Second quarter 2014 Archives by thread

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Starting: Tue Apr 1 11:42:46 CEST 2014
Ending: Mon Jun 30 01:07:03 CEST 2014
Messages: 226

• [R-SIG-Finance] specifyModel error in fitting a model   Raghuraman Ramachandran
• [R-SIG-Finance] Problem with GoogleFinanceSource function: Error in get...   Ravi Kulkarni
• [R-SIG-Finance] quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy   amarjit chandhial
  • [R-SIG-Finance] Fwd: quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy   Ilya Kipnis
    • [R-SIG-Finance] Fwd: quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy   Ilya Kipnis
      • [R-SIG-Finance] Fwd: quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy   amarjit chandhial
• [R-SIG-Finance] GARCH-M Modeling in R (rugarch) vs EVIEWS   Nick Phillips
  • [R-SIG-Finance] GARCH-M Modeling in R (rugarch) vs EVIEWS   Alexios Ghalanos
    • [R-SIG-Finance] GARCH-M Modeling in R (rugarch) vs EVIEWS   Nick Phillips
• [R-SIG-Finance] stochastic oscillator OBOS - intraday data & optimization   Ilya Kipnis
  • [R-SIG-Finance] stochastic oscillator OBOS - intraday data & optimization   amarjit chandhial
  • [R-SIG-Finance] stochastic oscillator OBOS - intraday data & optimization   amarjit chandhial
    • [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization   amarjit chandhial
      • [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization   Ilya Kipnis
      • [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization   Ilya Kipnis
      • [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization   amarjit chandhial
      • [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization   amarjit chandhial
• [R-SIG-Finance] GARCH MIDAS model   Chris Urlaub
  • [R-SIG-Finance] GARCH MIDAS model   Dirk Eddelbuettel
• [R-SIG-Finance] EVT   Majid M Bilandi
• [R-SIG-Finance] plz   장승욱
  • [R-SIG-Finance] plz   Michael Weylandt
• [R-SIG-Finance] Options in Blotter   Noah Silverman
  • [R-SIG-Finance] Options in Blotter   Chinmay Patil
• [R-SIG-Finance] Corn futures tick dataset available   Doug Edmunds
• [R-SIG-Finance] do any packages exist with short rate bond pricing models?   Kevin Owens
  • [R-SIG-Finance] do any packages exist with short rate bond pricing models?   Pedro Baltazar
• [R-SIG-Finance] Aligning time series   Mikhail Beketov
  • [R-SIG-Finance] Aligning time series   Ilya Kipnis
    • [R-SIG-Finance] Aligning time series   Chirag Anand
  • [R-SIG-Finance] Aligning time series   David Reiner
    • [R-SIG-Finance] Aligning time series   Gei Lin
• [R-SIG-Finance] Second Announcement: 8th R/Rmetrics Workshop and Summer School, Paris 26-28 June 2014   P. Henaff
• [R-SIG-Finance] Blotter and historical options   Noah Silverman
  • [R-SIG-Finance] Blotter and historical options   Frank
  • [R-SIG-Finance] Blotter and historical options   Chinmay Patil
• [R-SIG-Finance] RQuantLib - Options value at maturity   Pedro Baltazar
  • [R-SIG-Finance] RQuantLib - Options value at maturity   Dominykas Grigonis
  • [R-SIG-Finance] RQuantLib - Options value at maturity   Pedro Baltazar
    • [R-SIG-Finance] RQuantLib - Options value at maturity   Dominykas Grigonis
      • [R-SIG-Finance] RQuantLib - Options value at maturity   Pedro Baltazar
      • [R-SIG-Finance] RQuantLib - Options value at maturity   Dominykas Grigonis
      • [R-SIG-Finance] RQuantLib - Options value at maturity   Pedro Baltazar
      • [R-SIG-Finance] RQuantLib - Options value at maturity   Dominykas Grigonis
  • [R-SIG-Finance] RQuantLib - Options value at maturity   Kris
• [R-SIG-Finance] Multiple regression information criterion   fernando
  • [R-SIG-Finance] Multiple regression information criterion   Dominykas Grigonis
    • [R-SIG-Finance] Multiple regression information criterion   fernando
      • [R-SIG-Finance] Multiple regression information criterion   Dominykas Grigonis
  • [R-SIG-Finance] Multiple regression information criterion   Dominykas Grigonis
• [R-SIG-Finance] simple GARCH model   Chris Urlaub
  • [R-SIG-Finance] simple GARCH model   Mark Knecht
    • [R-SIG-Finance] simple GARCH model   Mark Knecht
• [R-SIG-Finance] Scaling and Clustering of Financial Data   Adam Ginensky
  • [R-SIG-Finance] Scaling and Clustering of Financial Data   aschmid1
    • [R-SIG-Finance] Scaling and Clustering of Financial Data   Berk Orbay
  • [R-SIG-Finance] Scaling and Clustering of Financial Data   Dominykas Grigonis
    • [R-SIG-Finance] Scaling and Clustering of Financial Data   Adam Ginensky
      • [R-SIG-Finance] Scaling and Clustering of Financial Data   stefano iacus
• [R-SIG-Finance] index creation   BBands
• [R-SIG-Finance] RUGARCH --- "pdist" peculiarities wrt. a numerical optimization problem   Johannes Moser
