Third quarter 2013 Archives by author
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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