Second quarter 2012 Archives by thread
Starting: Sun Apr 1 01:35:26 CEST 2012
Ending: Sat Jun 30 22:07:24 CEST 2012
Messages: 615
- [R-SIG-Finance] Problems with chartSeries when called in a function
Worik Stanton
- [R-SIG-Finance] xts and sapply
Eric Thungstom
- [R-SIG-Finance] R Bloomberg for intraday prices
algotr8der
- [R-SIG-Finance] How to automatically extract test result from Johansen test?
Michael
- [R-SIG-Finance] Quick question: the parameter K in the Johansen Procedure for VAR?
Michael
- [R-SIG-Finance] How to select the lag K in Johansen co-integration test?
Michael
- [R-SIG-Finance] GetSymbols & Weekend Data
Mark Harrison
- [R-SIG-Finance] error catching in getSymbols
benn fine
- [R-SIG-Finance] Data to start with?
Sebastian Steins
- [R-SIG-Finance] quantstrat - problems with ordersize function
Andreas Mikkelsen
- [R-SIG-Finance] Donchian Channel in TTR
Andreas Voellenklee
- [R-SIG-Finance] Real-world Pairs Trading?
Michael
- [R-SIG-Finance] Using abline with chartSeries
Worik Stanton
- [R-SIG-Finance] (no subject)
Aleksi Mattila
- [R-SIG-Finance] How to determine the efficient frontier of Black-Litterman model (using BLCOP package) in fPortfolio package?
paul kouchtch
- [R-SIG-Finance] fArma problem
jefe goode
- [R-SIG-Finance] fArma problem solved ...
jefe goode
- [R-SIG-Finance] Blotter and FinancialInstruments on multicurrency portfolios
Barrios, Sergio Julian
- [R-SIG-Finance] Constraints on tangecyPortfolio in fPortfolio
Noah Silverman
- [R-SIG-Finance] PortfolioAnalytics / optimize.portfolio.parallel()
Horst R. Wolf
- [R-SIG-Finance] R/Finance 2012 registrations going strong (Was: Registration Open, (Draft) Agenda Posted)
Dirk Eddelbuettel
- [R-SIG-Finance] Modify the chart object to save plotted text
Stergios Marinopoulos
- [R-SIG-Finance] question about subsetting xts, calculating returns
Andreas Voellenklee
- [R-SIG-Finance] Trouble with RBloomberg on R 2.13.0
Cliff Clive
- [R-SIG-Finance] RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"
Cliff Clive
- [R-SIG-Finance] PerformanceAnalytics Return.calculate "simple" does not work
Techni X
- [R-SIG-Finance] Guy's example osFixedDollar not working in latest quantstrat
Jim Green
- [R-SIG-Finance] Interesting behaviour in BBands
BBands
- [R-SIG-Finance] R fArma package
jefe goode
- [R-SIG-Finance] Help
osvald wiklander
- [R-SIG-Finance] IBrokers order status
Noah Silverman
- [R-SIG-Finance] bds test
Papa Senyo
- [R-SIG-Finance] quadratically constrained quadratic programming
Michael
- [R-SIG-Finance] timeSeries 2 zoo convert
Costas Vorlow
- [R-SIG-Finance] New RBloomberg builds
John Laing
- [R-SIG-Finance] Career Opportunity at Fina Technologies
Dave DeCaprio
- [R-SIG-Finance] Time Series Lead Lag Analysis
Gaurav Raizada
- [R-SIG-Finance] BDS TEST-PACKAGE tseries
Papa sen
- [R-SIG-Finance] quantmod calling barChart from a function .. problematic
slava zimine
- [R-SIG-Finance] Graphing Dividends, Re-investing dividends, dividend pay date
FJ M
- [R-SIG-Finance] Paulo Sousa deixou uma mensagem para você...
