compute the medians in the bins?   Michael
• [R-SIG-Finance] How do I bin data into 5 min bins and compute the medians in the bins?   Michael
• [R-SIG-Finance] How do I bin data into 5 min bins and compute the medians in the bins?   Michael
• [R-SIG-Finance] How do I bin data into 5 min bins and compute the medians in the bins?   Michael
• [R-SIG-Finance] How do I bin data into 5 min bins and compute the medians in the bins?   Michael
• [R-SIG-Finance] question about time-stamp comparison?   Michael
• [R-SIG-Finance] How do I bin data into 5 min bins and compute the medians in the bins?   Michael
• [R-SIG-Finance] question about time-stamp comparison?   Michael
• [R-SIG-Finance] How do I bin data into 5 min bins and compute the medians in the bins?   Michael
• [R-SIG-Finance] question about time-stamp comparison?   Michael
• [R-SIG-Finance] question about time-stamp comparison?   Michael
• [R-SIG-Finance] Removing a row in an xts object in place?   Michael
• [R-SIG-Finance] Removing a row in an xts object in place?   Michael
• [R-SIG-Finance] Removing a row in an xts object in place?   Michael
• [R-SIG-Finance] How do I intersecttwo time series?   Michael
• [R-SIG-Finance] How do I intersecttwo time series?   Michael
• [R-SIG-Finance] How do I intersecttwo time series?   Michael
• [R-SIG-Finance] How do I intersecttwo time series?   Michael
• [R-SIG-Finance] How do I intersecttwo time series?   Michael
• [R-SIG-Finance] Questions about high frequency data and overnight jumps...   Michael
• [R-SIG-Finance] is there a time-zone adjustment function in R that takes care of day-light saving?   Michael
• [R-SIG-Finance] is there a time-zone adjustment function in R that takes care of day-light saving?   Michael
• [R-SIG-Finance] is there a time-zone adjustment function in R that takes care of day-light saving?   Michael
• [R-SIG-Finance] is there a time-zone adjustment function in R that takes care of day-light saving?   Michael
• [R-SIG-Finance] Blotter package not available for 2.14.0?   Michael
• [R-SIG-Finance] Blotter package not available for 2.14.0?   Michael
• [R-SIG-Finance] time series regime detection in R?   Michael
• [R-SIG-Finance] time series regime detection in R?   Michael
• [R-SIG-Finance] using findPeaks in designing railing-stops?   Michael
• [R-SIG-Finance] correlation based time series clustering?   Michael
• [R-SIG-Finance] Causal version of HP filter and Kernel Smoothing in R?   Michael
• [R-SIG-Finance] Causal version of HP filter and Kernel Smoothing in R?   Michael
• [R-SIG-Finance] Causal version of HP filter and Kernel Smoothing in R?   Michael
• [R-SIG-Finance] Splitting time series into blocks/regimes?   Michael
• [R-SIG-Finance] Causal version of HP filter and Kernel Smoothing in R?   Michael
• [R-SIG-Finance] Are there genetic algorithm for trading strategy evolution in R?   Michael
• [R-SIG-Finance] Are there genetic algorithm for trading strategy evolution in R?   Michael
• [R-SIG-Finance] Are there genetic algorithm for trading strategy evolution in R?   Michael
• [R-SIG-Finance] Are there genetic algorithm for trading strategy evolution in R?   Michael
• [R-SIG-Finance] Are there genetic algorithm for trading strategy evolution in R?   Michael
• [R-SIG-Finance] Is there R code for measuring information coefficient?   Michael
• [R-SIG-Finance] Is there R code for measuring information coefficient?   Michael
• [R-SIG-Finance] Is there R code for measuring information coefficient?   Michael
• [R-SIG-Finance] Technical Pattern Trading (Should Head Should, etc.) in R?   Michael
• [R-SIG-Finance] Is there R code for measuring information coefficient?   Michael
• [R-SIG-Finance] Technical Pattern Trading (Should Head Should, etc.) in R?   Michael
• [R-SIG-Finance] Technical Pattern Trading (Should Head Should, etc.) in R?   Michael
• [R-SIG-Finance] significant lags in causality test?   Michael
• [R-SIG-Finance] How to automatically extract test result from Johansen test?   Michael
• [R-SIG-Finance] How to automatically extract test result from Johansen test?   Michael
