First quarter 2012 Archives by thread
Starting: Mon Jan 2 09:08:20 CET 2012
Ending: Sat Mar 31 03:27:59 CEST 2012
Messages: 612
- [R-SIG-Finance] Determine the number of trading days for XETRA or EUREX in a given period
Joachim Breit
- [R-SIG-Finance] RBloomberg on R 2.14.0
Nero Tulip
- [R-SIG-Finance] fitdist in R
financial engineer
- [R-SIG-Finance] Blotter Package Installation
Julien Hébert Nguyen
- [R-SIG-Finance] List index constituents of an index in R? quantmod?
julien cuisinier
- [R-SIG-Finance] R Bloomberg for intraday prices
Sacks, John
- [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] logical AND of all columns in a xts object
Andreas Voellenklee
- [R-SIG-Finance] Quantstrat using sigFormula
Tim Meggs
- [R-SIG-Finance] exponentially weighted linear regression
Michael
- [R-SIG-Finance] holding period quant mod ?
Martin Bauer
- [R-SIG-Finance] arima estimation - how many data points are needed?
Michael
- [R-SIG-Finance] Where is my hedge ratio when testing for cointegration with Phillips-Ouliaris test?
Mark Breman
- [R-SIG-Finance] frequency in the xts object...
Michael
- [R-SIG-Finance] half life are different when applying diff frequencies to mean reverting time series
Thomas X
- [R-SIG-Finance] 60/40 Backtest
Belmont
- [R-SIG-Finance] Calculating Hasbrouck's information share and Gonzalo-Granger weights on R
clangkamp
- [R-SIG-Finance] RBloomberg: Error in process.result(result, "first.column")
Scott.Lyden at instinet.com
- [R-SIG-Finance] data manipulation to for quantmod function
KTD Services
- [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] Dealing with large dataset in quantmod
Gabriele Vivinetto [Public address]
- [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] plotting stl with time series data
financial engineer
- [R-SIG-Finance] Defining many future_series() at once in FinancialInstruments
varcovar
- [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
Samuel de Bousquet
- [R-SIG-Finance] portfolios vs strategies in quantstrat
Faber Castell
- [R-SIG-Finance] Garch Bootstrap forecast
Papa Senyo
- [R-SIG-Finance] getSymbol error to download data from FRED
SNV Krishna
- [R-SIG-Finance] How to search the archives
Patrick Burns
- [R-SIG-Finance] Backtesting
Papa Senyo
- [R-SIG-Finance] How do I bin data into 5 min bins and compute the medians in the bins?
Michael
- [R-SIG-Finance] Comparing Forcasts
Papa Senyo
- [R-SIG-Finance] question about time-stamp comparison?
Michael
- [R-SIG-Finance] help with monthlyReturn command
benn fine
- [R-SIG-Finance] Removing a row in an xts object in place?
Michael
- [R-SIG-Finance] Best fit Model
Papa Senyo
- [R-SIG-Finance] How do I intersecttwo time series?
Michael
- [R-SIG-Finance] Quantstrat - Error while applying strategy
Tim Meggs
- [R-SIG-Finance] Questions about high frequency data and overnight jumps...
Michael
- [R-SIG-Finance] custom indicator that returns results of backtest on subset of data
Tim Meggs
- [R-SIG-Finance] quantmod getSymbols executes MySQL queries without escaping symbol/ticker data
Sergey Pisarenko
- [R-SIG-Finance] How to make quantstrat demo work with intraday data
Yuanhang Wang
- [R-SIG-Finance] RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"
Sune Gaulsh
- [R-SIG-Finance] rugarch and missing data
Ted Byers
- [R-SIG-Finance] Negative Estimate of EGARCH model
Papa Senyo
- [R-SIG-Finance] Help with portfolioData/fPortfolio?
matt at considine.net
- [R-SIG-Finance] tawny: deriving
Rohan Sadler
- [R-SIG-Finance] Constructing suitable temporal subsamples using zoo and/or xts
Ted Byers
- [R-SIG-Finance] PerfomanceAnalytics
Eric Thungstom
- [R-SIG-Finance] troubles with apply.daily
Ted Byers
- [R-SIG-Finance] is there a time-zone adjustment function in R that takes care of day-light saving?
