Third quarter 2012 Archives by author

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Starting: Sun Jul 1 11:40:23 CEST 2012
Ending: Fri Sep 28 17:58:42 CEST 2012
Messages: 365

• [R-SIG-Finance] RBloomberg package   Robert A'gata
• [R-SIG-Finance] RBloomberg package   Robert A'gata
• [R-SIG-Finance] Rbbg package's CONNECTION_FAILURE   Robert A'gata
• [R-SIG-Finance] Quantstrat - external parameters   Jaeyoung Ahn
• [R-SIG-Finance] Modeling sharp drops in volatility   Valapet Badri
• [R-SIG-Finance] Intraday interval data from Bloomberg   R. Ben-David
• [R-SIG-Finance] Intraday interval data from Bloomberg   R. Ben-David
• [R-SIG-Finance] Bug in chart.CumReturns (PerformanceAnalytics)   Chris de Bleu
• [R-SIG-Finance] Bug in chart.CumReturns (PerformanceAnalytics)   Chris de Bleu
• [R-SIG-Finance] help on creating 5 minutes bars   Chris de Bleu
• [R-SIG-Finance] help on creating 5 minutes bars   Chris de Bleu
• [R-SIG-Finance] help on creating 5 minutes bars   Chris de Bleu
• [R-SIG-Finance] Incomplete Forward Curve   Christofer Bogaso
• [R-SIG-Finance] A question on VaR   Christofer Bogaso
• [R-SIG-Finance] Downloading data from ALFRED (ArchivaL FRED)   Bos, Roger
• [R-SIG-Finance] Example using Galgo to Optimize Parameters   Patrick Burns
• [R-SIG-Finance] About Garch models   Patrick Burns
• [R-SIG-Finance] About Garch models   Patrick Burns
• [R-SIG-Finance] PerformanceAnalytics issue   Peter Carl
• [R-SIG-Finance] Bug in chart.CumReturns (PerformanceAnalytics)   Peter Carl
• [R-SIG-Finance] Bug in chart.CumReturns (PerformanceAnalytics)   Peter Carl
• [R-SIG-Finance] xts and Sys.time() - very stange behaviour   Daniel Cegiełka
• [R-SIG-Finance] Can Anybody Give Me A Help:Using R As a Trade Platform in *nix OS, and even In console/terminal/commandline?   Xin Chou
• [R-SIG-Finance] RDatastream released, feedback wanted   Francois Cocquemas
• [R-SIG-Finance] Downloading data from ALFRED (ArchivaL FRED)   Matt Considine
• [R-SIG-Finance] specify currency in rbloomberg bdp call   Aidan Corcoran
• [R-SIG-Finance] specify currency in rbloomberg bdp call   Aidan Corcoran
• [R-SIG-Finance] I am using the quantmod package (http://www.quantmod.com) and, using getSymbols,   Jean-Victor Côté
• [R-SIG-Finance] Quantstrat's TxnFees argument providing error when pennyPerShare function is passed   Danny D
• [R-SIG-Finance] pennyPerShare function not working with Quantstrat rules   Danny D
• [R-SIG-Finance] Question on Backtest package   Julien Dargent
• [R-SIG-Finance] PerformanceAnalytics issue   Julien Dargent
• [R-SIG-Finance] PerformanceAnalytics issue   Julien Dargent
• [R-SIG-Finance] Example using Galgo to Optimize Parameters   Dave
• [R-SIG-Finance] Example using Galgo to Optimize Parameters   Dave
• [R-SIG-Finance] Example using Galgo to Optimize Parameters   Dave
• [R-SIG-Finance] Example using Galgo to Optimize Parameters   Dave
• [R-SIG-Finance] Backtesting Suite which can show profit/loss by time (drilldown by N time intervals)   Dave
• [R-SIG-Finance] Backtesting Suite which can show profit/loss by time (drilldown by N time intervals)   Dave
• [R-SIG-Finance] Stand Alone eSignal or DTN Connector   Dave
