Second quarter 2013 Archives by date

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Starting: Mon Apr 1 19:17:22 CEST 2013
Ending: Sun Jun 30 20:58:07 CEST 2013
Messages: 289

• [R-SIG-Finance] Problems with data   Rob Schmidt
• [R-SIG-Finance] Updated Pair Trade Demo   Rob Schmidt
• [R-SIG-Finance] Updated Pair Trade Demo   Rob Schmidt
• [R-SIG-Finance] Updated Pair Trade Demo   Rob Schmidt
• [R-SIG-Finance] problems with rugarch   THAIS CRISTINA CHAGAS S AZEVEDO
• [R-SIG-Finance] Cross correlation problems   Rob Schmidt
• [R-SIG-Finance] Cross correlation problems   wlblount
• [R-SIG-Finance] Cross correlation problems   Rob Schmidt
• [R-SIG-Finance] Cross correlation problems   Rob Schmidt
• [R-SIG-Finance] Cross correlation problems   Rob Schmidt
• [R-SIG-Finance] Cross correlation problems   wlblount
• [R-SIG-Finance] Cross correlation problems   Brian G. Peterson
• [R-SIG-Finance] Cross correlation problems   wlblount
• [R-SIG-Finance] Cross correlation problems   Rob Schmidt
• [R-SIG-Finance] Cross correlation problems   wlblount
• [R-SIG-Finance] EM algorithm with R manually implemented?   Stat Tistician
• [R-SIG-Finance] Cross correlation problems   Rob Schmidt
• [R-SIG-Finance] error message sending question to the list   Stat Tistician
• [R-SIG-Finance] error message sending question to the list   R. Michael Weylandt <michael.weylandt at gmail.com>
• [R-SIG-Finance] Help with iBrokers data   wlblount
• [R-SIG-Finance] Help with iBrokers data   G See
• [R-SIG-Finance] Help with iBrokers data   wlblount
• [R-SIG-Finance] [R] Maximum likelihood estimation of ARMA(1, 1)-GARCH(1, 1)   R. Michael Weylandt
• [R-SIG-Finance] [R] Fitting distributions to financial data using volatility model to estimate VaR   R. Michael Weylandt
• [R-SIG-Finance] [R] Fitting distributions to financial data using volatility model to estimate VaR   Alexios Ghalanos
• [R-SIG-Finance] [R] Fitting distributions to financial data using volatility model to estimate VaR   Alexios Ghalanos
• [R-SIG-Finance] Base R question on XTS object   wlblount
• [R-SIG-Finance] Base R question on XTS object   Joshua Ulrich
• [R-SIG-Finance] Base R question on XTS object   Brian G. Peterson
• [R-SIG-Finance] Base R question on XTS object   R. Michael Weylandt
• [R-SIG-Finance] GARCH option valuation   Oleg Mubarakshin
• [R-SIG-Finance] euro call by integration   Dominykas Grigonis
• [R-SIG-Finance] euro call by integration   Enrico Schumann
• [R-SIG-Finance] euro call by integration   Kris
• [R-SIG-Finance] euro call by integration   Dominykas Grigonis
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 107, Issue 11   Nikos Rachmanis
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 107, Issue 11   Dominykas Grigonis
• [R-SIG-Finance] quantstrat add.indicator change (mktdata) to (mktdata)[, 1]   Rob Schmidt
• [R-SIG-Finance] quantstrat add.indicator change (mktdata) to (mktdata)[, 1]   Brian G. Peterson
• [R-SIG-Finance] [R] help on smoothing volatility surface..   R. Michael Weylandt <michael.weylandt at gmail.com>
• [R-SIG-Finance] quantstrat: A bug in rules.R for stoplimits?   Ivan Popivanov
• [R-SIG-Finance] quantstrat: A bug in rules.R for stoplimits?   Joshua Ulrich
• [R-SIG-Finance] quantstrat: NA for "Order.Prefer" for a stoptrailing order   Ivan Popivanov
• [R-SIG-Finance] quantstrat: NA for "Order.Prefer" for a stoptrailing order   Joshua Ulrich
