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Mailing list for discussions relating to use of GNU R in 'finance', i.e. financial engineering, financial economics, empirical finance, computational finance, Rmetrics home is here.

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Topics (1493)

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GLM correcting for serial correlation by Karl Schriek

3

by Peter Brecknock

Regression & quantmod by Thomas Etheber

1

by Jeff Ryan

GLM correcting for serial correlation by David St John

0

by David St John

RBloomberg by ehcpieterse

3

by ehcpieterse

numerical integration by Wei-han Liu

1

by Brian G. Peterson

seasonal model by Mahesh Krishnan

0

by Mahesh Krishnan

Pricing guaranteed execution by R_help Help

6

by Krishna Kumar-2

download yahoo quotes using tseries get.hist.quote(), error 404 by Marco Bianchi

2

by Marco Bianchi

how to plot a data frame of timeseries? by Konrad Hoppe

12

by Nick Torenvliet

Re: quantmod: get date column by Jeff Ryan

1

by Guillaume Yziquel-4

xts and na.omit "unsupported type" by Fabrizio Pollastri

4

by Jeff Ryan

Which Kalman filter? by Hubert Colt

3

by Hubert Colt

disaggregation, R and Matlab by statone

4

by statone

troubles with quantmod by Edouard Tallent

2

by rex

Probit model with specification for the conditional variance by gmroot2004-ms

0

by gmroot2004-ms

Re%3A%20%5BR-SIG-Finance%5D%20FinTS%20requires%20zoo%20to%20export%20as.Date.numeric by Pardeep Singh

0

by Pardeep Singh

Futures prices in quantmod? by Guillaume Yziquel-4

9

by Guillaume Yziquel-4

SUMMARY: Reducing an intra-day dataset into one obs per second by Ajay Shah

2

by Ajay Shah

Time Series For ohlcPlot by Nick Torenvliet

1

by Jeff Ryan

getSymbols is zoo or xts? by Guillaume Yziquel-4

4

by Guillaume Yziquel-4

Portfolio optimization & PCA by jorge nieves

2

by ngottlieb

princomp(): how to get the component's names by Konrad Hoppe

2

by Konrad Hoppe

Date problem by Peter Rote

1

by Sandor Benczik

Quantmod: getFin; getFinancials by km

1

by Jeff Ryan

WG: quantmod addTA() How to scale the y axis by Konrad Hoppe

3

by Konrad Hoppe

Fwd: AW: quantmod addTA() How to scale the y axis by Brian G. Peterson

0

by Brian G. Peterson

quantmod addTA() How to scale the y axis by Konrad Hoppe

1

by Brian G. Peterson

Discretising intra-day data -- how to get by with less memory? by Ajay Shah

6

by Gabor Grothendieck

Data by Feanor22

5

by Jeff Ryan

How good is Black-Scholes vs actual option prices by Peter Mennie

1

by Luwingo

Creating a back adjusted continuous price series from log returns by wob wu

2

by Patrick Burns-2

SMA on Volume? by Robert Nicholson

1

by Joshua Ulrich

A VaR question by RON70

4

by RON70

how use the results of rollapply in the previous row to the next row... by Jiri Hoogland

2

by Gabor Grothendieck

R: Use VAR model to predict response to change in values of certain variables by Karl Schriek

4

by Karl Schriek

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