Messages by Date
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2015/06/06
Re: [R-SIG-Finance] Quantstrat for backtesting on tickdata (and creating a spread from tick)
bearwithme
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2015/06/04
[R-SIG-Finance] Best simplex algorithm package ?
u0055
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2015/06/04
[R-SIG-Finance] 回覆: Harvesting Historical Data
KL
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2015/06/04
Re: [R-SIG-Finance] Harvesting Historical Data
Ilya Kipnis
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2015/06/04
[R-SIG-Finance] Harvesting Historical Data
Curtis Snell
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2015/06/04
Re: [R-SIG-Finance] Quantstrat for backtesting on tickdata (and creating a spread from tick)
Joshua Ulrich
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2015/06/04
Re: [R-SIG-Finance] Getting started with blotter (adding transactions) SOLVED
Bos, Roger
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2015/06/04
Re: [R-SIG-Finance] Getting started with blotter (adding transactions)
Bob Jansen
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2015/06/04
Re: [R-SIG-Finance] Getting started with blotter (adding transactions)
Bos, Roger
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2015/06/04
[R-SIG-Finance] R Estimize API Package
Thomas Fuller
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2015/06/04
Re: [R-SIG-Finance] Getting started with blotter (adding transactions)
Joshua Ulrich
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2015/06/03
Re: [R-SIG-Finance] Getting started with blotter (adding transactions)
Brian G. Peterson
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2015/06/03
Re: [R-SIG-Finance] Getting started with blotter (adding transactions)
Bos, Roger
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2015/06/03
Re: [R-SIG-Finance] Getting started with blotter (adding transactions)
Joshua Ulrich
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2015/06/03
Re: [R-SIG-Finance] Portfolio VaR and Asset VaR
Peter Chan
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2015/06/03
Re: [R-SIG-Finance] Portfolio VaR and Asset VaR
Prashant Sethi
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2015/06/03
Re: [R-SIG-Finance] Portfolio VaR and Asset VaR
AIE ATUMA via R-SIG-Finance
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2015/06/03
Re: [R-SIG-Finance] Portfolio VaR and Asset VaR
Brian G. Peterson
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2015/06/03
Re: [R-SIG-Finance] Portfolio VaR and Asset VaR
Annaert Jan
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2015/06/02
[R-SIG-Finance] Portfolio VaR and Asset VaR
Christofer Bogaso
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2015/06/02
Re: [R-SIG-Finance] Getting started with blotter (adding transactions)
Peter Chan
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2015/06/02
[R-SIG-Finance] Getting started with blotter (adding transactions)
Bos, Roger
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2015/06/01
Re: [R-SIG-Finance] RFC: plot.xts
Gei Lin
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2015/06/01
[R-SIG-Finance] Quantstrat for backtesting on tickdata (and creating a spread from tick)
bearwithme
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2015/05/29
[R-SIG-Finance] chart_Series.R question
E Pan
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2015/05/27
Re: [R-SIG-Finance] Quadratic programming solve.QP's Lagrangians
Bob Jansen
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2015/05/27
[R-SIG-Finance] Quadratic programming solve.QP's Lagrangians
Ton Jean-Claude
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2015/05/24
[R-SIG-Finance] How to extract the standardized residuals tests from the summary report
WEN SONG-QIAO
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2015/05/21
Re: [R-SIG-Finance] RUGARCH - non-negativity constraints on coefficients for exogenous variables in GARCH?
alexios
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2015/05/21
[R-SIG-Finance] RUGARCH - non-negativity constraints on coefficients for exogenous variables in GARCH?
Christian Borelli-Kjær
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2015/05/20
[R-SIG-Finance] COGARCH(p, q): Simulation and Inference with Yuima package
stefano iacus
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2015/05/19
Re: [R-SIG-Finance] strategy classes supported by quanstrat
Brian G. Peterson
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2015/05/19
Re: [R-SIG-Finance] assetsLPM from fAssets and 0.moment
Nils Tobias Kramer
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2015/05/18
Re: [R-SIG-Finance] assetsLPM from fAssets and 0.moment
Enrico Schumann
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2015/05/18
Re: [R-SIG-Finance] 回复: TickData Backtesting in R, is it able now?
