r-sig-finance

2010-03-01 - 2010-04-01 (190 messages)

2010-02-01 - 2010-03-01 (133 messages)

2010-01-01 - 2010-02-01 (165 messages)

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  1. 2010-02-28  [5] Re: [R-SIG-Finance] Blotter package - problem with ex r-sig-fin kafkaz 
  2. 2010-02-28  [2] [R-SIG-Finance] blotter and dividends                 r-sig-fin Brian G. Pete
  3. 2010-02-26  [3] [R-SIG-Finance] List etiquette                        r-sig-fin Jeff Ryan 
  4. 2010-02-26 [10] [R-SIG-Finance] Is there a way to automate Bloomberg? r-sig-fin Michael Jungl
  5. 2010-02-26  [5] [R-SIG-Finance] How people do get information about t r-sig-fin Brian G. Pete
  6. 2010-02-25  [2] [R-SIG-Finance] RBloomberg: Switch 'periodicity' with r-sig-fin XICD_1
  7. 2010-02-24  [2] [R-SIG-Finance] [RE] Lagging Correlations             r-sig-fin Gower, Luke 
  8. 2010-02-24  [5] [R-SIG-Finance] Pairs trading & cointegration         r-sig-fin Brian Giarroc
  9. 2010-02-23  [3] [R-SIG-Finance] How to cluster time series sequences? r-sig-fin Michael Jungl
 10. 2010-02-23  [1] [R-SIG-Finance] Lagging Correlations                  r-sig-fin Neil Gupta 
 11. 2010-02-23  [3] [R-SIG-Finance] Downloading data from Reuters - secon r-sig-fin Thomas Schwan
 12. 2010-02-23  [2] Re: [R-SIG-Finance] Systemfit package/Autocorrelation r-sig-fin Arne Hennings
 13. 2010-02-23  [1] [R-SIG-Finance] close value                           r-sig-fin Pasching Petr
 14. 2010-02-23 [12] [R-SIG-Finance] How to find lead-lag relation in two  r-sig-fin Sarbo 
 15. 2010-02-23  [3] [R-SIG-Finance] Creating regularly spaced time series r-sig-fin Gabor Grothen
 16. 2010-02-22  [1] [R-SIG-Finance] adjustOHLC does not consider setSymbo r-sig-fin christophe00
 17. 2010-02-22  [4] [R-SIG-Finance] Optimization Constraint Violations    r-sig-fin Brian G. Pete
 18. 2010-02-22  [1] [R-SIG-Finance]  Optimization Constraint Violations   r-sig-fin matthias.korn
 19. 2010-02-21  [1] [R-SIG-Finance] One week remaining: useR! 2010 Abstra r-sig-fin Dirk Eddelbue
 20. 2010-02-20  [3] [R-SIG-Finance] Howto cancel reqMktData() from IBroke r-sig-fin Mark Breman 
 21. 2010-02-20  [2] [R-SIG-Finance] Extracting regression coefficient sta r-sig-fin mat 
 22. 2010-02-19  [3] [R-SIG-Finance] Any time series visualization tool an r-sig-fin Gabor Grothen
 23. 2010-02-18  [2] Re: [R-SIG-Finance] [R-sig-finance] Commodity swap?   r-sig-fin Brian G. Pete
 24. 2010-02-17  [3] [R-SIG-Finance] rnorm.sobol problems (from fOptions)  r-sig-fin Christophe Du
 25. 2010-02-17  [5] [R-SIG-Finance] adf.test.help                         r-sig-fin Arnaud Battis
 26. 2010-02-17  [7] [R-SIG-Finance] PCA in Risk Control with R            r-sig-fin Benji Famel 
 27. 2010-02-16  [3] [R-SIG-Finance] quantmod getSymbols data extraction i r-sig-fin julien cuisin
 28. 2010-02-15  [7] [R-SIG-Finance] Rounding time series to nearest 5mn   r-sig-fin Brian G. Pete
 29. 2010-02-14  [3] [R-SIG-Finance] commodities futures                   r-sig-fin David_Lüthi 
 30. 2010-02-13  [3] [R-SIG-Finance] Plot GARCH data using Quantmod        r-sig-fin Sarbo 

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