Third quarter 2011 Archives by author

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Starting: Fri Jul 1 09:03:14 CEST 2011
Ending: Fri Sep 30 22:37:24 CEST 2011
Messages: 491

• [R-SIG-Finance] (no subject)   4dscape.com
• [R-SIG-Finance] rgarch package problems   4dscape.com
• [R-SIG-Finance] EGARCH   4dscape.com
• [R-SIG-Finance] Why does the curve() doesn't work for negative binomial distribution?   R. Michael Weylandt <michael.weylandt at gmail.com>
• [R-SIG-Finance] extract a particular hour of tick data from multiple days form xts object   Muhammad Abuizzah
• [R-SIG-Finance] (no subject)   Amjad Ali
• [R-SIG-Finance] (no subject)   Amjad Ali
• [R-SIG-Finance] (no subject)   Amjad Ali
• [R-SIG-Finance] EGARCH   Liviu Andronic
• [R-SIG-Finance] EGARCH   Liviu Andronic
• [R-SIG-Finance] Get Tick data from IBrokers   Jacopo Anselmi
• [R-SIG-Finance] Fwd: Get Tick data from IBrokers   Jacopo Anselmi
• [R-SIG-Finance] RBloomberg - no historical date retrieved since yesterday for ES1 Index   Whit Armstrong
• [R-SIG-Finance] Why does the curve() doesn't work for negative binomial distribution?   Arun.stat
• [R-SIG-Finance] Cointegration   Arun.stat
• [R-SIG-Finance] Cointegration   Arun.stat
• [R-SIG-Finance] rgarch package problems   Arun.stat
• [R-SIG-Finance] QuantStrat Using ^NYA   Dan Avery
• [R-SIG-Finance] Quantstrat Delayed Execution   Dan Avery
• [R-SIG-Finance] SMA & large n   BBands
• [R-SIG-Finance] Displaying candle data for thinly traded stocks   BBands
• [R-SIG-Finance] Test data   BBands
• [R-SIG-Finance] Test data   BBands
• [R-SIG-Finance] Fwd: Test data   BBands
• [R-SIG-Finance] CCCgarch.MM in PortfolioAnalytics   Alex Bird
• [R-SIG-Finance] probable error in Omega (PerformanceAnalytics) calculation   Alex Bird
• [R-SIG-Finance] probable error in Omega (PerformanceAnalytics) calculation   Alex Bird
• [R-SIG-Finance] dcc-garch conditional moments in rmgarch (rgarch) package   Alex Bird
• [R-SIG-Finance] RBloomberg - no historical date retrieved since yesterday for ES1 Index   Sergio Bizzotto
• [R-SIG-Finance] RBloomberg - no historical date retrieved since yesterday for ES1 Index   Sergio Bizzotto
• [R-SIG-Finance] Sharpe's algorithm for portfolio improvement   John P. Burkett
• [R-SIG-Finance] Sharpe's algorithm for portfolio improvement   John P. Burkett
• [R-SIG-Finance] Sharpe's algorithm for portfolio improvement   John P. Burkett
• [R-SIG-Finance] Sharpe's algorithm for portfolio improvement   John P. Burkett
• [R-SIG-Finance] Sharpe's algorithm for portfolio improvement   John P. Burkett
• [R-SIG-Finance] Sharpe's algorithm for portfolio improvement   John P. Burkett
• [R-SIG-Finance] Sharpe's algorithm for portfolio improvement   John P. Burkett
• [R-SIG-Finance] Continuous Online GARCH   Patrick Burns
• [R-SIG-Finance] convert volatility of log returns to dollars   Patrick Burns
• [R-SIG-Finance] Sharpe's algorithm for portfolio improvement   Patrick Burns
• [R-SIG-Finance] Strategies based on Neural Networks (or SVMs) - any experience with R ?   Patrick Burns
• [R-SIG-Finance] missing data in return series...   Patrick Burns
• [R-SIG-Finance] Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics   Peter Carl
• [R-SIG-Finance] Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics   Peter Carl
• [R-SIG-Finance] PerformanceAnalytics apply.rolling with NAs   Peter Carl
• [R-SIG-Finance] PerformanceAnalytics - Style Analysis- plotting R squared over time   Peter Carl
• [R-SIG-Finance] PerformanceAnalytics - Style Analysis- plotting R squared over time   Peter Carl
• [R-SIG-Finance] PerformanceAnalytics - Style Analysis- plotting R squared over time   Peter Carl
• [R-SIG-Finance] PerformanceAnalytics - Style Analysis- plotting R squared over time   Peter Carl
• [R-SIG-Finance] Open to Close to Open data transformation (quantmod, xts and possibly zoo) + chart.TimeSeries   Peter Carl
• [R-SIG-Finance] GMM and IV with panel data   Cecilia Carmo
• [R-SIG-Finance] plm package, R squared, dummies in panel data   Cecilia Carmo
• [R-SIG-Finance] Need help for calculating 9 period cci   Daniel Cegiełka
• [R-SIG-Finance] Filtering dates/times from zoo/xts series   Daniel Cegiełka
• [R-SIG-Finance] Filtering dates/times from zoo/xts series   Daniel Cegiełka
• [R-SIG-Finance] Filtering dates/times from zoo/xts series   Daniel Cegiełka
• [R-SIG-Finance] Strategies based on Neural Networks (or SVMs) - any experience with R ?   Stephen Choularton
• [R-SIG-Finance] Strategies based on Neural Networks (or SVMs) - any experience with R ?   Stephen Choularton
• [R-SIG-Finance] Strategies based on Neural Networks (or SVMs) - any experience with R ?   Stephen Choularton
