First quarter 2013 Archives by author

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Starting: Tue Jan 1 08:10:01 CET 2013
Ending: Fri Mar 29 22:10:20 CET 2013
Messages: 257

• [R-SIG-Finance] wavelet analyisis to denoising time series   Wildi Marc (wlmr)
• [R-SIG-Finance] Quantstrat runs quite slow on large data   Robert A'gata
• [R-SIG-Finance] Limit order and level in position limit in quantstrat   Robert A'gata
• [R-SIG-Finance] Search for best parameter set when backtesting   Robert A'gata
• [R-SIG-Finance] a trivial question on rugarch package   Fernando Aiube
• [R-SIG-Finance] rugarch problem   Fernando Aiube
• [R-SIG-Finance] rugarch problem   Fernando Aiube
• [R-SIG-Finance] "rugarch" and external regressors   Max Alletsee
• [R-SIG-Finance] "rugarch" and external regressors   Max Alletsee
• [R-SIG-Finance] 4-digit SIC codes   Chirag Anand
• [R-SIG-Finance] covEllipsesPlot in fPortfolio   Mikhail Beketov
• [R-SIG-Finance] quantstrat applyStrategy error   Ross Bennett
• [R-SIG-Finance] RAPA Trader Database Available to R Community for Download   Michael Berman
• [R-SIG-Finance] intraday historical data   Bill Blount
• [R-SIG-Finance] intraday historical data   Bill Blount
• [R-SIG-Finance] Rbbg   Pete Brecknock
• [R-SIG-Finance] Monte Carlo Simulation   Patrick Burns
• [R-SIG-Finance] QRMlib not in R version 2.15.1   Harris Butler
• [R-SIG-Finance] Question on re-indexing data for graphing   Harris Butler
• [R-SIG-Finance] Return.rebalancing and rebalancing on consecutive days   Peter Carl
• [R-SIG-Finance] FIX engine integration   Daniel Cegiełka
• [R-SIG-Finance] intraday historical data   Daniel Cegiełka
• [R-SIG-Finance] Hands-on Webinar: Advances in Regression: Modern Ensemble and Data Mining Approaches (no charge)   Daniel Cegiełka
• [R-SIG-Finance] programming opportunity   Stephen Choularton
• [R-SIG-Finance] dis aggregate from 3 month rolling average to monthly   Matt Considine
• [R-SIG-Finance] getting semi annual data in rbbg bdh call   Aidan Corcoran
• [R-SIG-Finance] getting semi annual data in rbbg bdh call   Aidan Corcoran
• [R-SIG-Finance] use rows and cols of a matrix as dates   Sven D
• [R-SIG-Finance] use rows and cols of a matrix as dates   Sven D
• [R-SIG-Finance] Monte Carlo Simulation   Dave
• [R-SIG-Finance] Monte Carlo Simulation   Dave
• [R-SIG-Finance] R/Finance 2013 -- Call for Papers: Two weeks remaining   Dirk Eddelbuettel
• [R-SIG-Finance] New Webinar Series: The Evolution of Regression From Classical Linear Regression to Modern Ensembles   Dirk Eddelbuettel
• [R-SIG-Finance] [R-sig-hpc] Hands-on Webinar Series (no charge) The Evolution of Regression from Classical Linear Regression to Modern Ensembles   Dirk Eddelbuettel
• [R-SIG-Finance] R/Finance 2013 Agenda posted   Dirk Eddelbuettel
• [R-SIG-Finance] [R-sig-hpc] Hands-on Webinar Series (no charge) The Evolution of Regression from Classical Linear Regression to Modern Ensembles   Dirk Eddelbuettel
• [R-SIG-Finance] R/Finance 2012 Registration now open   Dirk Eddelbuettel
• [R-SIG-Finance] R/Finance 2013 Registration now open   Dirk Eddelbuettel
• [R-SIG-Finance] bug on to.monthly   Phil Elsasser
• [R-SIG-Finance] bug on to.monthly   Phil Elsasser
• [R-SIG-Finance] getOptionChain   Frank
• [R-SIG-Finance] FIX engine integration   Frank
• [R-SIG-Finance] Coherent Datafeed: Historic Time Series Data from Thomson Reuters is available   Thomas P. Fuller
• [R-SIG-Finance] FIX engine integration   Thomas P. Fuller
• [R-SIG-Finance] Registration for 'R in Insurance' conference has opened   Gesmann, Markus
• [R-SIG-Finance] Help with rugarch   Alexios Ghalanos
• [R-SIG-Finance] rugarch problem   Alexios Ghalanos
• [R-SIG-Finance] RUGARCH Question   Paul Gilbert
• [R-SIG-Finance] high frequency italian market data   Simone Gogna
