Messages by Thread
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[R-SIG-Finance] Assistance on gogarch estimation
Leonardo Bargigli
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[R-SIG-Finance] PerformanceAnalytics::table.CalendarReturns
Amarjit Chandhial via R-SIG-Finance
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[R-SIG-Finance] Rblpapi testing needed
Dirk Eddelbuettel
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[R-SIG-Finance] Test listsend
Michael Zyphur via R-SIG-Finance
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[R-SIG-Finance] Using ChatGPT and Copilot for Data Analysis in R - livestream seminar
Michael Zyphur via R-SIG-Finance
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[R-SIG-Finance] ugarchsim for data simulation
Fabian Corrêa Cardoso
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[R-SIG-Finance] R/Finance 2024: Call for Presentations
Joshua Ulrich
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[R-SIG-Finance] correlation matrix
arnaud gaboury
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[R-SIG-Finance] from a list of array to tibble
arnaud gaboury
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[R-SIG-Finance] Rblpapi / getBars / eventType
Oleg Mubarakshin
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[R-SIG-Finance] xts: Transfer/expand values to higher periodicity
Mike
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[R-SIG-Finance] Request for Information on Free Bond Data in Europe/Spain
Pablo Daniel Portillo
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[R-SIG-Finance] Question
BABAGANA ABUBAKAR
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[R-SIG-Finance] var_cp_test in tsmodels/tstests returns subscript out of bounds error
Ayla via R-SIG-Finance
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[R-SIG-Finance] chart_Series: Adding multiple custom indicators
Mike
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[R-SIG-Finance] Copula RMGARCH
Thabani Mhlongo
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[R-SIG-Finance] prediction intervals in rugarch package
Anthony R. Zosa
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[R-SIG-Finance] rugarch | Question about starting value for opimization
Sunyoung JI
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[R-SIG-Finance] VaRTest in rugarch package version 1.4.9 returns NaN
Ayla via R-SIG-Finance
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[R-SIG-Finance] None-Elliptical Copula Using rmgarch
Thabani via R-SIG-Finance
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[R-SIG-Finance] Downloaded stock prices from Yahoo Finance
Dennis Fisher
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[R-SIG-Finance] rugarch: Mean model used for armaOrder(0,0)
Simon Rhodes
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[R-SIG-Finance] Performanceanalytics Charts - removing default date in title?
Jason Hart via R-SIG-Finance
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[R-SIG-Finance] xts 0.13.0 released to CRAN
Joshua Ulrich
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[R-SIG-Finance] IBrokers Snapshot not Working
Patrick Bechbache
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[R-SIG-Finance] PortfolioAnalytics broken?
diego peroni
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[R-SIG-Finance] rugarch: External Regressor
Simon van Norden
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Re: [R-SIG-Finance] Rugarch - ugarchroll (eGarch 1, 1) - conditional sigma results "inf" on skewed student t
yanlu2018
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[R-SIG-Finance] R/Finance 2023: Call for Presentations
Joshua Ulrich
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Re: [R-SIG-Finance] Rugarch - ugarchroll (eGarch 1,
yanlu2018
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[R-SIG-Finance] PortfolioAnalytics: Out-of-sample optimization with transaction cost constraint
Jarno Bergmeier
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[R-SIG-Finance] Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE)
Frank
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Re: [R-SIG-Finance] Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE)
Joshua Ulrich
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Re: [R-SIG-Finance] Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE)
Daniel Cegiełka
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Re: [R-SIG-Finance] Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE)
Frank
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Re: [R-SIG-Finance] Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE)
Frank
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[R-SIG-Finance] Delayed orders
Mike
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[R-SIG-Finance] Wrong execution time
Mike
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[R-SIG-Finance] Entry + exit on the same bar? allowMagicalThinking?