• [R-SIG-Finance] quantstrat: NA for "Order.Prefer" for a stoptrailing order   Ivan Popivanov
• [R-SIG-Finance] Stock Return (Fitting a Copula)   ngm
• [R-SIG-Finance] Fitting and testing copula-functions   ngm
• [R-SIG-Finance] Fitting and testing copula-functions   JohnnyPaper
• [R-SIG-Finance] email a data.frame as part of a small example?   Mark Knecht
• [R-SIG-Finance] email a data.frame as part of a small example?   Zachary Mayer
• [R-SIG-Finance] email a data.frame as part of a small example?   Mark Knecht
• [R-SIG-Finance] Rbbg in R 3.0.0   David Reiner
• [R-SIG-Finance] Trying to get earth models to (better) match those from other tools   Mark Knecht
• [R-SIG-Finance] Error in highfrequency package   Gaurav Raizada
• [R-SIG-Finance] Rbbg in R 3.0.0   George Wang
• [R-SIG-Finance] Rbbg in R 3.0.0   John Laing
• [R-SIG-Finance] Rbbg in R 3.0.0   David Reiner
• [R-SIG-Finance] RBBG with R 2.15.2   ArvanitisCh at piraeusbank.gr
• [R-SIG-Finance] RBBG with R 2.15.2   John Laing
• [R-SIG-Finance] RBBG with R 2.15.2   Paul Gilbert
• [R-SIG-Finance] Using garchFit to fit a model ARMA(2, 2) + GARCH(3, 1)   Thais Azevedo
• [R-SIG-Finance] saveChart don't work in Quantmod package   Sávio Ramos
• [R-SIG-Finance] saveChart don't work in Quantmod package   Joshua Ulrich
• [R-SIG-Finance] saveChart don't work in Quantmod package   Joshua Ulrich
• [R-SIG-Finance] saveChart don't work in Quantmod package   Jeff Ryan
• [R-SIG-Finance] Is this the place for reporting quantmod (and other packages) bugs?   Ivan Popivanov
• [R-SIG-Finance] precision of data download in rbbg/rbloomberg   Aidan Corcoran
• [R-SIG-Finance] precision of data download in rbbg/rbloomberg   John Laing
• [R-SIG-Finance] precision of data download in rbbg/rbloomberg   Aidan Corcoran
• [R-SIG-Finance] precision of data download in rbbg/rbloomberg   Jeff Ryan
• [R-SIG-Finance] precision of data download in rbbg/rbloomberg   John Laing
• [R-SIG-Finance] precision of data download in rbbg/rbloomberg   Whit Armstrong
• [R-SIG-Finance] precision of data download in rbbg/rbloomberg   Aidan Corcoran
• [R-SIG-Finance] FIGARCH estimation and simulation   Jesper Hybel Pedersen
• [R-SIG-Finance] Using getSymbol in a R function   Yitao Zhang
• [R-SIG-Finance] quantmod newbie xts example   Rob Schmidt
• [R-SIG-Finance] Using getSymbol in a R function   Ivan Popivanov
• [R-SIG-Finance] reqHistoricalData for comboLeg   Niklas K
• [R-SIG-Finance] reqHistoricalData for comboLeg   Jeff Ryan
• [R-SIG-Finance] reqHistoricalData for comboLeg   Niklas K
• [R-SIG-Finance] quantstrat spread parameter sweep problem   Rob Schmidt
• [R-SIG-Finance] quantstrat spread parameter sweep problem   Brian G. Peterson
• [R-SIG-Finance] Using adf.test to test time series stationarity of stock price   Yitao Zhang
• [R-SIG-Finance] Using adf.test to test time series stationarity of stock price   Brian G. Peterson
• [R-SIG-Finance] quantstrat spread parameter sweep problem   Rob Schmidt
• [R-SIG-Finance] Gini Coefficient and Coefficient of Concordance   Katherine Gobin
• [R-SIG-Finance] (no subject)   Varshney, Amit
• [R-SIG-Finance] Stocks outperforming their index   Arturo DiDonna
• [R-SIG-Finance] Stocks outperforming their index   R. Michael Weylandt
• [R-SIG-Finance] RBBG bdp function with override   fabien azoulay
• [R-SIG-Finance] RBBG bdp function with override   John Laing
• [R-SIG-Finance] RBBG bdp function with override   fabien azoulay