• [R-SIG-Finance] Junior Quantitative Strategist role   Alexander Gracian
• [R-SIG-Finance] log-return indicator   Dominykas Grigonis
• [R-SIG-Finance] quantstrat sigFormula   Dominykas Grigonis
• [R-SIG-Finance] IBrokers Risk Management Backend Solution Help with twsPortfolioValue   JohnnyPaper
• [R-SIG-Finance] IBrokers Risk Management Backend Solution Help with twsPortfolioValue   JohnnyPaper
• [R-SIG-Finance] IBrokers Risk Management Backend Solution Help with twsPortfolioValue   JohnnyPaper
• [R-SIG-Finance] IBrokers Risk Management Backend Solution Help with twsPortfolioValue   JohnnyPaper
• [R-SIG-Finance] IBrokers Risk Management Backend Solution Help with twsPortfolioValue   JohnnyPaper
• [R-SIG-Finance] can quantmod obtain FRED data by vintage from ALFRED?   Matthew Johnson
• [R-SIG-Finance] can quantmod obtain FRED data by vintage from ALFRED?   Matthew Johnson
• [R-SIG-Finance] IBrokers, TWS and eWrapper.data.Last.R   Niklas K
• [R-SIG-Finance] quantstrat custom intraday   Niklas K
• [R-SIG-Finance] FIX engine integration   Paul Kent
• [R-SIG-Finance] Rbbg with new Bloom API release   John Laing
• [R-SIG-Finance] getting semi annual data in rbbg bdh call   John Laing
• [R-SIG-Finance] Where can I obtain newer correlation matrices for the R CreditMetrics Package ?   Christian Langkamp
• [R-SIG-Finance] Monte Carlo Simulation   Dennis Lee
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 106, Issue 11   Marc E Levitt
• [R-SIG-Finance] IBrokers Risk Management Backend Solution Help with twsPortfolioValue   Gei Lin
• [R-SIG-Finance] Error: Unexpected symbol in "1M"   Wei-han Liu
• [R-SIG-Finance] Komogrov-Smirov dominance test and Wilcoxon rank sum and signed rank test   Wei-han Liu
• [R-SIG-Finance] error message in PLM:   Wei-han Liu
• [R-SIG-Finance] Updated 'pa' package for equity portfolio performance attribution on CRAN   Yang Lu
• [R-SIG-Finance] Lag and rank selection in nonstationary VAR   M M
• [R-SIG-Finance] Lag and rank selection in nonstationary VAR   M M
• [R-SIG-Finance] rmgarch package   Iaa Maa
• [R-SIG-Finance] blotter date question   Maheshwari, Dhruv
• [R-SIG-Finance] blotter date question   Maheshwari, Dhruv
• [R-SIG-Finance] QRMlib not in R version 2.15.1   Maheshwari, Dhruv
• [R-SIG-Finance] quantstrat applyStrategy error   Marteau
• [R-SIG-Finance] quantstrat applyStrategy error   Marteau
• [R-SIG-Finance] quantstrat custom intraday   Marteau
• [R-SIG-Finance] quantstrat custom intraday   Marteau
• [R-SIG-Finance] quantstrat custom intraday   Marteau
• [R-SIG-Finance] Return.portfolio() behaves differently in PerformanceAnalytics 1.0.5.2 vs 1.0.4.4?   Aleksi Mattila
• [R-SIG-Finance] Rbbg   Pierre-Alexandre des Mazis
• [R-SIG-Finance] GMM for dynamic mdels: what if all models never passes Sargan test?   Tomas Note
• [R-SIG-Finance] 4-digit SIC codes   Bastian Offermann
• [R-SIG-Finance] intraday historical data   Bastian Offermann
• [R-SIG-Finance] Quantstrat problem   OpenTrades
• [R-SIG-Finance] intraday historical data   OpenTrades
• [R-SIG-Finance] apARCH forecast using rugarch   Jesper Hybel Pedersen
• [R-SIG-Finance] getting subset of data from the price series   Velappan Periasamy
• [R-SIG-Finance] R: Re: high frequency italian market data   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics CoSkewness Function   Brian G. Peterson
• [R-SIG-Finance] Portfolio construction with integer constraints   Brian G. Peterson
• [R-SIG-Finance] log-return indicator   Brian G. Peterson
• [R-SIG-Finance] quantstrat newbie sigFormula example   Brian G. Peterson
• [R-SIG-Finance] quantstrat applyStrategy error   Brian G. Peterson
• [R-SIG-Finance] quantstrat custom intraday   Brian G. Peterson
• [R-SIG-Finance] Google data download with getSymbols - is there a limit/quota ?   Brian G. Peterson