• [R-SIG-Finance] Sharpe's algorithm for portfolio improvement   Marc Delvaux
• [R-SIG-Finance] simple arma model   Rob van Dijk
• [R-SIG-Finance] SMA & large n   Anna Dunietz
• [R-SIG-Finance] Stock Model Question!   Anna Dunietz
• [R-SIG-Finance] [R] how to vectorize EuropeanOptio nImpliedVolatility   Dirk Eddelbuettel
• [R-SIG-Finance] EGARCH   Dirk Eddelbuettel
• [R-SIG-Finance] Cache functions   Dirk Eddelbuettel
• [R-SIG-Finance] Found interesting opportunity..   Dirk Eddelbuettel
• [R-SIG-Finance] SMA & large n   Dirk Eddelbuettel
• [R-SIG-Finance] Test data   Dirk Eddelbuettel
• [R-SIG-Finance] Weird problem with latest RQuantLib not working with QuantMod on R 2.13.1   Dirk Eddelbuettel
• [R-SIG-Finance] Weird problem with latest RQuantLib not working with QuantMod on R 2.13.1   Dirk Eddelbuettel
• [R-SIG-Finance] Weird problem with latest RQuantLib not working with QuantMod on R 2.13.1   Dirk Eddelbuettel
• [R-SIG-Finance] Test data   Dirk Eddelbuettel
• [R-SIG-Finance] rgarch package - VAR in DCC model example   Jacek Ernie
• [R-SIG-Finance] How to use PCA output to hedge level and slope   Rob Forler
• [R-SIG-Finance] Calculating historical returns of a set of trade rules over multiple assets   Charlie Friedemann
• [R-SIG-Finance] Blotter updatePortf function can't find historical data in non global environment   Charlie Friedemann
• [R-SIG-Finance] Blotter updatePortf function can't find historical data in non global environment   Charlie Friedemann
• [R-SIG-Finance] Blotter updatePortf function can't find historical data in non global environment   Charlie Friedemann
• [R-SIG-Finance] Indexing minute data with indexing package   Charlie Friedemann
• [R-SIG-Finance] Back test 20 years   Michael Gates
• [R-SIG-Finance] How to use R for Day Trading only?   FX Going
• [R-SIG-Finance] Back test 20 years   Guy Green
• [R-SIG-Finance] PerformanceAnalytics apply.rolling with NAs   Gabor Grothendieck
• [R-SIG-Finance] problem with chart.TimeSeries()   Gabor Grothendieck
• [R-SIG-Finance] Error with Rollmean   Gabor Grothendieck
• [R-SIG-Finance] Error with Rollmean   Gabor Grothendieck
• [R-SIG-Finance] Error with Rollmean   Gabor Grothendieck
• [R-SIG-Finance] Strategies based on Neural Networks (or SVMs) - any experience with R ?   José Fernando Moreno Gutiérrez
• [R-SIG-Finance] RBloomberg   José Fernando Moreno Gutiérrez
• [R-SIG-Finance] RBloomberg   José Fernando Moreno Gutiérrez
• [R-SIG-Finance] PerformanceAnalytics - Style Analysis- plotting R squared over time   Philipp Haumueller
• [R-SIG-Finance] PerformanceAnalytics - Style Analysis- plotting R squared over time   Philipp Haumueller
• [R-SIG-Finance] PerformanceAnalytics - Style Analysis- plotting R squared over time   Philipp Haumueller
• [R-SIG-Finance] Strategies based on Neural Networks (or SVMs) - any experience with R ?   Gentil Homme
• [R-SIG-Finance] Quantmod modelData with datetime format   Gentil Homme
• [R-SIG-Finance] RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"   Ben Hurh
• [R-SIG-Finance] RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"   Ben Hurh
• [R-SIG-Finance] Accessing Bloomberg historic data for invalid codes with RBloomberg   Ben Hurh
• [R-SIG-Finance] Quantstrat - trading not just Crossovers (e.g. Moving Average)   Igor
• [R-SIG-Finance] rgarch package - VAR in DCC model example   Jacek
• [R-SIG-Finance] rgarch package - VAR in DCC model example   Jacek
• [R-SIG-Finance] Problem with TTR - stockSymbols   Owe Jessen
• [R-SIG-Finance] (no subject)   Cedrick Johnson
• [R-SIG-Finance] Currency data from GOOGLE/Yahoo finance.   Ashim Kapoor
• [R-SIG-Finance] Currency data from GOOGLE/Yahoo finance.   Ashim Kapoor
• [R-SIG-Finance] Question about rugarch: ARFIMA   John Kerpel
• [R-SIG-Finance] Error with Rollmean   John Kerpel
• [R-SIG-Finance] Error with Rollmean   John Kerpel
• [R-SIG-Finance] Date conversion using POSIXct   John Kerpel
• [R-SIG-Finance] Follw-up: Date conversion using POSIXct   John Kerpel
• [R-SIG-Finance] (no subject)   Bharat Kherwa
• [R-SIG-Finance] Help needed for accessing factor data,   Bharat Kherwa
• [R-SIG-Finance] Help needed for accessing factor data,   Bharat Kherwa
• [R-SIG-Finance] Need help for calculating 9 period cci   Bharat Kherwa
• [R-SIG-Finance] Need help for calculating 9 period cci   Bharat Kherwa
• [R-SIG-Finance] Simulating inhomogeneous Poisson process without loop   Krishna
• [R-SIG-Finance] Error with getSymbols   SNV Krishna
• [R-SIG-Finance] Error with getSymbols   SNV Krishna
• [R-SIG-Finance] Filtering dates/times from zoo/xts series   Arun Krishnamoorthy
• [R-SIG-Finance] label in add.indicator not accepted (quantstrat)   Daniel Krizian
