Fourth quarter 2012 Archives by author

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Starting: Tue Oct 2 09:39:08 CEST 2012
Ending: Mon Dec 31 14:28:32 CET 2012
Messages: 380

• [R-SIG-Finance] Quantstrat with TAQ data   Robert A'gata
• [R-SIG-Finance] Quantstrat with TAQ data   Robert A'gata
• [R-SIG-Finance] Quantstrat with TAQ data   Robert A'gata
• [R-SIG-Finance] Quantstrat with TAQ data   Robert A'gata
• [R-SIG-Finance] Quantstrat with TAQ data   Robert A'gata
• [R-SIG-Finance] Customized indicator for quantstrat   Robert A'gata
• [R-SIG-Finance] Customized indicator for quantstrat   Robert A'gata
• [R-SIG-Finance] Customized indicator for quantstrat   Robert A'gata
• [R-SIG-Finance] Customized indicator for quantstrat   Robert A'gata
• [R-SIG-Finance] Futures data   Robert A'gata
• [R-SIG-Finance] Combining instrument data into one xts   Robert A'gata
• [R-SIG-Finance] Combining instrument data into one xts   Robert A'gata
• [R-SIG-Finance] Equity data from google   Robert A'gata
• [R-SIG-Finance] Equity data from google   Robert A'gata
• [R-SIG-Finance] Equity data from google   Robert A'gata
• [R-SIG-Finance] Quantstrat summary of trades/transactions   Robert A'gata
• [R-SIG-Finance] What does PortfReturns return?   Robert A'gata
• [R-SIG-Finance] How to specify price column for add.rule?   Robert A'gata
• [R-SIG-Finance] How to specify price column for add.rule?   Robert A'gata
• [R-SIG-Finance] Adding transaction fee in bps (in quantstrat add.rule)   Robert A'gata
• [R-SIG-Finance] Adding transaction fee in bps (in quantstrat add.rule)   Robert A'gata
• [R-SIG-Finance] ordertype="market" in add.rule   Robert A'gata
• [R-SIG-Finance] Reading xts data from csv   Robert A'gata
• [R-SIG-Finance] ruleSignal doesn't want to open a position   Robert A'gata
• [R-SIG-Finance] ruleSignal doesn't want to open a position   Robert A'gata
• [R-SIG-Finance] Fundamental question about backtesting in quantstrat   Robert A'gata
• [R-SIG-Finance] Quantstrat runs quite slow on large data   Robert A'gata
• [R-SIG-Finance] NA's in xts object index   Muhammad Abuizzah
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 101, Issue 14   Ram Ahluwalia
• [R-SIG-Finance] adjustOHLC discrepancy   Henry Bee
• [R-SIG-Finance] adjustOHLC discrepancy   Henry Bee
• [R-SIG-Finance] Obtaining finance data from live.mystocks.co.ke   Kennedy Bonyo
• [R-SIG-Finance] PerformanceAnalytics seems to break rollapply   Bos, Roger
• [R-SIG-Finance] MACD crash problem   Bos, Roger
• [R-SIG-Finance] agent-based model   Patrick Burns
• [R-SIG-Finance] "ugarchfit" function of "rugarch" package needs at least 100 data points.   Patrick Burns
• [R-SIG-Finance] "ugarchfit" function of "rugarch" package needs at least 100 data points.   Patrick Burns
• [R-SIG-Finance] statistical features of equity time series   Patrick Burns
• [R-SIG-Finance] simulation   Patrick Burns
• [R-SIG-Finance] simulation   Patrick Burns
• [R-SIG-Finance] [R] RTAQ - convert function: warning causes incorrect loading of data   Nicolae Caprarescu
• [R-SIG-Finance] [R] RTAQ - convert function: warning causes incorrect loading of data   Nicolae Caprarescu
• [R-SIG-Finance] Using Margin in Blotter package   Peter Carl
• [R-SIG-Finance] beyond GPU support, 16+ cores, low power consumption, under $100 (64 cores for $200)?   Daniel Cegiełka
• [R-SIG-Finance] Plot GBM density in a 3 d plot   Daniel Cegiełka
• [R-SIG-Finance] Finding the Feasible Region of a Generic Mean-Variance, Problem (Robert Harlow)   Matt Considine