Ilya Kipnis
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2015/05/18
[R-SIG-Finance] strategy classes supported by quanstrat
John Williams
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2015/05/18
Re: [R-SIG-Finance] 回复: TickData Backtesting in R, is it able now?
Saji Ren
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2015/05/17
[R-SIG-Finance] 回复: TickData Backtesting in R, is it able now?
LiuRR
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2015/05/17
Re: [R-SIG-Finance] Finding the strike price of an option from all other data
Enrico Schumann
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2015/05/17
Re: [R-SIG-Finance] Finding the strike price of an option from all other data
R Vince
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2015/05/17
Re: [R-SIG-Finance] TickData Backtesting in R, is it able now?
Brian G. Peterson
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2015/05/17
[R-SIG-Finance] TickData Backtesting in R, is it able now?
LiuRR
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2015/05/16
[R-SIG-Finance] Finding the strike price of an option from all other data
Kunal Shah
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2015/05/15
Re: [R-SIG-Finance] R/Finance 2015 registration now open
Joshua Ulrich
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2015/05/14
Re: [R-SIG-Finance] !SPAM: Re: Documentation and functions under tradesys, blotter, quantstrat etc?
Erol Biceroglu
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2015/05/14
Re: [R-SIG-Finance] !SPAM: Re: Documentation and functions under tradesys, blotter, quantstrat etc?
George Matysiak
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2015/05/12
[R-SIG-Finance] assetsLPM from fAssets and 0.moment
Nils Tobias Kramer
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2015/05/07
[R-SIG-Finance] Gaussian Copula Simulation
Chien, Josh-CH
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2015/05/01
Re: [R-SIG-Finance] R/Finance 2015 registration now open
Joshua Ulrich
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2015/04/29
[R-SIG-Finance] 9th ETH/Rmetrics Workshop 25-27 June Zurich
Diethelm Wuertz
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2015/04/28
Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL
Mark Knecht
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2015/04/28
Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL
Joshua Ulrich
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2015/04/28
Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL
Mark Knecht
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2015/04/28
[R-SIG-Finance] IBrokers: How to call eWrapper - updatePortfolio() ??
spy sixoneone via R-SIG-Finance
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2015/04/27
[R-SIG-Finance] R consultants
Greiner, Steven
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2015/04/25
Re: [R-SIG-Finance] quantstrat mktdata subsetting
John Williams
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2015/04/24
Re: [R-SIG-Finance] quantstrat mktdata subsetting
John Williams
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2015/04/24
Re: [R-SIG-Finance] quantstrat mktdata subsetting
Nick White
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2015/04/24
[R-SIG-Finance] quantstrat mktdata subsetting
John Williams
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2015/04/23
[R-SIG-Finance] multi horizon forecast in rmgarch
Andy Tang
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2015/04/23
Re: [R-SIG-Finance] RFC: plot.xts
Brian G. Peterson
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2015/04/23
Re: [R-SIG-Finance] RFC: plot.xts
Paul Teetor via R-SIG-Finance
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2015/04/21
[R-SIG-Finance] RQuantLib - DiscountCurve Class
Chien, Josh-CH
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2015/04/21
Re: [R-SIG-Finance] PortfolioAnalytics Group Constraint
Ross Bennett
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2015/04/20
[R-SIG-Finance] RFC: plot.xts
Joshua Ulrich
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2015/04/20
Re: [R-SIG-Finance] Dates not formatting properly for quarterly time series in xtsExtra
Joshua Ulrich
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2015/04/20
Re: [R-SIG-Finance] PortfolioAnalytics Group Constraint
Peter
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2015/04/18
Re: [R-SIG-Finance] Specify time segment to calculate indicator and trade ?
