r-sig-finance  

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• 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
• 2014/10/17 Re: [R-SIG-Finance] Popular stock forecasting/prediction algorithms in R Anshul Pandey
• 2014/10/17 Re: [R-SIG-Finance] How can I get Japanese Stock Daily Data in R? Qi Li
• 2014/10/17 Re: [R-SIG-Finance] Popular stock forecasting/prediction algorithms in R Ilya Kipnis
• 2014/10/17 Re: [R-SIG-Finance] quantstrat help Raghuraman Ramachandran
• 2014/10/17 [R-SIG-Finance] Popular stock forecasting/prediction algorithms in R Anshul Pandey
• 2014/10/17 Re: [R-SIG-Finance] quantstrat help Joshua Ulrich
• 2014/10/17 Re: [R-SIG-Finance] quantstrat help Ilya Kipnis
• 2014/10/17 Re: [R-SIG-Finance] quantstrat help Nick White
• 2014/10/17 Re: [R-SIG-Finance] quantstrat help Ilya Kipnis
• 2014/10/17 [R-SIG-Finance] How can I get Japanese Stock Daily Data in R? Eric (YEN-LIN) CHIU
• 2014/10/17 Re: [R-SIG-Finance] quantstrat help Raghuraman Ramachandran
• 2014/10/17 Re: [R-SIG-Finance] quantstrat help Joshua Ulrich
• 2014/10/17 [R-SIG-Finance] quantstrat help Raghuraman Ramachandran
• 2014/10/16 Re: [R-SIG-Finance] Performance Analytics: table.CAPM Joshua Ulrich
• 2014/10/15 [R-SIG-Finance] PerformanceAnalytics: CAPM.alpha vs CAPM.jensenAlpha Charles Duranceau
• 2014/10/15 [R-SIG-Finance] Performance Analytics: table.CAPM Charles Duranceau
• 2014/10/14 Re: [R-SIG-Finance] Return.rebalancing contemporaneous calculation Ross Bennett
• 2014/10/14 Re: [R-SIG-Finance] Return.rebalancing contemporaneous calculation Charles Duranceau
• 2014/10/13 [R-SIG-Finance] a problem with stockPortfolio without short selling aschmid1
• 2014/10/13 [R-SIG-Finance] Possible graphical bug in PerfA Ilya Kipnis
• 2014/10/13 Re: [R-SIG-Finance] quantstrat - trailingStop offsets? Mark Knecht
• 2014/10/13 Re: [R-SIG-Finance] quantstrat - trailingStop offsets? Brian G. Peterson
• 2014/10/13 Re: [R-SIG-Finance] quantstrat - trailingStop offsets? Mark Knecht
• 2014/10/13 [R-SIG-Finance] quantstrat - trailingStop offsets? Mark Knecht
• 2014/10/13 Re: [R-SIG-Finance] hans123 for intraday-data in R ? Joshua Ulrich
• 2014/10/13 [R-SIG-Finance] hans123 for intraday-data in R ? domodo
• 2014/10/12 Re: [R-SIG-Finance] Blotter package would it work for cross currencies Brian G. Peterson
• 2014/10/12 [R-SIG-Finance] Blotter package would it work for cross currencies ce
• 2014/10/12 [R-SIG-Finance] Blotter package would it work for cross currencies ce
• 2014/10/12 Re: [R-SIG-Finance] Talking to C# API (Any reference to learn the same) Suresh Nageswaran
• 2014/10/11 Re: [R-SIG-Finance] Talking to C# API (Any reference to learn the same) Mark Knecht
• 2014/10/11 Re: [R-SIG-Finance] Talking to C# API (Any reference to learn the same) Joshua Ulrich
• 2014/10/11 Re: [R-SIG-Finance] Talking to C# API (Any reference to learn the same) Mark Knecht
• 2014/10/11 [R-SIG-Finance] Talking to C# API (Any reference to learn the same) Kunal Shah
• 2014/10/10 [R-SIG-Finance] R Open Secrets API 1.0.0 Released Thomas Fuller
• 2014/10/09 Re: [R-SIG-Finance] quantstrat - model transactions on specific dates Mark Knecht
• 2014/10/09 Re: [R-SIG-Finance] quantstrat - model transactions on specific dates Brian G. Peterson
• 2014/10/09 Re: [R-SIG-Finance] quantstrat - model transactions on specific dates Mark Knecht
• 2014/10/09 Re: [R-SIG-Finance] quantstrat - model transactions on specific dates Joshua Ulrich
• 2014/10/09 Re: [R-SIG-Finance] quantstrat - model transactions on specific dates Brian G. Peterson
• 2014/10/09 Re: [R-SIG-Finance] quantstrat - model transactions on specific dates Mark Knecht
• 2014/10/09 [R-SIG-Finance] quantstrat - model transactions on specific dates Mark Knecht
• 2014/10/08 [R-SIG-Finance] plm package: variable lengths differ Wei-han Liu
• 2014/10/08 Re: [R-SIG-Finance] Return.rebalancing contemporaneous calculation Brian G. Peterson
• 2014/10/08 [R-SIG-Finance] Return.rebalancing contemporaneous calculation Charles Duranceau
• 2014/10/08 Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03) Mark Knecht
• 2014/10/08 Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03) G See
• 2014/10/08 Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03) Mark Knecht
• 2014/10/08 Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03) Daniel Cegiełka
• 2014/10/08 Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03) Mark Knecht
• 2014/10/07 [R-SIG-Finance] SPA test in ttr Test jun wang
• 2014/10/07 Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03) Joshua Ulrich
• 2014/10/07 Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03) Brian G. Peterson
• 2014/10/07 [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03) Daniel Cegiełka
• 2014/10/07 Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? Brian G. Peterson
• 2014/10/06 Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? Daniel Cegiełka
• 2014/10/06 Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? Daniel Cegiełka
• 2014/10/06 Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? Joshua Ulrich
• 2014/10/06 Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? ce
• 2014/10/06 Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? Ilya Kipnis
• 2014/10/06 Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? ce
• 2014/10/06 Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? Ilya Kipnis
• 2014/10/06 Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? ce
• 2014/10/06 Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? Ilya Kipnis
• 2014/10/06 [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? ce
• 2014/10/06 Re: [R-SIG-Finance] Order book / mktdata cbind issue (offset?) Mark Knecht
• 2014/10/06 Re: [R-SIG-Finance] Order book / mktdata cbind issue (offset?) Mark Knecht
• 2014/10/02 Re: [R-SIG-Finance] subsetting based on date and time of an xts? Raghuraman Ramachandran
• 2014/10/02 [R-SIG-Finance] subsetting based on date and time of an xts? Raghuraman Ramachandran
• 2014/10/02 Re: [R-SIG-Finance] EGARCH help - writing out the model alexios ghalanos

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