• [R-SIG-Finance] Problems with time format and read.csv()   Dave
• [R-SIG-Finance] R Quantstrat   Sven Duve
• [R-SIG-Finance] getEndOfMonth and getEndOfBizWeek in RcppBDT broken?   Dirk Eddelbuettel
• [R-SIG-Finance] getEndOfMonth and getEndOfBizWeek in RcppBDT broken?   Dirk Eddelbuettel
• [R-SIG-Finance] getEndOfMonth and getEndOfBizWeek in RcppBDT broken?   Dirk Eddelbuettel
• [R-SIG-Finance] TSE ticker problems   Doug Edmunds
• [R-SIG-Finance] Differences between data sources   Doug Edmunds
• [R-SIG-Finance] FinancialInstrument functions output / side effect variables   Doug Edmunds
• [R-SIG-Finance] blotter updatePortf issue..   Doug Edmunds
• [R-SIG-Finance] blotter updatePortf issue..   Doug Edmunds
• [R-SIG-Finance] yahoo dates   Motley Fool
• [R-SIG-Finance] Creating an array from correlation matrices   Max Frisch
• [R-SIG-Finance] Would you be interested in testing an R package for receiving market data from Thomson Reuters?   Thomas P. Fuller
• [R-SIG-Finance] Would you be interested in testing an R package for receiving market data from Thomson Reuters?   Thomas P. Fuller
• [R-SIG-Finance] Downloading data from ALFRED (ArchivaL FRED)   Thomas P. Fuller
• [R-SIG-Finance] Would you be interested in testing an R package for receiving market data from Thomson Reuters?   Thomas P. Fuller
• [R-SIG-Finance] yahoo dates   Paul Gilbert
• [R-SIG-Finance] TSE ticker problems   Paul Gilbert
• [R-SIG-Finance] TSE ticker problems   Paul Gilbert
• [R-SIG-Finance] TSE ticker problems   Paul Gilbert
• [R-SIG-Finance] Downloading data from ALFRED (ArchivaL FRED)   Paul Gilbert
• [R-SIG-Finance] Would you be interested in testing an R package for receiving market data from Thomson Reuters?   Paul Gilbert
• [R-SIG-Finance] (no subject)   FX Going
• [R-SIG-Finance] Help with getSymbols from csv data file   Jim Green
• [R-SIG-Finance] adjustOHLC discrepancy   Jim Green
• [R-SIG-Finance] adjustOHLC discrepancy   Jim Green
• [R-SIG-Finance] adjustOHLC discrepancy   Jim Green
• [R-SIG-Finance] rugarch vs fgarch   Abhishek Gupta
• [R-SIG-Finance] Calculating Hasbrouck's information share and Gonzalo-Granger weights on R   Drew Harris
• [R-SIG-Finance] Calculating Hasbrouck's information share and Gonzalo-Granger weights on R   Drew Harris
• [R-SIG-Finance] Hasbroucks Information Share in R   Drew Harris
• [R-SIG-Finance] quantstrat issues and patches?   Joel
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 100, Issue 2   Matthew Johnson
• [R-SIG-Finance] Rbbg Java out-of-heap-space error   John Kerpel
• [R-SIG-Finance] R Quantstrat   Ilya Kipnis
• [R-SIG-Finance] Backtesting Suite which can show profit/loss by time (drilldown by N time intervals)   Ilya Kipnis
• [R-SIG-Finance] RQuantLib DiscountFactor   Krassimir Kostadinov
• [R-SIG-Finance] Performance Analytics Calendar Returns   Kris
• [R-SIG-Finance] specify currency in rbloomberg bdp call   John Laing
• [R-SIG-Finance] Rbbg Java out-of-heap-space error   John Laing
• [R-SIG-Finance] Rbbg package problem   John Laing
• [R-SIG-Finance] Rbbg - heap error fix   John Laing
• [R-SIG-Finance] Rbbg package's CONNECTION_FAILURE   John Laing
• [R-SIG-Finance] Intraday interval data from Bloomberg   John Laing