• [R-SIG-Finance] Question reg rbloomberg   Amit Mishra
• [R-SIG-Finance] (no subject)   Momop Momop
• [R-SIG-Finance] (no subject)   Momop Momop
• [R-SIG-Finance] Price Data Sources   Chris Montaño
• [R-SIG-Finance] quantmod/addTA/.GlobalEnv question   Subhrangshu Nandi
• [R-SIG-Finance] quantmod/addTA/.GlobalEnv question   Subhrangshu Nandi
• [R-SIG-Finance] Quantmod's getFin() functionality broken?   Devin Newman
• [R-SIG-Finance] Quantmod's getFin() functionality broken?   Devin Newman
• [R-SIG-Finance] Blotter Package Installation   Julien Hébert Nguyen
• [R-SIG-Finance] Blotter Package Installation   Julien Hébert Nguyen
• [R-SIG-Finance] Blotter Package Installation   Julien Hébert Nguyen
• [R-SIG-Finance] R Bloomberg for intraday prices   Brian G. Peterson
• [R-SIG-Finance] Latest version of R for blotter   Brian G. Peterson
• [R-SIG-Finance] Quantstrat using sigFormula   Brian G. Peterson
• [R-SIG-Finance] data manipulation to for quantmod function   Brian G. Peterson
• [R-SIG-Finance] getSymbols.Bloomberg (was Re: data manipulation to for quantmod function)   Brian G. Peterson
• [R-SIG-Finance] Dealing with large dataset in quantmod   Brian G. Peterson
• [R-SIG-Finance] in xts plot, how do I remove the hour and min info in the x axis labels?   Brian G. Peterson
• [R-SIG-Finance] R/Finance 2012 -- Call for Papers - deadline 31 January, 2012   Brian G. Peterson
• [R-SIG-Finance] stop and reverse strategy not behaving as I expected   Brian G. Peterson
• [R-SIG-Finance] portfolios vs strategies in quantstrat   Brian G. Peterson
• [R-SIG-Finance] portfolios vs strategies in quantstrat   Brian G. Peterson
• [R-SIG-Finance] question about time-stamp comparison?   Brian G. Peterson
• [R-SIG-Finance] question about time-stamp comparison?   Brian G. Peterson
• [R-SIG-Finance] How do I intersecttwo time series?   Brian G. Peterson
• [R-SIG-Finance] How do I intersecttwo time series?   Brian G. Peterson
• [R-SIG-Finance] How do I intersecttwo time series?   Brian G. Peterson
• [R-SIG-Finance] PerfomanceAnalytics   Brian G. Peterson
• [R-SIG-Finance] is there a time-zone adjustment function in R that takes care of day-light saving?   Brian G. Peterson
• [R-SIG-Finance] question on implementing trading strategy   Brian G. Peterson
• [R-SIG-Finance] time series regime detection in R?   Brian G. Peterson
• [R-SIG-Finance] CAPM homework (was RE: assistance please)   Brian G. Peterson
• [R-SIG-Finance] [Fwd: CAPM homework]   Brian G. Peterson
• [R-SIG-Finance] Using quantstrat indicators against columns other than "Close"   Brian G. Peterson
• [R-SIG-Finance] ugarchfit and arima seem contradictory?   Brian G. Peterson
• [R-SIG-Finance] ugarchfit() ARCH LM tests contradict ArchTest()?   Brian G. Peterson
• [R-SIG-Finance] Writing sell rules with quantstrat   Brian G. Peterson
• [R-SIG-Finance] Writing sell rules with quantstrat   Brian G. Peterson
• [R-SIG-Finance] quantstrat executes trades that are more worth than total equity   Brian G. Peterson
• [R-SIG-Finance] HF strategy style change detection based on txn data   Brian G. Peterson
• [R-SIG-Finance] Writing sell rules with quantstrat   Brian G. Peterson
• [R-SIG-Finance] minimum variance portfolio (no shorts)   Brian G. Peterson
• [R-SIG-Finance] minimum variance portfolio (no shorts)   Brian G. Peterson
• [R-SIG-Finance] minimum variance portfolio (no shorts)   Brian G. Peterson
• [R-SIG-Finance] minimum variance portfolio (no shorts)   Brian G. Peterson
• [R-SIG-Finance] portfolios vs strategies in quantstrat   Brian G. Peterson
• [R-SIG-Finance] Causal version of HP filter and Kernel Smoothing in R?   Brian G. Peterson
• [R-SIG-Finance] Causal version of HP filter and Kernel Smoothing in R?   Brian G. Peterson
• [R-SIG-Finance] test for the change in the parameters in t-GARCH model   Brian G. Peterson
• [R-SIG-Finance] portfolios vs strategies in quantstrat   Brian G. Peterson
• [R-SIG-Finance] Potential bug in quantstrat in how it handles "F" symbol   Brian G. Peterson
• [R-SIG-Finance] quantstrat - 1) iceberg, 2) trailing entry examples, and 3) fundamental data indicator   Brian G. Peterson