Joshua Ulrich
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2015/04/17
Re: [R-SIG-Finance] PortfolioAnalytics Group Constraint
Ross Bennett
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2015/04/17
[R-SIG-Finance] PortfolioAnalytics Group Constraint
Peter
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2015/04/15
Re: [R-SIG-Finance] Portfolio Min Variance Optimisation with Turnover Constraints
Graham Ewen
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2015/04/14
Re: [R-SIG-Finance] A bug in blotter?
Joshua Ulrich
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2015/04/14
[R-SIG-Finance] A bug in blotter?
Ivan Popivanov
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2015/04/09
Re: [R-SIG-Finance] I know I should be able to figure this out...
James Toll
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2015/04/09
Re: [R-SIG-Finance] quantmod, getOptionChain update time/date
James Toll
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2015/04/09
[R-SIG-Finance] quantmod, getOptionChain update time/date
david hilton shanabrook
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2015/04/09
Re: [R-SIG-Finance] Specify time segment to calculate indicator and trade ?
Peter Chan
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2015/04/08
[R-SIG-Finance] Specify time segment to calculate indicator and trade ?
domodo
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2015/04/06
Re: [R-SIG-Finance] I know I should be able to figure this out...
Samuel Wilson
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2015/04/06
Re: [R-SIG-Finance] I know I should be able to figure this out...
Michael Weylandt
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2015/04/06
[R-SIG-Finance] I know I should be able to figure this out...
Samuel Wilson
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2015/04/05
Re: [R-SIG-Finance] Questions regarding Cashflows in Blotter and hacking Quantstrat
Peter Chan
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2015/04/05
Re: [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?
ce
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2015/04/04
[R-SIG-Finance] auto.arima
aschmid1
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2015/04/01
Re: [R-SIG-Finance] Questions regarding Cashflows in Blotter and hacking Quantstrat
Ueli Hofstetter
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2015/04/01
Re: [R-SIG-Finance] Questions regarding Cashflows in Blotter and hacking Quantstrat
Ilya Kipnis
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2015/04/01
Re: [R-SIG-Finance] Questions regarding Cashflows in Blotter and hacking Quantstrat
Ueli Hofstetter
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2015/04/01
Re: [R-SIG-Finance] Questions regarding Cashflows in Blotter and hacking Quantstrat
Ilya Kipnis
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2015/04/01
Re: [R-SIG-Finance] Problem using Quantmod and MySQL
Ueli Hofstetter
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2015/04/01
[R-SIG-Finance] Questions regarding Cashflows in Blotter and hacking Quantstrat
Ueli Hofstetter
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2015/04/01
Re: [R-SIG-Finance] help with chart.Histogram of PerformanceAnalytics ?
Nick White
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2015/04/01
Re: [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?
Joshua Ulrich
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2015/04/01
[R-SIG-Finance] help with chart.Histogram of PerformanceAnalytics ?
ce
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2015/04/01
Re: [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?