  • [R-SIG-Finance] RUGARCH --- "pdist" peculiarities wrt. a numerical optimization problem   alexios ghalanos
• [R-SIG-Finance] Reminder regarding R/Finance 2014 Registration   Dirk Eddelbuettel
• [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV   Johannes Moser
  • [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV   Alexios Ghalanos
    • [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV   Johannes Moser
      • [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV   alexios ghalanos
      • [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV   Johannes Moser
      • [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV   Johannes Moser
      • [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV   Johannes Moser
• [R-SIG-Finance] Independence test rugarch package   philippe
  • [R-SIG-Finance] Independence test rugarch package   alexios ghalanos
    • [R-SIG-Finance] Independence test rugarch package   philippe
      • [R-SIG-Finance] Independence test rugarch package   alexios ghalanos
      • [R-SIG-Finance] Independence test rugarch package   philippe
• [R-SIG-Finance] CVA for swaps   Keith S Weintraub
• [R-SIG-Finance] rbbg connection problem   Aidan Corcoran
  • [R-SIG-Finance] rbbg connection problem   John Laing
    • [R-SIG-Finance] rbbg connection problem   Aidan Corcoran
      • [R-SIG-Finance] rbbg connection problem   John Laing
      • [R-SIG-Finance] rbbg connection problem   Aidan Corcoran
• [R-SIG-Finance] efficient code for nonlinear garch model   Milos Cipovic
  • [R-SIG-Finance] efficient code for nonlinear garch model   Patrick Burns
  • [R-SIG-Finance] efficient code for nonlinear garch model   ilya.kipnis at gmail.com
• [R-SIG-Finance] Mode list to mode numerical.... fast..   Steve Greiner
  • [R-SIG-Finance] Mode list to mode numerical.... fast..   Joshua Ulrich
    • [R-SIG-Finance] Mode list to mode numerical.... fast..   Dirk Eddelbuettel
  • [R-SIG-Finance] Mode list to mode numerical.... fast..   Mustafa Baydogan
    • [R-SIG-Finance] Mode list to mode numerical.... fast..   Mustafa Baydogan
• [R-SIG-Finance] preserving dates in output of tseries   aschmid1
  • [R-SIG-Finance] preserving dates in output of tseries   sean fallon
  • [R-SIG-Finance] preserving dates in output of tseries   Chinmay Patil
    • [R-SIG-Finance] preserving dates in output of tseries   aschmid1
• [R-SIG-Finance] moments (and/or density) for "std" in the "rugarch"-package or "TF2" in the "gamlss.dist"-package   Johannes Moser
• [R-SIG-Finance] Writing sell rules with quantstrat   fc_11
  • [R-SIG-Finance] Writing sell rules with quantstrat   Joshua Ulrich
  • [R-SIG-Finance] Writing sell rules with quantstrat   Ilya Kipnis
• [R-SIG-Finance] Paris R/Rmetrics Conference registration deadline - 15 May 2014   P. Henaff
• [R-SIG-Finance] Is TTR::volatility(..., calc="close") correct?   Ivan Popivanov
• [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?   Pablo Rios
  • [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?   fc_11
    • [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?   Joshua Ulrich
      • [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?   Pablo Rios
      • [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?   Pablo Rios
      • [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?   Chinmay Patil
      • [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?   Joshua Ulrich
      • [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?   amarjit chandhial
      • [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?   Pablo Rios
• [R-SIG-Finance] getSymbols not properly accounting for GOOGL's stock split.   Ilya Kipnis
  • [R-SIG-Finance] getSymbols not properly accounting for GOOGL's stock split.   Joshua Ulrich
• [R-SIG-Finance] clustering   BBands
  • [R-SIG-Finance] clustering   Neil Tiffin
• [R-SIG-Finance] quantstrat - object 'prefer' not found?   rPaulS
  • [R-SIG-Finance] quantstrat - object 'prefer' not found?   Joshua Ulrich
• [R-SIG-Finance] Implied Volatility   Katherine Gobin
  • [R-SIG-Finance] Implied Volatility   Oleg Mubarakshin
• [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation   Johannes Moser
  • [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation   Johannes Moser
    • [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation   alexios ghalanos
      • [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation   Johannes Moser
      • [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation   alexios ghalanos
      • [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation   Johannes Moser
      • [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation   alexios ghalanos
      • [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation   Johannes Moser
• [R-SIG-Finance] Volume data   Adam Ginensky