• [R-SIG-Finance] Portfolio turnover ratio calculation   Pierre Lapointe
• [R-SIG-Finance] (no subject)   Wei-han Liu
• [R-SIG-Finance] Equities Data   FJ M
• [R-SIG-Finance] about quantmod and shaded region   Olivier MARTIN
• [R-SIG-Finance] quantmod bug ?   Olivier MARTIN
• [R-SIG-Finance] help with quantmod and addTA   Olivier MARTIN
• [R-SIG-Finance] help with quantmod and addTA   Olivier MARTIN
• [R-SIG-Finance] addTxns addfees   Hideyoshi Maeda
• [R-SIG-Finance] addTxns addfees   Hideyoshi Maeda
• [R-SIG-Finance] addTxns addfees   Hideyoshi Maeda
• [R-SIG-Finance] addTxns addfees   Hideyoshi Maeda
• [R-SIG-Finance] blotter updatePortf issues   Hideyoshi Maeda
• [R-SIG-Finance] IBrokers : quotes from futures combo and reqIds   Stergios Marinopoulos
• [R-SIG-Finance] IBrokers : quotes from futures combo and reqIds   Stergios Marinopoulos
• [R-SIG-Finance] IBrokers : quotes from futures combo and reqIds   Stergios Marinopoulos
• [R-SIG-Finance] IBrokers : quotes from futures combo and reqIds   Stergios Marinopoulos
• [R-SIG-Finance] Downloading data from ALFRED (ArchivaL FRED)   Zachary Mayer
• [R-SIG-Finance] ABS value calculation for ATR use   Zachary Mayer
• [R-SIG-Finance] Rbbg package problem   Stathis Metsovitis
• [R-SIG-Finance] EGARCH on Rexcel   Ankit Mital
• [R-SIG-Finance] quanstrat: stop trailing with variable stops size   Brian Moretta
• [R-SIG-Finance] quanstrat: stop trailing with variable stops size   Brian Moretta
• [R-SIG-Finance] quanstrat: stop trailing with variable stops size   Brian Moretta
• [R-SIG-Finance] Rbbg - curious performance of bdh?   Gordon Morrison
• [R-SIG-Finance] mean reversion process in GARCH mean equation   Jonesmus Mutua
• [R-SIG-Finance] rugarch package "Warning Message" for GARCH-Normal   Serdar Neslihanoglu
• [R-SIG-Finance] "Multivariate Garch" Package in r   Serdar Neslihanoglu
• [R-SIG-Finance] Multi-factor GARCH model   Serdar Neslihanoglu
• [R-SIG-Finance] adapting quantstrat/demo/luxor code   OpenTrades
• [R-SIG-Finance] adapting quantstrat/demo/luxor code   OpenTrades
• [R-SIG-Finance] blotter updatePortf issues   OpenTrades
• [R-SIG-Finance] quantstrat order execution   OpenTrades
• [R-SIG-Finance] quantstrat order execution   OpenTrades
• [R-SIG-Finance] R Blotter   OpenTrades
• [R-SIG-Finance] Backtesting Suite which can show profit/loss by time (drilldown by N time intervals)   OpenTrades
• [R-SIG-Finance] help on creating 5 minutes bars   OpenTrades
• [R-SIG-Finance] quanstrat: stop trailing with variable stops size   OpenTrades
• [R-SIG-Finance] quanstrat: stop trailing with variable stops size   OpenTrades
• [R-SIG-Finance] quantstrat issues and patches?   Opentrades
• [R-SIG-Finance] quantstrat order execution   Samo Pahor
• [R-SIG-Finance] quantstrat order execution   Samo Pahor
• [R-SIG-Finance] quantstrat order execution   Samo Pahor
• [R-SIG-Finance] Hasbroucks Information Share in R   Brian G. Peterson
• [R-SIG-Finance] quantstrat maCross demo problem   Brian G. Peterson
• [R-SIG-Finance] quantstrat maCross demo problem   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics issue   Brian G. Peterson