• [R-SIG-Finance] label in add.indicator not accepted (quantstrat)   Daniel Krizian
• [R-SIG-Finance] delay argument of ruleSignal buggy ? (quantstrat)   Daniel Krizian
• [R-SIG-Finance] delay argument of ruleSignal buggy ? (quantstrat)   Daniel Krizian
• [R-SIG-Finance] delay argument of ruleSignal buggy ? (quantstrat)   Daniel Krizian
• [R-SIG-Finance] Swing options   Holger Kömm
• [R-SIG-Finance] RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"   John Laing
• [R-SIG-Finance] RBloomberg builds   John Laing
• [R-SIG-Finance] RBloomberg   John Laing
• [R-SIG-Finance] RBloomberg - no historical date retrieved since yesterday for ES1 Index   John Laing
• [R-SIG-Finance] blpConnect hangs with RBloomberg 0.4-150 on R2.13.1   John Laing
• [R-SIG-Finance] RBloomberg   John Laing
• [R-SIG-Finance] RBloomberg   John Laing
• [R-SIG-Finance] RBloomberg   John Laing
• [R-SIG-Finance] Problem with RBloomberg and xts.   John Laing
• [R-SIG-Finance] Problem with RBloomberg and xts.   John Laing
• [R-SIG-Finance] RBloomberg connection options   John Laing
• [R-SIG-Finance] statistical remedy needed   Mark Leeds
• [R-SIG-Finance] statistical remedy needed   Mark Leeds
• [R-SIG-Finance] omega ratio paper   Mark Leeds
• [R-SIG-Finance] RBloomberg Loop   Brian Leidich
• [R-SIG-Finance] Problem with RBloomberg and xts.   Brian Leidich
• [R-SIG-Finance] quantmod: overlay plots   Gei Lin
• [R-SIG-Finance] How to set Color scale for color2D.matplot()   Youcheng Lin
• [R-SIG-Finance] Simulating inhomogeneous Poisson process without loop   Tristan Linke
• [R-SIG-Finance] Coskewness matrix   Maheshwari, Dhruv
• [R-SIG-Finance] RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"   David Mansfield
• [R-SIG-Finance] How to add net lines to quantmod charts   Stergios Marinopoulos
• [R-SIG-Finance] Confirm orders in TWS (Interactive Brokers)   Stergios Marinopoulos
• [R-SIG-Finance] PerformanceAnalytics apply.rolling with NAs   Dean Marks
• [R-SIG-Finance] PerformanceAnalytics apply.rolling with NAs   Dean Marks
• [R-SIG-Finance] PerformanceAnalytics apply.rolling with NAs   Dean Marks
• [R-SIG-Finance] Bruno's Panel Data LSDVC Routine   George Matysiak
• [R-SIG-Finance] getQuote problem   Zachary Mayer
• [R-SIG-Finance] Found interesting opportunity..   Fabrice McShort
• [R-SIG-Finance] RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"   Ana Nelson
• [R-SIG-Finance] Accessing Bloomberg historic data for invalid codes with RBloomberg   Ana Nelson
• [R-SIG-Finance] RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"   Ana Nelson
• [R-SIG-Finance] Simulating inhomogeneous Poisson process without loop   Harun Ozkan
• [R-SIG-Finance] AR-GARCH with additional variable - estimation problem   Marcin P?�ciennik
• [R-SIG-Finance] AR-GARCH with additional variable - estimation problem   Marcin P?�ciennik
• [R-SIG-Finance] Dummy variable regression   Marcin P?�ciennik
• [R-SIG-Finance] quantmod::saveSymbols not working properly for me   Samo Pahor
• [R-SIG-Finance] getQuote problem   Samo Pahor
• [R-SIG-Finance] Performace problems using IBrokers and reqMktData   Samo Pahor
• [R-SIG-Finance] How to add net lines to quantmod charts   Samo Pahor
• [R-SIG-Finance] How to add net lines to quantmod charts   Samo Pahor
• [R-SIG-Finance] IBrokers: reqMktData, but for LastPrice only   Johnny Paulo
• [R-SIG-Finance] How to know when an XTS row is at a particular interval   Brian G. Peterson
• [R-SIG-Finance] How to know when an XTS row is at a particular interval   Brian G. Peterson
• [R-SIG-Finance] Interactive Brokers   Brian G. Peterson
• [R-SIG-Finance] Quantstrat demos   Brian G. Peterson
• [R-SIG-Finance] variable scope with ewrapper in IBrokers   Brian G. Peterson
• [R-SIG-Finance] rgarch package problems   Brian G. Peterson
• [R-SIG-Finance] Quantstrat stoplimit orders not triggered   Brian G. Peterson
• [R-SIG-Finance] How to Get option prices of first and expiry date alone   Brian G. Peterson
• [R-SIG-Finance] Dealing with multiple series which are not exactly same w.r.t date/time   Brian G. Peterson
• [R-SIG-Finance] label in add.indicator not accepted (quantstrat)   Brian G. Peterson
• [R-SIG-Finance] Sharpe's algorithm for portfolio improvement   Brian G. Peterson
• [R-SIG-Finance] Sharpe's algorithm for portfolio improvement   Brian G. Peterson
• [R-SIG-Finance] Mean of ticks within a bar??   Brian G. Peterson
• [R-SIG-Finance] Sharpe's algorithm for portfolio improvement   Brian G. Peterson
• [R-SIG-Finance] Sharpe's algorithm for portfolio improvement   Brian G. Peterson
• [R-SIG-Finance] Sharpe's algorithm for portfolio improvement   Brian G. Peterson
• [R-SIG-Finance] rjava & RBloomberg   Brian G. Peterson