Badoo
- [R-SIG-Finance] Use of chart_Series
Gordon Erlebacher
- [R-SIG-Finance] creation of add_stoch
Gordon Erlebacher
- [R-SIG-Finance] about an error of xts
Haiping LAN
- [R-SIG-Finance] Problem with R bloomberg.
krisan haria
- [R-SIG-Finance] rollapply - error message - wrong sign in 'by' argument
Bernd Dittmann
- [R-SIG-Finance] Annotations to chart_Series data
Gordon Erlebacher
- [R-SIG-Finance] urgent
NIKOI KOTEY
- [R-SIG-Finance] Help request
Enrico Schumann
- [R-SIG-Finance] UW Computational Finance Students
Eric Zivot
- [R-SIG-Finance] GARCH
Elham Daadmehr
- [R-SIG-Finance] tradeStats vs table.AnnualizedReturns discrepancy
SW
- [R-SIG-Finance] Information
Karim
- [R-SIG-Finance] the ZigZag function
Gordon Erlebacher
- [R-SIG-Finance] Fund holdings
Mahesh Krishnan
- [R-SIG-Finance] to make the finance package running
Wei-han Liu
- [R-SIG-Finance] trayport / Genium INET api
Andres Susrud
- [R-SIG-Finance] Using attachSymbols with non-default argument values (Was: the ZigZag function)
G See
- [R-SIG-Finance] Strange results from Quantstrat
jim green
- [R-SIG-Finance] Indexing Package
jpman
- [R-SIG-Finance] Help! NAs and errors in ugarchfit ...
Luna
- [R-SIG-Finance] problem with import data
krisan haria
- [R-SIG-Finance] Crossposting (was 'Help! NAs and errors in ugarchfit')
Steve Wisdom
- [R-SIG-Finance] question on charting
Gordon Erlebacher
- [R-SIG-Finance] Historical data for single dates
Noah Silverman
- [R-SIG-Finance] date to index
Gordon Erlebacher
- [R-SIG-Finance] Rolling correlations with zoo object
jim green
- [R-SIG-Finance] [R-sig-Finance] Rolling correlations with zoo object
Gabor Grothendieck
- [R-SIG-Finance] Handling half hourly data from electricity markets
jim green
- [R-SIG-Finance] Time indexation after selection in an xts object
Karim
- [R-SIG-Finance] quantstrat with intraday data
Jim Green
- [R-SIG-Finance] issue on data import to pgAdminIII
krisan haria
- [R-SIG-Finance] Back test report in Rugarch
Papa sen
- [R-SIG-Finance] calibration of GARCH models to futures data
Ivette
- [R-SIG-Finance] Efficiency of data.frame to xts conversion
Gordon Erlebacher
- [R-SIG-Finance] SMA and TTR
Gordon Erlebacher
- [R-SIG-Finance] Generating a front month only Time Series for Futures Prices
gussinsky
- [R-SIG-Finance] question on add_TA
Gordon Erlebacher
- [R-SIG-Finance] Rugarch for EWMA/VaR
ThomasF
- [R-SIG-Finance] Generating a front month only Time Series
Edouard Tallent
- [R-SIG-Finance] Blotter - failed to build
Peter Chan
- [R-SIG-Finance] Cant get this Quantstrat going,
gussinsky
- [R-SIG-Finance] panel data in R
Alexander Chernyakov
- [R-SIG-Finance] Quantstrat - Error while applying strategy
bhavna
- [R-SIG-Finance] Standardization of GH distribution
Julien Hambuckers
- [R-SIG-Finance] object .blotter not found
Peter Chan
- [R-SIG-Finance] stoch function
Gordon Erlebacher
- [R-SIG-Finance] IBrokers and fill Price
Mark Harrison
- [R-SIG-Finance] ChartSeries - Quantmod
golam sakline
- [R-SIG-Finance] copula with rmgarch
Alex Fei
- [R-SIG-Finance] VaR output using rugarch via Bactest report
Papa sen
- [R-SIG-Finance] self-fulfilling prophecies in financial study
Wei-han Liu
- [R-SIG-Finance] regression by ticker (panel data)
Geoffrey Smith
- [R-SIG-Finance] Quantstrat macross demo - Stops/Reverse strategy
Julien Hébert-Nguyen
- [R-SIG-Finance] What does mean MidTau in Nelson-Siegel's model?