cen six
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2015/03/31
[R-SIG-Finance] R/Finance 2015 registration now open
Joshua Ulrich
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2015/03/30
Re: [R-SIG-Finance] Problem using Quantmod and MySQL
Mark Knecht
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2015/03/30
Re: [R-SIG-Finance] Problem using Quantmod and MySQL
Joshua Ulrich
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2015/03/30
Re: [R-SIG-Finance] Problem using Quantmod and MySQL
Mark Knecht
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2015/03/30
Re: [R-SIG-Finance] Problem using Quantmod and MySQL
Joshua Ulrich
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2015/03/29
Re: [R-SIG-Finance] Problem using Quantmod and MySQL
Joshua Ulrich
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2015/03/29
Re: [R-SIG-Finance] Problem using Quantmod and MySQL
Mark Knecht
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2015/03/29
[R-SIG-Finance] Problem using Quantmod and MySQL
Ueli Hofstetter
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2015/03/28
Re: [R-SIG-Finance] Problem in output of "countMonthlyRecords" in Package "timeSeries"
Michael Weylandt
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2015/03/27
[R-SIG-Finance] Problem in output of "countMonthlyRecords" in Package "timeSeries"
Pankaj K Agarwal via R-SIG-Finance
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2015/03/25
Re: [R-SIG-Finance] validation of DrawdownPeak in PerformanceAnalytics package
Charles Duranceau
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2015/03/25
Re: [R-SIG-Finance] ugarchfit: Weighted Ljung-Box Test
alexios
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2015/03/24
Re: [R-SIG-Finance] ugarchfit: Weighted Ljung-Box Test
alexios
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2015/03/24
[R-SIG-Finance] ugarchfit: Weighted Ljung-Box Test
Jaimie Villanueva
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2015/03/23
Re: [R-SIG-Finance] validation of DrawdownPeak in PerformanceAnalytics package
Peter Carl
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2015/03/23
[R-SIG-Finance] validation of DrawdownPeak in PerformanceAnalytics package
Charles Duranceau
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2015/03/20
Re: [R-SIG-Finance] problem subsetting xts object with yearmon time index
Joshua Ulrich
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2015/03/20
Re: [R-SIG-Finance] problem subsetting xts object with yearmon time index
Eric Zivot
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2015/03/20
Re: [R-SIG-Finance] problem subsetting xts object with yearmon time index
Joshua Ulrich
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2015/03/20
Re: [R-SIG-Finance] problem subsetting xts object with yearmon time index
Joshua Ulrich
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2015/03/20
Re: [R-SIG-Finance] problem subsetting xts object with yearmon time index
Daniel Cegiełka
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2015/03/20
Re: [R-SIG-Finance] problem subsetting xts object with yearmon time index
Joshua Ulrich
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2015/03/20
[R-SIG-Finance] Online trading systems development courses using R at University of Washington
Eric Zivot
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2015/03/20
[R-SIG-Finance] problem subsetting xts object with yearmon time index
Eric Zivot
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2015/03/18
Re: [R-SIG-Finance] Online Hayashi-Yoshida estimator
Robert A'gata
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2015/03/17
Re: [R-SIG-Finance] Online Hayashi-Yoshida estimator
Brian G. Peterson
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2015/03/17
[R-SIG-Finance] Error when Using fPortfolio to plot the fitting
曹鼎贤
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2015/03/16
Re: [R-SIG-Finance] Online Hayashi-Yoshida estimator
Robert A'gata
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2015/03/16
Re: [R-SIG-Finance] Online Hayashi-Yoshida estimator
Hasan Diwan
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2015/03/16
[R-SIG-Finance] Online Hayashi-Yoshida estimator
Robert A'gata
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2015/03/15
Re: [R-SIG-Finance] Weird behavior of getSymbols for symbol PLL and PL
G See
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2015/03/15
[R-SIG-Finance] Weird behavior of getSymbols for symbol PLL and PL
Andreas Voellenklee
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2015/03/14
Re: [R-SIG-Finance] quantmod EMA and SMA
Joshua Ulrich
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2015/03/12
Re: [R-SIG-Finance] [r-sig-finance] analyzing monthly portfolio holdings of 250 funds across 10 years.
Nick White
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2015/03/12
[R-SIG-Finance] [r-sig-finance] analyzing monthly portfolio holdings of 250 funds across 10 years.