• [R-SIG-Finance] quantstrat order execution   Brian G. Peterson
• [R-SIG-Finance] xts and Sys.time() - very stange behaviour   Brian G. Peterson
• [R-SIG-Finance] pennyPerShare function not working with Quantstrat rules   Brian G. Peterson
• [R-SIG-Finance] quantmod bug ?   Brian G. Peterson
• [R-SIG-Finance] finding the date by subtracting a number from a given date excluding weekends   Brian G. Peterson
• [R-SIG-Finance] SMI Net.Trading of single asset   Brian G. Peterson
• [R-SIG-Finance] Threshold/Crossover   Brian G. Peterson
• [R-SIG-Finance] quantstrat issues and patches?   Brian G. Peterson
• [R-SIG-Finance] Quantstrat - external parameters   Brian G. Peterson
• [R-SIG-Finance] Equities Data   Brian G. Peterson
• [R-SIG-Finance] Dynamic Charting of Technical Indicators   Brian G. Peterson
• [R-SIG-Finance] Backtesting Suite which can show profit/loss by time (drilldown by N time intervals)   Brian G. Peterson
• [R-SIG-Finance] quanstrat: stop trailing with variable stops size   Brian G. Peterson
• [R-SIG-Finance] quantstrat demo error   Brian G. Peterson
• [R-SIG-Finance] "Multivariate Garch" Package in r   Brian G. Peterson
• [R-SIG-Finance] Multi-factor GARCH model   Brian G. Peterson
• [R-SIG-Finance] Backtesting (Kupiec) and Measure Stock's Portoflio using EVT   Eko andryanto Prakasa
• [R-SIG-Finance] Comparing pvalues in ADF test in Gretl fUnitRoots and Eviews   JOSE FRANCISCO PERLES RIBES
• [R-SIG-Finance] Comparing pvalues in ADF test in Gretl fUnitroots and Eviews   JOSE FRANCISCO PERLES RIBES
• [R-SIG-Finance] Comparing pvalues in ADF test in Gretl fUnitRoots and Eviews   JOSE FRANCISCO PERLES RIBES
• [R-SIG-Finance] P&L Calculation   Nikos Rachmanis
• [R-SIG-Finance] P&L Calculation   Nikos Rachmanis
• [R-SIG-Finance] Performance Analytics Calendar Returns   Nikos Rachmanis
• [R-SIG-Finance] Performance Analytics Calendar Returns   Nikos Rachmanis
• [R-SIG-Finance] Performance Analytics Calendar Returns   Nikos Rachmanis
• [R-SIG-Finance] Performance Analytics table.AnnualizedReturns   Nikos Rachmanis
• [R-SIG-Finance] Interesting issue in MACD calculation   Raghuraman Ramachandran
• [R-SIG-Finance] finding the date by subtracting a number from a given date excluding weekends   Raghuraman Ramachandran
• [R-SIG-Finance] Technical understanding for backtesting   Raghuraman Ramachandran
• [R-SIG-Finance] R Blotter   William Rechtin
• [R-SIG-Finance] R Quantstrat   William Rechtin
• [R-SIG-Finance] SMI Net.Trading of single asset   William Rechtin
• [R-SIG-Finance] Threshold/Crossover   William Rechtin
• [R-SIG-Finance] getEndOfMonth and getEndOfBizWeek in RcppBDT broken?   David Reiner
• [R-SIG-Finance] getEndOfMonth and getEndOfBizWeek in RcppBDT broken?   David Reiner
• [R-SIG-Finance] Free Course "Introduction to, Computational Finance and Financial Econometrics"   Stefan Janse van Rensburg
• [R-SIG-Finance] Comparing pvalues in ADF test in Gretl, fUnitRoots and Eviews   Stefan Janse van Rensburg
• [R-SIG-Finance] IBrokers : quotes from futures combo and reqIds   Jeff Ryan
• [R-SIG-Finance] xts and Sys.time() - very stange behaviour   Jeff Ryan
• [R-SIG-Finance] Can Anybody Give Me A Help:Using R As a Trade Platform in *nix OS, and even In console/terminal/commandline?   Jeff Ryan