Michael
- [R-SIG-Finance] Rotational Trading Strategy in quantstrat
daniel_krizian at tam.sk
- [R-SIG-Finance] Forecasting
Papa Senyo
- [R-SIG-Finance] RBloomberg and "tick"
Stig Korsnes
- [R-SIG-Finance] Blotter package not available for 2.14.0?
Michael
- [R-SIG-Finance] question on implementing trading strategy
C W
- [R-SIG-Finance] RBloomberg hanging on blpConnect()
Calvin
- [R-SIG-Finance] Monte Carlo Option Pricing formula
Roupell, Darko
- [R-SIG-Finance] time series regime detection in R?
Michael
- [R-SIG-Finance] quantmod newTA
嗒昵昵
- [R-SIG-Finance] bug in updatePortf
kidA
- [R-SIG-Finance] Volatility forecast
Papa Senyo
- [R-SIG-Finance] rbloomberg includeConditionCodes
Jonny So
- [R-SIG-Finance] Hessian in GARCH-Models (rugarch-package)
Lin23
- [R-SIG-Finance] assistance please
Baranzan Alhamdu Vayin
- [R-SIG-Finance] [Fwd: CAPM homework]
Brian G. Peterson
- [R-SIG-Finance] American option sensitivities
J Toll
- [R-SIG-Finance] BuildIBContract odd behavior
Mark Harrison
- [R-SIG-Finance] using findPeaks in designing railing-stops?
Michael
- [R-SIG-Finance] Using quantstrat indicators against columns other than "Close"
Sergey Pisarenko
- [R-SIG-Finance] Interactive Brokers Compatibility
Mark Harrison
- [R-SIG-Finance] 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() ARCH LM tests contradict ArchTest()?
Brian Askins
- [R-SIG-Finance] rugarch
Horst R. Wolf
- [R-SIG-Finance] IBrokers reqOpenOrders
Sash Ali
- [R-SIG-Finance] Writing sell rules with quantstrat
Sergey Pisarenko
- [R-SIG-Finance] Efficient CVaR Scenario Optimization for a Large number of Scenarios
Robert Harlow
- [R-SIG-Finance] BurStFin now on CRAN
Patrick Burns
- [R-SIG-Finance] quantstrat executes trades that are more worth than total equity
Sergey Pisarenko
- [R-SIG-Finance] HF strategy style change detection based on txn data
Alex Bird
- [R-SIG-Finance] (no subject)
Momop Momop
- [R-SIG-Finance] quantstrat: getting an error when using many symbols and %-based order sizing function
Sergey Pisarenko
- [R-SIG-Finance] Stock Total Returns?
SW
- [R-SIG-Finance] minimum variance portfolio (no shorts)
benn fine
- [R-SIG-Finance] Interesting behaviour in BBands
Stergios Marinopoulos
- [R-SIG-Finance] yahoo data request policy - quantstrat/quantmod
Ben quant
- [R-SIG-Finance] Quantstrat: buy at tomorrow open
varcovar
- [R-SIG-Finance] Getting different days ahead forecast apart from of 1-day ahead using rugarch
Papa Senyo
- [R-SIG-Finance] correlation based time series clustering?
Michael
- [R-SIG-Finance] Imaginary root / complex number in a Gamma function
Mishuk.Chowdhury at tdameritrade.com
- [R-SIG-Finance] customizing format of yaxis annotation Performance Analytics
Paul Ramer
- [R-SIG-Finance] how to substract one matrix from other with respect to each element (according to same position)
vnatanel
- [R-SIG-Finance] Quantmod's getFin() functionality broken?
Devin Newman
- [R-SIG-Finance] Causal version of HP filter and Kernel Smoothing in R?
Michael
- [R-SIG-Finance] really puzzled by this R script
johnzli at comcast.net
- [R-SIG-Finance] test for the change in the parameters in t-GARCH model
LINJUAN
- [R-SIG-Finance] Creating a DLL from R code
Diego Jara
- [R-SIG-Finance] RBloomberg download - findata.org disappeared
sergio
- [R-SIG-Finance] Splitting time series into blocks/regimes?
