Third quarter 2013 Archives by author

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Starting: Mon Jul 1 00:14:50 CEST 2013
Ending: Mon Sep 30 23:52:53 CEST 2013
Messages: 194

• [R-SIG-Finance] Risk return analysis   Wildi Marc (wlmr)
• [R-SIG-Finance] Equality of covariance matrices??   Wildi Marc (wlmr)
• [R-SIG-Finance] unexpected output from filtering with mFilter package   Wildi Marc (wlmr)
• [R-SIG-Finance] subset section of trading day from RBloomberg bar download   R. Michael Weylandt <michael.weylandt at gmail.com>
• [R-SIG-Finance] Capital requirements as a cushion against risks, why?   R. Michael Weylandt <michael.weylandt at gmail.com>
• [R-SIG-Finance] Reading MetaStock data format in R   R. Michael Weylandt <michael.weylandt at gmail.com>
• [R-SIG-Finance] Reading MetaStock data format in R   R. Michael Weylandt <michael.weylandt at gmail.com>
• [R-SIG-Finance] Is there any function in R which can estimate a GARCH model with only selective lags and exogenous variables?   AparnaRoy
• [R-SIG-Finance] How to obtain the algorithm for garch() and garchFit() functions?   AparnaRoy
• [R-SIG-Finance] rcppbugs and markov switching model   Whit Armstrong
• [R-SIG-Finance] Get Index Constituents   Adam B
• [R-SIG-Finance] An experiment   BBands
• [R-SIG-Finance] An experiment   BBands
• [R-SIG-Finance] IBrokers storing Interactive data.   BBands
• [R-SIG-Finance] Options solution?   BBands
• [R-SIG-Finance] Options solution?   BBands
• [R-SIG-Finance] quantmod FX from Oanda   Martin Bauer
• [R-SIG-Finance] IBROKER - Problems with OrderID   Martin Bauer
• [R-SIG-Finance] Setting a new method for generic function correctly?   Mikhail Beketov
• [R-SIG-Finance] Pulling minute bar data with bar() function in Rbbg (RBloomberg) package in R   Alex Bennett
• [R-SIG-Finance] digits and as.perc arguments in table.Arbitrary in PerformanceAnalytics   Peter Carl
• [R-SIG-Finance] error with Return.rebalancing after upgrading to latest stable PerformanceAnalytics v1.1.0   Paolo Cavatore
• [R-SIG-Finance] Finding price difference of a time series   Daniel Cegiełka
• [R-SIG-Finance] Creating trading reports in pdf?   Daniel Cegiełka
• [R-SIG-Finance] QUANTMOD package: retrieving the rolling front month price when using the "getSymbols" function   Ryan Christopher
• [R-SIG-Finance] Range intersections   Matthew Clegg
• [R-SIG-Finance] unexpected output from filtering with mFilter package   Aidan Corcoran
• [R-SIG-Finance] unexpected output from filtering with mFilter package   Aidan Corcoran
• [R-SIG-Finance] efficient linear programming problem!   Daniel Duan
• [R-SIG-Finance] Reading MetaStock data format in R   Peter Fertig
• [R-SIG-Finance] Reading MetaStock data format in R   Peter Fertig
• [R-SIG-Finance] Reading MetaStock data format in R   Peter Fertig
• [R-SIG-Finance] Delete bad dividend row   Frank
• [R-SIG-Finance] WTI Crude oil prices   Frank
• [R-SIG-Finance] QUANTMOD package: retrieving the rolling front month price when using the "getSymbols" function   Frank
• [R-SIG-Finance] digits and as.perc arguments in table.Arbitrary inPerformanceAnalytics   Frank
• [R-SIG-Finance] Reading MetaStock data format in R   Frank
• [R-SIG-Finance] Coherent Datafeed: Thomson Reuters Edition v 0.9.3 available   Thomas Fuller
• [R-SIG-Finance] efficient linear programming problem!   Alexios Ghalanos
• [R-SIG-Finance] Imposing constraints on garch parameters with ugarchfit   Alexios Ghalanos
• [R-SIG-Finance] Question regarding ugarchroll in rugarch package.   Alexios Ghalanos
• [R-SIG-Finance] Parma Package specifically, parmaspec   Alexios Ghalanos
• [R-SIG-Finance] rmgarch: dccforecast() and mregfor   Alexios Ghalanos
• [R-SIG-Finance] Reading MetaStock data format in R   Paul Gilbert