• [R-SIG-Finance] xts and Sys.time() - very stange behaviour   Jeff Ryan
• [R-SIG-Finance] xts and Sys.time() - very stange behaviour   Jeff Ryan
• [R-SIG-Finance] xts and Sys.time() - very stange behaviour   Jeff Ryan
• [R-SIG-Finance] quantmod bug ?   Jeff Ryan
• [R-SIG-Finance] Tr: IBrokers - Instable TWS ? - No idea ?   Jeff Ryan
• [R-SIG-Finance] Equities Data   Jeff Ryan
• [R-SIG-Finance] Aggregating tick-by-tick data to seconds   Jeff Ryan
• [R-SIG-Finance] ABS value calculation for ATR use   Jeff Ryan
• [R-SIG-Finance] twsFuture in reqContractDetails   Jeffrey Ryan
• [R-SIG-Finance] TSE ticker problems   Jeffrey Ryan
• [R-SIG-Finance] XTS plot of intra-daily stock prices   Jeffrey Ryan
• [R-SIG-Finance] IBrokers : quotes from futures combo and reqIds   Jeffrey Ryan
• [R-SIG-Finance] IBrokers : quotes from futures combo and reqIds   Jeffrey Ryan
• [R-SIG-Finance] IBrokers : quotes from futures combo and reqIds   Jeffrey Ryan
• [R-SIG-Finance] addTxns addfees   G See
• [R-SIG-Finance] addTxns addfees   G See
• [R-SIG-Finance] addTxns addfees   G See
• [R-SIG-Finance] addTxns addfees   G See
• [R-SIG-Finance] yahoo dates   G See
• [R-SIG-Finance] blotter updatePortf issues   G See
• [R-SIG-Finance] blotter updatePortf issues   G See
• [R-SIG-Finance] TSE ticker problems   G See
• [R-SIG-Finance] TSE ticker problems   G See
• [R-SIG-Finance] TSE ticker problems   G See
• [R-SIG-Finance] TSE ticker problems   G See
• [R-SIG-Finance] yahoo dates   G See
• [R-SIG-Finance] qsiblive, how to debug code with source() as sub procedure   G See
• [R-SIG-Finance] IBrokers : quotes from futures combo and reqIds   G See
• [R-SIG-Finance] IBrokers : quotes from futures combo and reqIds   G See
• [R-SIG-Finance] IBrokers : quotes from futures combo and reqIds   G See
• [R-SIG-Finance] qsiblive, how to debug code with source() as sub procedure   G See
• [R-SIG-Finance] quantmod bug ?   G See
• [R-SIG-Finance] quantmod bug ?   G See
• [R-SIG-Finance] help with quantmod and addTA   G See
• [R-SIG-Finance] Bug in chart.CumReturns (PerformanceAnalytics)   G See
• [R-SIG-Finance] FinancialInstrument functions output / side effect variables   G See
• [R-SIG-Finance] FinancialInstrument functions output / side effect variables   G See
• [R-SIG-Finance] blotter updatePortf issue..   G See
• [R-SIG-Finance] Performance Analytics Calendar Returns   G See
• [R-SIG-Finance] Equities Data   G See
• [R-SIG-Finance] Equities Data   G See
• [R-SIG-Finance] Equities Data   G See
• [R-SIG-Finance] Equities Data   G See
• [R-SIG-Finance] Equities Data   G See
• [R-SIG-Finance] Equities Data   G See
• [R-SIG-Finance] Equities Data   G See
• [R-SIG-Finance] Equities Data   G See
• [R-SIG-Finance] Equities Data   G See
• [R-SIG-Finance] Equities Data   G See
• [R-SIG-Finance] I am using the quantmod package (http://www.quantmod.com) and, using getSymbols,   G See
• [R-SIG-Finance] Aggregating tick-by-tick data to seconds   G See
• [R-SIG-Finance] Trouble with getSymbols.csv   G See
• [R-SIG-Finance] Removing instruments...   G See
• [R-SIG-Finance] Problem with updatePortf   G See