Pankaj K Agarwal via R-SIG-Finance
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2015/03/12
Re: [R-SIG-Finance] Kalman Filter Method in R library to Estimate and Forecast the Diebold-Li Yield Curve
Shimura, Tetsuro
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2015/03/12
[R-SIG-Finance] Kalman Filter Method in R library to Estimate and Forecast the Diebold-Li Yield Curve
Chien, Josh-CH
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2015/03/11
[R-SIG-Finance] CUSIP Data question and a sneak-peak at two packages
Thomas Fuller
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2015/03/09
Re: [R-SIG-Finance] quantmod EMA and SMA
Joshua Ulrich
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2015/03/09
[R-SIG-Finance] quantmod EMA and SMA
Olivier MARTIN
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2015/03/07
[R-SIG-Finance] Calculating ROI correctly and using chart.CumReturns()
david hilton shanabrook
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2015/03/06
Re: [R-SIG-Finance] rmgarch - dccforecast function
alexios
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2015/03/06
[R-SIG-Finance] rmgarch - dccforecast function
Fernando Martins Diniz
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2015/03/04
[R-SIG-Finance] Help specifying "ugarchsim" function
Gareth McEwan
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2015/03/03
Re: [R-SIG-Finance] [Q] How to omit NA values in TTR package + Jeff Cooper's 5 day MOM
Joshua Ulrich
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2015/03/03
Re: [R-SIG-Finance] [Q] How to omit NA values in TTR package + Jeff Cooper's 5 day MOM
Brian G. Peterson
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2015/03/03
Re: [R-SIG-Finance] [Q] How to omit NA values in TTR package + Jeff Cooper's 5 day MOM
Ilya Kipnis
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2015/03/03
[R-SIG-Finance] [Q] How to omit NA values in TTR package + Jeff Cooper's 5 day MOM
Alex Badoi
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2015/02/25
Re: [R-SIG-Finance] help with ugarchsim error
alexios
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2015/02/25
[R-SIG-Finance] help with ugarchsim error
Gareth McEwan
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2015/02/24
Re: [R-SIG-Finance] Quantmod Yahoo ticker download error
Joshua Ulrich
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2015/02/24
Re: [R-SIG-Finance] Quantmod Yahoo ticker download error
Pierre Org
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2015/02/24
Re: [R-SIG-Finance] Quantmod Yahoo ticker download error
Isak Engdahl
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2015/02/24
Re: [R-SIG-Finance] Quantmod Yahoo ticker download error
Isak Engdahl
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2015/02/24
Re: [R-SIG-Finance] Quantmod Yahoo ticker download error
Pierre Org
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2015/02/24
Re: [R-SIG-Finance] Quantmod Yahoo ticker download error
Marco Sun
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2015/02/24
Re: [R-SIG-Finance] Quantmod Yahoo ticker download error
Marco Sun
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2015/02/24
[R-SIG-Finance] Quantmod Yahoo ticker download error
Isak Engdahl
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2015/02/16
[R-SIG-Finance] How to install IKTrading and Quantstrat
Gerald Morrison
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2015/02/16
Re: [R-SIG-Finance] Gold
Matt Considine
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2015/02/15
Re: [R-SIG-Finance] Gold
Michael Weylandt
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2015/02/15
Re: [R-SIG-Finance] Gold
Robert Sherry
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2015/02/15
Re: [R-SIG-Finance] Gold
Ilya Kipnis
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2015/02/15
[R-SIG-Finance] Gold
Robert Sherry
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2015/02/09
Re: [R-SIG-Finance] quantmod can't get fx currencies ?
Joshua Ulrich
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2015/02/09
[R-SIG-Finance] quantmod can't get fx currencies ?
ce
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2015/02/09
Re: [R-SIG-Finance] dccfit funtion in rmgarch
alexios
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2015/02/08
[R-SIG-Finance] dccfit funtion in rmgarch
jun wang
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2015/02/06
Re: [R-SIG-Finance] Backing out a portfolio snapshot?
matt
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2015/02/06
Re: [R-SIG-Finance] Backing out a portfolio snapshot?
Brian G. Peterson
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2015/02/06
Re: [R-SIG-Finance] Backing out a portfolio snapshot?