• [R-SIG-Finance] quantstrat - 1) iceberg, 2) trailing entry examples, and 3) fundamental data indicator   Brian G. Peterson
• [R-SIG-Finance] using getQuote with subscription to yahoo real-time data?   Brian G. Peterson
• [R-SIG-Finance] Are there genetic algorithm for trading strategy evolution in R?   Brian G. Peterson
• [R-SIG-Finance] ranking xts objects   Brian G. Peterson
• [R-SIG-Finance] ranking xts objects   Brian G. Peterson
• [R-SIG-Finance] ranking xts objects   Brian G. Peterson
• [R-SIG-Finance] Abnormal returns in R   Brian G. Peterson
• [R-SIG-Finance] Is there R code for measuring information coefficient?   Brian G. Peterson
• [R-SIG-Finance] Is there R code for measuring information coefficient?   Brian G. Peterson
• [R-SIG-Finance] Does Quantstrat use C/Fortran to do the computation?   Brian G. Peterson
• [R-SIG-Finance] Is there R code for measuring information coefficient?   Brian G. Peterson
• [R-SIG-Finance] RBloomberg rounding price increments to 4 decimals   Brian G. Peterson
• [R-SIG-Finance] How does one handle missing dates in quantmod/quantstrat time series?   Brian G. Peterson
• [R-SIG-Finance] R participating in Google Summer of Code - call for students (and projects)   Brian G. Peterson
• [R-SIG-Finance] xts to timeSeries conversion   Brian G. Peterson
• [R-SIG-Finance] Numeric to timeSeries help   Brian G. Peterson
• [R-SIG-Finance] how to save the quantstrat performance chart   Brian G. Peterson
• [R-SIG-Finance] How to automatically extract test result from Johansen test?   Brian G. Peterson
• [R-SIG-Finance] Compiling R code / java trading framework   Pierre-Alexandre
• [R-SIG-Finance] quantmod getSymbols executes MySQL queries without escaping symbol/ticker data   Sergey Pisarenko
• [R-SIG-Finance] quantmod getSymbols executes MySQL queries without escaping symbol/ticker data   Sergey Pisarenko
• [R-SIG-Finance] quantmod getSymbols executes MySQL queries without escaping symbol/ticker data   Sergey Pisarenko
• [R-SIG-Finance] Using quantstrat indicators against columns other than "Close"   Sergey Pisarenko
• [R-SIG-Finance] Using quantstrat indicators against columns other than "Close"   Sergey Pisarenko
• [R-SIG-Finance] Writing sell rules with quantstrat   Sergey Pisarenko
• [R-SIG-Finance] Writing sell rules with quantstrat   Sergey Pisarenko
• [R-SIG-Finance] Writing sell rules with quantstrat   Sergey Pisarenko
• [R-SIG-Finance] Writing sell rules with quantstrat   Sergey Pisarenko
• [R-SIG-Finance] Writing sell rules with quantstrat   Sergey Pisarenko
• [R-SIG-Finance] Writing sell rules with quantstrat   Sergey Pisarenko
• [R-SIG-Finance] Writing sell rules with quantstrat   Sergey Pisarenko
• [R-SIG-Finance] quantstrat executes trades that are more worth than total equity   Sergey Pisarenko
• [R-SIG-Finance] quantstrat executes trades that are more worth than total equity   Sergey Pisarenko
• [R-SIG-Finance] quantstrat: getting an error when using many symbols and %-based order sizing function   Sergey Pisarenko
• [R-SIG-Finance] quantstrat: getting an error when using many symbols and %-based order sizing function   Sergey Pisarenko
• [R-SIG-Finance] quantstrat: getting an error when using many symbols and %-based order sizing function   Sergey Pisarenko
• [R-SIG-Finance] quantstrat: getting an error when using many symbols and %-based order sizing function   Sergey Pisarenko
• [R-SIG-Finance] quantstrat: getting an error when using many symbols and %-based order sizing function   Sergey Pisarenko
• [R-SIG-Finance] quantstrat: getting an error when using many symbols and %-based order sizing function   Sergey Pisarenko
• [R-SIG-Finance] quantstrat: getting an error when using many symbols and %-based order sizing function   Sergey Pisarenko
• [R-SIG-Finance] Potential bug in quantstrat in how it handles "F" symbol   Sergey Pisarenko
• [R-SIG-Finance] Potential bug in quantstrat in how it handles "F" symbol   Sergey Pisarenko
• [R-SIG-Finance] Potential bug in quantstrat in how it handles "F" symbol   Sergey Pisarenko