• [R-SIG-Finance] Problem with updatePortf   G See
• [R-SIG-Finance] Free Course "Introduction to Computational Finance and Financial Econometrics"   Smith, Dale
• [R-SIG-Finance] Free Course "Introduction to Computational Finance and Financial Econometrics"   Smith, Dale
• [R-SIG-Finance] sufficient n for a binomial option pricing model   Smith, Dale
• [R-SIG-Finance] ugarchfit-class methods (rugarch)   Geoffrey Smith
• [R-SIG-Finance] IBrokers : quotes from futures combo and reqIds (omerle)   Lloyd Spencer
• [R-SIG-Finance] Trouble with getSymbols.csv   Worik Stanton
• [R-SIG-Finance] Removing instruments...   Worik Stanton
• [R-SIG-Finance] Problem with updatePortf   Worik Stanton
• [R-SIG-Finance] Problem with updatePortf   Worik Stanton
• [R-SIG-Finance] Problem with updatePortf   Worik Stanton
• [R-SIG-Finance] Equities Data   Ulrich Staudinger
• [R-SIG-Finance] Example using Galgo to Optimize Parameters   Ulrich Staudinger
• [R-SIG-Finance] Example using Galgo to Optimize Parameters   Ulrich Staudinger
• [R-SIG-Finance] Dynamic Charting of Technical Indicators   Andreas Swoboda
• [R-SIG-Finance] Dynamic Charting of Technical Indicators   Andreas Swoboda
• [R-SIG-Finance] Performance Analytics Calendar Returns   Pie T
• [R-SIG-Finance] Any R api's available to do modelling with MM algos or portfolio weights?   Pie T
• [R-SIG-Finance] sufficient n for a binomial option pricing model   J Toll
• [R-SIG-Finance] sufficient n for a binomial option pricing model   J Toll
• [R-SIG-Finance] Interesting issue in MACD calculation   Joshua Ulrich
• [R-SIG-Finance] xts and Sys.time() - very stange behaviour   Joshua Ulrich
• [R-SIG-Finance] Would you be interested in testing an R package for receiving market data from Thomson Reuters?   Joshua Ulrich
• [R-SIG-Finance] P&L Calculation   Joshua Ulrich
• [R-SIG-Finance] Performance Analytics table.AnnualizedReturns   Joshua Ulrich
• [R-SIG-Finance] Problems with time format and read.csv()   Joshua Ulrich
• [R-SIG-Finance] Problems with time format and read.csv()   Joshua Ulrich
• [R-SIG-Finance] adjustOHLC discrepancy   Joshua Ulrich
• [R-SIG-Finance] Equities Data   Ralph Vince
• [R-SIG-Finance] Equities Data   Ralph Vince
• [R-SIG-Finance] Equities Data   Ralph Vince
• [R-SIG-Finance] Equities Data   Ralph Vince
• [R-SIG-Finance] Equities Data   Ralph Vince
• [R-SIG-Finance] Equities Data   Ralph Vince
• [R-SIG-Finance] Equities Data   Ralph Vince
• [R-SIG-Finance] Equities Data   Ralph Vince
• [R-SIG-Finance] Equities Data   Ralph Vince
• [R-SIG-Finance] Equities Data   Ralph Vince
• [R-SIG-Finance] PerformanceAnalytics issue   Andreas Voellenklee
• [R-SIG-Finance] XTS plot of intra-daily stock prices   Costas Vorlow
• [R-SIG-Finance] Aggregating tick-by-tick data to seconds   Costas Vorlow
• [R-SIG-Finance] Problems with time format and read.csv()   Costas Vorlow
• [R-SIG-Finance] Problems with time format and read.csv()   Costas Vorlow
• [R-SIG-Finance] Market data playback from IBrokers   Qiang Wang
• [R-SIG-Finance] TSE ticker problems   R. Michael Weylandt
• [R-SIG-Finance] Hasbroucks Information Share in R   R. Michael Weylandt
• [R-SIG-Finance] XTS plot of intra-daily stock prices   R. Michael Weylandt
