r-sig-finance

2012-03-01 - 2012-04-01 (191 messages)

2012-02-01 - 2012-03-01 (187 messages)

2012-01-01 - 2012-02-01 (237 messages)

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  1. 2012-02-29  [1] [R-SIG-Finance] How to add the dummy variable in GARC r-sig-fin LINJUAN 
  2. 2012-02-29  [3] [R-SIG-Finance] Splitting time series into blocks/reg r-sig-fin Whit Armstron
  3. 2012-02-29  [5] [R-SIG-Finance] test for the change in the parameters r-sig-fin LINJUAN 
  4. 2012-02-29  [1] [R-SIG-Finance] Update price data on disk using mmap  r-sig-fin Wolfgang Wu 
  5. 2012-02-29 [11] [R-SIG-Finance] Causal version of HP filter and Kerne r-sig-fin Ulrich Staudi
  6. 2012-02-28  [6] [R-SIG-Finance] RBloomberg download - findata.org dis r-sig-fin John Laing 
  7. 2012-02-28 [10] [R-SIG-Finance] quantstrat: getting an error when usi r-sig-fin G See 
  8. 2012-02-28  [5] Re: [R-SIG-Finance] portfolios vs strategies in quant r-sig-fin Faber Castell
  9. 2012-02-27  [1] [R-SIG-Finance] Creating a DLL from R code            r-sig-fin Diego Jara 
 10. 2012-02-26  [2] [R-SIG-Finance] really puzzled by this R script       r-sig-fin R. Michael We
 11. 2012-02-23  [4] [R-SIG-Finance] Quantmod's getFin() functionality bro r-sig-fin Devin Newman 
 12. 2012-02-23  [1] Re: [R-SIG-Finance] how to substract one matrix from  r-sig-fin vnatanel 
 13. 2012-02-23  [7] [R-SIG-Finance] correlation based time series cluster r-sig-fin anmol sethy 
 14. 2012-02-22  [2] [R-SIG-Finance] Getting different days ahead forecast r-sig-fin alexios ghala
 15. 2012-02-22  [2] [R-SIG-Finance] customizing format of yaxis annotatio r-sig-fin Peter Carl 
 16. 2012-02-21  [2] [R-SIG-Finance] Imaginary root / complex number in a  r-sig-fin Maheshwari, D
 17. 2012-02-21  [3] [R-SIG-Finance] Interesting behaviour in BBands       r-sig-fin Stergios Mari
 18. 2012-02-21  [2] [R-SIG-Finance] Quantstrat: buy at tomorrow open      r-sig-fin varcovar 
 19. 2012-02-20  [2] [R-SIG-Finance] yahoo data request policy - quantstra r-sig-fin Jeff Ryan 
 20. 2012-02-20  [5] [R-SIG-Finance] Stock Total Returns?                  r-sig-fin SW 
 21. 2012-02-19  [7] [R-SIG-Finance] minimum variance portfolio (no shorts r-sig-fin Brian G. Pete
 22. 2012-02-17  [2] [R-SIG-Finance] (no subject)                          r-sig-fin Momop Momop 
 23. 2012-02-17  [3] [R-SIG-Finance] HF strategy style change detection ba r-sig-fin Alex Bird 
 24. 2012-02-17 [10] [R-SIG-Finance] Writing sell rules with quantstrat    r-sig-fin Brian G. Pete
 25. 2012-02-17  [6] [R-SIG-Finance] Efficient CVaR Scenario Optimization  r-sig-fin Robert Harlow
 26. 2012-02-16  [3] [R-SIG-Finance] quantstrat executes trades that are m r-sig-fin Sergey Pisare
 27. 2012-02-16  [8] [R-SIG-Finance] using findPeaks in designing railing- r-sig-fin R. Michael We
 28. 2012-02-16  [1] [R-SIG-Finance] BurStFin now on CRAN                  r-sig-fin Patrick Burns
 29. 2012-02-13  [4] [R-SIG-Finance] IBrokers reqOpenOrders                r-sig-fin me 
 30. 2012-02-13  [3] [R-SIG-Finance] rbloomberg includeConditionCodes      r-sig-fin Jonny So 

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