• [R-SIG-Finance] FIX engine integration   Andrew Piskorski
• [R-SIG-Finance] quantstrat - monthly/daily trade execution   Ivan Popivanov
• [R-SIG-Finance] Conversion of xts to ts object   Nikos Rachmanis
• [R-SIG-Finance] merge.xts problem   Nikos Rachmanis
• [R-SIG-Finance] merge.xts problem   Nikos Rachmanis
• [R-SIG-Finance] merge.xts problem   Nikos Rachmanis
• [R-SIG-Finance] Return.rebalancing and rebalancing on consecutive days   Paul Ramer
• [R-SIG-Finance] Return.rebalancing and rebalancing on consecutive days   Paul Ramer
• [R-SIG-Finance] Return.rebalancing and rebalancing on consecutive days   Paul Ramer
• [R-SIG-Finance] 4-digit SIC codes   David Reiner
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 106, Issue 1   Stefan Janse van Rensburg
• [R-SIG-Finance] Komogrov-Smirov dominance test and Wilcoxon rank sum and, signed rank test (Wei-han Liu)   Stefan Janse van Rensburg
• [R-SIG-Finance] dis aggregate from 3 month rolling average to monthly   Jeff Ryan
• [R-SIG-Finance] dis aggregate from 3 month rolling average to monthly   Jeff Ryan
• [R-SIG-Finance] R: Re: high frequency italian market data   Jeff Ryan
• [R-SIG-Finance] getting subset of data from the price series   Jeff Ryan
• [R-SIG-Finance] getOptionChain   Jeff Ryan
• [R-SIG-Finance] IBrokers Risk Management Backend Solution Help with twsPortfolioValue   Jeff Ryan
• [R-SIG-Finance] FIX engine integration   Jeff Ryan
• [R-SIG-Finance] can quantmod obtain FRED data by vintage from ALFRED?   Jeff Ryan
• [R-SIG-Finance] Return.rebalancing and rebalancing on consecutive days   Jeff Ryan
• [R-SIG-Finance] Quantstrat problem   Robert Schien
• [R-SIG-Finance] Quantstrat problem   Bob Schmidt
• [R-SIG-Finance] Quantstrat problem   Bob Schmidt
• [R-SIG-Finance] intraday historical data   Bob Schmidt
• [R-SIG-Finance] quantstrat newbie sigFormula example   Rob Schmidt
• [R-SIG-Finance] quantstrat newbie sigFormula example   Rob Schmidt
• [R-SIG-Finance] quantstrat newbie sigFormula example   Rob Schmidt
• [R-SIG-Finance] quantstrat newbie sigFormula example   Rob Schmidt
• [R-SIG-Finance] quantstrat applyStrategy error   Rob Schmidt
• [R-SIG-Finance] quantstrat custom intraday   Rob Schmidt
• [R-SIG-Finance] quantstrat newbie indicators example   Rob Schmidt
• [R-SIG-Finance] Portfolio construction with integer constraints   Enrico Schumann
• [R-SIG-Finance] ibrokers - problems retrieving Indices/ETFs   Enrico Schumann
• [R-SIG-Finance] Rbbg   SebastianBrown
• [R-SIG-Finance] Rbbg   SebastianBrown
• [R-SIG-Finance] Rbbg   SebastianBrown
• [R-SIG-Finance] Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument   G See
• [R-SIG-Finance] Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument   G See
• [R-SIG-Finance] Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument   G See
• [R-SIG-Finance] Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument   G See
• [R-SIG-Finance] Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument   G See
• [R-SIG-Finance] Fitting RSLN models   G See
• [R-SIG-Finance] Fitting RSLN models   G See
• [R-SIG-Finance] 4-digit SIC codes   G See
• [R-SIG-Finance] 4-digit SIC codes   G See
• [R-SIG-Finance] New Webinar Series: The Evolution of Regression From Classical Linear Regression to Modern Ensembles   G See
• [R-SIG-Finance] IBrokers Risk Management Backend Solution Help with twsPortfolioValue   G See
• [R-SIG-Finance] intraday historical data   G See
• [R-SIG-Finance] qmao installation failure   G See
• [R-SIG-Finance] Portfolio construction with integer constraints   Sigurdsson, Magnus
• [R-SIG-Finance] RUGARCH Question   Ranjodh Singh
• [R-SIG-Finance] New Webinar Series: The Evolution of Regression From Classical Linear Regression to Modern Ensembles   Lisa Solomon