• [R-SIG-Finance] Do the blotter demos work?   Jim Green
• [R-SIG-Finance] Do the blotter demos work?   Jim Green
• [R-SIG-Finance] Alexxios Ghalanos Parma Package   Steve Greiner
• [R-SIG-Finance] Parma Package specifically, parmaspec   Steve Greiner
• [R-SIG-Finance] chartSeries   Dominykas Grigonis
• [R-SIG-Finance] problem with quantstrat   Dominykas Grigonis
• [R-SIG-Finance] Parameterization of the GED distribution in rugarch package   Copula Guy
• [R-SIG-Finance] Capital requirements as a cushion against risks, why?   Copula Guy
• [R-SIG-Finance] Embarassingly Simple Questions on rmgarch   Robert Harlow
• [R-SIG-Finance] Embarassingly Simple Questions on rmgarch   Robert Harlow
• [R-SIG-Finance] Cointegration   Josef Jauk
• [R-SIG-Finance] Imposing constraints on garch parameters with ugarchfit   George Jordan
• [R-SIG-Finance] digits and as.perc arguments in table.Arbitrary in PerformanceAnalytics   HAKAN KAYA
• [R-SIG-Finance] Help with stepAIC function   John Kaprich
• [R-SIG-Finance] Trying to add custom indicators to chart.Posn   Ilya Kipnis
• [R-SIG-Finance] Do the blotter demos work?   Mark Knecht
• [R-SIG-Finance] Do the blotter demos work?   Mark Knecht
• [R-SIG-Finance] Do the blotter demos work?   Mark Knecht
• [R-SIG-Finance] day/month/year functions?   Mark Knecht
• [R-SIG-Finance] Range intersections   Mark Knecht
• [R-SIG-Finance] Creating trading reports in pdf?   Mark Knecht
• [R-SIG-Finance] Creating trading reports in pdf?   Mark Knecht
• [R-SIG-Finance] Crosses above, crosses below   Mark Knecht
• [R-SIG-Finance] Crosses above, crosses below   Mark Knecht
• [R-SIG-Finance] Crosses above, crosses below   Mark Knecht
• [R-SIG-Finance] subset section of trading day from RBloomberg bar download   John Laing
• [R-SIG-Finance] Parma Package QP optimization Failing and Ignoring Leverage Constraint   Preston Li
• [R-SIG-Finance] VaR calculation produces unreliable result   Daniel Liebert
• [R-SIG-Finance] problem with quantstrat   Olivier MARTIN
• [R-SIG-Finance] Rforge TradeAnalytics packages forbidden   Marteau
• [R-SIG-Finance] Rforge TradeAnalytics packages forbidden   Marteau
• [R-SIG-Finance] subset section of trading day from RBloomberg bar download   Tim Meggs
• [R-SIG-Finance] subset section of trading day from RBloomberg bar download   Tim Meggs
• [R-SIG-Finance] rmgarch: dccforecast() and mregfor   Cedric Membrez
• [R-SIG-Finance] Counterparty Credit Risk and CVA   Rafael Nogueira
• [R-SIG-Finance] Parameterization of the GED distribution in rugarch package - second try   Maxim Odulero
• [R-SIG-Finance] create data frame with coefficients from many regressions   Bastian Offermann
• [R-SIG-Finance] Bond market liquidity   Bastian Offermann
• [R-SIG-Finance] problem with quantstrat   OpenTrades
• [R-SIG-Finance] quantmod FX from Oanda   Brian G. Peterson
• [R-SIG-Finance] efficient linear programming problem!   Brian G. Peterson
• [R-SIG-Finance] Bloomberg Data   Brian G. Peterson
• [R-SIG-Finance] Setting a new method for generic function correctly?   Brian G. Peterson
• [R-SIG-Finance] How to obtain the algorithm for ugarchspec() and ugarchfit() functions?   Brian G. Peterson
• [R-SIG-Finance] problem with quantstrat   Brian G. Peterson
• [R-SIG-Finance] Counterparty Credit Risk and CVA   Hans Radtke
• [R-SIG-Finance] Capital requirements as a cushion against risks, why?   Hans Radtke
• [R-SIG-Finance] [SPAM] - Re: subset section of trading day from RBloombergbar download - Email found in subject   David Reiner
• [R-SIG-Finance] Rbbg::bdp cannot return TIME type?   David Reiner
• [R-SIG-Finance] [SPAM] - Pulling minute bar data with bar() function in Rbbg(RBloomberg) package in R - Email found in subject   David Reiner