• [R-SIG-Finance] Potential bug in quantstrat in how it handles "F" symbol   Sergey Pisarenko
• [R-SIG-Finance] customizing format of yaxis annotation Performance Analytics   Paul Ramer
• [R-SIG-Finance] [SPAM] - RBloomberg: Error in process.result(result, "first.column") - Email found in subject   David Reiner
• [R-SIG-Finance] Monte Carlo Option Pricing formula   Roupell, Darko
• [R-SIG-Finance] Monte Carlo Option Pricing formula R code vs Matlab   Roupell, Darko
• [R-SIG-Finance] Are there genetic algorithm for trading strategy evolution in R?   Roupell, Darko
• [R-SIG-Finance] price channel   Kent Russell
• [R-SIG-Finance] 60/40 Backtest   Kenton Russell
• [R-SIG-Finance] 60/40 Backtest   Kenton Russell
• [R-SIG-Finance] RollingStyle in PApages?   Kenton Russell
• [R-SIG-Finance] How do I intersecttwo time series?   Jeff Ryan
• [R-SIG-Finance] yahoo data request policy - quantstrat/quantmod   Jeff Ryan
• [R-SIG-Finance] Blotter Package Installation   Jeffrey Ryan
• [R-SIG-Finance] price channel   Jeffrey Ryan
• [R-SIG-Finance] How do I bin data into 5 min bins and compute the medians in the bins?   Jeffrey Ryan
• [R-SIG-Finance] How do I bin data into 5 min bins and compute the medians in the bins?   Jeffrey Ryan
• [R-SIG-Finance] How do I bin data into 5 min bins and compute the medians in the bins?   Jeffrey Ryan
• [R-SIG-Finance] Removing a row in an xts object in place?   Jeffrey Ryan
• [R-SIG-Finance] Constructing suitable temporal subsamples using zoo and/or xts   Jeffrey Ryan
• [R-SIG-Finance] is there a time-zone adjustment function in R that takes care of day-light saving?   Jeffrey Ryan
• [R-SIG-Finance] is there a time-zone adjustment function in R that takes care of day-light saving?   Jeffrey Ryan
• [R-SIG-Finance] is there a time-zone adjustment function in R that takes care of day-light saving?   Jeffrey Ryan
• [R-SIG-Finance] is there a time-zone adjustment function in R that takes care of day-light saving?   Jeffrey Ryan
• [R-SIG-Finance] time series regime detection in R?   Jeffrey Ryan
• [R-SIG-Finance] using findPeaks in designing railing-stops?   Jeffrey Ryan
• [R-SIG-Finance] Interactive Brokers Compatibility   Jeffrey Ryan
• [R-SIG-Finance] Quantmod's getFin() functionality broken?   Jeffrey Ryan
• [R-SIG-Finance] Quantmod's getFin() functionality broken?   Jeffrey Ryan
• [R-SIG-Finance] RBloomberg download - findata.org disappeared   Jeffrey Ryan
• [R-SIG-Finance] RBloomberg download - findata.org disappeared   Jeffrey Ryan
• [R-SIG-Finance] using getQuote with subscription to yahoo real-time data?   Jeffrey Ryan
• [R-SIG-Finance] Quantmod SMA not working   Jeffrey Ryan
• [R-SIG-Finance] Does getSymbols.csv() take a "format" argument?   Jeffrey Ryan
• [R-SIG-Finance] Return calculation for panel data structure   Jeffrey Ryan
• [R-SIG-Finance] Return calculation for panel data structure   Jeffrey Ryan
• [R-SIG-Finance] Anyone can help with backtesting?   Jeffrey Ryan
• [R-SIG-Finance] ranking xts objects   Jeffrey Ryan
• [R-SIG-Finance] xts to timeSeries conversion   Jeffrey Ryan
• [R-SIG-Finance] Numeric to timeSeries help   Jeffrey Ryan
• [R-SIG-Finance] Stock Total Returns?   SW
• [R-SIG-Finance] Stock Total Returns?   SW
• [R-SIG-Finance] Stock Total Returns?   SW
• [R-SIG-Finance] R Bloomberg for intraday prices   Sacks, John
• [R-SIG-Finance] tawny: deriving   Rohan Sadler
• [R-SIG-Finance] different results with fExoticOptions   Arun Kumar Saha
• [R-SIG-Finance] different results with fExoticOptions   Arun Kumar Saha
• [R-SIG-Finance] xts to timeSeries conversion   Golam Sakline
• [R-SIG-Finance] xts to timeSeries conversion   Golam Sakline
• [R-SIG-Finance] xts to timeSeries conversion   Golam Sakline
• [R-SIG-Finance] Numeric to timeSeries help   Golam Sakline
• [R-SIG-Finance] Determine the number of trading days for XETRA or EUREX in a given period   Enrico Schumann
• [R-SIG-Finance] Monte Carlo Option Pricing formula   Enrico Schumann
• [R-SIG-Finance] Monte Carlo Option Pricing formula R code vs Matlab   Enrico Schumann