• [R-SIG-Finance] Reminder: Webinar Series: The Evolution of Regression from Classical Linear Regression to Modern Ensembles (Hands-on Component)   Lisa Solomon
• [R-SIG-Finance] Hands-on Webinar Series (no charge) The Evolution of Regression from Classical Linear Regression to Modern Ensembles   Lisa Solomon
• [R-SIG-Finance] Hands-on Webinar: Advances in Regression: Modern Ensemble and Data Mining Approaches (no charge)   Lisa Solomon
• [R-SIG-Finance] Minor bug in addSAR   Worik Stanton
• [R-SIG-Finance] bug on to.monthly?   Ulrich Staudinger
• [R-SIG-Finance] bug on to.monthly   Ulrich Staudinger
• [R-SIG-Finance] bug on to.monthly?   Ulrich Staudinger
• [R-SIG-Finance] bug on to.monthly?   Ulrich Staudinger
• [R-SIG-Finance] FIX engine integration   Ulrich Staudinger
• [R-SIG-Finance] FIX engine integration   Ulrich Staudinger
• [R-SIG-Finance] FIX engine integration   Ulrich Staudinger
• [R-SIG-Finance] FIX engine integration   Ulrich Staudinger
• [R-SIG-Finance] FIX engine integration   Ulrich Staudinger
• [R-SIG-Finance] please help me   Ulrich Staudinger
• [R-SIG-Finance] Lag and rank selection in nonstationary VAR   Matthieu Stigler
• [R-SIG-Finance] Neural Network for trading   Suzen, Mehmet
• [R-SIG-Finance] Markov-Switching E-GARCH process   Edouard Tallent
• [R-SIG-Finance] rugarch package / VaR Duration Test / Size Property   TobiB
• [R-SIG-Finance] rugarch package / VaR Duration Test / Size Property   TobiB
• [R-SIG-Finance] dis aggregate from 3 month rolling average to monthly   Yolande Tra
• [R-SIG-Finance] dis aggregate from 3 month rolling average to monthly   Yolande Tra
• [R-SIG-Finance] mutual fund historical data....   ShyhWeir Tzang
• [R-SIG-Finance] DEoptim Risk Return Scatter Plot   Joshua Ulrich
• [R-SIG-Finance] Minor bug in addSAR   Joshua Ulrich
• [R-SIG-Finance] bug on to.monthly?   Joshua Ulrich
• [R-SIG-Finance] R/Finance 2013, Call for Papers: Deadline this Friday!   Joshua Ulrich
• [R-SIG-Finance] merge.xts problem   Joshua Ulrich
• [R-SIG-Finance] merge.xts problem   Joshua Ulrich
• [R-SIG-Finance] Error: Unexpected symbol in "1M"   Joshua Ulrich
• [R-SIG-Finance] mutual fund historical data....   Joshua Ulrich
• [R-SIG-Finance] error message in PLM:   Joshua Ulrich
• [R-SIG-Finance] use rows and cols of a matrix as dates   Joshua Ulrich
• [R-SIG-Finance] use rows and cols of a matrix as dates   Joshua Ulrich
• [R-SIG-Finance] TTR Yang-Zhang volatility bug?   Joshua Ulrich
• [R-SIG-Finance] TTR Yang-Zhang volatility bug?   Joshua Ulrich
• [R-SIG-Finance] Google data download with getSymbols - is there a limit/quota ?   Joshua Ulrich
• [R-SIG-Finance] mutual fund historical data....   Gideon Jansen van Vuuren
• [R-SIG-Finance] Monte Carlo Simulation   Chris Waggoner
• [R-SIG-Finance] rugarch - warning   Harald Weiss
• [R-SIG-Finance] rugarch - estimation problem with an external regressor in the GARCH(1, 1) model   Harald Weiss
• [R-SIG-Finance] high frequency italian market data   Michael Weylandt
• [R-SIG-Finance] Return.portfolio() behaves differently in PerformanceAnalytics 1.0.5.2 vs 1.0.4.4?   Michael Weylandt
• [R-SIG-Finance] intraday historical data   Michael Weylandt
• [R-SIG-Finance] high frequency italian market data   R. Michael Weylandt
• [R-SIG-Finance] Hands-on Webinar: Advances in Regression: Modern Ensemble and Data Mining Approaches (no charge)   Rory Winston
• [R-SIG-Finance] Can any of the GARCH model R packages handle seasonality ?   Wei Wu
• [R-SIG-Finance] ibrokers - problems retrieving Indices/ETFs   Matti Zemack
• [R-SIG-Finance] ibrokers - problems retrieving Indices/ETFs   Matti Zemack
• [R-SIG-Finance] Neural Network for trading   a1492dc
• [R-SIG-Finance] Backtesting   alonbrag
• [R-SIG-Finance] Rbbg package's CONNECTION_FAILURE   altaf
• [R-SIG-Finance] Time-varying cointegration   asfdoij asfoij