• [R-SIG-Finance] Error in quantmod getOptionChain()   Rock Pereira
• [R-SIG-Finance] Error in quantmod getOptionChain()   Jeff Ryan
• [R-SIG-Finance] Length of a curve?   wlblount
• [R-SIG-Finance] Length of a curve?   R. Michael Weylandt
• [R-SIG-Finance] Length of a curve?   R. Michael Weylandt
• [R-SIG-Finance] rmgarch package   Elizabeth Howard
• [R-SIG-Finance] rmgarch package   alexios ghalanos
• [R-SIG-Finance] quantStrat/blotter for R-3.0.0?   Mark Knecht
• [R-SIG-Finance] quantStrat/blotter for R-3.0.0?   Michael Weylandt
• [R-SIG-Finance] quantStrat/blotter for R-3.0.0?   Chinmay Patil
• [R-SIG-Finance] robust estimation of DCC GARCH model   ahmed sedky
• [R-SIG-Finance] Issues about "maCross" demo in Quantstrat   John Han
• [R-SIG-Finance] Issues about "maCross" demo in Quantstrat   Mark Knecht
• [R-SIG-Finance] fitting AR-GARCH model to data with seasonal variation in FGARCH.   Owusu Darko
• [R-SIG-Finance] Question on QuantStrat   Deo Jaiswal
• [R-SIG-Finance] maximizing the returns to a portfolio given a target risk   Alok Shah
• [R-SIG-Finance] CLEAN price of Bond in r   Katherine Gobin
• [R-SIG-Finance] CLEAN price of Bond in r   Paul Teetor
• [R-SIG-Finance] FITTING AR-GARCH model to data with specified AR terms.   Owusu Darko
• [R-SIG-Finance] Using adf.test to test time series stationarity of stock price   Matthieu Stigler
• [R-SIG-Finance] Z   Jonathan Sparks
• [R-SIG-Finance] error in updatePortf()   Lei Jin
• [R-SIG-Finance] Using adf.test to test time series stationarity of stock price   Adrian Trapletti
• [R-SIG-Finance] Using adf.test to test time series stationarity of stock price   Matthieu Stigler
• [R-SIG-Finance] Cumulative return   Nikos Rachmanis
• [R-SIG-Finance] Cumulative return   Chinmay Patil
• [R-SIG-Finance] Cumulative return   Chinmay Patil
• [R-SIG-Finance] Using adf.test to test time series stationarity of stock price   Adrian Trapletti
• [R-SIG-Finance] Cumulative return   Nikos Rachmanis
• [R-SIG-Finance] rugarch VaR calculation "manually"   Neuman Co
• [R-SIG-Finance] rugarch VaR calculation "manually"   alexios ghalanos
• [R-SIG-Finance] rugarch VaR calculation "manually"   Neuman Co
• [R-SIG-Finance] rugarch VaR calculation "manually"   alexios ghalanos
• [R-SIG-Finance] Ten days remaining for R/Finance 2013 registrations   Dirk Eddelbuettel
• [R-SIG-Finance] rugarch VaR calculation "manually"   Neuman Co
• [R-SIG-Finance] rugarch VaR calculation "manually"   Neuman Co
• [R-SIG-Finance] rugarch VaR calculation "manually"   Neuman Co
• [R-SIG-Finance] rugarch VaR calculation "manually"   alexios ghalanos
• [R-SIG-Finance] rugarch VaR calculation "manually"   Neuman Co
• [R-SIG-Finance] rugarch VaR calculation "manually"   Brian G. Peterson
• [R-SIG-Finance] rugarch VaR calculation "manually"   alexios ghalanos
• [R-SIG-Finance] rugarch VaR calculation "manually"   Neuman Co
• [R-SIG-Finance] PLM package - pggls   Wei-han Liu
• [R-SIG-Finance] convert ordered but non-unique csv to unique xts   dae
• [R-SIG-Finance] convert ordered but non-unique csv to unique xts   Joshua Ulrich
• [R-SIG-Finance] convert ordered but non-unique csv to unique xts   dae
• [R-SIG-Finance] convert ordered but non-unique csv to unique xts   Jeff Ryan
• [R-SIG-Finance] Do the blotter demos work?   Mark Knecht
• [R-SIG-Finance] Do the blotter demos work?   Joshua Ulrich
• [R-SIG-Finance] CVaR with NIG- GARCH(1,1)   Alexandra Allexa
