r-sig-finance

2010-12-01 - 2011-01-01 (222 messages)

2010-11-01 - 2010-12-01 (147 messages)

2010-10-01 - 2010-11-01 (128 messages)

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  1. 2010-11-30  [1] [R-SIG-Finance] FX Forward outrights and FX Swaps     r-sig-fin Werner Erseli
  2. 2010-11-30  [6] [R-SIG-Finance] How to backtest in R                  r-sig-fin Brian G. Pete
  3. 2010-11-30  [1] [R-SIG-Finance] pairs trading with IBroker            r-sig-fin Soumendra 
  4. 2010-11-28  [2] [R-SIG-Finance] ibrokers                              r-sig-fin Jeff Ryan 
  5. 2010-11-28  [1] [R-SIG-Finance] fPortfolio (portfolioFrontier functio r-sig-fin Maciej Ombach
  6. 2010-11-25  [2] [R-SIG-Finance] Library termstrc                      r-sig-fin Robert Ferstl
  7. 2010-11-25  [2] [R-SIG-Finance] RODBC                                 r-sig-fin Mark Breman 
  8. 2010-11-25  [5] [R-SIG-Finance] Another new bug with quantmod         r-sig-fin Jeff Ryan 
  9. 2010-11-24 [12] [R-SIG-Finance] blotter package                       r-sig-fin burcy 
 10. 2010-11-24  [2] [R-SIG-Finance] Calibration of mean reversion models  r-sig-fin Arun.stat 
 11. 2010-11-23  [2] [R-SIG-Finance] Hello                                 r-sig-fin Brian G. Pete
 12. 2010-11-22  [3] [R-SIG-Finance] problem with ibrokers                 r-sig-fin Jeff Ryan 
 13. 2010-11-19  [2] [R-SIG-Finance] Export Data from R                    r-sig-fin Jason Kwok 
 14. 2010-11-18  [3] [R-SIG-Finance] Quantmod problem: calling Charts from r-sig-fin Jeff Ryan 
 15. 2010-11-17  [2] [R-SIG-Finance] VARHAC Covariance Matrix Estimator    r-sig-fin Matthieu Stig
 16. 2010-11-16  [1] Re: [R-SIG-Finance] Fwd: Re: But in quantmod function r-sig-fin Jeff Ryan 
 17. 2010-11-16  [1] [R-SIG-Finance] Fwd: Re:  But in quantmod function    r-sig-fin Noah Silverma
 18. 2010-11-16  [2] [R-SIG-Finance] How to install mgarchBEKK package     r-sig-fin Jeff Ryan 
 19. 2010-11-16 [11] [R-SIG-Finance] But in quantmod function              r-sig-fin Jeff Ryan 
 20. 2010-11-15  [2] [R-SIG-Finance] Question on blotter: AddTxn() and Txn r-sig-fin Brian G. Pete
 21. 2010-11-15  [1] [R-SIG-Finance] goodness of fit garch bekk            r-sig-fin TeBe 
 22. 2010-11-15  [7] [R-SIG-Finance] About RBloomberg                      r-sig-fin Ulrich Staudi
 23. 2010-11-14  [9] [R-SIG-Finance] merge zoo with many entries per date  r-sig-fin richard.c.her
 24. 2010-11-14  [3] [R-SIG-Finance] PTSingleAssetBarrierOption gives diff r-sig-fin matmsh 
 25. 2010-11-14  [3] [R-SIG-Finance] loops or other ooerations             r-sig-fin Shane Butler 
 26. 2010-11-13  [1] [R-SIG-Finance] GARCH-BEKK                            r-sig-fin TeBe 
 27. 2010-11-11  [4] [R-SIG-Finance] picking up the current index plus n - r-sig-fin Marc Delvaux 
 28. 2010-11-10  [7] [R-SIG-Finance] How to calculate Trading Days         r-sig-fin Daniel Probst
 29. 2010-11-10  [2] Re: [R-SIG-Finance] IBrokers : asssign.Data and other r-sig-fin Jeff Ryan 
 30. 2010-11-10  [4] [R-SIG-Finance] Bug in quantmod library?              r-sig-fin Jeff Ryan 

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