r-sig-finance
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2015/01/29
[R-SIG-Finance] Resource for company relationship
Anshul Pandey
2015/01/28
Re: [R-SIG-Finance] Number of data points required for Cointigration
amol gupta
2015/01/28
Re: [R-SIG-Finance] Number of data points required for Cointigration
Anil Bishnoie via R-SIG-Finance
2015/01/28
Re: [R-SIG-Finance] Number of data points required for Cointigration
Paul Teetor via R-SIG-Finance
2015/01/27
Re: [R-SIG-Finance] Number of data points required for Cointigration
Mark Leeds
2015/01/27
Re: [R-SIG-Finance] Number of data points required for Cointigration
Eric Zivot
2015/01/27
Re: [R-SIG-Finance] Number of data points required for Cointigration
Mark Leeds
2015/01/27
Re: [R-SIG-Finance] Number of data points required for Cointigration
Eric Zivot
2015/01/27
Re: [R-SIG-Finance] Number of data points required for Cointigration
amol gupta
2015/01/27
Re: [R-SIG-Finance] rbbg connection issue: failed to connect server
Aidan Corcoran
2015/01/27
Re: [R-SIG-Finance] rbbg connection issue: failed to connect server
John Laing
2015/01/27
[R-SIG-Finance] rbbg connection issue: failed to connect server
Aidan Corcoran
2015/01/27
Re: [R-SIG-Finance] Number of data points required for Cointigration
John Frain
2015/01/26
Re: [R-SIG-Finance] racd package
Samit Paul
2015/01/26
Re: [R-SIG-Finance] Number of data points required for Cointigration
Paul Teetor via R-SIG-Finance
2015/01/26
Re: [R-SIG-Finance] problems
Daniel Cegiełka
2015/01/26
Re: [R-SIG-Finance] problems
Juanjo Fdez
2015/01/26
Re: [R-SIG-Finance] problems
Daniel Cegiełka
2015/01/26
[R-SIG-Finance] problems
Juanjo Fdez
2015/01/24
Re: [R-SIG-Finance] racd package
Samit Paul
2015/01/24
Re: [R-SIG-Finance] racd package
alexios
2015/01/24
[R-SIG-Finance] racd package
Samit Paul
2015/01/23
Re: [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.
Pierre Org
2015/01/23
Re: [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.
alexios
2015/01/23
Re: [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.
Pierre Org
2015/01/23
[R-SIG-Finance] Signal and Rule question in Quantstrat
Isak Engdahl
2015/01/23
Re: [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.
alexios
2015/01/23
Re: [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.
Pierre Org
2015/01/23
[R-SIG-Finance] Number of data points required for Cointigration
amol gupta
2015/01/21
Re: [R-SIG-Finance] CUSIP Numbers
Amos B. Elberg
2015/01/21
Re: [R-SIG-Finance] CUSIP Numbers
Anshul Pandey
2015/01/21
Re: [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?
ce
2015/01/21
Re: [R-SIG-Finance] CUSIP Numbers
G See
2015/01/21
Re: [R-SIG-Finance] CUSIP Numbers
Daniel Cegiełka
2015/01/21
Re: [R-SIG-Finance] CUSIP Numbers
aschmid1
2015/01/21
Re: [R-SIG-Finance] CUSIP Numbers
James Ho
2015/01/21
Re: [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?
cen six
2015/01/21
Re: [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.
Pierre Org
2015/01/21
Re: [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.
Ilya Kipnis
2015/01/21
[R-SIG-Finance] CUSIP Numbers
Anshul Pandey
2015/01/21
Re: [R-SIG-Finance] Passing optim.control arima arguments to ugarchfit in rugarch
Andreas Keller Leth Laursen
2015/01/21
Re: [R-SIG-Finance] Passing optim.control arima arguments to ugarchfit in rugarch
alexios
2015/01/21
[R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.
