similar to: R and Forex

Hello, I did df -h on my CentOS 6.4 machine. $ df -h Filesystem Size Used Avail Use% Mounted on /dev/mapper/vg_ysg-lv_root 47G 8.8G 36G 20% / tmpfs 948M 372K 947M 1% /dev/shm /dev/sda1 485M 62M 398M 14% /boot /dev/mapper/vg_ysg-lv_home 4.6G 2.7G 1.7G 63% /home What I don't understand is why

Dear R helpers Suppose I have a portfolio of securities with exposure to Equity, Bonds and Forex (say $ 1000000 each). Is there any fucntion in R that will help me calculate Value at Risk (VaR) using Monte carlo Simulation , Historic simulation and Variance - Covariance Simulation. With regards Maithili

Hi, I'm having this odd problem with being unable to install gcc, this is what I tried and what I'm getting as an error: $ sudo yum install gcc.x86_64 Loaded plugins: security Setting up Install Process Resolving Dependencies --> Running transaction check ---> Package gcc.x86_64 0:4.4.6-4.el6 will be installed --> Processing Dependency: cpp = 4.4.6-4.el6 for package:

Hi R ?users, ? I am using R-2.14.0 on Windows XP. ? May I request you to assist me for the following please. ? I like to extract all the fields (example: a : Ask, b : Bid, ??, w : 52-week Range, x: Stock Exchange) ?for certain period of time, say, 1 October 2011 to 31 October 2011. ? Is there any R-Package(s) & any R- script please? ? Once again, thank you very much for the time you have

Dear all Is there any R function that would perform currency conversion using up-to-date exchange rates? I would be looking for a function that allows to download recent exchange rates (say, from Yahoo!) and then use these in converting currencies (say, USD to EUR). I am not sure whether r-sig-finance would be more appropriate, but the (off-)topic feels general enough to me. Thank you Liviu --

Hello, This is my issue, my remote machine (CentOS 6.3, hosted in Azure windows environment) has an application that I need to test on my local box (CentOS 6.4, a laptop behind a router). Now, this is what I'm doing and the issue that I'm encountering: Local: $ xhost + $ ssh -X someusername at somehostname.net -p 49283 Remote: $ export DISPLAY=192.168.1.6:0.0 $ xclock ... and nothing,

There is a lot of interest out there in running Metatrader 4 on the Linux platform, however until Metaquotes does a native Linux version, the only option if you want to do it is to run it under WINE emulation. What follows is a step by step guide to installing MT4 in Linux. I have used the excellent Ubuntu distribution for this task. 1) Install WINE if it's not already installed. I used

If I'm writing about this in the wrong place, please let me know. However, when I uninstalled rtorrent and then re-installed it, I kept getting this very same error: $ rtorrent foobar.torrent rtorrent: symbol lookup error: rtorrent: undefined symbol: _ZN7torrent10ThreadBase8m_globalE Why is this happening?

Yes, you need to cite the source of data and the method for retrieval. You also need to cite programs used in manipulating the data, cleaning the data, and analyzing the data. I should be able to read what you wrote, and using those methods recover the data independently from you and finish all other steps in the analysis. I should not have to guess. Tim -----Original Message----- From: R-help

Hi, I have been learning the quantmod package over the last several days. I went to check some of my data pulls against other sources and was surprised to find that a few tickers that have single characters do not successfully scrape from Google Finance using getFin(). Particularly require(quantmod) getFin("A") getFin("E") getFin("F") getFin("G")

Hello! Happy Holidays! I have a question about citing stock price data downloaded via Quantmod, please. Of course, I will cite Quantmod. Do I also need to cite Yahoo Finance as the actual source of the data, please? Also, I'm not sure if this is a question for the Finance sig, but thought I would start here. Thank you. Erin Hodgess, PhD mailto: erinm.hodgess at gmail.com [[alternative

Hi R, I am familiar with the basics of R. To learn more I would like how to get data from Yahoo!finance directly into R. So basically I want a data frame or matrix to do some data analysis. How do I do this? Thank you very much. Thomas -- View this message in context: http://www.nabble.com/yahoo-finance-into-R-tp19385481p19385481.html Sent from the R help mailing list archive at Nabble.com.

Hi there I have some timeseries data which I plot in a OHLC Plot. In the same plot I'd like to have the EMA of this timeseries. I tried to add the EMA point to OHLC with lines(), but this doesn't work. Has anyone an idea how to handle it? Regards, Michael Zak

i am using quantmod package.it get stock quotes from google finanace. but unfortunately i am not able to get the quotations of some stocks(e.g. NSE:TCS,NSE:SAIL ) through the "getSymbol" command of this package although they are available in the google finance website. anyone please help me. thanks in advance..... -- View this message in context:

Dear R Helpers, I am still having trouble with the getOptionChain command in quantmod. I have the latest version of quantmod, etc. so I was under the impression that the problem was solved with updates to the package. If someone could let me know what I need to install in order to make this work, I would really appreciate it. My error message as session info are shown below. Thanks a bunch.

Hi all I have installed quantmod package but when I try to obtain GOOG data appers this message: Can anyone inform why itappears? I type getSymbols("GOOG",src="google") Thanks and Best Regards for all Error en download.file(paste(google.URL, "q=", Symbols.name, "&startdate=", : no fue posible abrir la URL '

The _point_ is to explain the story of the research so people can compare easily with other work. A story interrupted by tedious details is not very comprehensible. And I _did_ recommend providing a link to a code repository and using reproducible coding tools. On December 30, 2024 7:35:37 PM PST, "Ebert,Timothy Aaron" <tebert at ufl.edu> wrote: >Maybe I misunderstand, but if

While asking if you should document what you did and give credit where due seems... unnecessary (of course you should) ... I believe we are beyond the point where a paper alone can allow me to reproduce most relevant published analyses. That is, including a link to a reproducible code repository with a list of exact package/versions used and to the exact data used as input are necessary to achieve

Hello, I'm very interested in using financial time series data, but I'm a beginner of R programming. I'd like to fully understand internal logics on several time-series related packages such as quantmod, xts, zoo, chron, etc. So, I read some books, 'R Cookbook' and 'Art of R Programming' and another simple tutorials. But I still can't understand grammars of the

Maybe I misunderstand, but if the results cannot be reproduced, what is the point? I did some secret stuff (after talking to my friend the witch doctor) and here are my results. Some analyses preclude exact reproduction, but then researchers should rerun the analysis several times to provide a range or field of possible/probable results. -----Original Message----- From: Jeff Newmiller