Fourth quarter 2013 Archives by author

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Starting: Tue Oct 1 00:24:09 CEST 2013
Ending: Tue Dec 31 23:43:23 CET 2013
Messages: 207

• [R-SIG-Finance] R/Finance and overview on latest results   Wildi Marc (wlmr)
• [R-SIG-Finance] Unreliable Yahoo downloads, so possibly save/reread using MySQL?   markbreman .
• [R-SIG-Finance] getSymbols fails for Yahoo symbols   markbreman .
• [R-SIG-Finance] How to interpret this formula?   R. Michael Weylandt <michael.weylandt at gmail.com>
• [R-SIG-Finance] European options in r3   R. Michael Weylandt <michael.weylandt at gmail.com>
• [R-SIG-Finance] AGARCH + rugarch   R. Michael Weylandt <michael.weylandt at gmail.com>
• [R-SIG-Finance] AGARCH + rugarch   R. Michael Weylandt <michael.weylandt at gmail.com>
• [R-SIG-Finance] Unable to obtain BEST_BID1_SZ (and other related data)   Whit Armstrong
• [R-SIG-Finance] European options in r3   Vishnu B
• [R-SIG-Finance] Options solution?   BBands
• [R-SIG-Finance] Options solution?   BBands
• [R-SIG-Finance] Options solution?   BBands
• [R-SIG-Finance] How to interpret this formula?   BBands
• [R-SIG-Finance] quantstrat: "Error in initPortf"   Aaron Balaster
• [R-SIG-Finance] Rbbg type problem   Pedro Baltazar
• [R-SIG-Finance] xts Correl on subset   Martin Bauer
• [R-SIG-Finance] Portfolio Optimization with tawny package   Ross Bennett
• [R-SIG-Finance] ploting time series   Patrick Burns
• [R-SIG-Finance] Code for FOptions GBS Greeks based on Haug 2nd Ed.   Joe W. Byers
• [R-SIG-Finance] How to interpret this formula?   Joe W. Byers
• [R-SIG-Finance] The ruGarch Package‏ & Insignificant estimates   Benny André Byremo
• [R-SIG-Finance] chart.TimeSeries   Shannon Callan
• [R-SIG-Finance] Simple portfolio management - anything in R?   Peter Carl
• [R-SIG-Finance] Simple portfolio management - anything in R?   Peter Carl
• [R-SIG-Finance] chart.TimeSeries   Peter Carl
• [R-SIG-Finance] VaR in PerformanceAnalytics   Julien Dargent
• [R-SIG-Finance] fPortfolio and tangency portfolio for two assets   Diffform
• [R-SIG-Finance] RQuantLib/Quantlib for R-3.0.2 (Linux) ?   Dirk Eddelbuettel
• [R-SIG-Finance] RQuantLib/Quantlib for R-3.0.2 (Linux) ?   Dirk Eddelbuettel
• [R-SIG-Finance] package fEcofin   Dirk Eddelbuettel
• [R-SIG-Finance] Error In roll forecasting - rugarch   Alexios Ghalanos
• [R-SIG-Finance] [rugarch] error in ugarchfit due to external regressors   Alexios Ghalanos
• [R-SIG-Finance] RMySQL - setDefaults requires clear text name/password?   Paul Gilbert
• [R-SIG-Finance] quantstrat: "Error in initPortf"   GiuseppeL
• [R-SIG-Finance] Ranking XTS based on quantiles   Gopi Goswami
• [R-SIG-Finance] multistage gibbs sampler   Steve Greiner
• [R-SIG-Finance] AdMit Package   Steve Greiner
• [R-SIG-Finance] European options in r3   Dominykas Grigonis
• [R-SIG-Finance] [rugarch] error in ugarchfit due to external regressors   Grigory
• [R-SIG-Finance] [rugarch] error in ugarchfit due to external regressors   Grigory
• [R-SIG-Finance] Stay in touch with me through LinkedIn   José Fernando Moreno Gutiérrez
• [R-SIG-Finance] Rmetrics - Litzenberger and Ramaswamy (1979) MLE estimators in R?   Robert Iquiapaza
• [R-SIG-Finance] using getSymbols() with variable symbols   Robert Iquiapaza
• [R-SIG-Finance] Unreliable Yahoo downloads, so possibly save/reread using MySQL?   Cedrick Johnson
• [R-SIG-Finance] Several quantstrat questions   Ilya Kipnis
• [R-SIG-Finance] perTradeStats in quantstrat messed up   Ilya Kipnis
• [R-SIG-Finance] blotter 0.8.17 addPosLimit function fix   Ilya Kipnis
• [R-SIG-Finance] clarification on bug in addPosLimit   Ilya Kipnis
• [R-SIG-Finance] Crosses above, crosses below   Mark Knecht
• [R-SIG-Finance] Simple portfolio management - anything in R?   Mark Knecht
• [R-SIG-Finance] Simple portfolio management - anything in R?   Mark Knecht