• [R-SIG-Finance] Tips on creating dummy data?   Matt Considine
• [R-SIG-Finance] Tips on creating dummy data?   Matt Considine
• [R-SIG-Finance] Highfrequency package - Error in if (length(c(year, month, day, hour, min, sec)) == 6 && c(year, :   Jonathan Cornelissen
• [R-SIG-Finance] Vector Smooth Transition models (LSTAR and ESTAR)   Gohou Danon
• [R-SIG-Finance] [R-SIG-FINANCE] Low Priority - market component list and general coding help   Db
• [R-SIG-Finance] Linux Commandline and Packages   Dirk Eddelbuettel
• [R-SIG-Finance] statistical features of equity time series   Dirk Eddelbuettel
• [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API   Dirk Eddelbuettel
• [R-SIG-Finance] R/Finance 2013 -- Call for Papers   Dirk Eddelbuettel
• [R-SIG-Finance] java.lang.OutOfMemoryError: unable to create new native thread   Alexander Efremov
• [R-SIG-Finance] java.lang.OutOfMemoryError: unable to create new native thread   George Foster
• [R-SIG-Finance] Backtesting with ugarchroll( )   Alexios Ghalanos
• [R-SIG-Finance] rugarch and copulas   Alexios Ghalanos
• [R-SIG-Finance] rugarch and copulas   Alexios Ghalanos
• [R-SIG-Finance] statistical features of equity time series   Matthew Gilbert
• [R-SIG-Finance] agent-based model   Simone Gogna
• [R-SIG-Finance] help for a simulation   Simone Gogna
• [R-SIG-Finance] simulation   Simone Gogna
• [R-SIG-Finance] simulation   Dominykas Grigonis
• [R-SIG-Finance] simulation   Dominykas Grigonis
• [R-SIG-Finance] smoothing quarterly data and extract data on each day   Gabor Grothendieck
• [R-SIG-Finance] Reading xts data from csv   Gabor Grothendieck
• [R-SIG-Finance] statistical features of equity time series   Alex Grund
• [R-SIG-Finance] statistical features of equity time series   Alex Grund
• [R-SIG-Finance] statistical features of equity time series   Alex Grund
• [R-SIG-Finance] statistical features of equity time series   Alex Grund
• [R-SIG-Finance] Statistical analysis   Neil Gupta
• [R-SIG-Finance] HFT market data/colo sharing   Shekhar Gupta
• [R-SIG-Finance] Regime Switching models   Robert Harlow
• [R-SIG-Finance] Finding the Feasible Region of a Generic Mean-Variance Problem   Robert Harlow
• [R-SIG-Finance] RQuantLib AsianOption Function   Robert Harlow
• [R-SIG-Finance] RQuantLib AsianOption Function   Robert Harlow
• [R-SIG-Finance] Millisecond timestamp from PgSql using DBI / RPostgreSQL ? Anyway to set up a default timeseries format for the timestamp type?   Kent Hoxsey
• [R-SIG-Finance] Millisecond timestamp from PgSql using DBI / RPostgreSQL ? Anyway to set up a default timeseries format for the timestamp type?   Kent Hoxsey
• [R-SIG-Finance] BDS TEST   Robert Iquiapaza
• [R-SIG-Finance] help for a simulation   Robert Iquiapaza
• [R-SIG-Finance] [R-SIG-FINANCE] Low Priority - market component list and general coding help   Martin Jenkins
• [R-SIG-Finance] [R-SIG-FINANCE] Low Priority - market component list and general coding help   Martin Jenkins
• [R-SIG-Finance] [R-SIG-FINANCE] Low Priority - market component list and general coding help   Martin Jenkins
• [R-SIG-Finance] [R-SIG-FINANCE] Low Priority - market component list and general coding help   Martin Jenkins
• [R-SIG-Finance] [R-SIG-FINANCE] Low Priority - market component list and general coding help   Martin Jenkins
• [R-SIG-Finance] Creating options call/put ratio indictor   Martin Jenkins
• [R-SIG-Finance] Calculating FV of a Uniform Stream using TVM   Nitin Juneja