• [R-SIG-Finance] delay argument of ruleSignal buggy ? (quantstrat)   Brian G. Peterson
• [R-SIG-Finance] Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics   Brian G. Peterson
• [R-SIG-Finance] quantmod charting problems   Brian G. Peterson
• [R-SIG-Finance] Strategies based on Neural Networks (or SVMs) - any experience with R ?   Brian G. Peterson
• [R-SIG-Finance] Quantstrat - trading not just Crossovers (e.g. Moving Average)   Brian G. Peterson
• [R-SIG-Finance] Quantstrat - trading not just Crossovers (e.g. Moving Average)   Brian G. Peterson
• [R-SIG-Finance] [R] Quantstrat package question   Brian G. Peterson
• [R-SIG-Finance] [R] Quantstrat package question   Brian G. Peterson
• [R-SIG-Finance] How to use R for Day Trading only?   Brian G. Peterson
• [R-SIG-Finance] [R] Txnfees function in quantstrat   Brian G. Peterson
• [R-SIG-Finance] [R] A discrepancy in Num.Trades from 'tradeStats' function   Brian G. Peterson
• [R-SIG-Finance] Trigger a rule based on more than one signal?   Brian G. Peterson
• [R-SIG-Finance] performance for intraday trading?   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics apply.rolling with NAs   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics apply.rolling with NAs   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics apply.rolling with NAs   Brian G. Peterson
• [R-SIG-Finance] Parameters setting for multiple indicators with the same argument names   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics - Style Analysis- plotting R squared over time   Brian G. Peterson
• [R-SIG-Finance] Parameters setting for multiple indicators with the same argument names   Brian G. Peterson
• [R-SIG-Finance] VaR: results unreliable   Brian G. Peterson
• [R-SIG-Finance] Blotter updatePortf function can't find historical data in non global environment   Brian G. Peterson
• [R-SIG-Finance] probable error in Omega (PerformanceAnalytics) calculation   Brian G. Peterson
• [R-SIG-Finance] problem with chart.TimeSeries()   Brian G. Peterson
• [R-SIG-Finance] xts NA date for   Brian G. Peterson
• [R-SIG-Finance] Filtering dates/times from zoo/xts series   Brian G. Peterson
• [R-SIG-Finance] Filtering dates/times from zoo/xts series   Brian G. Peterson
• [R-SIG-Finance] How to determine the efficient frontier portfolios using the Black-Litterman model?   Brian G. Peterson
• [R-SIG-Finance] Stock Model Question!   Brian G. Peterson
• [R-SIG-Finance] extract a particular hour of tick data from multiple days form xts object   Brian G. Peterson
• [R-SIG-Finance] Displaying candle data for thinly traded stocks   Stefan Petry
• [R-SIG-Finance] xts NA date for   Dan Potter
• [R-SIG-Finance] xts NA date for   Dan Potter
• [R-SIG-Finance] xts NA date for   Dan Potter
• [R-SIG-Finance] Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics   Idris Raja
• [R-SIG-Finance] Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics   Idris Raja
• [R-SIG-Finance] Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics   Idris Raja
• [R-SIG-Finance] Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics   Idris Raja
• [R-SIG-Finance] Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics   Idris Raja
• [R-SIG-Finance] Error with getSymbols   Idris Raja
• [R-SIG-Finance] SABR Volatility   Raghuraman Ramachandran
• [R-SIG-Finance] RBloomberg connection options   David Reiner
• [R-SIG-Finance] [SPAM] - Re: SMA & large n - Email found in subject   David Reiner
• [R-SIG-Finance] RBloomberg connection options - Email found in subject   David Reiner
• [R-SIG-Finance] The C function getQ0 returns a non-positive covariance matrix and causes errors in arima()   Raphael Rossignol
• [R-SIG-Finance] Quantstrat - trading not just Crossovers (e.g. Moving Average)   Kent Russell
• [R-SIG-Finance] PerformanceAnalytics - Style Analysis- plotting R squared over time   Kent Russell
• [R-SIG-Finance] quantmod::saveSymbols not working properly for me   Jeff Ryan
• [R-SIG-Finance] quantmod::saveSymbols not working properly for me   Jeff Ryan
• [R-SIG-Finance] Iterating through subset of XTS object   Jeff Ryan
• [R-SIG-Finance] variable scope with ewrapper in IBrokers   Jeff Ryan
• [R-SIG-Finance] SABR Volatility   Jeff Ryan
• [R-SIG-Finance] Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics   Jeff Ryan
• [R-SIG-Finance] Change Size of Axis and Labels in chart.RollingPerformance in package PerformanceAnalytics   Jeff Ryan
• [R-SIG-Finance] PerformanceAnalytics - Style Analysis- plotting R squared over time   Jeff Ryan
• [R-SIG-Finance] Back test 20 years   Jeffrey Ryan
• [R-SIG-Finance] Weird hourly timestamping problem where hours get lost   Jeffrey Ryan