• [R-SIG-Finance] American option sensitivities   Enrico Schumann
• [R-SIG-Finance] American option sensitivities   Enrico Schumann
• [R-SIG-Finance] Are there genetic algorithm for trading strategy evolution in R?   Enrico Schumann
• [R-SIG-Finance] Historical FX Data via IBrokers API   Enrico Schumann
• [R-SIG-Finance] quadprog error?   Enrico Schumann
• [R-SIG-Finance] American option sensitivities   Thomas Schwiertz
• [R-SIG-Finance] List index constituents of an index in R? quantmod?   G See
• [R-SIG-Finance] List index constituents of an index in R? quantmod?   G See
• [R-SIG-Finance] Quantstrat using sigFormula   G See
• [R-SIG-Finance] Quantstrat using sigFormula   G See
• [R-SIG-Finance] data manipulation to for quantmod function   G See
• [R-SIG-Finance] how do I make a movie out of a timeseries of 2D data?   G See
• [R-SIG-Finance] OHLC and volume data analysis using quantmod   G See
• [R-SIG-Finance] Defining many future_series() at once in FinancialInstruments   G See
• [R-SIG-Finance] How do I bin data into 5 min bins and compute the medians in the bins?   G See
• [R-SIG-Finance] How do I intersecttwo time series?   G See
• [R-SIG-Finance] How do I intersecttwo time series?   G See
• [R-SIG-Finance] Blotter package not available for 2.14.0?   G See
• [R-SIG-Finance] BuildIBContract odd behavior   G See
• [R-SIG-Finance] quantstrat: getting an error when using many symbols and %-based order sizing function   G See
• [R-SIG-Finance] quantstrat: getting an error when using many symbols and %-based order sizing function   G See
• [R-SIG-Finance] quantstrat: getting an error when using many symbols and %-based order sizing function   G See
• [R-SIG-Finance] Does getSymbols.csv() take a "format" argument?   G See
• [R-SIG-Finance] Commodity prices   G See
• [R-SIG-Finance] Historical FX Data via IBrokers API   G See
• [R-SIG-Finance] Technical Pattern Trading (Should Head Should, etc.) in R?   G See
• [R-SIG-Finance] Historical FX Data via IBrokers API   G See
• [R-SIG-Finance] getQuote problem with multiple symbols   G See
• [R-SIG-Finance] getQuote problem with multiple symbols   G See
• [R-SIG-Finance] xts to timeSeries conversion   G See
• [R-SIG-Finance] Garch Bootstrap forecast   Papa Senyo
• [R-SIG-Finance] Backtesting   Papa Senyo
• [R-SIG-Finance] Comparing Forcasts   Papa Senyo
• [R-SIG-Finance] : Comparing Forcasts   Papa Senyo
• [R-SIG-Finance] : Comparing Forcasts   Papa Senyo
• [R-SIG-Finance] Best fit Model   Papa Senyo
• [R-SIG-Finance] Best fit Model   Papa Senyo
• [R-SIG-Finance] Negative Estimate of EGARCH model   Papa Senyo
• [R-SIG-Finance] Negative Estimate of EGARCH model   Papa Senyo
• [R-SIG-Finance] Negative Estimate of EGARCH model   Papa Senyo
• [R-SIG-Finance] Forecasting   Papa Senyo
• [R-SIG-Finance] Volatility forecast   Papa Senyo
• [R-SIG-Finance] Volatility forecast   Papa Senyo
• [R-SIG-Finance] Getting different days ahead forecast apart from of 1-day ahead using rugarch   Papa Senyo
• [R-SIG-Finance] data manipulation to for quantmod function   KTD Services
• [R-SIG-Finance] Splitting time series into blocks/regimes?   Anmol Sethy
• [R-SIG-Finance] rbloomberg includeConditionCodes   Jonny So
• [R-SIG-Finance] rbloomberg includeConditionCodes   Jonny So
• [R-SIG-Finance] Are there genetic algorithm for trading strategy evolution in R?   Worik Stanton
• [R-SIG-Finance] Causal version of HP filter and Kernel Smoothing in R?   Ulrich Staudinger
• [R-SIG-Finance] Are there genetic algorithm for trading strategy evolution in R?   Ulrich Staudinger
• [R-SIG-Finance] Are there genetic algorithm for trading strategy evolution in R?   Ulrich Staudinger
• [R-SIG-Finance] Compiling R code / java trading framework   Ulrich Staudinger
• [R-SIG-Finance] Anyone can help with backtesting?   Sebastian Steins
• [R-SIG-Finance] Anyone can help with backtesting?   Sebastian Steins
• [R-SIG-Finance] time series regime detection in R?   Matthieu Stigler
• [R-SIG-Finance] Message 7 Subject: Commodity prices   Edouard Tallent
• [R-SIG-Finance] PerfomanceAnalytics   Eric Thungstom
