r-sig-finance

2011-03-01 - 2011-04-01 (114 messages)

2011-02-01 - 2011-03-01 (120 messages)

2011-01-01 - 2011-02-01 (202 messages)

 Next  Last 

  1. 2011-02-28  [2] [R-SIG-Finance] fPortfolio: Extracting Weight Vectors r-sig-fin Ledon, Alain 
  2. 2011-02-28  [7] [R-SIG-Finance] re-indexing data under the zoo packag r-sig-fin Gabor Grothen
  3. 2011-02-28  [2] [R-SIG-Finance] RBloomberg and Bloomberg API 3.4.1.3  r-sig-fin Ana Nelson 
  4. 2011-02-28  [3] [R-SIG-Finance] Solving Constrained Quadratic Program r-sig-fin Zhang, Beitin
  5. 2011-02-28  [4] [R-SIG-Finance] blotter getting getEndEq(account,     r-sig-fin Brian G. Pete
  6. 2011-02-26  [4] [R-SIG-Finance] quantstrat example stragey error      r-sig-fin Jeffrey Ryan 
  7. 2011-02-26  [4] [R-SIG-Finance] quantstrat - stop loss and stop trail r-sig-fin Stephen Choul
  8. 2011-02-26  [3] [R-SIG-Finance] blotter update MM & weights without r r-sig-fin Immanuel 
  9. 2011-02-24  [5] [R-SIG-Finance] Estimation of an GARCH model with con r-sig-fin Johannes Lips
 10. 2011-02-24  [1] [R-SIG-Finance]  runMax and DonchianChannel()         r-sig-fin andrew morgan
 11. 2011-02-23  [2] [R-SIG-Finance] Strange troubles with sub-setting xts r-sig-fin Jeff Ryan 
 12. 2011-02-22  [1] [R-SIG-Finance] RESOLVED: Re:  XTS R-Forge Installati r-sig-fin Henry Ward 
 13. 2011-02-22  [5] [R-SIG-Finance] PerformanceAnalytics Marginal VaR     r-sig-fin Jeffrey Ryan 
 14. 2011-02-22  [1] [R-SIG-Finance] XTS R-Forge Installation Error        r-sig-fin Henry Ward 
 15. 2011-02-22  [2] [R-SIG-Finance] quantstrat for live trading - some qu r-sig-fin Brian G. Pete
 16. 2011-02-22  [1] [R-SIG-Finance] Lags in ArchTest                      r-sig-fin babel
 17. 2011-02-22  [2] [R-SIG-Finance] showing more ticks in quantmod charti r-sig-fin slava zimine 
 18. 2011-02-16  [4] [R-SIG-Finance] Omiting some observation of a zoo obj r-sig-fin Gabor Grothen
 19. 2011-02-16  [1] [R-SIG-Finance] how to plot shade area with quantmod  r-sig-fin Simon 
 20. 2011-02-15  [7] [R-SIG-Finance] Datastream Interface                  r-sig-fin Aidan Corcora
 21. 2011-02-14  [3] [R-SIG-Finance] EIKON REUTERS                         r-sig-fin Rory Winston 
 22. 2011-02-11  [3] [R-SIG-Finance] date range when using getSymbols?     r-sig-fin Mark Knecht 
 23. 2011-02-11  [3] Re: [R-SIG-Finance] Trading system correlation?       r-sig-fin Mark Knecht 
 24. 2011-02-10  [4] [R-SIG-Finance] Inhomogeneous Time Series Operator    r-sig-fin Jeffrey Ryan 
 25. 2011-02-10  [6] [R-SIG-Finance] quantstrat and nonstandard column nam r-sig-fin Vladimir Egor
 26. 2011-02-08  [5] [R-SIG-Finance] R in batch mode - RBloomberg          r-sig-fin Matteo Fornas
 27. 2011-02-08  [1] [R-SIG-Finance] Quantitative Finance on Stack Exchang r-sig-fin Paul Teetor 
 28. 2011-02-08  [8] Re: [R-SIG-Finance] quantstrat - macross demo problem r-sig-fin Stephen Choul
 29. 2011-02-07  [1] Re: [R-SIG-Finance] [R] Creating a list of lists / hc r-sig-fin Lui ## 
 30. 2011-02-07  [1] [R-SIG-Finance] Gumbel Clayton copula mixture??       r-sig-fin Raphael Jeudy

 Next  Last