• [R-SIG-Finance] plot.xts   R. Michael Weylandt
• [R-SIG-Finance] Aggregating tick-by-tick data to seconds   R. Michael Weylandt
• [R-SIG-Finance] help on creating 5 minutes bars   R. Michael Weylandt
• [R-SIG-Finance] help on creating 5 minutes bars   R. Michael Weylandt
• [R-SIG-Finance] A question on VaR   Nick White
• [R-SIG-Finance] RBloomberg package   Nick White
• [R-SIG-Finance] RBloomberg package   Nick White
• [R-SIG-Finance] Incomplete Forward Curve   Rory Winston
• [R-SIG-Finance] adapting quantstrat/demo/luxor code   Heling Yao
• [R-SIG-Finance] adapting quantstrat/demo/luxor code   Heling Yao
• [R-SIG-Finance] adapting quantstrat/demo/luxor code   Heling Yao
• [R-SIG-Finance] xts and Sys.time() - very stange behaviour   Heling Yao
• [R-SIG-Finance] qsiblive, how to debug code with source() as sub procedure   Laser Yuan
• [R-SIG-Finance] Fw:   Zany Z
• [R-SIG-Finance] (no subject)   Zany Z
• [R-SIG-Finance] yahoo dates   Achim Zeileis
• [R-SIG-Finance] Differences between data sources   Jun Zhu
• [R-SIG-Finance] Equities Data   Jun Zhu
• [R-SIG-Finance] RUGARCH ugarchfilter   Eric Zivot
• [R-SIG-Finance] Free Course "Introduction to Computational Finance and Financial Econometrics"   Eric Zivot
• [R-SIG-Finance] Conditional Regression in Gnu R?   Samuel.Meichtry at bkw-fmb.ch
• [R-SIG-Finance] Conditional Regression in Gnu R?   Samuel.Meichtry at bkw-fmb.ch
• [R-SIG-Finance] Fiscal year version of table.CalendarReturns from PerformanceAnalytics   matt at considine.net
• [R-SIG-Finance] Rbbg - curious performance of bdh?   julien cuisinier
• [R-SIG-Finance] PerformanceAnalytics issue   julien cuisinier
• [R-SIG-Finance] Conditional Regression in Gnu R?   julien cuisinier
• [R-SIG-Finance] Creating an array from correlation matrices   julien cuisinier
• [R-SIG-Finance] Equities Data   julien cuisinier
• [R-SIG-Finance] ABS value calculation for ATR use   sean fallon
• [R-SIG-Finance] Reversing date order in CSV file   sean fallon
• [R-SIG-Finance] Reversing date order in CSV file   sean fallon
• [R-SIG-Finance] Coercing LHS to a list   sean fallon
• [R-SIG-Finance] Coercing LHS to a list   sean fallon
• [R-SIG-Finance] Coercing LHS to a list   sean fallon
• [R-SIG-Finance] Coercing LHS to a list   sean fallon
• [R-SIG-Finance] RUGARCH eGARCH and variance targeting   alexios ghalanos
• [R-SIG-Finance] rugarch vs fgarch   alexios ghalanos
• [R-SIG-Finance] ugarchfit-class methods (rugarch)   alexios ghalanos
• [R-SIG-Finance] RUGARCH ugarchfilter   alexios ghalanos
• [R-SIG-Finance] A question about function: dccsim in rmgarch package   alexios ghalanos
• [R-SIG-Finance] rugarch package "Warning Message" for GARCH-Normal   alexios ghalanos
• [R-SIG-Finance] About Garch models   alexios ghalanos
• [R-SIG-Finance] quantstrat maCross demo problem   hifin
• [R-SIG-Finance] quantstrat maCross demo problem   hifin
• [R-SIG-Finance] quantstrat maCross demo problem   hifin
• [R-SIG-Finance] Equities Data   sidharth mallik
• [R-SIG-Finance] Application of forecasting result in GARCH model   manulemalin
• [R-SIG-Finance] IBrokers : quotes from futures combo and reqIds   me