  • [R-SIG-Finance] Volume data   max nissman
• [R-SIG-Finance] [Announce] YUIMA package on CRAN   stefano iacus
• [R-SIG-Finance] GARCH fitted parametric distributions for copula fitting   Sebastian Ivanciu
  • [R-SIG-Finance] GARCH fitted parametric distributions for copula fitting   alexios ghalanos
• [R-SIG-Finance] fPortfolio and minimum variance portfolio   Albert Darenberg
  • [R-SIG-Finance] fPortfolio and minimum variance portfolio   amarjit chandhial
• [R-SIG-Finance] (no subject)   Wei-han Liu
  • [R-SIG-Finance] (no subject)   alexios ghalanos
  • [R-SIG-Finance] (no subject)   Wei-han Liu
• [R-SIG-Finance] Excel price function   Katherine Gobin
• [R-SIG-Finance] fPortfolio and Matlab: Different results for the tagency portfolio   Albert Darenberg
  • [R-SIG-Finance] fPortfolio and Matlab: Different results for the tagency portfolio   Albert Darenberg
• [R-SIG-Finance] fPortfolio and tangency portfolio for two assets   allbert.darenberg
• [R-SIG-Finance] A question on Time series analysis   Christofer Bogaso
  • [R-SIG-Finance] A question on Time series analysis   Dominykas Grigonis
    • [R-SIG-Finance] A question on Time series analysis   Dominykas Grigonis
• [R-SIG-Finance] generalized beta G distribution   Wei-han Liu
• [R-SIG-Finance] change-point detection in highly dependent time series   Johannes Moser
  • [R-SIG-Finance] change-point detection in highly dependent time series   cen six
    • [R-SIG-Finance] change-point detection in highly dependent time series   Johannes Moser
• [R-SIG-Finance] stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS   amarjit chandhial
  • [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS   amarjit chandhial
    • [R-SIG-Finance] Fw: Fw: stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS   amarjit chandhial
      • [R-SIG-Finance] Fw: Fw: Fw: stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS   amarjit chandhial
      • [R-SIG-Finance] Fwd: Fw: Fw: stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS   amarjit chandhial
• [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model   PoddyOne
  • [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model   alexios ghalanos
    • [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model   PoddyOne
      • [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model   PoddyOne
      • [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model   Alexios Ghalanos
• [R-SIG-Finance] Changing (seasonal) conditional distribution   Francis X. Diebold
• [R-SIG-Finance] R/Finance 2014 photos   Oleg Mubarakshin
• [R-SIG-Finance] R/Finance 2014 slides   Dirk Eddelbuettel
  • [R-SIG-Finance] R/Finance 2014 slides   Dirk Eddelbuettel
• [R-SIG-Finance] Collaborative R, Python, MATLAB, and Excel plotting. Also Streaming Graphs.   Matt Sundquist
• [R-SIG-Finance] Rbbg (formerly RBloomberg) -- Pulling portfolio data   Sarran, Paul
• [R-SIG-Finance] [rugarch package] SIgn Bias Test   Zirael
  • [R-SIG-Finance] [rugarch package] SIgn Bias Test   alexios ghalanos
    • [R-SIG-Finance] [rugarch package] SIgn Bias Test   Zirael
• [R-SIG-Finance] R Bitcoin Charts API packge 1.0.1 released   Thomas Fuller
• [R-SIG-Finance] understanding an error from ugarchfit   firhat.nawfan.h
  • [R-SIG-Finance] understanding an error from ugarchfit   Alexios Ghalanos
    • [R-SIG-Finance] understanding an error from ugarchfit   firhat.nawfan.h
      • [R-SIG-Finance] understanding an error from ugarchfit   alexios ghalanos
• [R-SIG-Finance] Time Varying Higher Moments - racd?   Mark Knecht
  • [R-SIG-Finance] Time Varying Higher Moments - racd?   Joshua Ulrich
    • [R-SIG-Finance] Time Varying Higher Moments - racd?   alexios ghalanos
      • [R-SIG-Finance] Time Varying Higher Moments - racd?   Mark Knecht
      • [R-SIG-Finance] Time Varying Higher Moments - racd?   alexios ghalanos
      • [R-SIG-Finance] Time Varying Higher Moments - racd?   Mark Knecht
      • [R-SIG-Finance] Time Varying Higher Moments - racd?   Alexios Ghalanos
      • [R-SIG-Finance] Time Varying Higher Moments - racd?   Mark Knecht
      • [R-SIG-Finance] Time Varying Higher Moments - racd?   alexios ghalanos
      • [R-SIG-Finance] Time Varying Higher Moments - racd?   Mark Knecht
• [R-SIG-Finance] Simulating returns using copula and SPD distribution   Guillaume PEALAT
  • [R-SIG-Finance] Simulating returns using copula and SPD distribution   alexios ghalanos
    • [R-SIG-Finance] Simulating returns using copula and SPD distribution   Guillaume PEALAT
      • [R-SIG-Finance] Simulating returns using copula and SPD distribution   alexios ghalanos
• [R-SIG-Finance] simple question   walmir-rodrigues
  • [R-SIG-Finance] simple question   Wilson Freitas
• [R-SIG-Finance] Unable to run the risk stops in the quantstrat "macd" demo?   Clay .
