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Viewing messages in list r-sig-finance
- 2012-01-01 - 2012-02-01 (237 messages)
- 2011-12-01 - 2012-01-01 (180 messages)
- 2011-11-01 - 2011-12-01 (188 messages)
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  1. 2011-12-31  [2] [R-SIG-Finance] Determine the number of trading days  r-sig-fin Mark Breman 
  2. 2011-12-31  [1] [R-SIG-Finance] "visualizing" multi-dimensional       r-sig-fin Michael 
  3. 2011-12-31  [5] [R-SIG-Finance] Removing outliers in tick data in R?  r-sig-fin Michael 
  4. 2011-12-31  [5] [R-SIG-Finance] determining local min and local max i r-sig-fin Michael 
  5. 2011-12-30  [1] [R-SIG-Finance] Routines for net and gross of fee ret r-sig-fin Matt Considin
  6. 2011-12-30  [5] [R-SIG-Finance] lapply over list that has multiple xt r-sig-fin G See 
  7. 2011-12-30  [8] [R-SIG-Finance] Mulitple FI Sources                   r-sig-fin G See 
  8. 2011-12-30  [1] [R-SIG-Finance]  Mulitple FI Sources                  r-sig-fin G See 
  9. 2011-12-29  [1] [R-SIG-Finance] chart.TimeSeries() with ylabel format r-sig-fin G Lin 
 10. 2011-12-29  [2] [R-SIG-Finance] Equity in Blotter                     r-sig-fin Brian G. Pete
 11. 2011-12-28  [3] [R-SIG-Finance] TTR, volatility(),                    r-sig-fin algotr8der 
 12. 2011-12-27  [2] [R-SIG-Finance] ranking by stats                      r-sig-fin Brian G. Pete
 13. 2011-12-27  [3] Re: [R-SIG-Finance] Option valuation for arbitrary di r-sig-fin Joachim Breit
 14. 2011-12-26  [1] [R-SIG-Finance] Accessing the output of the MINE rout r-sig-fin Matt Considin
 15. 2011-12-26 [12] [R-SIG-Finance] Simulated expected return for a hedge r-sig-fin David Afshart
 16. 2011-12-26  [2] [R-SIG-Finance] Error message "No regressors provided r-sig-fin Michael 
 17. 2011-12-25  [5] [R-SIG-Finance] where are those R/Finance meetups?    r-sig-fin Brian G. Pete
 18. 2011-12-25  [3] [R-SIG-Finance] Happy holidays and trading strategies r-sig-fin Uffe K. Morte
 19. 2011-12-24  [1] [R-SIG-Finance] Unit root test                        r-sig-fin Papa Senyo 
 20. 2011-12-24  [1] [R-SIG-Finance] =?euc-kr?q?Strange_results_from_Quant r-sig-fin =?EUC-KR?B?wM
 21. 2011-12-24  [4] [R-SIG-Finance] Asking for help using quantstrat      r-sig-fin Bos, Roger 
 22. 2011-12-23  [5] [R-SIG-Finance] using [ on xts object                 r-sig-fin financial eng
 23. 2011-12-23  [1] [R-SIG-Finance] Interpolation of RBloomberg historica r-sig-fin PBrakenhielm 
 24. 2011-12-22  [1] [R-SIG-Finance] Playback in IBrokers package          r-sig-fin bshepherd
 25. 2011-12-21  [1] [R-SIG-Finance] Using MINE in R                       r-sig-fin Matt Considin
 26. 2011-12-21  [1] [R-SIG-Finance] Similar function to filter but allowi r-sig-fin Robert Agata 
 27. 2011-12-20  [1] Re: [R-SIG-Finance] irregular time series to regular  r-sig-fin Pete Brecknoc
 28. 2011-12-19  [4] [R-SIG-Finance] RBloomberg, blpConnect,               r-sig-fin John Laing 
 29. 2011-12-19  [1] [R-SIG-Finance] Additional Text Indicator for 'chartS r-sig-fin jnoble1
 30. 2011-12-19  [6] Re: [R-SIG-Finance] PerformanceAnalytics Figure 13    r-sig-fin Brian G. Pete

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