r-sig-finance

2011-07-01 - 2011-08-01 (135 messages)

2011-06-01 - 2011-07-01 (157 messages)

2011-05-01 - 2011-06-01 (185 messages)

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  1. 2011-06-30  [3] [R-SIG-Finance] Trouble with RBloomberg on R 2.13.0   r-sig-fin Ana Nelson 
  2. 2011-06-30  [1] [R-SIG-Finance]  Rolling Correlation Problem          r-sig-fin matthias.korn
  3. 2011-06-30  [2] [R-SIG-Finance] (no subject)                          r-sig-fin Brian G. Pete
  4. 2011-06-30  [2] [R-SIG-Finance] Rolling Correlation Problem           r-sig-fin Brian G. Pete
  5. 2011-06-30  [1] Re: [R-SIG-Finance] Help GARCH forecasting            r-sig-fin tonyp 
  6. 2011-06-30  [2] [R-SIG-Finance] setting quantstrat stoplimit threshol r-sig-fin Brian G. Pete
  7. 2011-06-29  [7] [R-SIG-Finance] Quotes yahoo fin -> db > R > results  r-sig-fin Paul Gilbert 
  8. 2011-06-28  [1] [R-SIG-Finance] Reuters Tick History package          r-sig-fin wisdomtooth 
  9. 2011-06-27  [2] [R-SIG-Finance] Rsolnp for Portfolio Optimization wit r-sig-fin alexios ghala
 10. 2011-06-27  [1] [R-SIG-Finance]  High performance computing with R    r-sig-fin Markus Schmid
 11. 2011-06-27  [5] [R-SIG-Finance] Smile pricing of FX options           r-sig-fin Krishna 
 12. 2011-06-27  [5] [R-SIG-Finance] High performance computing with R     r-sig-fin Zachary Mayer
 13. 2011-06-25  [3] [R-SIG-Finance] Offset a vector by 1 to k months      r-sig-fin Ira Sharenow 
 14. 2011-06-24  [2] [R-SIG-Finance] plain mean variance optimization      r-sig-fin Dirk Eddelbue
 15. 2011-06-24 [11] [R-SIG-Finance] New to R and Finance, backtest etc.   r-sig-fin Daniel Krizia
 16. 2011-06-24  [1] [R-SIG-Finance]  plain mean variance optimization     r-sig-fin matthias.korn
 17. 2011-06-23  [3] [R-SIG-Finance] Is there a function to calculate inte r-sig-fin Yihao Lu aeol
 18. 2011-06-23  [1] [R-SIG-Finance] Analyze Many Trading Systems Against  r-sig-fin Eduardo Henri
 19. 2011-06-22  [1] [R-SIG-Finance] RE  Handling half hourly data from el r-sig-fin Arturo_Sánche
 20. 2011-06-22  [2] [R-SIG-Finance] Handling half hourly data from electr r-sig-fin Gabor Grothen
 21. 2011-06-20  [1] [R-SIG-Finance] fix yahooKeystats                     r-sig-fin J Toll 
 22. 2011-06-19  [3] [R-SIG-Finance] Rolling Correlation Matrixes          r-sig-fin tonyp 
 23. 2011-06-19  [4] Re: [R-SIG-Finance] Value-at-risk                     r-sig-fin sadako 
 24. 2011-06-19  [5] [R-SIG-Finance] quantmod - chart object (chob)        r-sig-fin Jeffrey Ryan 
 25. 2011-06-18  [2] [R-SIG-Finance] Berkowitz Truncated Likelihood Ratio  r-sig-fin alexios ghala
 26. 2011-06-17  [4] [R-SIG-Finance] Add Bollinger Bands to Portfolio Equi r-sig-fin BBands 
 27. 2011-06-17  [6] [R-SIG-Finance] Align 5 minute bars                   r-sig-fin Brian G. Pete
 28. 2011-06-17  [4] [R-SIG-Finance] Volume stats and 5 minute bars        r-sig-fin Noah Silverma
 29. 2011-06-16  [5] [R-SIG-Finance] Estimate parameters of a Kalman Filte r-sig-fin Paul Gilbert 
 30. 2011-06-15  [5] [R-SIG-Finance] Package "quantstrat"                  r-sig-fin Daniel_Cegie³

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