  • [R-SIG-Finance] Unable to run the risk stops in the quantstrat "macd" demo?   Clay .
• [R-SIG-Finance] MACD demo fix   Evelyn Mitchell
• [R-SIG-Finance] R/Rmetrics Paris 26-28 June 2014   Diethelm Wuertz
• [R-SIG-Finance] R Shiny   Diethelm Wuertz
• [R-SIG-Finance] Does the current packages support getting the sector->industry(for example Money Center Bks (^YHOh750)) data from yahoo?   Alu
  • [R-SIG-Finance] Does the current packages support getting the sector->industry(for example Money Center Bks (^YHOh750)) data from yahoo?   Joshua Ulrich
• [R-SIG-Finance] News impact curves for various GARCH models in the rugarch-package   Johannes Moser
  • [R-SIG-Finance] News impact curves for various GARCH models in the rugarch-package   Johannes Moser
    • [R-SIG-Finance] News impact curves for various GARCH models in the rugarch-package   alexios ghalanos
    • [R-SIG-Finance] News impact curves for various GARCH models in the rugarch-package   aschmid1
• [R-SIG-Finance] fPortfolio and maxreturnPortfolio   pierrelequeux
• [R-SIG-Finance] Kalman Filter Implementation in R   Manuj Goel
  • [R-SIG-Finance] Kalman Filter Implementation in R   Suzen, Mehmet
  • [R-SIG-Finance] Kalman Filter Implementation in R   Mark Knecht
  • [R-SIG-Finance] Kalman Filter Implementation in R   Andrew Piskorski
• [R-SIG-Finance] Applying transformations to timeSeries objects   nacho
  • [R-SIG-Finance] Applying transformations to timeSeries objects   Robert Harlow
    • [R-SIG-Finance] Applying transformations to timeSeries objects   nacho
• [R-SIG-Finance] Scale parameter in fit.control option from "ugarchfit" rugarch function   Jaimie Villanueva
  • [R-SIG-Finance] Scale parameter in fit.control option from "ugarchfit" rugarch function   alexios ghalanos
    • [R-SIG-Finance] Scale parameter in fit.control option from "ugarchfit" rugarch function   Jaimie
• [R-SIG-Finance] Fwd: Re: News impact curves for various GARCH models in the rugarch-package   aschmid1
• [R-SIG-Finance] rugarch question   jun wang
  • [R-SIG-Finance] rugarch question   alexios ghalanos
    • [R-SIG-Finance] rugarch question   jun wang
      • [R-SIG-Finance] rugarch question   alexios ghalanos
• [R-SIG-Finance] Query about mcsGARCH (rugarch package)   Ferguson, William
  • [R-SIG-Finance] Query about mcsGARCH (rugarch package)   alexios ghalanos
• [R-SIG-Finance] A question on Forward Price   Christofer Bogaso
  • [R-SIG-Finance] A question on Forward Price   Michael Weylandt
    • [R-SIG-Finance] A question on Forward Price   Christofer Bogaso
      • [R-SIG-Finance] A question on Forward Price   Dominykas Grigonis
      • [R-SIG-Finance] A question on Forward Price   Michael Weylandt
      • [R-SIG-Finance] A question on Forward Price   Christofer Bogaso
      • [R-SIG-Finance] A question on Forward Price   Dominykas Grigonis
      • [R-SIG-Finance] A question on Forward Price   Christofer Bogaso
      • [R-SIG-Finance] A question on Forward Price   Dominykas Grigonis
      • [R-SIG-Finance] A question on Forward Price   Michael Weylandt
      • [R-SIG-Finance] A question on Forward Price   Christofer Bogaso
      • [R-SIG-Finance] A question on Forward Price   Dominykas Grigonis

Last message date: Mon Jun 30 01:07:03 CEST 2014
Archived on: Mon Jun 30 01:07:08 CEST 2014

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