• [R-SIG-Finance] CVaR with NIG- GARCH(1,1)   Brian G. Peterson
• [R-SIG-Finance] CVaR with NIG- GARCH(1,1)   alexios ghalanos
• [R-SIG-Finance] CVaR with NIG- GARCH(1,1)   alexios ghalanos
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 108, Issue 12   Alexandra Allexa
• [R-SIG-Finance] 7th R/Rmetrics Meielisalp Workshop and Summer School 2013   Diethelm Wuertz
• [R-SIG-Finance] Portfolio Optimization Combination problem   samshky
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 108, Issue 12   Alexandra Allexa
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 108, Issue 12   alexios ghalanos
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 108, Issue 12   alexios ghalanos
• [R-SIG-Finance] getSymbols: unable to connect to 'chart.yahoo.com' on port 80   Henry Bee
• [R-SIG-Finance] gbm.step run out of memory?   thomas.chan.sf at boci-pru.com.hk
• [R-SIG-Finance] Question rugarch VaR plot   Private Private
• [R-SIG-Finance] Question rugarch VaR plot   alexios ghalanos
• [R-SIG-Finance] Analyzing Real Portfolios and Transactions from Interactive Brokers   Billy Pilgrim
• [R-SIG-Finance] PLM package - pggls   Matthieu Stigler
• [R-SIG-Finance] function "spectrum"   fernando
• [R-SIG-Finance] function "spectrum"   fernando
• [R-SIG-Finance] CVA functionality in R?   Keith S Weintraub
• [R-SIG-Finance] Error message of rmgarch package   jun wang
• [R-SIG-Finance] Different results between Box-Ljung test and ARCHLM test?   Jen Bohold
• [R-SIG-Finance] Error message of rmgarch package   Alexios Ghalanos
• [R-SIG-Finance] CVA functionality in R?   sven duve
• [R-SIG-Finance] nested matrices   Yana Roth
• [R-SIG-Finance] nested matrices   R. Michael Weylandt
• [R-SIG-Finance] Passing variables...   Dominykas Grigonis
• [R-SIG-Finance] Passing variables...   Deo Jaiswal
• [R-SIG-Finance] Passing variables...   Dominykas Grigonis
• [R-SIG-Finance] Interpretation of sign bias test in rugarch output?   Jen Bohold
• [R-SIG-Finance] Passing variables...   Enrico Schumann
• [R-SIG-Finance] Q-Statistics lag order and connection to plot   Jen Bohold
• [R-SIG-Finance] Is R good for Finance ?   Sash Ali
• [R-SIG-Finance] Passing variables...   Dominykas Grigonis
• [R-SIG-Finance] Rbbg(Bloomberg) time zone problem and xts constructor   Nikos Rachmanis
• [R-SIG-Finance] [SPAM] - Rbbg(Bloomberg) time zone problem and xtsconstructor - Email found in subject   David Reiner
• [R-SIG-Finance] qmao installation failure   dornan
• [R-SIG-Finance] qmao installation failure   G See
• [R-SIG-Finance] qmao installation failure   tbam
• [R-SIG-Finance] qmao installation failure   G See
• [R-SIG-Finance] qmao installation failure   G See
• [R-SIG-Finance] Rbbg(Bloomberg) time zone problem and xts constructor   Nikos Rachmanis
• [R-SIG-Finance] Error in rugarch ACF squared standardized residuals plot   Jen Bohold
• [R-SIG-Finance] Error in rugarch ACF squared standardized residuals plot   alexios ghalanos
• [R-SIG-Finance] Error in rugarch ACF squared standardized residuals plot   Jen Bohold
• [R-SIG-Finance] Error in rugarch ACF squared standardized residuals plot   alexios ghalanos
• [R-SIG-Finance] Error in rugarch ACF squared standardized residuals plot   Jen Bohold
• [R-SIG-Finance] Error in rugarch ACF squared standardized residuals plot   alexios ghalanos
• [R-SIG-Finance] Error in rugarch ACF squared standardized residuals plot   Peter Allington