• [R-SIG-Finance] Simple portfolio management - anything in R?   Mark Knecht
• [R-SIG-Finance] RQuantLib/Quantlib for R-3.0.2 (Linux) ?   Mark Knecht
• [R-SIG-Finance] RQuantLib/Quantlib for R-3.0.2 (Linux) ?   Mark Knecht
• [R-SIG-Finance] R-3.0.2 - FinancialInstrument/blotter/quantstrat   Mark Knecht
• [R-SIG-Finance] R-3.0.2 - FinancialInstrument/blotter/quantstrat   Mark Knecht
• [R-SIG-Finance] blotter->chart.Posn -- 'no transactions/position to chart'   Mark Knecht
• [R-SIG-Finance] blotter->chart.Posn -- 'no transactions/position to chart'   Mark Knecht
• [R-SIG-Finance] blotter->chart.Posn -- 'no transactions/position to chart'   Mark Knecht
• [R-SIG-Finance] ploting time series   Mark Knecht
• [R-SIG-Finance] ploting time series   Mark Knecht
• [R-SIG-Finance] quantstrat: "Error in initPortf"   Mark Knecht
• [R-SIG-Finance] Unreliable Yahoo downloads, so possibly save/reread using MySQL?   Mark Knecht
• [R-SIG-Finance] Unreliable Yahoo downloads, so possibly save/reread using MySQL?   Mark Knecht
• [R-SIG-Finance] Unreliable Yahoo downloads, so possibly save/reread using MySQL?   Mark Knecht
• [R-SIG-Finance] RMySQL - setDefaults requires clear text name/password?   Mark Knecht
• [R-SIG-Finance] RMySQL - setDefaults requires clear text name/password?   Mark Knecht
• [R-SIG-Finance] RMySQL - setDefaults requires clear text name/password?   Mark Knecht
• [R-SIG-Finance] RMySQL - setDefaults requires clear text name/password?   Mark Knecht
• [R-SIG-Finance] getSymbols fails for Yahoo symbols   Mark Knecht
• [R-SIG-Finance] getSymbols fails for Yahoo symbols   Mark Knecht
• [R-SIG-Finance] getSymbols fails for Yahoo symbols   Mark Knecht
• [R-SIG-Finance] Options solution?   Kris
• [R-SIG-Finance] Value of risk (system) conditional the event bank=value at risk level   Kris
• [R-SIG-Finance] Unable to obtain BEST_BID1_SZ (and other related data)   John Laing
• [R-SIG-Finance] Unable to obtain BEST_BID1_SZ (and other related data)   John Laing
• [R-SIG-Finance] Unable to obtain BEST_BID1_SZ (and other related data)   John Laing
• [R-SIG-Finance] FX=USD in RBbg   John Laing
• [R-SIG-Finance] Unable to obtain BEST_BID1_SZ (and other related data)   Pierre Lapointe
• [R-SIG-Finance] Unable to obtain BEST_BID1_SZ (and other related data)   Pierre Lapointe
• [R-SIG-Finance] FX=USD in RBbg   Pierre Lapointe
• [R-SIG-Finance] Quantstrat - paramset   Li, Huachen
• [R-SIG-Finance] Parma Package QP optimization Failing and Ignoring Leverage Constraint   Preston Li
• [R-SIG-Finance] Question on IBrokers   Qi Li
• [R-SIG-Finance] Question on IBrokers   Qi Li
• [R-SIG-Finance] Place limit orders using IBrokers   Qi Li
• [R-SIG-Finance] VaR in PerformanceAnalytics   Gei Lin
• [R-SIG-Finance] racd package   Wei-han Liu
• [R-SIG-Finance] Simple portfolio management - anything in R?   Radek Maciaszek
• [R-SIG-Finance] RMySQL - setDefaults requires clear text name/password?   Zachary Mayer
• [R-SIG-Finance] RUGARCH VaRTest problem and a Question wrt UGARCHFIT   Johannes Moser
• [R-SIG-Finance] European options in r3   Oleg Mubarakshin
• [R-SIG-Finance] Quantstrat: Setting the column name in add.indicator?   Ollmar, Fridthjof
• [R-SIG-Finance] Quantstrat stoplimit orders not triggered   Ollmar, Fridthjof
• [R-SIG-Finance] Importing and exporting portfolio with blotter   Alan Pardew
• [R-SIG-Finance] Question on IBrokers   Chinmay Patil
• [R-SIG-Finance] IBrokers Problem   Chinmay Patil
• [R-SIG-Finance] R/Finance 2014 Call for Papers   Brian G. Peterson
• [R-SIG-Finance] Importing and exporting portfolio with blotter   Brian G. Peterson
• [R-SIG-Finance] HELP!: multivariate copula   Brian G. Peterson
• [R-SIG-Finance] R-3.0.2 - FinancialInstrument/blotter/quantstrat   Brian G. Peterson
• [R-SIG-Finance] xts: Is this the expected behaviour?   Ivan Popivanov