Mike
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[R-SIG-Finance] Qbar in rmgarch dcc
Leonardo Bargigli
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[R-SIG-Finance] Generation of synthetic financial data
Andri Schnider
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[R-SIG-Finance] chart.EfficientFrontier in PortfolioAnalytics Package
Pankaj K Agarwal via R-SIG-Finance
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[R-SIG-Finance] lmForc package
Nelson Rayl
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[R-SIG-Finance] Fwd: Finding stock splits and dividend information
H
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[R-SIG-Finance] Finding stock splits and dividend information
H
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[R-SIG-Finance] rmgarch::cgarchfit: how to obtain Q matrix of DCC-Copula model?
Ezequiel Antar
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[R-SIG-Finance] Realized GARCH estimation problem
Crib
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[R-SIG-Finance] PerformanceAnalytics
Pankaj K Agarwal via R-SIG-Finance
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[R-SIG-Finance] SSRN paper: Analyzing intraday financial data in R: The highfrequency package
Vivek Rao via R-SIG-Finance
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[R-SIG-Finance] plot.xts/chart_Series, multi.panel and candlesticks
Mike
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[R-SIG-Finance] Return.portfolio contribution documentation incorrect.
Ilya Kipnis
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[R-SIG-Finance] Cumulative Impulse Response Function for Garch models
Doumbia Souleymane via R-SIG-Finance
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[R-SIG-Finance] ACD vs GARCH
enjo faes
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[R-SIG-Finance] Assistance with rvine code
Hamdan Bukenya Ntare
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[R-SIG-Finance] fiGarch estmates in rugarch package
Doumbia Souleymane via R-SIG-Finance
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[R-SIG-Finance] Q: SGT for GARCH estimation
enjo faes
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[R-SIG-Finance] Forward Curve Fitting
Oleg Mubarakshin
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[R-SIG-Finance] Indicator as histogram or rectangle boxes instead of line
Mike
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[R-SIG-Finance] Retrieving corporate event information for listed companies
H
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[R-SIG-Finance] Data
Fianu, Emmanuel Senyo
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Re: [R-SIG-Finance] Question about the Ulcer Index calculation in PerformanceAnalytics
Farid Moussaoui
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[R-SIG-Finance] Issues fitting basic models with rmgarch
Ezequiel Antar
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[R-SIG-Finance] rugarch fitting Duan's 1995 model
Argyrios Ramandanis
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[R-SIG-Finance] PnL data - PerformanceAnalytics /
Johan Palleschitz
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[R-SIG-Finance] Praising the Binancer package from a blind user’s perspective and few questions about technical indicators.
faiz rasool
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[R-SIG-Finance] EDGAR filing data and corporate actions
H
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[R-SIG-Finance] IBrokers - reqMktData - snapshot
diego peroni
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[R-SIG-Finance] cgarchfit (rmgarch package): cannot reconcile likelihood of a Copula-GARCH model
Ezequiel Antar
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[R-SIG-Finance] Partial profits and moving SL to breakeven in Quantstrat
oliver
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[R-SIG-Finance] How can I calculate annualized log returns when the year is different from a calendar year
Maulik Bhatt
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[R-SIG-Finance] Quantstrat Position Accounting System: Netting vs Hedging Systems
Ayhan yuksel
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[R-SIG-Finance] dccfit (RMGARCH): using uGARCHmultifit
borkresearch
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[R-SIG-Finance] collect data from the web
Cleber N.Borges via R-SIG-Finance
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[R-SIG-Finance] GET LOG RETURNS FUNCTION
AIE ATUMA via R-SIG-Finance
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[R-SIG-Finance] PairTrading package
Alec Schmidt
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[R-SIG-Finance] Empty indicator / plot.window: need finite 'ylim' values
Mike
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[R-SIG-Finance] periodReturn at the acutual day
Pedro páramo
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[R-SIG-Finance] Statistical Modelling of time series
Christofer Bogaso
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Re: [R-SIG-Finance] [R] hist from a list
Pedro páramo
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Re: [R-SIG-Finance] Bollinger Band
Frank
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[R-SIG-Finance] Problem with PortfolioAnalytics
Sam H
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[R-SIG-Finance] hist from a data frame that is a list
Pedro páramo