Minerva Mora
- [R-SIG-Finance] stripping holidays from timeSeries() class time series
David-Michael Lincke
- [R-SIG-Finance] R-SIG-Finance Digest, Vol 96, Issue 10
Dale W.R. Rosenthal
- [R-SIG-Finance] moving averages on specific interval and merge
Jim Green
- [R-SIG-Finance] quantmod, determine if ADR
Ben quant
- [R-SIG-Finance] power ewma
Johanna Slomp
- [R-SIG-Finance] IBrokers - reqOpenOrders and placeOrder not working anymore
omerle
- [R-SIG-Finance] Q re: running the Workshop 2010 script
matt at considine.net
- [R-SIG-Finance] quanstrat rule to exit same day close (using daily data)
algotr8der
- [R-SIG-Finance] Linux and IBrokers
Mark Harrison
- [R-SIG-Finance] 1 minute time interval in Bloomberg
krisan haria
- [R-SIG-Finance] Q re: running Workshop 2010 script
matt at considine.net
- [R-SIG-Finance] Enhancements to getSymbols.MySQL
Cedrick Johnson
- [R-SIG-Finance] determine google financials currency
Ben quant
- [R-SIG-Finance] Power EWMA with R
Johanna Slomp
- [R-SIG-Finance] blotter: updatePortf Error in call to updatePosPL when instrument has no price
algotr8der
- [R-SIG-Finance] Is there a bug in Return.calculate function of the PerformanceAnalytics package?
Jorge Nieves
- [R-SIG-Finance] writing a loop
Geoffrey Smith
- [R-SIG-Finance] About rugarch (message to alexios)
jaimie villanueva
- [R-SIG-Finance] mark random rows of xts object
Andreas Voellenklee
- [R-SIG-Finance] IBrokers: issues with combo contracts
Alain Burt
- [R-SIG-Finance] look at the underlying source code
jaimie villanueva
- [R-SIG-Finance] AON corporation option pricing
zazzo89
- [R-SIG-Finance] arfimafit issue
jaimie villanueva
- [R-SIG-Finance] Problem in convert function of RTAQ package for high frequency data
rahul deora
- [R-SIG-Finance] RBloomberg package rename
John Laing
- [R-SIG-Finance] error in yang.zhang volatility{TTR}
J Toll
- [R-SIG-Finance] Spread discovery and backtester code
mail at chrisbird.com
- [R-SIG-Finance] garchFit issue
jaimie villanueva
- [R-SIG-Finance] Can't addMACD(). Is it a bug?
Sávio M. Ramos
- [R-SIG-Finance] Help with armaFit function
jaimie villanueva
- [R-SIG-Finance] estimation difference between ugarchroll and ugarchfit
linpack
- [R-SIG-Finance] rugarchsim / garchsim with a user-defined time series matrix of standardized i.i.d. disturbances
Alex Fei
- [R-SIG-Finance] candle charting on MacosX Lion
Gordon Erlebacher
- [R-SIG-Finance] 2 time/date columns to one
Costas Vorlow
- [R-SIG-Finance] plotting with dates
Eric Thungstom
- [R-SIG-Finance] ugarchforecast
Johanna Slomp
- [R-SIG-Finance] Methods of installing R on Linux
Worik Stanton
- [R-SIG-Finance] RBLOOMBERG--conn=blpConnect(iface="COM") PROBLEMS
Juan José Fernández García
- [R-SIG-Finance] Rbbg Java out-of-heap-space error (potential cause: response_cache)
Mikko Kauppila
- [R-SIG-Finance] quantmod, mfrow, plot question
Db
- [R-SIG-Finance] Question about Linear Models, Machine Learning
Alex Grund
- [R-SIG-Finance] Rbbg/RBloomberg Having Trouble to Downloan Tick Data
Chao Zhang
- [R-SIG-Finance] Vertical lines in chart_Series
Gordon Erlebacher
- [R-SIG-Finance] contribution: chart_Series with vertical/horizontal lines
Gordon Erlebacher
- [R-SIG-Finance] Problems using blotter and R-2.15
Felice Bruno
- [R-SIG-Finance] a concern about blotter (and RStudio)
Doug Edmunds
- [R-SIG-Finance] Determining optional parameters
dae
- [R-SIG-Finance] quantstrat Stop Loss Modeling help request
Jonathan Noble
- [R-SIG-Finance] Error in midnightStandard(charvec, format)
Wei-han Liu
- [R-SIG-Finance] multiple columns with time series dates
tonyp
- [R-SIG-Finance] IBrokers: combo contracts = spread contract ?