• [R-SIG-Finance] getSymbols fails for Yahoo symbols   Ivan Popivanov
• [R-SIG-Finance] Contract Work   Raghuraman Ramachandran
• [R-SIG-Finance] Ranking XTS based on quantiles   Raghuraman Ramachandran
• [R-SIG-Finance] Ranking XTS based on quantiles   Raghuraman Ramachandran
• [R-SIG-Finance] Ranking XTS based on quantiles   Raghuraman Ramachandran
• [R-SIG-Finance] Unable to obtain BEST_BID1_SZ (and other related data)   Sudip Ray-Chaudhuri
• [R-SIG-Finance] Unable to obtain BEST_BID1_SZ (and other related data)   Sudip Ray-Chaudhuri
• [R-SIG-Finance] Portfolio Optimization with tawny package   Brian Lee Yung Rowe
• [R-SIG-Finance] getSymbols() and broken Internet connection   Brian Lee Yung Rowe
• [R-SIG-Finance] How to interpret this formula?   Arun Kumar Saha
• [R-SIG-Finance] Questions about IBrokers package   Robert Schien
• [R-SIG-Finance] a problem with external regressors in rugarch   Alec Schmidt
• [R-SIG-Finance] European options in r3   Enrico Schumann
• [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] IBrokers Problem   G See
• [R-SIG-Finance] IBrokers Problem   G See
• [R-SIG-Finance] IBrokers Problem   G See
• [R-SIG-Finance] IBrokers Problem   Michael Smith
• [R-SIG-Finance] IBrokers Problem   Michael Smith
• [R-SIG-Finance] IBrokers Problem   Michael Smith
• [R-SIG-Finance] IBrokers Problem   Michael Smith
• [R-SIG-Finance] IBrokers Problem   Michael Smith
• [R-SIG-Finance] IBrokers Problem   Michael Smith
• [R-SIG-Finance] IBrokers Problem   Michael Smith
• [R-SIG-Finance] [rugarch package] The family GARCH model equation   Suzie
• [R-SIG-Finance] [rugarch package] The family GARCH model equation   Suzie
• [R-SIG-Finance] Quantstrat and total equity-aware order sizing   Gergely Temesi
• [R-SIG-Finance] Portfolio Optimization with tawny package   Eric Thungstom
• [R-SIG-Finance] Asset labels in fportfolio   Eric Thungstom
• [R-SIG-Finance] Using forecasted data in fportfolio   Eric Thungstom
• [R-SIG-Finance] Crosses above, crosses below   Joshua Ulrich
• [R-SIG-Finance] Options solution?   Joshua Ulrich
• [R-SIG-Finance] blotter 0.8.17 addPosLimit function fix   Joshua Ulrich
• [R-SIG-Finance] Ranking XTS based on quantiles   Joshua Ulrich
• [R-SIG-Finance] blotter->chart.Posn -- 'no transactions/position to chart'   Joshua Ulrich
• [R-SIG-Finance] addATR() and addTA(ATR()) generate different plots   Joshua Ulrich
• [R-SIG-Finance] addATR() and addTA(ATR()) generate different plots   Joshua Ulrich
• [R-SIG-Finance] using getSymbols() with variable symbols   Joshua Ulrich
• [R-SIG-Finance] blotter package, can't add new symbol to existing portfolio   Joshua Ulrich
• [R-SIG-Finance] xts: Is this the expected behaviour?   Joshua Ulrich
• [R-SIG-Finance] [R] error in "ca.jo"   Joshua Ulrich
• [R-SIG-Finance] Adding vertical line to chart   Joshua Ulrich
• [R-SIG-Finance] getSymbols fails for Yahoo symbols   Joshua Ulrich
• [R-SIG-Finance] getSymbols fails for Yahoo symbols   Joshua Ulrich
• [R-SIG-Finance] chart.TimeSeries   Costas Vorlow
• [R-SIG-Finance] quantstrat: "Error in initPortf"   W.Goutas
• [R-SIG-Finance] Parma Package QP optimization Failing and Ignoring Leverage Constraint   Michael Weylandt
• [R-SIG-Finance] xts Correl on subset   Michael Weylandt
• [R-SIG-Finance] ploting time series   Michael Weylandt
• [R-SIG-Finance] quantstrat: "Error in initPortf"   Guy Yollin
• [R-SIG-Finance] quantstrat: "Error in initPortf"   Guy Yollin
• [R-SIG-Finance] Parameter estimation for GARCH model in rugarch package   Yanru Zhang
• [R-SIG-Finance] [R] error in "ca.jo"   mamush bukana
• [R-SIG-Finance] [R] error in "ca.jo"   mamush bukana
• [R-SIG-Finance] blotter package, can't add new symbol to existing portfolio   ce
• [R-SIG-Finance] addATR() and addTA(ATR()) generate different plots   manojit_roy at comcast.net