• [R-SIG-Finance] Quantstrat creating signals on two or more conditions   Niklas K
• [R-SIG-Finance] "ugarchfit" function of "rugarch" package needs at least 100 data points.   Tanvir Khan
• [R-SIG-Finance] To Dr. Eric Zivot: Coursera servers went down.   Ilya Kipnis
• [R-SIG-Finance] Read some data from TradeStation to display using barChart   Mark Knecht
• [R-SIG-Finance] Test for new event and save data in new data.frame   Mark Knecht
• [R-SIG-Finance] Test for new event and save data in new data.frame   Mark Knecht
• [R-SIG-Finance] [OT] Day-to-day bar size modification   Mark Knecht
• [R-SIG-Finance] sapply on a dataframe column of 30000 entries killed R session   George Kumar
• [R-SIG-Finance] Date duplication while using Rbbg/Bdh   John Laing
• [R-SIG-Finance] java.lang.OutOfMemoryError: unable to create new native thread   John Laing
• [R-SIG-Finance] Rbbg package's CONNECTION_FAILURE   John Laing
• [R-SIG-Finance] Rbbg bar function -- doubts about data correctness   John Laing
• [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API   Dennis Lee
• [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API   Dennis Lee
• [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API   Dennis Lee
• [R-SIG-Finance] agent-based model   Mark Leeds
• [R-SIG-Finance] statistical features of equity time series   Mark Leeds
• [R-SIG-Finance] Kalman Filter + DLM Package in R   Mark Leeds
• [R-SIG-Finance] Kalman Filter + DLM Package in R   Mark Leeds
• [R-SIG-Finance] problem with add.indicators and ATR function   Justin Lilly
• [R-SIG-Finance] help writing quantstrat rule accessing pos/txn info   Justin Lilly
• [R-SIG-Finance] problem with add.indicators and ATR function   Justin Lilly
• [R-SIG-Finance] Listed below is my coding and error message:   Wei-han Liu
• [R-SIG-Finance] question on package plm   Wei-han Liu
• [R-SIG-Finance] time index in high frequency data   Wei-han Liu
• [R-SIG-Finance] Plot GBM density in a 3 d plot   Maximilian Lklweryc
• [R-SIG-Finance] Millisecond timestamp from PgSql using DBI / RPostgreSQL ? Anyway to set up a default timeseries format for the timestamp type?   Michael Lyszczek
• [R-SIG-Finance] Millisecond timestamp from PgSql using DBI / RPostgreSQL ? Anyway to set up a default timeseries format for the timestamp type?   Michael Lyszczek
• [R-SIG-Finance] Daily dividend yield   FJ M
• [R-SIG-Finance] Daily dividend yield   FJ M
• [R-SIG-Finance] Recursively retrieve Date OHLC Adj Close and dividends, adjust some dividends, then calculate current yield two problems   FJ M
• [R-SIG-Finance] Yahoo data download   FJ M
• [R-SIG-Finance] ghyp package   Maheshwari, Dhruv
• [R-SIG-Finance] ghyp package   Maheshwari, Dhruv
• [R-SIG-Finance] Breadth Indicators   Maxime Maxime
• [R-SIG-Finance] Dividend-adjusted data   Zachary Mayer
• [R-SIG-Finance] Statistical analysis   Ron Michael
• [R-SIG-Finance] Statistical analysis   Ron Michael
• [R-SIG-Finance] duplicate column in mktdata, but don't see it   Russell Miller
• [R-SIG-Finance] duplicate column in mktdata, but don't see it (R file attached)   Russell Miller
• [R-SIG-Finance] duplicate column in mktdata, but don't see it [SOLVED]   Russell Miller
• [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] java.lang.OutOfMemoryError: unable to create new native thread   Gordon Morrison
• [R-SIG-Finance] java.lang.OutOfMemoryError: unable to create new native thread   Gordon Morrison
• [R-SIG-Finance] java.lang.OutOfMemoryError: unable to create new native thread   Gordon Morrison