• [R-SIG-Finance] Pulling minute bar data with bar() function in Rbbg(RBloomberg) package in R   David Reiner
• [R-SIG-Finance] Equality of covariance matrices??   Brian Rowe
• [R-SIG-Finance] subset section of trading day from RBloomberg bar download   Brian Rowe
• [R-SIG-Finance] Get Index Constituents   Brian Lee Yung Rowe
• [R-SIG-Finance] IBROKER - Problems with OrderID   Jeff Ryan
• [R-SIG-Finance] IBrokers storing Interactive data.   Jeff Ryan
• [R-SIG-Finance] create data frame with coefficients from many regressions   Jeff Ryan
• [R-SIG-Finance] subset section of trading day from RBloomberg bar download   Jeff Ryan
• [R-SIG-Finance] YieldCurve package   Jeff Ryan
• [R-SIG-Finance] Options solution?   Jeff Ryan
• [R-SIG-Finance] rugarch package (sstd density function)   W S
• [R-SIG-Finance] rugarch package (sstd density function)   W S
• [R-SIG-Finance] Range intersections   Enrico Schumann
• [R-SIG-Finance] Delete bad dividend row   G See
• [R-SIG-Finance] qmao and earnings.com problem   G See
• [R-SIG-Finance] Do the blotter demos work?   G See
• [R-SIG-Finance] day/month/year functions?   G See
• [R-SIG-Finance] Help   Etty Sekhon
• [R-SIG-Finance] rugarch memory overload   Geoffrey Smith
• [R-SIG-Finance] rugarch by processing with plyr   Geoffrey Smith
• [R-SIG-Finance] Help with stepAIC function   Matthieu Stigler
• [R-SIG-Finance] ARCH test (rugarch package)   Suzie
• [R-SIG-Finance] Finding price difference of a time series   Paul Teetor
• [R-SIG-Finance] qmao and earnings.com problem   TheTerrible
• [R-SIG-Finance] qmao and earnings.com problem   TheTerrible
• [R-SIG-Finance] Ann: Course CART and Neural networks with R, 4-7 November, Barcelona (Spain).   Soledad De Esteban Trivigno
• [R-SIG-Finance] chartSeries   Joshua Ulrich
• [R-SIG-Finance] Do the blotter demos work?   Joshua Ulrich
• [R-SIG-Finance] Do the blotter demos work?   Joshua Ulrich
• [R-SIG-Finance] Finding price difference of a time series   Joshua Ulrich
• [R-SIG-Finance] Capital requirements as a cushion against risks, why?   Joshua Ulrich
• [R-SIG-Finance] QUANTMOD package: retrieving the rolling front month price when using the "getSymbols" function   Joshua Ulrich
• [R-SIG-Finance] QUANTMOD package: retrieving the rolling front month price when using the "getSymbols" function   Joshua Ulrich
• [R-SIG-Finance] Cointegration   Joshua Ulrich
• [R-SIG-Finance] error with Return.rebalancing after upgrading to latest stable PerformanceAnalytics v1.1.0   Joshua Ulrich
• [R-SIG-Finance] YieldCurve package   Joshua Ulrich
• [R-SIG-Finance] Crosses above, crosses below   Joshua Ulrich
• [R-SIG-Finance] Trying to add custom indicators to chart.Posn   Joshua Ulrich
• [R-SIG-Finance] Bloomberg Data   Ralph Vince
• [R-SIG-Finance] Bloomberg Data   Ralph Vince
• [R-SIG-Finance] TTR package feature suggestion   Andreas Voellenklee
• [R-SIG-Finance] WTI Crude oil prices   Helmuth Vollmeier
• [R-SIG-Finance] TTR package feature suggestion   Helmuth Vollmeier
• [R-SIG-Finance] QUANTMOD package: retrieving the rolling front month price when using the "getSymbols" function   Helmuth Vollmeier
• [R-SIG-Finance] Question regarding ugarchroll in rugarch package.   Shuo Wang
• [R-SIG-Finance] Question regarding ugarchroll in rugarch package.   Shuo Wang
• [R-SIG-Finance] TTR package feature suggestion   Michael Weylandt
• [R-SIG-Finance] Range intersections   R. Michael Weylandt
• [R-SIG-Finance] A question regarding the mcsGARCH model coding   Yanru Zhang
• [R-SIG-Finance] why my rugarch ugarchfit function is slow ?   ce
• [R-SIG-Finance] why my rugarch ugarchfit function is slow ?   ce
• [R-SIG-Finance] why my rugarch ugarchfit function is slow ?   ce
• [R-SIG-Finance] why my rugarch ugarchfit function is slow ?   ce
• [R-SIG-Finance] rcppbugs and markov switching model   pu chen
