r-sig-finance

2011-10-01 - 2011-11-01 (205 messages)

2011-09-01 - 2011-10-01 (237 messages)

2011-08-01 - 2011-09-01 (128 messages)

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  1. 2011-09-30  [3] [R-SIG-Finance] Seasonal Dummy Variables in VECM (tsD r-sig-fin mtrokic 
  2. 2011-09-30  [1] [R-SIG-Finance] Quantmod modelData with datetime form r-sig-fin Gentil Homme 
  3. 2011-09-30  [1] [R-SIG-Finance] Fwd:  Test data                       r-sig-fin BBands 
  4. 2011-09-30  [5] [R-SIG-Finance] Test data                             r-sig-fin Dirk Eddelbue
  5. 2011-09-29  [4] [R-SIG-Finance] Displaying candle data for thinly tra r-sig-fin BBands 
  6. 2011-09-29  [2] Re: [R-SIG-Finance]                                   r-sig-fin =?utf-8?B?Ymp
  7. 2011-09-29  [7] [R-SIG-Finance] Open to Close to Open data transforma r-sig-fin Costas Vorlow
  8. 2011-09-29  [2] [R-SIG-Finance] extract a particular hour of tick dat r-sig-fin Brian G. Pete
  9. 2011-09-28  [8] [R-SIG-Finance] Weird problem with latest RQuantLib n r-sig-fin Dirk Eddelbue
 10. 2011-09-28  [3] [R-SIG-Finance] RBloomberg connection options         r-sig-fin David Reiner 
 11. 2011-09-28  [2] [R-SIG-Finance] Stock Model Question!                 r-sig-fin Brian G. Pete
 12. 2011-09-28  [1] [R-SIG-Finance] Rmetrics Portfolio Optimization issue r-sig-fin tonyp 
 13. 2011-09-27  [2] [R-SIG-Finance] question related to fixed parameters  r-sig-fin alexios 
 14. 2011-09-27  [4] [R-SIG-Finance] quantmod: overlay plots               r-sig-fin rex 
 15. 2011-09-27  [1] Re: [R-SIG-Finance] [SPAM] - Re: SMA & large n - Emai r-sig-fin David Reiner 
 16. 2011-09-27  [4] [R-SIG-Finance] SMA & large n                         r-sig-fin BBands 
 17. 2011-09-27  [1] [R-SIG-Finance] Quantstrat Delayed Execution          r-sig-fin Dan Avery 
 18. 2011-09-27 [15] [R-SIG-Finance] Filtering dates/times from zoo/xts se r-sig-fin chrisbird 
 19. 2011-09-26  [1] [R-SIG-Finance] Follw-up: Date conversion using POSIX r-sig-fin John Kerpel 
 20. 2011-09-26  [1] [R-SIG-Finance] Date conversion using POSIXct         r-sig-fin John Kerpel 
 21. 2011-09-26  [3] [R-SIG-Finance] How to determine the efficient fronti r-sig-fin Brian G. Pete
 22. 2011-09-25  [2] [R-SIG-Finance] portfolio.optim                       r-sig-fin Enrico Schuma
 23. 2011-09-23  [1] [R-SIG-Finance] simple arma model                     r-sig-fin Rob van Dijk 
 24. 2011-09-23  [5] [R-SIG-Finance] Error with Rollmean                   r-sig-fin Gabor Grothen
 25. 2011-09-23 [11] [R-SIG-Finance] xts NA date for                       r-sig-fin Jeffrey Ryan 
 26. 2011-09-23  [3] [R-SIG-Finance] problem with chart.TimeSeries()       r-sig-fin Gabor Grothen
 27. 2011-09-23  [1] [R-SIG-Finance] dcc-garch conditional moments in rmga r-sig-fin Alex Bird 
 28. 2011-09-22  [4] [R-SIG-Finance] Problem with RBloomberg and xts.      r-sig-fin Brian Leidich
 29. 2011-09-22  [6] [R-SIG-Finance] Currency data from GOOGLE/Yahoo finan r-sig-fin Enrico Schuma
 30. 2011-09-21  [4] [R-SIG-Finance] IBrokers: reqMktData, but for LastPri r-sig-fin G See 

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