• [R-SIG-Finance] How to retrieve standard errors of cointegrating vector from vars/urca ?   asfdoij asfoij
• [R-SIG-Finance] Question on re-indexing data for graphing   brendan dornan
• [R-SIG-Finance] using garchFit function   fernando
• [R-SIG-Finance] QRMlib not in R version 2.15.1   natorro at fisica.unam.mx
• [R-SIG-Finance] rugarch - warning   alexios ghalanos
• [R-SIG-Finance] Question   alexios ghalanos
• [R-SIG-Finance] rmgarch using "user defined" garch model   alexios ghalanos
• [R-SIG-Finance] rugarch   alexios ghalanos
• [R-SIG-Finance] Portfolio construction with integer constraints   alexios ghalanos
• [R-SIG-Finance] About multivariate GARCH: DVEC and BEKK   alexios ghalanos
• [R-SIG-Finance] rugarch - estimation problem with an external regressor in the GARCH(1, 1) model   alexios ghalanos
• [R-SIG-Finance] "rugarch" and external regressors   alexios ghalanos
• [R-SIG-Finance] "rugarch" and external regressors   alexios ghalanos
• [R-SIG-Finance] apARCH forecast using rugarch   alexios ghalanos
• [R-SIG-Finance] RUGARCH Question   alexios ghalanos
• [R-SIG-Finance] rugarch package / VaR Duration Test / Size Property   alexios ghalanos
• [R-SIG-Finance] rugarch package / VaR Duration Test / Size Property   alexios ghalanos
• [R-SIG-Finance] rmgarch package   alexios ghalanos
• [R-SIG-Finance] a trivial question on rugarch package   alexios ghalanos
• [R-SIG-Finance] rugarch problem   alexios ghalanos
• [R-SIG-Finance] quantstrat: executing stoplimit orders on the same bar as entry   scott gmail
• [R-SIG-Finance] DEoptim Risk Return Scatter Plot   jkaprich at gmail.com
• [R-SIG-Finance] PerformanceAnalytics CoSkewness Function   jkaprich at gmail.com
• [R-SIG-Finance] Forecasting a ARMA(1,1)/GARCH(1,1) model   gustavo99
• [R-SIG-Finance] Question   pantea hafezian
• [R-SIG-Finance] rugarch   pantea hafezian
• [R-SIG-Finance] please help me   pantea hafezian
• [R-SIG-Finance] Bloomberg login through R   hova9411
• [R-SIG-Finance] Neural Network for trading   intertodd
• [R-SIG-Finance] wavelet analyisis to denoising time series   intertodd
• [R-SIG-Finance] timeLastNdayInMonth returns with a date in the next month   jbasu
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 106, Issue 8   kempnicklin
• [R-SIG-Finance] mundlak   heimat los
• [R-SIG-Finance] FIX engine integration   sidharth mallik
• [R-SIG-Finance] FIX engine integration   sidharth mallik
• [R-SIG-Finance] (no subject)   v mande
• [R-SIG-Finance] Google data download with getSymbols - is there a limit/quota ?   me
• [R-SIG-Finance] Google data download with getSymbols - is there a limit/quota ?   me
• [R-SIG-Finance] About multivariate GARCH: DVEC and BEKK   jpm miao
• [R-SIG-Finance] TTR Yang-Zhang volatility bug?   rex
• [R-SIG-Finance] TTR Yang-Zhang volatility bug?   rex
• [R-SIG-Finance] qmao installation failure   rex
• [R-SIG-Finance] Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument   rquantnoob
• [R-SIG-Finance] Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument   rquantnoob
• [R-SIG-Finance] Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument   rquantnoob
• [R-SIG-Finance] Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument   rquantnoob
• [R-SIG-Finance] Rbbg with new Bloom API release   anmol sethy
• [R-SIG-Finance] R: Re: high frequency italian market data   singletonthebest
• [R-SIG-Finance] Fitting RSLN models   jaimie villanueva
• [R-SIG-Finance] Help with rugarch   jaimie villanueva
• [R-SIG-Finance] Google data download with getSymbols - is there a limit/quota ?   soren wilkening
• [R-SIG-Finance] dis aggregate from 3 month rolling average to monthly   ytra

Last message date: Fri Mar 29 22:10:20 CET 2013
Archived on: Fri Mar 29 22:10:46 CET 2013

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