• [R-SIG-Finance] American option sensitivities   J Toll
• [R-SIG-Finance] American option sensitivities   J Toll
• [R-SIG-Finance] American option sensitivities   J Toll
• [R-SIG-Finance] RBloomberg on R 2.14.0   Nero Tulip
• [R-SIG-Finance] RBloomberg on R 2.14.0   Nero Tulip
• [R-SIG-Finance] RBloomberg on R 2.14.0   Nero Tulip
• [R-SIG-Finance] fitdist in R   Joshua Ulrich
• [R-SIG-Finance] logical AND of all columns in a xts object   Joshua Ulrich
• [R-SIG-Finance] Latest version of R for blotter   Joshua Ulrich
• [R-SIG-Finance] plotting stl with time series data   Joshua Ulrich
• [R-SIG-Finance] help with monthlyReturn command   Joshua Ulrich
• [R-SIG-Finance] How to make quantstrat demo work with intraday data   Joshua Ulrich
• [R-SIG-Finance] Help with getSymbols from csv data file   Joshua Ulrich
• [R-SIG-Finance] Stock Total Returns?   Joshua Ulrich
• [R-SIG-Finance] Interesting behaviour in BBands   Joshua Ulrich
• [R-SIG-Finance] using getQuote with subscription to yahoo real-time data?   Joshua Ulrich
• [R-SIG-Finance] Quantmod SMA not working   Joshua Ulrich
• [R-SIG-Finance] Compiling R code / java trading framework   Joshua Ulrich
• [R-SIG-Finance] Vectorized local min/max finding   Joshua Ulrich
• [R-SIG-Finance] quantstrat package   Joshua Ulrich
• [R-SIG-Finance] Numeric to timeSeries help   Joshua Ulrich
• [R-SIG-Finance] Links to trading models in R   Joshua Ulrich
• [R-SIG-Finance] getSymbol error to download data from FRED   Sankalp Upadhyay
• [R-SIG-Finance] assistance please   Baranzan Alhamdu Vayin
• [R-SIG-Finance] logical AND of all columns in a xts object   Andreas Voellenklee
• [R-SIG-Finance] question on implementing trading strategy   C W
• [R-SIG-Finance] data manipulation to for quantmod function   Yuanhang Wang
• [R-SIG-Finance] How to make quantstrat demo work with intraday data   Yuanhang Wang
• [R-SIG-Finance] Where is my hedge ratio when testing for cointegration with Phillips-Ouliaris test?   R. Michael Weylandt
• [R-SIG-Finance] price channel   R. Michael Weylandt
• [R-SIG-Finance] How do I bin data into 5 min bins and compute the medians in the bins?   R. Michael Weylandt
• [R-SIG-Finance] question about time-stamp comparison?   R. Michael Weylandt
• [R-SIG-Finance] question about time-stamp comparison?   R. Michael Weylandt
• [R-SIG-Finance] How do I bin data into 5 min bins and compute the medians in the bins?   R. Michael Weylandt
• [R-SIG-Finance] question about time-stamp comparison?   R. Michael Weylandt
• [R-SIG-Finance] Removing a row in an xts object in place?   R. Michael Weylandt
• [R-SIG-Finance] How do I intersecttwo time series?   R. Michael Weylandt
• [R-SIG-Finance] troubles with apply.daily   R. Michael Weylandt
• [R-SIG-Finance] troubles with apply.daily   R. Michael Weylandt
• [R-SIG-Finance] Blotter package not available for 2.14.0?   R. Michael Weylandt
• [R-SIG-Finance] using findPeaks in designing railing-stops?   R. Michael Weylandt
• [R-SIG-Finance] using findPeaks in designing railing-stops?   R. Michael Weylandt
• [R-SIG-Finance] using findPeaks in designing railing-stops?   R. Michael Weylandt
• [R-SIG-Finance] using findPeaks in designing railing-stops?   R. Michael Weylandt
• [R-SIG-Finance] Stock Total Returns?   R. Michael Weylandt
• [R-SIG-Finance] really puzzled by this R script   R. Michael Weylandt
• [R-SIG-Finance] Splitting time series into blocks/regimes?   R. Michael Weylandt
• [R-SIG-Finance] hourly time series   R. Michael Weylandt
• [R-SIG-Finance] hourly time series   R. Michael Weylandt
• [R-SIG-Finance] xts to timeSeries conversion   R. Michael Weylandt
• [R-SIG-Finance] xts to timeSeries conversion   R. Michael Weylandt
• [R-SIG-Finance] Links to trading models in R   R. Michael Weylandt
• [R-SIG-Finance] How to automatically extract test result from Johansen test?   R. Michael Weylandt
• [R-SIG-Finance] How to automatically extract test result from Johansen test?   R. Michael Weylandt
• [R-SIG-Finance] rugarch   Horst R. Wolf
• [R-SIG-Finance] How does one handle missing dates in quantmod/quantstrat time series?   Wei Wu