• [R-SIG-Finance] java.lang.OutOfMemoryError: unable to create new native thread   Gordon Morrison
• [R-SIG-Finance] Quasi-Turtle Strategy Implementation in quantstrat   Nisseem Nabar
• [R-SIG-Finance] Possible tradeStats() issue   Michael Newell
• [R-SIG-Finance] Possible tradeStats() issue   Michael Newell
• [R-SIG-Finance] cant install Quantstrat package   Michael Newell
• [R-SIG-Finance] Yahoo data download   Nick
• [R-SIG-Finance] RUGARCH:EGARCH   Evelyn Nyamadi
• [R-SIG-Finance] Rugarch: volatility models   Evelyn Nyamadi
• [R-SIG-Finance] Rugarch   Evelyn Nyamadi
• [R-SIG-Finance] Rugarch:garch estimates   Evelyn Nyamadi
• [R-SIG-Finance] BDS TEST   Evelyn Nyamadi
• [R-SIG-Finance] DCC composite likelihood   Bastian Offermann
• [R-SIG-Finance] Highfrequency package - Error in if (length(c(year, month, day, hour, min, sec)) == 6 && c(year, :   Bastian Offermann
• [R-SIG-Finance] Highfrequency package - Error in if (length(c(year, month, day, hour, min, sec)) == 6 && c(year, :   Bastian Offermann
• [R-SIG-Finance] Error with applyStrategy   OpenTrades
• [R-SIG-Finance] Fw: Error with applyStrategy   OpenTrades
• [R-SIG-Finance] Possible tradeStats() issue   OpenTrades
• [R-SIG-Finance] Adding transaction fee in bps (in quantstrat add.rule)   OpenTrades
• [R-SIG-Finance] cant install Quantstrat package   OpenTrades
• [R-SIG-Finance] Egarch model using RExcel and VBA   Dheeraj Pandey
• [R-SIG-Finance] Quantstrat with TAQ data   Chinmay Patil
• [R-SIG-Finance] Quantstrat with TAQ data   Chinmay Patil
• [R-SIG-Finance] Futures data   Chinmay Patil
• [R-SIG-Finance] Futures data   Chinmay Patil
• [R-SIG-Finance] cant install Quantstrat package   Chinmay Patil
• [R-SIG-Finance] Variance intercept parameter.   PedroBSB
• [R-SIG-Finance] Variance intercept parameter.   PedroBSB
• [R-SIG-Finance] Accounting in blotter query   Brian G. Peterson
• [R-SIG-Finance] Accounting in blotter query   Brian G. Peterson
• [R-SIG-Finance] Accounting in blotter query   Brian G. Peterson
• [R-SIG-Finance] Higher Order Moment Portfolio   Brian G. Peterson
• [R-SIG-Finance] MACD crash problem   Brian G. Peterson
• [R-SIG-Finance] Using Margin in Blotter package   Brian G. Peterson
• [R-SIG-Finance] Using Margin in Blotter package   Brian G. Peterson
• [R-SIG-Finance] Question regarding PerformanceAnalytics - "endof" and "lastof" in to.weekly(..) function   Brian G. Peterson
• [R-SIG-Finance] RGoogleTrends vs Google   Brian G. Peterson
• [R-SIG-Finance] Sullivan, Timmerman and White 1999: TA rules, and R   Brian G. Peterson
• [R-SIG-Finance] Possible tradeStats() issue   Brian G. Peterson
• [R-SIG-Finance] Quantstrat optimal portfolio & dynamic core-satellite strategy   Brian G. Peterson
• [R-SIG-Finance] problem with add.indicators and ATR function   Brian G. Peterson
• [R-SIG-Finance] Finding the Feasible Region of a Generic Mean-Variance, Problem (Robert Harlow)   Brian G. Peterson
• [R-SIG-Finance] qantstrat same period execution   Brian G. Peterson
• [R-SIG-Finance] Quantstrat with TAQ data   Brian G. Peterson
• [R-SIG-Finance] Customized indicator for quantstrat   Brian G. Peterson
• [R-SIG-Finance] Customized indicator for quantstrat   Brian G. Peterson
• [R-SIG-Finance] Customized indicator for quantstrat   Brian G. Peterson
• [R-SIG-Finance] How to specify price column for add.rule?   Brian G. Peterson
• [R-SIG-Finance] What does PortfReturns return?   Brian G. Peterson
• [R-SIG-Finance] Error with applyStrategy   Cristi Popescu
• [R-SIG-Finance] Fw: Error with applyStrategy   Cristi Popescu