• [R-SIG-Finance] using getSymbols() with variable symbols   manojit_roy at comcast.net
• [R-SIG-Finance] getSymbols() and broken Internet connection   manojit_roy at comcast.net
• [R-SIG-Finance] Adding vertical line to chart   manojit_roy at comcast.net
• [R-SIG-Finance] Using forecasted data in fportfolio   matt at considine.net
• [R-SIG-Finance] ploting time series   daniel
• [R-SIG-Finance] ploting time series   daniel
• [R-SIG-Finance] Using forecasted returns and cov matrix in fportfolio   ericstrom
• [R-SIG-Finance] Using forecasted data in fportfolio   ericstrom
• [R-SIG-Finance] ploting time series   fernando
• [R-SIG-Finance] ploting time series   fernando
• [R-SIG-Finance] package fEcofin   fernando
• [R-SIG-Finance] Parma Package QP optimization Failing and Ignoring Leverage Constraint   alexios ghalanos
• [R-SIG-Finance] Parma Package QP optimization Failing and Ignoring Leverage Constraint   alexios ghalanos
• [R-SIG-Finance] Parma Package QP optimization Failing and Ignoring Leverage Constraint   alexios ghalanos
• [R-SIG-Finance] a problem with external regressors in rugarch   alexios ghalanos
• [R-SIG-Finance] Using own simulations in package rugarch   alexios ghalanos
• [R-SIG-Finance] External regressors in rugarch filter / predefine residuals in fit   alexios ghalanos
• [R-SIG-Finance] Parameter estimation for GARCH model in rugarch package   alexios ghalanos
• [R-SIG-Finance] [rugarch package] The family GARCH model equation   alexios ghalanos
• [R-SIG-Finance] racd package   alexios ghalanos
• [R-SIG-Finance] AGARCH + rugarch   alexios ghalanos
• [R-SIG-Finance] AGARCH + rugarch   alexios ghalanos
• [R-SIG-Finance] [rugarch] error in ugarchfit due to external regressors   alexios ghalanos
• [R-SIG-Finance] [rugarch] error in ugarchfit due to external regressors   alexios ghalanos
• [R-SIG-Finance] [rugarch] error in ugarchfit due to external regressors   alexios ghalanos
• [R-SIG-Finance] The ruGarch Package‏ & Insignificant estimates   alexios ghalanos
• [R-SIG-Finance] RUGARCH VaRTest problem and a Question wrt UGARCHFIT   alexios ghalanos
• [R-SIG-Finance] [rugarch] error in ugarchfit due to external regressors   alexios ghalanos
• [R-SIG-Finance] Error In roll forecasting - rugarch   leopoldo.catania
• [R-SIG-Finance] Litzenberger and Ramaswamy (1979) MLE estimators in R?   nooldor
• [R-SIG-Finance] Litzenberger and Ramaswamy (1979) MLE estimators in R?   nooldor
• [R-SIG-Finance] Rmetrics - Litzenberger and Ramaswamy (1979) MLE estimators in R?   nooldor
• [R-SIG-Finance] MARSS for Kalman Filter Mean Reverting   nserdar
• [R-SIG-Finance] Exporting IB Reuters Fundamental Data to Excel   oskoui
• [R-SIG-Finance] Using own simulations in package rugarch   Stefan.Jaeschke at rwe.com
• [R-SIG-Finance] External regressors in rugarch filter / predefine residuals in fit   Stefan.Jaeschke at rwe.com
• [R-SIG-Finance] Value of risk (system) conditional the event bank=value at risk level   schloni
• [R-SIG-Finance] [rugarch] error in ugarchfit due to external regressors   tvernay
• [R-SIG-Finance] [rugarch] error in ugarchfit due to external regressors   tvernay
• [R-SIG-Finance] [rugarch] error in ugarchfit due to external regressors   tvernay
• [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API   veepsirtt
• [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API   veepsirtt
• [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API   veepsirtt
• [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API   veepsirtt
• [R-SIG-Finance] Introducing TFX: An R Interface to the TrueFX Web API   veepsirtt
• [R-SIG-Finance] HELP!: multivariate copula   widmo
• [R-SIG-Finance] pure R intraday trading framework   soren wilkening

Last message date: Tue Dec 31 23:43:23 CET 2013
Archived on: Tue Dec 31 23:43:33 CET 2013

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