r-sig-finance

2009-06-01 - 2009-07-01 (244 messages)

2009-05-01 - 2009-06-01 (204 messages)

2009-04-01 - 2009-05-01 (137 messages)

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  1. 2009-05-31  [1] [R-SIG-Finance]  TTR Stochastics function - internal  r-sig-fin Stanley Neo 
  2. 2009-05-31  [3] [R-SIG-Finance] quantmod getSymbols                   r-sig-fin Jeff Ryan 
  3. 2009-05-31  [3] [R-SIG-Finance] periodReturn() does not work anymore  r-sig-fin Jeff Ryan 
  4. 2009-05-28  [2] [R-SIG-Finance] fArma- Prediction for ARFIMA not yet  r-sig-fin Dirk Eddelbue
  5. 2009-05-28  [2] [R-SIG-Finance] xts and TTR problems                  r-sig-fin Joshua Ulrich
  6. 2009-05-28  [1] [R-SIG-Finance] R training in London (and a talk)     r-sig-fin Patrick Burns
  7. 2009-05-27  [5] [R-SIG-Finance] fPortfolio - Maximum Return Portfolio r-sig-fin Diethelm Wuer
  8. 2009-05-27  [2] [R-SIG-Finance] Rglpk_solve_LP                        r-sig-fin Guy Yollin 
  9. 2009-05-26  [1] [R-SIG-Finance] quantmod chart parameters             r-sig-fin Mahesh Krishn
 10. 2009-05-25  [4] Re: [R-SIG-Finance] Rquantlib discount curve          r-sig-fin Khanh Nguyen 
 11. 2009-05-25  [1] Re: [R-SIG-Finance] RBloomberg WAS: [R-sig-finance] i r-sig-fin Cedrick Johns
 12. 2009-05-25  [3] Re: [R-SIG-Finance] [R-sig-finance] intraday data for r-sig-fin gug 
 13. 2009-05-25  [7] [R-SIG-Finance] intraday data for VIX?                r-sig-fin Charles Evans
 14. 2009-05-24  [2] [R-SIG-Finance] why does interpolation in high freque r-sig-fin stefano iacus
 15. 2009-05-24  [2] [R-SIG-Finance] portfolio rebalancing                 r-sig-fin spencerg 
 16. 2009-05-23  [7] [R-SIG-Finance] time series question                  r-sig-fin markleeds
 17. 2009-05-23  [1] [R-SIG-Finance] legend in quantmod                    r-sig-fin babel
 18. 2009-05-23  [2] [R-SIG-Finance] RBloomberg (was Re:  intraday data fo r-sig-fin Cedrick Johns
 19. 2009-05-22  [1] [R-SIG-Finance] Thoughts for "Michael" (was "high fre r-sig-fin Steve Wisdom 
 20. 2009-05-22  [4] Re: [R-SIG-Finance] [R-sig-finance] Preprocessing RDa r-sig-fin Carlos J. Gil
 21. 2009-05-22 [21] [R-SIG-Finance] high frequency data analysis in R     r-sig-fin Dale W.R. Ros
 22. 2009-05-21  [1] [R-SIG-Finance] hands-on model selection and statisti r-sig-fin Michael 
 23. 2009-05-21  [6] Re: [R-SIG-Finance] Preprocessing RData file (Was: Kd r-sig-fin Whit Armstron
 24. 2009-05-21  [1] Re: [R-SIG-Finance] Newbie question on risk free Inte r-sig-fin bogaso.christ
 25. 2009-05-21  [4] [R-SIG-Finance] Financial time series data mining in  r-sig-fin Reena Bansal 
 26. 2009-05-21  [1] [R-SIG-Finance] Kdb (Was:  high frequency data analys r-sig-fin Dirk Eddelbue
 27. 2009-05-21  [7] Re: [R-SIG-Finance] R: [Fwd: R-SIG-Finance Digest, Vo r-sig-fin Robert Iquiap
 28. 2009-05-21  [2] [R-SIG-Finance] getSymbols in quantmod                r-sig-fin Cedrick Johns
 29. 2009-05-20  [9] [R-SIG-Finance] [R-sig-finance] Domestic risk free ra r-sig-fin BearXu 
 30. 2009-05-19  [3] Re: [R-SIG-Finance] Hamilton Filters (and Kalman)     r-sig-fin Eric Zivot 

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