• [R-SIG-Finance] Quantstrat optimal portfolio & dynamic core-satellite strategy   Cristian Popescu
• [R-SIG-Finance] Testing volatility cluster (heteroscedasticity) in stock return?   Eko andryanto Prakasa
• [R-SIG-Finance] Rbbg package's CONNECTION_FAILURE   Nuno Ramiro
• [R-SIG-Finance] beyond GPU support, 16+ cores, low power consumption, under $100 (64 cores for $200)?   Dan Rie
• [R-SIG-Finance] agent-based model   Jeff Ryan
• [R-SIG-Finance] Naming conventions for merged XTS columns   Jeff Ryan
• [R-SIG-Finance] Naming conventions for merged XTS columns   Jeff Ryan
• [R-SIG-Finance] quantmod::getOptionChain() errors   Jeff Ryan
• [R-SIG-Finance] [R] RTAQ - convert function: warning causes incorrect loading of data   Jeff Ryan
• [R-SIG-Finance] Regarding availability of TTR/Quantmod etc for RV2.15.1   Jeff Ryan
• [R-SIG-Finance] Regarding availability of TTR/Quantmod etc for RV2.15.1   Jeff Ryan
• [R-SIG-Finance] [R-SIG-FINANCE] Low Priority - market component list and general coding help   Jeff Ryan
• [R-SIG-Finance] statistical features of equity time series   Jeff Ryan
• [R-SIG-Finance] Millisecond timestamp from PgSql using DBI / RPostgreSQL ? Anyway to set up a default timeseries format for the timestamp type?   Jeff Ryan
• [R-SIG-Finance] Plot GBM density in a 3 d plot   Jeff Ryan
• [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API   Jeff Ryan
• [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API   Jeff Ryan
• [R-SIG-Finance] Equity data from google   Jeff Ryan
• [R-SIG-Finance] Equity data from google   Jeff Ryan
• [R-SIG-Finance] Is it possible to import residuals of mean.model into variance.model in rugarch package or others?   SamuelS
• [R-SIG-Finance] Is it possible to import residuals of mean.model into variance.model in rugarch package or others?   SamuelS
• [R-SIG-Finance] Quantstrat with TAQ data   Aleksey Schukin
• [R-SIG-Finance] Quantstrat with TAQ data   Aleksey Schukin
• [R-SIG-Finance] PerformanceAnalytics seems to break rollapply   G See
• [R-SIG-Finance] Slow data EOD   G See
• [R-SIG-Finance] Slow data EOD   G See
• [R-SIG-Finance] "Optimx" help   G See
• [R-SIG-Finance] Slow data EOD   G See
• [R-SIG-Finance] Daily dividend yield   G See
• [R-SIG-Finance] [R-SIG-FINANCE] Low Priority - market component list and general coding help   G See
• [R-SIG-Finance] [R] (no subject)   G See
• [R-SIG-Finance] xtsExtra   G See
• [R-SIG-Finance] chart_Series with knitr markdown   G See
• [R-SIG-Finance] chart_Series with knitr markdown   G See
• [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API   G See
• [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API   G See
• [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API   G See
• [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API   G See
• [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API   G See
• [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API   G See
• [R-SIG-Finance] Futures data   G See
• [R-SIG-Finance] Futures data   G See
• [R-SIG-Finance] Futures data   G See
• [R-SIG-Finance] Futures data   G See
• [R-SIG-Finance] Combining instrument data into one xts   G See
• [R-SIG-Finance] Futures data (G See)   G See
• [R-SIG-Finance] Errors with updatePortf in blotter package   Noah Silverman
• [R-SIG-Finance] Using Margin in Blotter package   Noah Silverman
• [R-SIG-Finance] Using Margin in Blotter package   Noah Silverman
• [R-SIG-Finance] Webinar: Advances in Gradient Boosting: the Power of Post-Processing. TOMORROW, 10-11 a.m., PST   Lisa Solomon