• [R-SIG-Finance] day/month/year functions?   daniel
• [R-SIG-Finance] Kalman filter (astsa package)   fernando
• [R-SIG-Finance] Equality of covariance matrices??   benn fine
• [R-SIG-Finance] IBrokers storing Interactive data.   ganesha0701
• [R-SIG-Finance] IBrokers storing Interactive data.   ganesha0701
• [R-SIG-Finance] IBrokers storing Interactive data.   ganesha0701
• [R-SIG-Finance] why my rugarch ugarchfit function is slow ?   alexios ghalanos
• [R-SIG-Finance] why my rugarch ugarchfit function is slow ?   alexios ghalanos
• [R-SIG-Finance] How to customize rugarch.   alexios ghalanos
• [R-SIG-Finance] why my rugarch ugarchfit function is slow ?   alexios ghalanos
• [R-SIG-Finance] qmao and earnings.com problem   alexios ghalanos
• [R-SIG-Finance] rugarch package (sstd density function)   alexios ghalanos
• [R-SIG-Finance] Question regarding ugarchroll in rugarch package.   alexios ghalanos
• [R-SIG-Finance] Alexxios Ghalanos Parma Package   alexios ghalanos
• [R-SIG-Finance] ARCH test (rugarch package)   alexios ghalanos
• [R-SIG-Finance] Embarassingly Simple Questions on rmgarch   alexios ghalanos
• [R-SIG-Finance] Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch   alexios ghalanos
• [R-SIG-Finance] Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch   alexios ghalanos
• [R-SIG-Finance] rugarch memory overload   alexios ghalanos
• [R-SIG-Finance] Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch   alexios ghalanos
• [R-SIG-Finance] A question regarding the mcsGARCH model coding   alexios ghalanos
• [R-SIG-Finance] rugarch by processing with plyr   alexios ghalanos
• [R-SIG-Finance] Reading MetaStock data format in R   alexios ghalanos
• [R-SIG-Finance] Reading MetaStock data format in R   alexios ghalanos
• [R-SIG-Finance] create data frame with coefficients from many regressions   iza.ch1
• [R-SIG-Finance] how to get programmatically "portfolio weights" from portfolioFrontier-Object after optimization   zeljko krizek
• [R-SIG-Finance] Multi-Period Mean Variance Optimization (MVO) implementation in R   zeljko krizek
• [R-SIG-Finance] Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch   leopoldo.catania
• [R-SIG-Finance] Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch   leopoldo.catania
• [R-SIG-Finance] Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch   leopoldo.catania
• [R-SIG-Finance] Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch   leopoldo.catania
• [R-SIG-Finance] "rugarch" package output help   nserdar
• [R-SIG-Finance] quantmod FX from Oanda   ArvanitisCh at piraeusbank.gr
• [R-SIG-Finance] why my rugarch ugarchfit function is slow ?   durbanky at rogers.com
• [R-SIG-Finance] Is there any function which will allow me to take selective lags of ARMA modelling part while doing ARMAX?   aparna roy
• [R-SIG-Finance] How to get the algorithm for ARMA() function in R?   aparna roy
• [R-SIG-Finance] How to obtain the algorithm for ugarchspec() and ugarchfit() functions?   aparna roy
• [R-SIG-Finance] Finding price difference of a time series   veepsirtt
• [R-SIG-Finance] Finding price difference of a time series   veepsirtt
• [R-SIG-Finance] Finding price difference of a time series   veepsirtt
• [R-SIG-Finance] Finding price difference of a time series   veepsirtt
• [R-SIG-Finance] How to customize rugarch.   jaimie villanueva
• [R-SIG-Finance] YieldCurve package   jaimie villanueva
• [R-SIG-Finance] YieldCurve package   jaimie villanueva
• [R-SIG-Finance] YieldCurve package   jaimie villanueva
• [R-SIG-Finance] question about the high frequency package   jun wang

Last message date: Mon Sep 30 23:52:53 CEST 2013
Archived on: Mon Sep 30 23:53:00 CEST 2013

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