Pierre Org
2015/01/21
[R-SIG-Finance] Passing optim.control arima arguments to ugarchfit in rugarch
Andreas Keller Leth Laursen
2015/01/21
[R-SIG-Finance] Help with quantstrat
Olivier MARTIN
2015/01/20
Re: [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?
ce
2015/01/20
Re: [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?
ce
2015/01/20
Re: [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?
cen six
2015/01/20
Re: [R-SIG-Finance] R/Finance 2015 Call for Papers
Joshua Ulrich
2015/01/19
[R-SIG-Finance] IBrokers Package: wrong Clientid returns ?
ce
2015/01/19
Re: [R-SIG-Finance] Extract Fama and French coefficients at each t point in time on one asset
Ilya Kipnis
2015/01/19
[R-SIG-Finance] Extract Fama and French coefficients at each t point in time on one asset
Alex Badoi
2015/01/17
[R-SIG-Finance] VaR with ARMA-GARCH innovations in fGarch
Ludovic Mbakop Yopa
2015/01/17
[R-SIG-Finance] Fw: VaR with ARMA and Garch
Ludovic Mbakop Yopa
2015/01/13
Re: [R-SIG-Finance] RQuantLib - Discount Curve Object
Dirk Eddelbuettel
2015/01/13
[R-SIG-Finance] RQuantLib - Discount Curve Object
Chien, Josh-CH
2015/01/12
[R-SIG-Finance] Tomorrow Webinar: Enter a KDD Cup or Kaggle Competition without being an expert!
Lisa Solomon
2015/01/12
[R-SIG-Finance] Thomson Reuters Eikon
Thomas Fuller
2015/01/11
Re: [R-SIG-Finance] (no subject)
Hasan Diwan
2015/01/11
[R-SIG-Finance] (no subject)
Frank
2015/01/10
Re: [R-SIG-Finance] Help with quantstrat.. correction
Olivier MARTIN
2015/01/10
[R-SIG-Finance] Help with quantstrat
Olivier MARTIN
2015/01/07
Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 128, Issue 5
Thomas Quinn
2015/01/05
Re: [R-SIG-Finance] gogarch with multivariate t distribution
jun wang
2015/01/03
Re: [R-SIG-Finance] gogarch with multivariate t distribution
alexios ghalanos
2015/01/03
[R-SIG-Finance] gogarch with multivariate t distribution
jun wang
2015/01/02
Re: [R-SIG-Finance] Reply to: How can I get Japanese Stock Daily Data in R?
Wouter Thielen
2015/01/01
Re: [R-SIG-Finance] Reply to: How can I get Japanese Stock Daily Data in R?
Joshua Ulrich
2015/01/01
Re: [R-SIG-Finance] How can I get Japanese Stock Daily Data in R?
Joshua Ulrich
2015/01/01
Re: [R-SIG-Finance] RFinanceYJ and getSymbols for Yahoo Japan
Joshua Ulrich
2015/01/01
Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL
Joshua Ulrich
2014/12/31
Re: [R-SIG-Finance] Quantitative Trading with R: Understanding Mathematical and ...
Ilya Kipnis
2014/12/31
Re: [R-SIG-Finance] Quantitative Trading with R: Understanding Mathematical and ...
Dirk Eddelbuettel
2014/12/31
[R-SIG-Finance] Quantitative Trading with R: Understanding Mathematical and ...
Mark Knecht
2014/12/30
Re: [R-SIG-Finance] Period.Unrealized.PL always sums to 0 after a transaction, why? - Blotter/ Quantstrat
Brian G. Peterson
2014/12/30
[R-SIG-Finance] Period.Unrealized.PL always sums to 0 after a transaction, why? - Blotter/ Quantstrat
Derek Wong
2014/12/21
Re: [R-SIG-Finance] Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help
Derek Wong
2014/12/21
Re: [R-SIG-Finance] Prototyped support for "partial" and parallelism to rollapply.xts
Ivan Popivanov
2014/12/21
Re: [R-SIG-Finance] Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help
Ilya Kipnis
2014/12/21
Re: [R-SIG-Finance] Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help
Joshua Ulrich
2014/12/21
Re: [R-SIG-Finance] Prototyped support for "partial" and parallelism to rollapply.xts
Joshua Ulrich
2014/12/19
[R-SIG-Finance] Prototyped support for "partial" and parallelism to rollapply.xts
Ivan Popivanov
2014/12/19
[R-SIG-Finance] Help replicating a paper
Ilya Kipnis
2014/12/15
Re: [R-SIG-Finance] selecting specific rows from an xts object
David Reiner
2014/12/15
Re: [R-SIG-Finance] selecting specific rows from an xts object
Andreas Voellenklee
2014/12/15
[R-SIG-Finance] selecting specific rows from an xts object
Robert Schien
2014/12/12
[R-SIG-Finance] Interactive Brokers - Adjustable trailing stop using API?