• [R-SIG-Finance] Error in rugarch ACF squared standardized residuals plot   Peter Allington
• [R-SIG-Finance] List behavour on R-SIG-Finance   Dirk Eddelbuettel
• [R-SIG-Finance] Garch model   Christofer Bogaso
• [R-SIG-Finance] Garch model   alexios ghalanos
• [R-SIG-Finance] plots with hystorical data   Alexandra Allexa
• [R-SIG-Finance] plots with hystorical data   Brian G. Peterson
• [R-SIG-Finance] plots with hystorical data   Deo Jaiswal
• [R-SIG-Finance] Extracting numeric data from a mixed data .csv file   dae
• [R-SIG-Finance] R/Finance 2013 presentations posted   Dirk Eddelbuettel
• [R-SIG-Finance] Data frame   towanda.sagitario
• [R-SIG-Finance] Data frame   Brian G. Peterson
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 108, Issue 24   C
• [R-SIG-Finance] Extracting numeric data from a mixed data .csv file   cdcaveman
• [R-SIG-Finance] row sum in XTS object   Martin Bauer
• [R-SIG-Finance] row sum in XTS object   Kenneth B Vaughn
• [R-SIG-Finance] row sum in XTS object   Mark Breman
• [R-SIG-Finance] ts object   Oleg Mubarakshin
• [R-SIG-Finance] ts object   Deo Jaiswal
• [R-SIG-Finance] ts object   Michael Weylandt
• [R-SIG-Finance] ts object   Dominykas Grigonis
• [R-SIG-Finance] options data   Oleg Mubarakshin
• [R-SIG-Finance] options data   Dominykas Grigonis
• [R-SIG-Finance] options data   Dominykas Grigonis
• [R-SIG-Finance] options data   Frank
• [R-SIG-Finance] MSCI Barra Indicie's   Stephen Flynn
• [R-SIG-Finance] MSCI Barra Indicie's   Matt Considine
• [R-SIG-Finance] Regarding significance of "Season" parameter   gunjan narulkar
• [R-SIG-Finance] Are my VaR forecasts correct (using rugarch)?   Alexandra Bridges
• [R-SIG-Finance] SABR or 5 point models   Ryan Lanham
• [R-SIG-Finance] Are my VaR forecasts correct (using rugarch)?   alexios ghalanos
• [R-SIG-Finance] Regarding significance of "Season" parameter   Matthieu Stigler
• [R-SIG-Finance] Regarding significance of "Season" parameter   gunjan narulkar
• [R-SIG-Finance] performance attribution output   Bos, Roger
• [R-SIG-Finance] performance attribution output   Yang Lu
• [R-SIG-Finance] Best optimizer for large scale problems   Bastian Offermann
• [R-SIG-Finance] Best optimizer for large scale problems   Dominykas Grigonis
• [R-SIG-Finance] Best optimizer for large scale problems   alexios ghalanos
• [R-SIG-Finance] Best optimizer for large scale problems   Enrico Schumann
• [R-SIG-Finance] Best optimizer for large scale problems   Whit Armstrong
• [R-SIG-Finance] Are my VaR forecasts correct (using rugarch)?   Alexandra Bridges
• [R-SIG-Finance] rugarch   Jesper Hybel Pedersen
• [R-SIG-Finance] rugarch   Jeff Ryan
• [R-SIG-Finance] rugarch   Alexios Ghalanos
• [R-SIG-Finance] Are my VaR forecasts correct (using rugarch)?   alexios ghalanos
• [R-SIG-Finance] Computational Time using rugarch package   Ivanov Ruporvrich
• [R-SIG-Finance] Computational Time using rugarch package   alexios ghalanos
• [R-SIG-Finance] Monte Carlo simulations for barrier options?   Raghuraman Ramachandran
• [R-SIG-Finance] Computational Time using rugarch package   Ivanov Ruporvrich
• [R-SIG-Finance] Computational Time using rugarch package   alexios ghalanos
• [R-SIG-Finance] Computational Time using rugarch package   alexios ghalanos
• [R-SIG-Finance] Computational Time using rugarch package   Ivanov Ruporvrich
• [R-SIG-Finance] Computational Time using rugarch package   Ivanov Ruporvrich