• [R-SIG-Finance] About AR（1）-GJR-GARCH(1,1) MODEL   Jeffrey Ryan
• [R-SIG-Finance] Mean of ticks within a bar??   Jeffrey Ryan
• [R-SIG-Finance] Mean of ticks within a bar??   Jeffrey Ryan
• [R-SIG-Finance] Placing Combo orders with IBrokers   Jeffrey Ryan
• [R-SIG-Finance] Error with getSymbols   Jeffrey Ryan
• [R-SIG-Finance] Repost: record and playback in IBrokers   Jeffrey Ryan
• [R-SIG-Finance] Combined seasonal data using xts   Jeffrey Ryan
• [R-SIG-Finance] How to use R for Day Trading only?   Jeffrey Ryan
• [R-SIG-Finance] Get Tick data from IBrokers   Jeffrey Ryan
• [R-SIG-Finance] connecting to IB via R   Jeffrey Ryan
• [R-SIG-Finance] xts NA date for   Jeffrey Ryan
• [R-SIG-Finance] xts NA date for   Jeffrey Ryan
• [R-SIG-Finance] xts NA date for   Jeffrey Ryan
• [R-SIG-Finance] xts NA date for   Jeffrey Ryan
• [R-SIG-Finance] Displaying candle data for thinly traded stocks   Jeffrey Ryan
• [R-SIG-Finance] Weird problem with latest RQuantLib not working with QuantMod on R 2.13.1   Jeffrey Ryan
• [R-SIG-Finance] How to Get option prices of first and expiry date alone   Subramanian S
• [R-SIG-Finance] Quantstrat demos   Subramanian S
• [R-SIG-Finance] Quantstrat demos   Subramanian S
• [R-SIG-Finance] How to Get option prices of first and expiry date alone   Subramanian S
• [R-SIG-Finance] Dealing with multiple series which are not exactly same w.r.t date/time   Subramanian S
• [R-SIG-Finance] Dealing with multiple series which are not exactly same w.r.t date/time   Subramanian S
• [R-SIG-Finance] statistical remedy needed   Arun Kumar Saha
• [R-SIG-Finance] [R-SIG-Fin​ance] convert volatility of log returns to dollars   Arun Kumar Saha
• [R-SIG-Finance] Running R on a Computer Cluster in the Cloud - cloudnumbers.com   Markus Schmidberger
• [R-SIG-Finance] Sharpe's algorithm for portfolio improvement   Enrico Schumann
• [R-SIG-Finance] Sharpe's algorithm for portfolio improvement   Enrico Schumann
• [R-SIG-Finance] Sharpe's algorithm for portfolio improvement   Enrico Schumann
• [R-SIG-Finance] Sharpe's algorithm for portfolio improvement   Enrico Schumann
• [R-SIG-Finance] Currency data from GOOGLE/Yahoo finance.   Enrico Schumann
• [R-SIG-Finance] Currency data from GOOGLE/Yahoo finance.   Enrico Schumann
• [R-SIG-Finance] Currency data from GOOGLE/Yahoo finance.   Enrico Schumann
• [R-SIG-Finance] portfolio.optim   Enrico Schumann
• [R-SIG-Finance] quantmod::saveSymbols not working properly for me   G See
• [R-SIG-Finance] Quantstrat stoplimit orders not triggered   G See
• [R-SIG-Finance] Quantstrat stoplimit orders not triggered   G See
• [R-SIG-Finance] Quantstrat stoplimit orders not triggered   G See
• [R-SIG-Finance] Quantstrat stoplimit orders not triggered   G See
• [R-SIG-Finance] Quantstrat stoplimit orders not triggered   G See
• [R-SIG-Finance] Quantstrat stoplimit orders not triggered   G See
• [R-SIG-Finance] Quantstrat stoplimit orders not triggered   G See
• [R-SIG-Finance] getQuote problem   G See
• [R-SIG-Finance] Mean of ticks within a bar??   G See
• [R-SIG-Finance] Mean of ticks within a bar??   G See
• [R-SIG-Finance] quantstrat: PROBLEM WITH APPLYSIGNAL Error in match.names(column, colnames(data)) : argument "column" is missing, with no default   G See
• [R-SIG-Finance] quantstrat: PROBLEM WITH APPLYSIGNAL Error in match.names(column, colnames(data)) : argument "column" is missing, with no default   G See
• [R-SIG-Finance] combo order IBrokers   G See
• [R-SIG-Finance] quantmod and stock splits   G See
• [R-SIG-Finance] Blotter updatePortf function can't find historical data in non global environment   G See
• [R-SIG-Finance] Blotter updatePortf function can't find historical data in non global environment   G See
• [R-SIG-Finance] Blotter updatePortf function can't find historical data in non global environment   G See
• [R-SIG-Finance] QuantStrat Using ^NYA   G See
• [R-SIG-Finance] IBrokers: reqMktData, but for LastPrice only   G See
• [R-SIG-Finance] IBrokers: reqMktData, but for LastPrice only   G See
• [R-SIG-Finance] IBrokers: reqMktData, but for LastPrice only   G See
• [R-SIG-Finance] xts NA date for   G See
• [R-SIG-Finance] Open to Close to Open data transformation (quantmod, xts and possibly zoo)   G See
• [R-SIG-Finance] Open to Close to Open data transformation (quantmod, xts and possibly zoo)   G See
• [R-SIG-Finance] Filtering dates/times from zoo/xts series   G See
• [R-SIG-Finance] quantmod: overlay plots   G See
• [R-SIG-Finance] Displaying candle data for thinly traded stocks   G See
• [R-SIG-Finance] EGARCH   Papa Senyo
• [R-SIG-Finance] EGARCH   Papa Senyo
• [R-SIG-Finance] VaR: results unreliable   Papa Senyo