• [R-SIG-Finance] Webinar: Advances in Gradient Boosting: the Power of Post-Processing. TOMORROW, 10-11 a.m., PST   Lisa Solomon
• [R-SIG-Finance] time index in high frequency data   Santosh Srinivas
• [R-SIG-Finance] agent-based model   Worik Stanton
• [R-SIG-Finance] Accounting in blotter query   Worik Stanton
• [R-SIG-Finance] Accounting in blotter query   Worik Stanton
• [R-SIG-Finance] Accounting in blotter query   Worik Stanton
• [R-SIG-Finance] Accounting in blotter query   Worik Stanton
• [R-SIG-Finance] Naming conventions for merged XTS columns   Worik Stanton
• [R-SIG-Finance] Problem with portfolio/blotter and base currencies   Worik Stanton
• [R-SIG-Finance] Using Margin in Blotter package   Ulrich Staudinger
• [R-SIG-Finance] Using Margin in Blotter package   Ulrich Staudinger
• [R-SIG-Finance] AQ-R 0.1 available   Ulrich Staudinger
• [R-SIG-Finance] quantstrat order execution   Ulrich Staudinger
• [R-SIG-Finance] qantstrat same period execution   Ulrich Staudinger
• [R-SIG-Finance] qantstrat same period execution   Ulrich Staudinger
• [R-SIG-Finance] question on package plm   Matthieu Stigler
• [R-SIG-Finance] Estimation of Markov Switching VECM in R.   Matthieu Stigler
• [R-SIG-Finance] Obtaining finance data from live.mystocks.co.ke   Suzen, Mehmet
• [R-SIG-Finance] Question regarding PerformanceAnalytics - "endof" and "lastof" in to.weekly(..) function   Pie T
• [R-SIG-Finance] Question regarding PerformanceAnalytics - "endof" and "lastof" in to.weekly(..) function   Pie T
• [R-SIG-Finance] Reading xts data from csv   Olaf TNSB
• [R-SIG-Finance] Futures data (G See)   Edouard Tallent
• [R-SIG-Finance] java.lang.OutOfMemoryError: unable to create new native thread   Tausagi
• [R-SIG-Finance] Kalman Filter + DLM Package in R   Paul Teetor
• [R-SIG-Finance] Kalman Filter + DLM Package in R   Paul Teetor
• [R-SIG-Finance] rugarch and copulas   Ludovic Theate
• [R-SIG-Finance] xtsExtra   Eric Thungstom
• [R-SIG-Finance] fOptions::CND versus pnorm   J Toll
• [R-SIG-Finance] fOptions::CND versus pnorm   J Toll
• [R-SIG-Finance] Calculating FV of a Uniform Stream using TVM   Joshua Ulrich
• [R-SIG-Finance] adjustOHLC discrepancy   Joshua Ulrich
• [R-SIG-Finance] MACD crash problem   Joshua Ulrich
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 101, Issue 14   Joshua Ulrich
• [R-SIG-Finance] Recursively retrieve Date OHLC Adj Close and dividends, adjust some dividends, then calculate current yield two problems   Joshua Ulrich
• [R-SIG-Finance] Regarding availability of TTR/Quantmod etc for RV2.15.1   Joshua Ulrich
• [R-SIG-Finance] adjustOHLC discrepancy   Joshua Ulrich
• [R-SIG-Finance] ggplot2 and equity timeseries plot.   Joshua Ulrich
• [R-SIG-Finance] ggplot2 and equity timeseries plot.   Joshua Ulrich
• [R-SIG-Finance] Quantstrat summary of trades/transactions   Joshua Ulrich
• [R-SIG-Finance] NA's in xts object index   Joshua Ulrich
• [R-SIG-Finance] Dividend-adjusted data   Ralph Vince
• [R-SIG-Finance] Dividend-adjusted data   Ralph Vince
• [R-SIG-Finance] Slow data EOD   Ralph Vince
• [R-SIG-Finance] Slow data EOD   Ralph Vince
• [R-SIG-Finance] Slow data EOD   Ralph Vince
• [R-SIG-Finance] Linux Commandline and Packages   Ralph Vince
• [R-SIG-Finance] Statistical analysis   Ralph Vince
• [R-SIG-Finance] RGoogleTrends vs Google   Costas Vorlow
• [R-SIG-Finance] xtsExtra   Michael Weylandt
• [R-SIG-Finance] Fundamental question about backtesting in quantstrat   Michael Weylandt