Michael
- [R-SIG-Finance] Update price data on disk using mmap package
Wolfgang Wu
- [R-SIG-Finance] How to add the dummy variable in GARCH model(RUGARCH package)
LINJUAN
- [R-SIG-Finance] quantstrat - 1) iceberg, 2) trailing entry examples, and 3) fundamental data indicator
Ben quant
- [R-SIG-Finance] Potential bug in quantstrat in how it handles "F" symbol
Sergey Pisarenko
- [R-SIG-Finance] using getQuote with subscription to yahoo real-time data?
Andre Zege
- [R-SIG-Finance] Question reg rbloomberg
Amit Mishra
- [R-SIG-Finance] Does getSymbols.csv() take a "format" argument?
Stergios Marinopoulos
- [R-SIG-Finance] RollingStyle in PApages?
Matt Considine
- [R-SIG-Finance] Quantmod SMA not working
Mark Harrison
- [R-SIG-Finance] adjusting for report date (removing look-ahead) - zoo, xts
Ben quant
- [R-SIG-Finance] Return calculation for panel data structure
Arsenio
- [R-SIG-Finance] Hierarchical clustering and time series
fabien azoulay
- [R-SIG-Finance] Are there genetic algorithm for trading strategy evolution in R?
Michael
- [R-SIG-Finance] quantmod/addTA/.GlobalEnv question
Subhrangshu Nandi
- [R-SIG-Finance] Commodity prices
Belmont
- [R-SIG-Finance] Message 7 Subject: Commodity prices
Edouard Tallent
- [R-SIG-Finance] Anyone can help with backtesting?
Sebastian Steins
- [R-SIG-Finance] ranking xts objects
Gaurav Malhotra
- [R-SIG-Finance] rmgarch arguments
mamush bukana
- [R-SIG-Finance] Abnormal returns in R
Senne Van Handenhove
- [R-SIG-Finance] Problems with values in blotter portfolio and end equity
liciobruno
- [R-SIG-Finance] Black Scholes 3d plot
Anna Dunietz
- [R-SIG-Finance] Is there R code for measuring information coefficient?
Michael
- [R-SIG-Finance] Does Quantstrat use C/Fortran to do the computation?
hifin
- [R-SIG-Finance] hourly time series
Advait Godbole
- [R-SIG-Finance] Historical FX Data via IBrokers API
Glenn Dunster
- [R-SIG-Finance] Technical Pattern Trading (Should Head Should, etc.) in R?
Michael
- [R-SIG-Finance] how to test significance of VAR coefficients in DCC GARCH Fit
mamush bukana
- [R-SIG-Finance] different results with fExoticOptions
SNV Krishna
- [R-SIG-Finance] Portfolio cardinality constraints using solve.QP
Terry Griffin
- [R-SIG-Finance] quadprog error?
none
- [R-SIG-Finance] Price Data Sources
Chris Montaño
- [R-SIG-Finance] Compiling R code / java trading framework
Pierre-Alexandre
- [R-SIG-Finance] RBloomberg rounding price increments to 4 decimals
G.abe Lin
- [R-SIG-Finance] significant lags in causality test?
Michael
- [R-SIG-Finance] R/Finance 2012 Registration Open, (Draft) Agenda Posted
Dirk Eddelbuettel
- [R-SIG-Finance] getQuote problem with multiple symbols
Xian Li
- [R-SIG-Finance] Chepe te ha dejado un mensaje...
Badoo
- [R-SIG-Finance] How does one handle missing dates in quantmod/quantstrat time series?
Wei Wu
- [R-SIG-Finance] R participating in Google Summer of Code - call for students (and projects)
Brian G. Peterson
- [R-SIG-Finance] CSDA Special Issue on STATISTICAL ALGORITHMS AND SOFTWARE IN R (fwd)
Eric Zivot
- [R-SIG-Finance] Vectorized local min/max finding
Paolo Giusti
- [R-SIG-Finance] xts to timeSeries conversion
Golam Sakline
- [R-SIG-Finance] quantstrat package
Jim Green
- [R-SIG-Finance] Numeric to timeSeries help
Golam Sakline
- [R-SIG-Finance] Indexing package: update existant database
varcovar
- [R-SIG-Finance] how to save the quantstrat performance chart
Jim Green
- [R-SIG-Finance] Links to trading models in R
John Hardy
- [R-SIG-Finance] impulse response function in rmgarch package?
mamush bukana
- [R-SIG-Finance] How to automatically extract test result from Johansen test?
Michael
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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