Raghuraman Ramachandran
2014/12/10
[R-SIG-Finance] Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help
Derek Wong
2014/12/10
Re: [R-SIG-Finance] Bug in ruleOrderProc - txnfees is not a numeric?
Gei Lin
2014/12/09
[R-SIG-Finance] [rugarch:realGARCH] A good proxy for close to close volatility?
Ivan Popivanov
2014/12/09
[R-SIG-Finance] Rugarch external regressor estimation
Luca Trapin
2014/12/08
[R-SIG-Finance] Violation of underlying assumptions - ARMA-GARCH
Lasse Thorst
2014/12/07
Re: [R-SIG-Finance] Reply to: How can I get Japanese Stock Daily Data in R?
Joshua Ulrich
2014/12/05
Re: [R-SIG-Finance] Preparing data for Superior predictive ability (SPA) test
Karthik Raju
2014/12/04
Re: [R-SIG-Finance] rename a large number of stock codes
Marco Sun
2014/12/04
Re: [R-SIG-Finance] Optimization of ARFIMA in rugarch - Quick question and context
alexios ghalanos
2014/12/04
Re: [R-SIG-Finance] rename a large number of stock codes
Nick White
2014/12/04
[R-SIG-Finance] rename a large number of stock codes
Marco Sun
2014/12/03
[R-SIG-Finance] Fwd: how to rename stock codes?
Marco Sun
2014/12/03
[R-SIG-Finance] how to rename stock codes?
Marco Sun
2014/12/02
Re: [R-SIG-Finance] Optimization of ARFIMA in rugarch - Quick question and context
Nicholas Manganaro
2014/12/02
Re: [R-SIG-Finance] Optimization of ARFIMA in rugarch - Quick question and context
alexios ghalanos
2014/12/02
[R-SIG-Finance] Optimization of ARFIMA in rugarch - Quick question and context
Nicholas Manganaro
2014/12/01
Re: [R-SIG-Finance] IBrokers question
cen six
2014/12/01
[R-SIG-Finance] IBrokers question
Robert Schien
2014/11/30
Re: [R-SIG-Finance] Talking to C# API (Any reference to learn the same)
Бобровский Дмитрий
2014/11/30
Re: [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns?
Brian G. Peterson
2014/11/29
Re: [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns?
Ivan Popivanov
2014/11/29
Re: [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns?
Ilya Kipnis
2014/11/29
Re: [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns?
Ivan Popivanov
2014/11/29
Re: [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns?
Ilya Kipnis
2014/11/29
Re: [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns?
Ivan Popivanov
2014/11/29
Re: [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns?
Ilya Kipnis
2014/11/29
[R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns?
Ivan Popivanov
2014/11/29
Re: [R-SIG-Finance] Preparing data for Superior predictive ability (SPA) test
Brian G. Peterson
2014/11/28
Re: [R-SIG-Finance] Preparing data for Superior predictive ability (SPA) test
Karthik Raju
2014/11/28
Re: [R-SIG-Finance] Preparing data for Superior predictive ability (SPA) test
Brian G. Peterson
2014/11/27
[R-SIG-Finance] Preparing data for Superior predictive ability (SPA) test
Karthik Raju
2014/11/24
[R-SIG-Finance] GARCH Modelling of transformed series
Бобровский Дмитрий
2014/11/23
Re: [R-SIG-Finance] Bug in tradeStats function?
Brian G. Peterson
2014/11/23
[R-SIG-Finance] Bug in tradeStats function?