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 88, Issue 12   Papa Senyo
• [R-SIG-Finance] Supply position vector as input in ttrTests   Andrew Shacklock
• [R-SIG-Finance] RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"   Larry Shank
• [R-SIG-Finance] Correlations by season   Ira Sharenow
• [R-SIG-Finance] Combined seasonal data using xts   Ira Sharenow
• [R-SIG-Finance] Combined seasonal data using xts   Ira Sharenow
• [R-SIG-Finance] Iterating through subset of XTS object   Noah Silverman
• [R-SIG-Finance] How to know when an XTS row is at a particular interval   Noah Silverman
• [R-SIG-Finance] How to know when an XTS row is at a particular interval   Noah Silverman
• [R-SIG-Finance] How to know when an XTS row is at a particular interval   Noah Silverman
• [R-SIG-Finance] Continuous Online GARCH   Noah Silverman
• [R-SIG-Finance] Interactive Brokers   Noah Silverman
• [R-SIG-Finance] Interactive Brokers   Noah Silverman
• [R-SIG-Finance] IBrokers - record and playback   Noah Silverman
• [R-SIG-Finance] variable scope with ewrapper in IBrokers   Noah Silverman
• [R-SIG-Finance] variable scope with ewrapper in IBrokers   Noah Silverman
• [R-SIG-Finance] convert volatility of log returns to dollars   Noah Silverman
• [R-SIG-Finance] convert volatility of log returns to dollars   Noah Silverman
• [R-SIG-Finance] Mean of ticks within a bar??   Noah Silverman
• [R-SIG-Finance] Repost: record and playback in IBrokers   Noah Silverman
• [R-SIG-Finance] IBrokers - persistant data eWrapper   Noah Silverman
• [R-SIG-Finance] Confirm orders in TWS (Interactive Brokers)   Noah Silverman
• [R-SIG-Finance] Confirm orders in TWS (Interactive Brokers)   Noah Silverman
• [R-SIG-Finance] making bars on exact times   Noah Silverman
• [R-SIG-Finance] Problem with RBloomberg and xts.   Artem Simonov
• [R-SIG-Finance] Tools to calculate resistances and supports   Paul Smith
• [R-SIG-Finance] Tools to calculate resistances and supports   Paul Smith
• [R-SIG-Finance] Placing Combo orders with IBrokers   Preston Smith
• [R-SIG-Finance] Moving averages etcetera over time periods on ragged data   Worik Stanton
• [R-SIG-Finance] Problem with stoch   Worik Stanton
• [R-SIG-Finance] Test data   Worik Stanton
• [R-SIG-Finance] How to know when an XTS row is at a particular interval   Ulrich Staudinger
• [R-SIG-Finance] How to know when an XTS row is at a particular interval   Ulrich Staudinger
• [R-SIG-Finance] Back test 20 years   Ulrich Staudinger
• [R-SIG-Finance] Mean of ticks within a bar??   Ulrich Staudinger
• [R-SIG-Finance] performance for intraday trading?   Ulrich Staudinger
• [R-SIG-Finance] making bars on exact times   Ulrich Staudinger
• [R-SIG-Finance] Cache functions   Ulrich Staudinger
• [R-SIG-Finance] Cache functions   Ulrich Staudinger
• [R-SIG-Finance] Quantstrat stoplimit orders not triggered   Heiko Stegmann
• [R-SIG-Finance] Why does the curve() doesn't work for negative binomial distribution?   Matthieu Stigler
• [R-SIG-Finance] Seasonal Dummy Variables in VECM (tsDyn)   Matthieu Stigler
• [R-SIG-Finance] Piecewise distribution function estimation with Generalized Pareto for tail   Changyou Sun
• [R-SIG-Finance] Piecewise distribution function estimation with Generalized Pareto for tail   Edwin Sun
• [R-SIG-Finance] combo order IBrokers   Andres Susrud
• [R-SIG-Finance] quantmod‏ - getSymbols for csv files   Jun Sheng Tan
• [R-SIG-Finance] FinCenter in timeSeries with "merge", "cbind" and "rbind"   Kenneth Roy Cabrera Torres
• [R-SIG-Finance] [R] FinCenter in timeSeries with "merge", "cbind" and "rbind"   Kenneth Roy Cabrera Torres
• [R-SIG-Finance] Problem setting "FinCenter" with cbind, rbind, merge   Kenneth Roy Cabrera Torres
• [R-SIG-Finance] missing data in return series...   ShyhWeir Tzang
• [R-SIG-Finance] missing data in return series   ShyhWeir Tzang
• [R-SIG-Finance] missing data in return series...   ShyhWeir Tzang
• [R-SIG-Finance] missing data in return series...   ShyhWeir Tzang
• [R-SIG-Finance] Iterating through subset of XTS object   Joshua Ulrich
• [R-SIG-Finance] SABR Volatility   Joshua Ulrich
• [R-SIG-Finance] getQuote problem   Joshua Ulrich
• [R-SIG-Finance] Problem with TTR - stockSymbols   Joshua Ulrich
• [R-SIG-Finance] Error with getSymbols   Joshua Ulrich
• [R-SIG-Finance] Quantstrat - trading not just Crossovers (e.g. Moving Average)   Joshua Ulrich
• [R-SIG-Finance] Problem with stoch   Joshua Ulrich
• [R-SIG-Finance] QuantStrat Using ^NYA   Joshua Ulrich
• [R-SIG-Finance] xts NA date for   Joshua Ulrich
• [R-SIG-Finance] How to determine the efficient frontier portfolios using the Black-Litterman model?   Joshua Ulrich
• [R-SIG-Finance] SMA & large n   Joshua Ulrich