• [R-SIG-Finance] Update price data on disk using mmap package   Wolfgang Wu
• [R-SIG-Finance] half life are different when applying diff frequencies to mean reverting time series   Thomas X
• [R-SIG-Finance] using getQuote with subscription to yahoo real-time data?   Andre Zege
• [R-SIG-Finance] using getQuote with subscription to yahoo real-time data?   Andre Zege
• [R-SIG-Finance] time series regime detection in R?   Achim Zeileis
• [R-SIG-Finance] List index constituents of an index in R? quantmod?   Jun Zhu
• [R-SIG-Finance] How do I intersecttwo time series?   Jun Zhu
• [R-SIG-Finance] How do I intersecttwo time series?   Jun Zhu
• [R-SIG-Finance] How do I intersecttwo time series?   Jun Zhu
• [R-SIG-Finance] Help with getSymbols from csv data file   Jun Zhu
• [R-SIG-Finance] Where is my hedge ratio when testing for cointegration with Phillips-Ouliaris test?   Eric Zivot
• [R-SIG-Finance] exponentially weighted linear regression   Eric Zivot
• [R-SIG-Finance] dynamic window size in rolling linear regression?   Eric Zivot
• [R-SIG-Finance] : Comparing Forcasts   Eric Zivot
• [R-SIG-Finance] CSDA Special Issue on STATISTICAL ALGORITHMS AND SOFTWARE IN R (fwd)   Eric Zivot
• [R-SIG-Finance] List index constituents of an index in R? quantmod?   Vincent Zoonekynd
• [R-SIG-Finance] correlation based time series clustering?   Vincent Zoonekynd
• [R-SIG-Finance] Dealing with large dataset in quantmod   Gabriele Vivinetto [Public address]
• [R-SIG-Finance] arima estimation - how many data points are needed?   alexios
• [R-SIG-Finance] : Comparing Forcasts   alexios
• [R-SIG-Finance] rugarch and missing data   alexios
• [R-SIG-Finance] rugarch and missing data   alexios
• [R-SIG-Finance] Negative Estimate of EGARCH model   alexios
• [R-SIG-Finance] Volatility forecast   alexios
• [R-SIG-Finance] Volatility forecast   alexios
• [R-SIG-Finance] Hessian in GARCH-Models (rugarch-package)   alexios
• [R-SIG-Finance] rugarch package   alexios
• [R-SIG-Finance] ugarchfit and arima seem contradictory?   alexios
• [R-SIG-Finance] ugarchfit() ARCH LM tests contradict ArchTest()?   alexios
• [R-SIG-Finance] ugarchfit() ARCH LM tests contradict ArchTest()?   alexios
• [R-SIG-Finance] Efficient CVaR Scenario Optimization for a Large number of Scenarios   alexios
• [R-SIG-Finance] correlation based time series clustering?   Murali.Menon at avivainvestors.com
• [R-SIG-Finance] Hierarchical clustering and time series   fabien azoulay
• [R-SIG-Finance] rmgarch arguments   mamush bukana
• [R-SIG-Finance] how to test significance of VAR coefficients in DCC GARCH Fit   mamush bukana
• [R-SIG-Finance] impulse response function in rmgarch package?   mamush bukana
• [R-SIG-Finance] Calculating Hasbrouck's information share and Gonzalo-Granger weights on R   clangkamp
• [R-SIG-Finance] really puzzled by this R script   johnzli at comcast.net
• [R-SIG-Finance] Help with portfolioData/fPortfolio?   matt at considine.net
• [R-SIG-Finance] List index constituents of an index in R? quantmod?   julien cuisinier
• [R-SIG-Finance] List index constituents of an index in R? quantmod?   julien cuisinier
• [R-SIG-Finance] List index constituents of an index in R? quantmod?   julien cuisinier
• [R-SIG-Finance] Quantstrat using sigFormula   julien cuisinier
• [R-SIG-Finance] data manipulation to for quantmod function   julien cuisinier
• [R-SIG-Finance] data manipulation to for quantmod function   julien cuisinier
• [R-SIG-Finance] correlation based time series clustering?   julien cuisinier
• [R-SIG-Finance] correlation based time series clustering?   julien cuisinier
• [R-SIG-Finance] Anyone can help with backtesting?   julien cuisinier
• [R-SIG-Finance] rugarch package   ecsniffer林娟
• [R-SIG-Finance] ARMAX, t-GARCH estimation(RUGARCH package)   ecsniffer林娟
• [R-SIG-Finance] ARMAX, t-GARCH estimation(RUGARCH package)   ecsniffer林娟
• [R-SIG-Finance] ugarchfit and arima seem contradictory?   ecsniffer林娟
• [R-SIG-Finance] ugarchfit and arima seem contradictory?   ecsniffer林娟
• [R-SIG-Finance] ugarchfit and arima seem contradictory?   ecsniffer林娟