• [R-SIG-Finance] Read some data from TradeStation to display using barChart   R. Michael Weylandt
• [R-SIG-Finance] Calculating FV of a Uniform Stream using TVM   R. Michael Weylandt
• [R-SIG-Finance] Test for new event and save data in new data.frame   R. Michael Weylandt
• [R-SIG-Finance] Test for new event and save data in new data.frame   R. Michael Weylandt
• [R-SIG-Finance] "Optimx" help   R. Michael Weylandt
• [R-SIG-Finance] [R] NA When Setting Options to See Fractions of Seconds   R. Michael Weylandt
• [R-SIG-Finance] [R] RTAQ - convert function: warning causes incorrect loading of data   R. Michael Weylandt
• [R-SIG-Finance] [R] DCC help   R. Michael Weylandt
• [R-SIG-Finance] A good backtesting package ??   R. Michael Weylandt
• [R-SIG-Finance] To Dr. Eric Zivot: Coursera servers went down.   R. Michael Weylandt
• [R-SIG-Finance] [R] (no subject)   R. Michael Weylandt
• [R-SIG-Finance] [R] (no subject)   R. Michael Weylandt
• [R-SIG-Finance] [R] RQuantlib - Convertible Bond Pricing   R. Michael Weylandt
• [R-SIG-Finance] [R] TSCov function from RTAQ package   R. Michael Weylandt
• [R-SIG-Finance] A good backtesting package ??   Nick White
• [R-SIG-Finance] chart_Series with knitr markdown   Nick White
• [R-SIG-Finance] java.lang.OutOfMemoryError: unable to create new native thread   Nick White
• [R-SIG-Finance] Quantstrat creating signals on two or more conditions   David Winn
• [R-SIG-Finance] Read some data from TradeStation to display using barChart   Guy Yollin
• [R-SIG-Finance] Rbbg bar function -- doubts about data correctness   Andre Zege
• [R-SIG-Finance] Mystery In Creating data.frame w timeDate   Chao Zhang
• [R-SIG-Finance] "ugarchfit" function of "rugarch" package needs at least 100 data points.   Eric Zivot
• [R-SIG-Finance] Backtesting with ugarchroll( )   Eric Zivot
• [R-SIG-Finance] qantstrat same period execution   af2tr
• [R-SIG-Finance] qantstrat same period execution   af2tr
• [R-SIG-Finance] qantstrat same period execution   af2tr
• [R-SIG-Finance] Rbbg package's CONNECTION_FAILURE   altaf
• [R-SIG-Finance] Rbbg package's CONNECTION_FAILURE   altaf
• [R-SIG-Finance] Rbbg package's CONNECTION_FAILURE   altaf
• [R-SIG-Finance] Rbbg package's CONNECTION_FAILURE   altaf
• [R-SIG-Finance] Estimation of Markov Switching VECM in R.   asfdoij asfoij
• [R-SIG-Finance] Cointegration testing with multiple structural breaks   asfdoij asfoij
• [R-SIG-Finance] OAS vs Ledoit-Wolf covariance shrinkage?   matt at considine.net
• [R-SIG-Finance] MACD crash problem   julien cuisinier
• [R-SIG-Finance] java.lang.OutOfMemoryError: unable to create new native thread   julien cuisinier
• [R-SIG-Finance] Rbbg package's CONNECTION_FAILURE   julien cuisinier
• [R-SIG-Finance] Rbbg package's CONNECTION_FAILURE   julien cuisinier
• [R-SIG-Finance] computing the actual/realized efficient frontier points and extracting frontier return and covariance data points   elephann
• [R-SIG-Finance] MonteCarloOption Questions   eqsf
• [R-SIG-Finance] Plot GBM density in a 3 d plot   sean fallon
• [R-SIG-Finance] Variance intercept parameter.   alexios ghalanos
• [R-SIG-Finance] "ugarchfit" function of "rugarch" package needs at least 100 data points.   alexios ghalanos
• [R-SIG-Finance] Get forecasted sigmas of ugarchforecast() functions   alexios ghalanos
• [R-SIG-Finance] statistical features of equity time series   alexios ghalanos
• [R-SIG-Finance] Rugarch:garch estimates   alexios ghalanos