• [R-SIG-Finance] Open to Close to Open data transformation (quantmod, xts and possibly zoo)   Costas Vorlow
• [R-SIG-Finance] Open to Close to Open data transformation (quantmod, xts and possibly zoo) + chart.TimeSeries   Costas Vorlow
• [R-SIG-Finance] Open to Close to Open data transformation (quantmod, xts and possibly zoo) + chart.TimeSeries   Costas Vorlow
• [R-SIG-Finance] Found interesting opportunity..   Chris Waggoner
• [R-SIG-Finance] quantmod: overlay plots   Chris Waggoner
• [R-SIG-Finance] simulate a gram-charlier density   Heng Wang
• [R-SIG-Finance] Moving averages etcetera over time periods on ragged data   R. Michael Weylandt
• [R-SIG-Finance] RBLOOMBERG   R. Michael Weylandt
• [R-SIG-Finance] Help needed for accessing factor data,   R. Michael Weylandt
• [R-SIG-Finance] Open to Close to Open data transformation (quantmod, xts and possibly zoo)   R. Michael Weylandt
• [R-SIG-Finance] Weird problem with latest RQuantLib not working with QuantMod on R 2.13.1   R. Michael Weylandt
• [R-SIG-Finance] Weird problem with latest RQuantLib not working with QuantMod on R 2.13.1   R. Michael Weylandt
• [R-SIG-Finance] The trouble with Omega   Horst R. Wolf
• [R-SIG-Finance] Currency data from GOOGLE/Yahoo finance.   Wolfgang Wu
• [R-SIG-Finance] xts NA date for   Wolfgang Wu
• [R-SIG-Finance] Interactive Brokers   Guy Yollin
• [R-SIG-Finance] About AR（1）-GJR-GARCH(1,1) MODEL   XI ZHANG
• [R-SIG-Finance] statistical remedy needed   Andy Zhu
• [R-SIG-Finance] semi-nonparametric density function   Eric Zivot
• [R-SIG-Finance] missing data in return series...   Eric Zivot
• [R-SIG-Finance] problem with chart.TimeSeries()   Eric Zivot
• [R-SIG-Finance] Coskewness matrix   Pasha Zulfuqali
• [R-SIG-Finance] rjava & RBloomberg   Yihao Lu aeolus_lu
• [R-SIG-Finance] rjava & RBloomberg   Yihao Lu aeolus_lu
• [R-SIG-Finance] rjava & RBloomberg   Yihao Lu aeolus_lu
• [R-SIG-Finance] Piecewise distribution function estimation with Generalized Pareto for tail   alexios
• [R-SIG-Finance] rgarch package - VAR in DCC model example   alexios
• [R-SIG-Finance] rgarch package - VAR in DCC model example   alexios
• [R-SIG-Finance] rgarch package problems   alexios
• [R-SIG-Finance] Sharpe's algorithm for portfolio improvement   alexios
• [R-SIG-Finance] how to add more than two external regressors in GARCH model using rgarch   alexios
• [R-SIG-Finance] About AR（1）-GJR-GARCH(1,1) MODEL   alexios
• [R-SIG-Finance] EGARCH   alexios
• [R-SIG-Finance] EGARCH   alexios
• [R-SIG-Finance] VaR: results unreliable   alexios
• [R-SIG-Finance] Question about rugarch: ARFIMA   alexios
• [R-SIG-Finance] question related to fixed parameters in "rugarch" package   alexios
• [R-SIG-Finance] blpConnect hangs with RBloomberg 0.4-150 on R2.13.1   Murali.Menon at avivainvestors.com
• [R-SIG-Finance] blpConnect hangs with RBloomberg 0.4-150 on R2.13.1   Murali.Menon at avivainvestors.com
• [R-SIG-Finance] Weird problem with latest RQuantLib not working with QuantMod on R 2.13.1   chandra bajpai
• [R-SIG-Finance] Weird problem with latest RQuantLib not working with QuantMod on R 2.13.1   chandra bajpai
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 88, Issue 28   bjorn.skogtro at gmail.com
• [R-SIG-Finance] Weird hourly timestamping problem where hours get lost   Samuel.Meichtry at bkw-fmb.ch
• [R-SIG-Finance] Rmetrics - additional file needed to use read.lynx() in Windows   bruno.monastero
• [R-SIG-Finance] Rmetrics - additional file needed to use read.lynx() in Windows   bruno.monastero
• [R-SIG-Finance] rgarch package problems   me at censix.com
• [R-SIG-Finance] Filtering dates/times from zoo/xts series   chrisbird
• [R-SIG-Finance] Filtering dates/times from zoo/xts series   chrisbird
• [R-SIG-Finance] Filtering dates/times from zoo/xts series   chrisbird
• [R-SIG-Finance] Filtering dates/times from zoo/xts series   chrisbird
• [R-SIG-Finance] Filtering dates/times from zoo/xts series   chrisbird
• [R-SIG-Finance] Filtering dates/times from zoo/xts series   chrisbird
• [R-SIG-Finance] Filtering dates/times from zoo/xts series   chrisbird
• [R-SIG-Finance] Filtering dates/times from zoo/xts series   chrisbird
• [R-SIG-Finance] question related to fixed parameters in "rugarch" package   johnzli at comcast.net
• [R-SIG-Finance] Connection failure   julien cuisinier
• [R-SIG-Finance] Tools to calculate resistances and supports   julien cuisinier
• [R-SIG-Finance] (no subject)   alexios ghalanos
• [R-SIG-Finance] RBLOOMBERG   krisan haria
• [R-SIG-Finance] connecting to IB via R   krisan haria
• [R-SIG-Finance] connecting to IB via R   krisan haria
• [R-SIG-Finance] RBloomberg   krisan haria
• [R-SIG-Finance] RBloomberg   krisan haria