• [R-SIG-Finance] blotter updatePortf issue..   me
• [R-SIG-Finance] twsFuture in reqContractDetails   omerle
• [R-SIG-Finance] IBrokers : quotes from futures combo and reqIds   omerle
• [R-SIG-Finance] IBrokers : quotes from futures combo and reqIds   omerle
• [R-SIG-Finance] IBrokers - Instable TWS ?   omerle
• [R-SIG-Finance] Tr: IBrokers - Instable TWS ? - No idea ?   omerle
• [R-SIG-Finance] financial data on flat matrix   Ben quant
• [R-SIG-Finance] financial data on flat matrix   Ben quant
• [R-SIG-Finance] financial data on flat matrix   Ben quant
• [R-SIG-Finance] RBloomberg package   rex
• [R-SIG-Finance] Reversing date order in CSV file   rex
• [R-SIG-Finance] Coercing LHS to a list   rex
• [R-SIG-Finance] Coercing LHS to a list   rex
• [R-SIG-Finance] Better Hedge Ratios for Spread Trading   sgreenl2
• [R-SIG-Finance] multivariate egarch question   ankur singh
• [R-SIG-Finance] RUGARCH eGARCH and variance targeting   stoyan.stoyanov
• [R-SIG-Finance] RUGARCH ugarchfilter   stoyan.stoyanov
• [R-SIG-Finance] RUGARCH ugarchfilter   stoyan.stoyanov
• [R-SIG-Finance] RUGARCH ugarchfilter   stoyan.stoyanov
• [R-SIG-Finance] RUGARCH multi-period ahead forecasting   stoyan.stoyanov
• [R-SIG-Finance] Modeling sharp drops in volatility   stoyan.stoyanov
• [R-SIG-Finance] blotter updatePortf issue..   pie trader
• [R-SIG-Finance] blotter updatePortf issue..   pie trader
• [R-SIG-Finance] blotter updatePortf issue..   pie trader
• [R-SIG-Finance] blotter updatePortf issue..   pie trader
• [R-SIG-Finance] blotter updatePortf issue..   pie trader
• [R-SIG-Finance] blotter updatePortf issue..   pie trader
• [R-SIG-Finance] Performance Analytics Calendar Returns   pie trader
• [R-SIG-Finance] Application of forecasting result in GARCH model   tung110891
• [R-SIG-Finance] Application of forecasting result in GARCH model   tung110891
• [R-SIG-Finance] UBS looking for a quantitative analyst   david.jessop at ubs.com
• [R-SIG-Finance] qsiblive, how to debug code with source() as sub procedure   unsown
• [R-SIG-Finance] qsiblive, how to debug code with source() as sub procedure   unsown
• [R-SIG-Finance] qsiblive, how to debug code with source() as sub procedure   unsown
• [R-SIG-Finance] blotter updatePortf issues   unsown
• [R-SIG-Finance] Performance Analytics table.AnnualizedReturns   varcovar
• [R-SIG-Finance] About Garch models   jaimie villanueva
• [R-SIG-Finance] qsiblive, how to debug code with source() as sub procedure   soren wilkening
• [R-SIG-Finance] xts and Sys.time() - very stange behaviour   soren wilkening
• [R-SIG-Finance] xts and Sys.time() - very stange behaviour   soren wilkening
• [R-SIG-Finance] xts and Sys.time() - very stange behaviour   soren wilkening
• [R-SIG-Finance] xts and Sys.time() - very stange behaviour   soren wilkening
• [R-SIG-Finance] blotter updatePortf issue..   soren wilkening
• [R-SIG-Finance] A question about function: dccsim in rmgarch package   cai zhu
• [R-SIG-Finance] quantstrat demo error   该走了
• [R-SIG-Finance] quantstrat demo error   该走了

Last message date: Fri Sep 28 17:58:42 CEST 2012
Archived on: Fri Sep 28 17:59:27 CEST 2012

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