• [R-SIG-Finance] rugarch and copulas   alexios ghalanos
• [R-SIG-Finance] rugarch and copulas   alexios ghalanos
• [R-SIG-Finance] Is it possible to import residuals of mean.model into variance.model in rugarch package or others?   alexios ghalanos
• [R-SIG-Finance] Is it possible to import residuals of mean.model into variance.model in rugarch package or others?   alexios ghalanos
• [R-SIG-Finance] adjustOHLC discrepancy   henry.bee at gmail.com
• [R-SIG-Finance] Finding the Feasible Region of a Generic Mean-Variance, Problem (Robert Harlow)   jkaprich at gmail.com
• [R-SIG-Finance] ggplot2 and equity timeseries plot.   jefe goode
• [R-SIG-Finance] ggplot2 and equity timeseries plot.   jefe goode
• [R-SIG-Finance] Yahoo data download   jefe goode
• [R-SIG-Finance] cant install Quantstrat package   intertodd
• [R-SIG-Finance] cant install Quantstrat package   intertodd
• [R-SIG-Finance] cant install Quantstrat package   intertodd
• [R-SIG-Finance] Reading xts data from csv   intertodd
• [R-SIG-Finance] rugarch and copulas   ludovic.theate
• [R-SIG-Finance] rugarch and copulas   ludovic.theate
• [R-SIG-Finance] rugarch and copulas   ludovic.theate
• [R-SIG-Finance] rugarch and copulas   ludovic.theate
• [R-SIG-Finance] PML and CML   ludovic.theate
• [R-SIG-Finance] rugarch and copulas   ludovic.theate
• [R-SIG-Finance] rugarch and copulas   ludovic.theate
• [R-SIG-Finance] "stoplimit" orders for the "short" side   mattw30030
• [R-SIG-Finance] Customized indicator for quantstrat   me
• [R-SIG-Finance] Regarding availability of TTR/Quantmod etc for RV2.15.1   gunjan narulkar
• [R-SIG-Finance] Regarding availability of TTR/Quantmod etc for RV2.15.1   gunjan narulkar
• [R-SIG-Finance] Regarding availability of TTR/Quantmod etc for RV2.15.1   gunjan narulkar
• [R-SIG-Finance] Higher Order Moment Portfolio   nserdar
• [R-SIG-Finance] "Optimx" help   nserdar
• [R-SIG-Finance] "Optimx" help   nserdar
• [R-SIG-Finance] Kalman Filter + DLM Package in R   nserdar
• [R-SIG-Finance] Kalman Filter + DLM Package in R   nserdar
• [R-SIG-Finance] State Space Model + DLM Package in R   nserdar
• [R-SIG-Finance] Kalman Filter + DLM Package in R   nserdar
• [R-SIG-Finance] Kalman Filter + DLM Package in R   nserdar
• [R-SIG-Finance] Sullivan, Timmerman and White 1999: TA rules, and R   radek
• [R-SIG-Finance] Sullivan, Timmerman and White 1999: TA rules, and R   radek
• [R-SIG-Finance] Analyst (Intern) position - R user   research
• [R-SIG-Finance] quantmod::getOptionChain() errors   rex
• [R-SIG-Finance] quantmod::getOptionChain() errors   rex
• [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API   rex
• [R-SIG-Finance] stochastic volatility and jumps   ben schreiber
• [R-SIG-Finance] Date duplication while using Rbbg/Bdh   anmol sethy
• [R-SIG-Finance] java.lang.OutOfMemoryError: unable to create new native thread   anmol sethy
• [R-SIG-Finance] A good backtesting package ??   jaimie villanueva
• [R-SIG-Finance] Backtesting with ugarchroll( )   jaimie villanueva
• [R-SIG-Finance] Get forecasted sigmas of ugarchforecast() functions   jaimie villanueva
• [R-SIG-Finance] Regime Switching models   jaimie villanueva
• [R-SIG-Finance] ghyp package   jun wang
• [R-SIG-Finance] ghyp package   jun wang
• [R-SIG-Finance] agent-based model   geoff at wrightville.org
• [R-SIG-Finance] smoothing quarterly data and extract data on each day   袁振飞

Last message date: Mon Dec 31 14:28:32 CET 2012
Archived on: Mon Dec 31 14:28:51 CET 2012

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