Nick White
2014/11/23
Re: [R-SIG-Finance] Fwd: Re: Block Exogeneity Test
John Frain
2014/11/22
Re: [R-SIG-Finance] Fwd: Re: Block Exogeneity Test
DEBASISH MAITRA
2014/11/21
Re: [R-SIG-Finance] Fwd: Re: Block Exogeneity Test
John Frain
2014/11/21
Re: [R-SIG-Finance] Fwd: Re: Block Exogeneity Test
Brian G. Peterson
2014/11/21
[R-SIG-Finance] Fwd: Re: Block Exogeneity Test
Brian G. Peterson
2014/11/21
Re: [R-SIG-Finance] Block Exogeneity Test
Brian G. Peterson
2014/11/21
[R-SIG-Finance] Block Exogeneity Test
DEBASISH MAITRA
2014/11/19
Re: [R-SIG-Finance] RBloomberg
John Laing
2014/11/19
[R-SIG-Finance] RBloomberg
Larry Shank
2014/11/18
[R-SIG-Finance] R/Finance 2015 Call for Papers
Joshua Ulrich
2014/11/18
Re: [R-SIG-Finance] heston model simulation
stefano iacus
2014/11/17
Re: [R-SIG-Finance] incorrectly storing results from `blotter` when using `foreach`
Brian G. Peterson
2014/11/17
[R-SIG-Finance] incorrectly storing results from `blotter` when using `foreach`
Nick White
2014/11/16
Re: [R-SIG-Finance] Heston Simulation
jun wang
2014/11/16
[R-SIG-Finance] Heston Simulation
P. Henaff
2014/11/15
[R-SIG-Finance] heston model simulation
jun wang
2014/11/12
Re: [R-SIG-Finance] R-SIG-Financ
adarshpl7
2014/11/12
Re: [R-SIG-Finance] Specifying an expected mu and Sigma for fPortfolio
elliot noma
2014/11/12
Re: [R-SIG-Finance] Fitting Arma-garch models to my troublesome data
alexios ghalanos
2014/11/12
[R-SIG-Finance] Fitting Arma-garch models to my troublesome data
Lasse Thorst
2014/11/12
Re: [R-SIG-Finance] Specifying an expected mu and Sigma for fPortfolio
Thomas Chevrier
2014/11/12
[R-SIG-Finance] FIGRACH
DEBASISH MAITRA
2014/11/12
[R-SIG-Finance] WTLE GARCH models
Andrea Sestu
2014/11/11
Re: [R-SIG-Finance] Blotter Question related to addAcctTxn and updateAcct
Joshua Ulrich
2014/11/10
Re: [R-SIG-Finance] Learning statistical analysis methods and capabilities of R
Nick White
2014/11/10
Re: [R-SIG-Finance] Learning statistical analysis methods and capabilities of R
Ilya Kipnis
2014/11/10
[R-SIG-Finance] Learning statistical analysis methods and capabilities of R
Sri Burra
2014/11/10
Re: [R-SIG-Finance] Fitting qGARCH, eGARCH and nGARCH (with rugarch)
alexios ghalanos
2014/11/10
[R-SIG-Finance] Fitting qGARCH, eGARCH and nGARCH (with rugarch)
Lasse Thorst
2014/11/08
Re: [R-SIG-Finance] [rugarch] ugarchroll returns objects structures differently
Alexios Ghalanos
2014/11/08
Re: [R-SIG-Finance] [rugarch] ugarchroll returns objects structures differently
alexios ghalanos
2014/11/08
[R-SIG-Finance] [rugarch] ugarchroll returns objects structures differently
Ivan Popivanov
2014/11/06
[R-SIG-Finance] Blotter Question related to addAcctTxn and updateAcct
alexios ghalanos
2014/11/06
Re: [R-SIG-Finance] rmgarch gogarchFit standardized residuals
alexios ghalanos
2014/11/06
[R-SIG-Finance] rmgarch gogarchFit standardized residuals
Ed Herranz
2014/11/05
Re: [R-SIG-Finance] How to add lagged values to rugarch-model
alexios ghalanos
2014/11/05
Re: [R-SIG-Finance] How to add lagged values to rugarch-model
Lasse Thorst
2014/11/05
Re: [R-SIG-Finance] How to add lagged values to rugarch-model
Robert Harlow
2014/11/05
Re: [R-SIG-Finance] How to add lagged values to rugarch-model
alexios ghalanos
2014/11/05