Ilya Kipnis
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2015/02/06
[R-SIG-Finance] Backing out a portfolio snapshot?
matt
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2015/02/05
Re: [R-SIG-Finance] Problems with xts and plotting charts in quantmod
Liu
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2015/02/05
Re: [R-SIG-Finance] Problems with xts and plotting charts in quantmod
Tom Clifford via R-SIG-Finance
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2015/02/05
Re: [R-SIG-Finance] Problems with xts and plotting charts in quantmod
Brian G. Peterson
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2015/02/05
Re: [R-SIG-Finance] Problems with xts and plotting charts in quantmod
Liu
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2015/02/04
Re: [R-SIG-Finance] Problems with xts and plotting charts in quantmod
Wouter Thielen
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2015/02/04
Re: [R-SIG-Finance] Problems with xts and plotting charts in quantmod
Wouter Thielen
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2015/02/04
[R-SIG-Finance] Problems with xts and plotting charts in quantmod
Liu
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2015/02/03
Re: [R-SIG-Finance] help with quantstrat
cen six
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2015/02/03
[R-SIG-Finance] help with quantstrat
Olivier MARTIN
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2015/02/02
Re: [R-SIG-Finance] R/Finance 2015 Call for Papers
Joshua Ulrich
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2015/02/02
Re: [R-SIG-Finance] rmgarch package code
alexios
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2015/02/01
[R-SIG-Finance] rmgarch package code
jun wang
-
2015/02/01
Re: [R-SIG-Finance] Signal and Rule question in Quantstrat
Ilya Kipnis
-
2015/02/01
Re: [R-SIG-Finance] Signal and Rule question in Quantstrat
Isak Engdahl
-
2015/02/01
Re: [R-SIG-Finance] Signal and Rule question in Quantstrat
Brian G. Peterson
-
2015/02/01
Re: [R-SIG-Finance] Signal and Rule question in Quantstrat
Joshua Ulrich
-
2015/02/01
Re: [R-SIG-Finance] Signal and Rule question in Quantstrat
Ilya Kipnis
-
2015/02/01
Re: [R-SIG-Finance] Signal and Rule question in Quantstrat
Mark Knecht
-
2015/02/01
Re: [R-SIG-Finance] Signal and Rule question in Quantstrat
Joshua Ulrich
-
2015/02/01
Re: [R-SIG-Finance] Signal and Rule question in Quantstrat
Mark Knecht
-
2015/02/01
Re: [R-SIG-Finance] Signal and Rule question in Quantstrat
Joshua Ulrich
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2015/01/31
Re: [R-SIG-Finance] Help with quantstrat
Joshua Ulrich
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2015/01/29
Re: [R-SIG-Finance] S4 Class Error in fitCopula
Samit Paul
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2015/01/29
[R-SIG-Finance] S4 Class Error in fitCopula
Samit Paul
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2015/01/29
Re: [R-SIG-Finance] Resource for company relationship
Harry Prabandham
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2015/01/29
Re: [R-SIG-Finance] Resource for company relationship
Anshul Pandey
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2015/01/29
Re: [R-SIG-Finance] Resource for company relationship
Ilya Kipnis
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2015/01/29
Re: [R-SIG-Finance] Resource for company relationship
Brian G. Peterson
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2015/01/29
[R-SIG-Finance] Resource for company relationship
Anshul Pandey
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2015/01/28
Re: [R-SIG-Finance] Number of data points required for Cointigration
amol gupta
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2015/01/28
Re: [R-SIG-Finance] Number of data points required for Cointigration
Anil Bishnoie via R-SIG-Finance
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2015/01/28
Re: [R-SIG-Finance] Number of data points required for Cointigration
Paul Teetor via R-SIG-Finance
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2015/01/27
Re: [R-SIG-Finance] Number of data points required for Cointigration
Mark Leeds
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2015/01/27
Re: [R-SIG-Finance] Number of data points required for Cointigration
Eric Zivot