• [R-SIG-Finance] RBloomberg   krisan haria
• [R-SIG-Finance] RBloomberg   krisan haria
• [R-SIG-Finance] Accessing Bloomberg historic data for invalid codes with RBloomberg   gordon.morrison at hsbcib.com
• [R-SIG-Finance] Continuous Online GARCH   stefano iacus
• [R-SIG-Finance] Serial Tests in a VAR model with arch effects   ivan
• [R-SIG-Finance] How to use PCA output to hedge level and slope   amit jain
• [R-SIG-Finance] How to determine the efficient frontier portfolios using the Black-Litterman model?   jaosma
• [R-SIG-Finance] rjava & RBloomberg   krishna
• [R-SIG-Finance] RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"   dlincke at lincke.net
• [R-SIG-Finance] RBloomberg   thomas.browne at mac.com
• [R-SIG-Finance] Does Nelson/Siegel analagous model exist parsimoniously to paramaterize an FX volatility surface?   thomas.browne at mac.com
• [R-SIG-Finance] Handling reqRealTimeBars of IBrokers api when connection is lost   maheshbp
• [R-SIG-Finance] connecting to IB via R   maheshbp
• [R-SIG-Finance] High performance computing with R   mayouf.k
• [R-SIG-Finance] quantstrat: PROBLEM WITH APPLYSIGNAL Error in match.names(column, colnames(data)) : argument "column" is missing, with no default   mayouf.k
• [R-SIG-Finance] quantstrat: PROBLEM WITH APPLYSIGNAL Error in match.names(column, colnames(data)) : argument "column" is missing, with no default   mayouf.k
• [R-SIG-Finance] Quantstrat stoplimit orders not triggered   microlino
• [R-SIG-Finance] Quantstrat stoplimit orders not triggered   microlino
• [R-SIG-Finance] Quantstrat stoplimit orders not triggered   microlino
• [R-SIG-Finance] Quantstrat stoplimit orders not triggered   microlino
• [R-SIG-Finance] Seasonal Dummy Variables in VECM (tsDyn)   mtrokic
• [R-SIG-Finance] Seasonal Dummy Variables in VECM (tsDyn)   mtrokic
• [R-SIG-Finance] Connection failure   player
• [R-SIG-Finance] Placing Combo orders with IBrokers   psmith
• [R-SIG-Finance] quantmod charting problems   randomcz
• [R-SIG-Finance] quantmod charting problems   randomcz
• [R-SIG-Finance] quantmod‏ - getSymbols for csv files   rex
• [R-SIG-Finance] quantmod: overlay plots   rex
• [R-SIG-Finance] quantmod and stock splits   tim sebastin
• [R-SIG-Finance] portfolio.optim   sixstringaddict
• [R-SIG-Finance] semi-nonparametric density function   stefan strunz
• [R-SIG-Finance] Quantstrat - trading not just Crossovers (e.g. Moving Average)   igor_vilcek_external at tatrabanka.sk
• [R-SIG-Finance] Quantstrat - trading not just Crossovers (e.g. Moving Average)   igor_vilcek_external at tatrabanka.sk
• [R-SIG-Finance] Parameters setting for multiple indicators with the same argument names   igor_vilcek_external at tatrabanka.sk
• [R-SIG-Finance] Parameters setting for multiple indicators with the same argument names   igor_vilcek_external at tatrabanka.sk
• [R-SIG-Finance] statistical remedy needed   tonyp
• [R-SIG-Finance] statistical remedy needed   tonyp
• [R-SIG-Finance] statistical remedy needed   tonyp
• [R-SIG-Finance] PerformanceAnalytics - Style Analysis- plotting R squared over time   tonyp
• [R-SIG-Finance] Rmetrics Portfolio Optimization issue   tonyp
• [R-SIG-Finance] (no subject)   soren wilkening
• [R-SIG-Finance] IBrokers - persistant data eWrapper   soren wilkening
• [R-SIG-Finance] Trigger a rule based on more than one signal?   soren wilkening
• [R-SIG-Finance] Trigger a rule based on more than one signal?   soren wilkening
• [R-SIG-Finance] Confirm orders in TWS (Interactive Brokers)   soren wilkening
• [R-SIG-Finance] rgarch package - VAR in DCC model example   zoe_zhang
• [R-SIG-Finance] rgarch package problems   zoe_zhang
• [R-SIG-Finance] rgarch package problems   zoe_zhang
• [R-SIG-Finance] rgarch package problems   zoe_zhang
• [R-SIG-Finance] rgarch package problems   zoe_zhang
• [R-SIG-Finance] how to add more than two external regressors in GARCH model using rgarch   zoe_zhang
• [R-SIG-Finance] how to add more than two external regressors in GARCH model using rgarch   zoe_zhang
• [R-SIG-Finance] How to use BEKK to estimate asymmetric GARCH Model   zoe_zhang
• [R-SIG-Finance] Why does the curve() doesn't work for negative binomial distribution?   郝立亚
• [R-SIG-Finance] [R] how to vectorize EuropeanOptionImpliedVolatility   이원재
• [R-SIG-Finance] [R] Quantstrat package question   이원재
• [R-SIG-Finance] [R] Quantstrat package question   이원재
• [R-SIG-Finance] [R] Txnfees function in quantstrat   이원재
• [R-SIG-Finance] [R] A discrepancy in Num.Trades from 'tradeStats' function   이원재

Last message date: Fri Sep 30 22:37:24 CEST 2011
Archived on: Fri Sep 30 22:37:34 CEST 2011

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