[R-SIG-Finance] How to add lagged values to rugarch-model
Lasse Thorst
2014/11/04
Re: [R-SIG-Finance] quantstrat::Return.rebalancing
Bos, Roger
2014/11/04
Re: [R-SIG-Finance] quantstrat::Return.rebalancing
Brian G. Peterson
2014/11/04
[R-SIG-Finance] quantstrat::Return.rebalancing
Bos, Roger
2014/11/02
[R-SIG-Finance] zero coupon yield curve estimation
kw1958
2014/10/31
[R-SIG-Finance] zero coupon yield curve estimation
Matthew Johnson
2014/10/31
Re: [R-SIG-Finance] blotter_0.9.1643 pennyPerShare() not reflecting addTxn usage
Daniel Cegiełka
2014/10/30
[R-SIG-Finance] blotter_0.9.1643 pennyPerShare() not reflecting addTxn usage
Gei Lin
2014/10/30
Re: [R-SIG-Finance] IBroker: Attempt to call placeOrder() gives socket i/o error?
Joshua Ulrich
2014/10/30
Re: [R-SIG-Finance] IBroker: Attempt to call placeOrder() gives socket i/o error?
spy sixoneone
2014/10/30
[R-SIG-Finance] IBroker: Attempt to call placeOrder() gives socket i/o error?
spy sixoneone
2014/10/29
Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL
Paul Gilbert
2014/10/29
Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL
Mark Knecht
2014/10/29
Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL
Mark Knecht
2014/10/29
Re: [R-SIG-Finance] Conflicting "spd" function estimates
alexios ghalanos
2014/10/29
Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL
Paul Gilbert
2014/10/29
[R-SIG-Finance] Conflicting "spd" function estimates
Gareth McEwan
2014/10/29
Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL
Mark Knecht
2014/10/29
Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL
Joshua Ulrich
2014/10/29
Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL
Zachary Deane-Mayer
2014/10/29
Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL
Mark Knecht
2014/10/29
Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL
G See
2014/10/29
[R-SIG-Finance] RFC: quantmod::getSymbols.MySQL
Joshua Ulrich
2014/10/29
Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)
Joshua Ulrich
2014/10/27
[R-SIG-Finance] Plotting live charts with Yahoo Finance data and ggplot2 in R
amarjit chandhial
2014/10/25
Re: [R-SIG-Finance] Need help to find an R-code
Joshua Ulrich
2014/10/25
[R-SIG-Finance] Package for BEKK Multivariate GARCH
DEBASISH MAITRA
2014/10/25
[R-SIG-Finance] Need help to find an R-code
adarsh paul
2014/10/22
[R-SIG-Finance] Combining a kernel density interior + GPD tailed CDF
Gareth McEwan
2014/10/22
[R-SIG-Finance] (no subject)
Gareth McEwan
2014/10/22
Re: [R-SIG-Finance] quantstrat help - simple combine error using windows and walk.forward
Derek Wong
2014/10/21
Re: [R-SIG-Finance] Performance Analytics: table.CAPM
alexios ghalanos
2014/10/21
Re: [R-SIG-Finance] Performance Analytics: table.CAPM
Charles Duranceau
2014/10/21
Re: [R-SIG-Finance] maxbfgs
Arne Henningsen
2014/10/21
Re: [R-SIG-Finance] maxbfgs
Brian G. Peterson
2014/10/21
[R-SIG-Finance] maxbfgs
jun wang
2014/10/19
[R-SIG-Finance] Reply to: How can I get Japanese Stock Daily Data in R?
Wouter Thielen
2014/10/18
Re: [R-SIG-Finance] quantstrat help
Raghuraman Ramachandran
2014/10/17
Re: [R-SIG-Finance] Blotter package would it work for cross currencies
ce
2014/10/17
Re: [R-SIG-Finance] How can I get Japanese Stock Daily Data in R?
G See
Earlier messages
Later messages