• [R-SIG-Finance] Monte Carlo simulations for barrier options?   Kris
• [R-SIG-Finance] Window size in ugarchroll of rugarch package?   Alexandra Bridges
• [R-SIG-Finance] Warning: timeLastNdayInMonth gets Fridays one week off   Ilya Kipnis
• [R-SIG-Finance] Warning: timeLastNdayInMonth gets Fridays one week off   Enrico Schumann
• [R-SIG-Finance] RQuantLib setCalendarContext   AlexPiche
• [R-SIG-Finance] Questions on stationarity and johansen test.   ganesha0701
• [R-SIG-Finance] Monte Carlo simulations for barrier options?   Raghuraman Ramachandran
• [R-SIG-Finance] Cointegration question.   ganesha0701
• [R-SIG-Finance] Cointegration question.   Brian G. Peterson
• [R-SIG-Finance] Cointegration question.   Wildi Marc (wlmr)
• [R-SIG-Finance] Window size in ugarchroll of rugarch package?   alexios ghalanos
• [R-SIG-Finance] Cointegration question.   ganesha0701
• [R-SIG-Finance] Continuous time series in futures.   ganesha0701
• [R-SIG-Finance] Garch Model   Christofer Bogaso
• [R-SIG-Finance] Cointegration question.   Kent Hoxsey
• [R-SIG-Finance] How to calculate AIC and BIC for GBM and OU processes in R   ousbens
• [R-SIG-Finance] How to calculate AIC and BIC for GBM and OU processes in R   Dominykas Grigonis
• [R-SIG-Finance] Cointegration question.   Matt Rimmer
• [R-SIG-Finance] How to calculate AIC and BIC for GBM and OU processes in R   Mark Leeds
• [R-SIG-Finance] Error when I run the strategy.   Eduardo Romero López
• [R-SIG-Finance] Continuous time series in futures.   Andrew Piskorski
• [R-SIG-Finance] Error when I run the strategy.   Deo Jaiswal
• [R-SIG-Finance] Package "eventstudies" and column names   iza.ch1
• [R-SIG-Finance] Package "eventstudies" and column names   Vikram Bahure
• [R-SIG-Finance] can't find setstart setbound setfixed in rugarch package   ce
• [R-SIG-Finance] can't find setstart setbound setfixed in rugarch package   alexios ghalanos
• [R-SIG-Finance] Expected Shortfall from GARCH Models with sged Innovation   Daniel Liebert
• [R-SIG-Finance] Expected Shortfall from GARCH Models with sged Innovation   Alexios Ghalanos
• [R-SIG-Finance] Expected Shortfall from GARCH Models with sged Innovation   Daniel Liebert
• [R-SIG-Finance] Expected Shortfall from GARCH Models with sged Innovation   alexios ghalanos
• [R-SIG-Finance] FLEX options   Oleg Mubarakshin
• [R-SIG-Finance] can't find setstart setbound setfixed in rugarch package   ce
• [R-SIG-Finance] can't find setstart setbound setfixed in rugarch package   alexios ghalanos
• [R-SIG-Finance] Clustering   BBands
• [R-SIG-Finance] Clustering   me
• [R-SIG-Finance] cut range from time objects   Dominykas Grigonis
• [R-SIG-Finance] cut range from time objects   G See
• [R-SIG-Finance] create new columns xts   Dominykas Grigonis
• [R-SIG-Finance] rugarch package   jun wang
• [R-SIG-Finance] rugarch package   alexios ghalanos
• [R-SIG-Finance] create new columns xts   G See
• [R-SIG-Finance] fastCluster Clustering   Evelyn Mitchell
• [R-SIG-Finance] Fwd: Turing's Cathedral   BBands
• [R-SIG-Finance] Risk return analysis   Christofer Bogaso
• [R-SIG-Finance] Risk return analysis   Wildi Marc (wlmr)
• [R-SIG-Finance] Risk return analysis   sidharth mallik
• [R-SIG-Finance] Delete bad dividend row   Frank
• [R-SIG-Finance] Risk return analysis   Christofer Bogaso

Last message date: Sun Jun 30 20:58:07 CEST 2013
Archived on: Sun Jun 30 20:58:15 CEST 2013

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