omerle
- [R-SIG-Finance] IBrokers: combo contracts = spread contract ? (Solved)
omerle
- [R-SIG-Finance] RQuantLib possible bug in yearFraction and dayCount
Guillaume Horel
- [R-SIG-Finance] Rugarch
Papa sen
- [R-SIG-Finance] Automatically sending .Rmd -> html files
Nick
- [R-SIG-Finance] Timestamped hex type conversions
v mande
- [R-SIG-Finance] rugarch and fGarch
Belgarath
- [R-SIG-Finance] [R-SIG-FINANCE] Query about Two Scale Realized Volatility (TSRV)
Shivam
- [R-SIG-Finance] create a new variable in a loop - Rbbg, RBloomberg
Belgarath
- [R-SIG-Finance] Where to obtain version of PortfolioAnalytics package installable on R 2.15
David-Michael Lincke
- [R-SIG-Finance] Compute jump test statistic
Caolan Harvey
- [R-SIG-Finance] xts objects and speed
E D
- [R-SIG-Finance] issue with xts affectin Return.calculate in PerformanceAnalytics
susan22 at mail.com
- [R-SIG-Finance] Profit calculation
Raghuraman Ramachandran
- [R-SIG-Finance] contradiction between rugarch package and fracdiff package
Chao Xiong
- [R-SIG-Finance] Return.portfolio() in PerformanceAnalytics and discrete returns
susan22 at mail.com
- [R-SIG-Finance] forecasting with expanding window
naval
- [R-SIG-Finance] expanding window forecasting by rugarch nd rmgarch
naval
- [R-SIG-Finance] a problem about using quantstrat: add.Indicators and applySignals in BBband
Fiotion Richard
- [R-SIG-Finance] RUGARCH rolling forecast using external regressors
stoyan.stoyanov
- [R-SIG-Finance] Compare forecasts
Elham Daadmehr
- [R-SIG-Finance] install RBloomberg on R 2.14.0
JaeYoung Ahn
- [R-SIG-Finance] TAR
Elham Daadmehr
- [R-SIG-Finance] quantmod and forecast
Eric Thungstom
- [R-SIG-Finance] Help in subsetting a vector incrementally
Raghuraman Ramachandran
- [R-SIG-Finance] fitting TAR model
Elham Daadmehr
- [R-SIG-Finance] Help in rolling calculation
Raghuraman Ramachandran
- [R-SIG-Finance] RUGARCH bootstrap fitting error - presigma length
stoyan.stoyanov
- [R-SIG-Finance] RUGARCH variance targeting issue
stoyan.stoyanov
- [R-SIG-Finance] Incorrect SVD Calculation
McGehee, Robert
- [R-SIG-Finance] runMyCode
Stefan Janse van Rensburg
- [R-SIG-Finance] RUGARCH distribution selection
stoyan.stoyanov
- [R-SIG-Finance] financial data on flat matrix
Ben quant
- [R-SIG-Finance] Calculating Hasbrouck's information share and Gonzalo-Granger weights on R
Drew Harris
- [R-SIG-Finance] RUGARCH eGARCH and variance targeting
stoyan.stoyanov
- [R-SIG-Finance] aligning dates from different sources
Eric Thungstom
Last message date:
Sat Jun 30 22:07:24 CEST 2012
Archived on: Sat Jun 30 22:07:33 CEST 2012
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