• [R-SIG-Finance] fitdist in R   financial engineer
• [R-SIG-Finance] OHLC and volume data analysis using quantmod   financial engineer
• [R-SIG-Finance] OHLC and volume data analysis using quantmod   financial engineer
• [R-SIG-Finance] plotting stl with time series data   financial engineer
• [R-SIG-Finance] Garch Bootstrap forecast   financial engineer
• [R-SIG-Finance] help with monthlyReturn command   benn fine
• [R-SIG-Finance] Help with monthlyReturn command   benn fine
• [R-SIG-Finance] minimum variance portfolio (no shorts)   benn fine
• [R-SIG-Finance] minimum variance portfolio (no shorts)   benn fine
• [R-SIG-Finance] minimum variance portfolio (no shorts)   benn fine
• [R-SIG-Finance] Backtesting   alexios ghalanos
• [R-SIG-Finance] Efficient CVaR Scenario Optimization for a Large number of Scenarios   alexios ghalanos
• [R-SIG-Finance] Getting different days ahead forecast apart from of 1-day ahead using rugarch   alexios ghalanos
• [R-SIG-Finance] rmgarch arguments   alexios ghalanos
• [R-SIG-Finance] how to test significance of VAR coefficients in DCC GARCH Fit   alexios ghalanos
• [R-SIG-Finance] how to test significance of VAR coefficients in DCC GARCH Fit   alexios ghalanos
• [R-SIG-Finance] Portfolio cardinality constraints using solve.QP   alexios ghalanos
• [R-SIG-Finance] impulse response function in rmgarch package?   alexios ghalanos
• [R-SIG-Finance] Does Quantstrat use C/Fortran to do the computation?   hifin
• [R-SIG-Finance] RBloomberg: Error in process.result(result, "first.column")   Scott.Lyden at instinet.com
• [R-SIG-Finance] bug in updatePortf   kidA
• [R-SIG-Finance] bug in updatePortf   kidA
• [R-SIG-Finance] Problems with values in blotter portfolio and end equity   liciobruno
• [R-SIG-Finance] IBrokers reqOpenOrders   me
• [R-SIG-Finance] IBrokers reqOpenOrders   me
• [R-SIG-Finance] Update price data on disk using mmap package   me
• [R-SIG-Finance] quadprog error?   none
• [R-SIG-Finance] quadprog error?   none
• [R-SIG-Finance] yahoo data request policy - quantstrat/quantmod   Ben quant
• [R-SIG-Finance] quantstrat - 1) iceberg, 2) trailing entry examples, and 3) fundamental data indicator   Ben quant
• [R-SIG-Finance] quantstrat - 1) iceberg, 2) trailing entry examples, and 3) fundamental data indicator   Ben quant
• [R-SIG-Finance] quantstrat - 1) iceberg, 2) trailing entry examples, and 3) fundamental data indicator   Ben quant
• [R-SIG-Finance] adjusting for report date (removing look-ahead) - zoo, xts   Ben quant
• [R-SIG-Finance] Monte Carlo Option Pricing formula   rex
• [R-SIG-Finance] Monte Carlo Option Pricing formula R code vs Matlab   rex
• [R-SIG-Finance] Potential bug in quantstrat in how it handles "F" symbol   rex
• [R-SIG-Finance] RBloomberg download - findata.org disappeared   sergio
• [R-SIG-Finance] correlation based time series clustering?   anmol sethy
• [R-SIG-Finance] Rotational Trading Strategy in quantstrat   daniel_krizian at tam.sk
• [R-SIG-Finance] Imaginary root / complex number in a Gamma function   Mishuk.Chowdhury at tdameritrade.com
• [R-SIG-Finance] Defining many future_series() at once in FinancialInstruments   varcovar
• [R-SIG-Finance] Quantstrat: buy at tomorrow open   varcovar
• [R-SIG-Finance] Quantstrat: buy at tomorrow open   varcovar
• [R-SIG-Finance] Indexing package: update existant database   varcovar
• [R-SIG-Finance] exponentially weighted linear regression   riccardo visca
• [R-SIG-Finance] dynamic window size in rolling linear regression?   riccardo visca
• [R-SIG-Finance] dynamic window size in rolling linear regression?   riccardo visca
• [R-SIG-Finance] how to substract one matrix from other with respect to each element (according to same position)   vnatanel
• [R-SIG-Finance] how to test significance of VAR coefficients in DCC GARCH Fit   jun wang
• [R-SIG-Finance] Quantstrat - Error while applying strategy   soren wilkening
• [R-SIG-Finance] quantmod newTA   嗒昵昵

Last message date: Sat Mar 31 03:27:59 CEST 2012
Archived on: Sat Mar 31 03:28:37 CEST 2012

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