r-sig-finance

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2014/08/18 Re: [R-SIG-Finance] rugarch parameter analysis alexios ghalanos
2014/08/18 [R-SIG-Finance] rugarch parameter analysis Geoffrey Smith
2014/08/12 Re: [R-SIG-Finance] Rugarch: Analysing the performance of my forecast alexios ghalalanos
2014/08/12 [R-SIG-Finance] Rugarch: Analysing the performance of my forecast Marc Hatton
2014/08/12 Re: [R-SIG-Finance] GJR-GARCH alexios ghalanos
2014/08/12 [R-SIG-Finance] GJR-GARCH Urs Gröpl
2014/08/11 Re: [R-SIG-Finance] parma - How to add a constraint to the SOCP solver alexios ghalanos
2014/08/11 [R-SIG-Finance] parma - How to add a constraint to the SOCP solver u0055
2014/08/11 Re: [R-SIG-Finance] "ugarchspec" question on GJR-GARCH model specification alexios ghalanos
2014/08/11 [R-SIG-Finance] "ugarchspec" question on GJR-GARCH model specification Gareth McEwan
2014/08/10 Re: [R-SIG-Finance] parma - How to add a constraint for the weights alexios ghalalanos
2014/08/10 [R-SIG-Finance] parma - How to add a constraint for the weights u0055
2014/08/10 Re: [R-SIG-Finance] understanding an error from ugarchfit valeri
2014/08/08 Re: [R-SIG-Finance] understanding an error from ugarchfit alexios ghalanos
2014/08/08 Re: [R-SIG-Finance] Fwd: [R] dynamic runSum amarjit chandhial
2014/08/08 Re: [R-SIG-Finance] understanding an error from ugarchfit valeri
2014/08/08 Re: [R-SIG-Finance] Fwd: [R] dynamic runSum Brian G. Peterson
2014/08/08 Re: [R-SIG-Finance] Fwd: [R] dynamic runSum Ilya Kipnis
2014/08/07 [R-SIG-Finance] Fwd: [R] dynamic runSum amarjit chandhial
2014/08/07 Re: [R-SIG-Finance] EWMA and MA to calculate Value at Risk Nick White
2014/08/07 [R-SIG-Finance] plot.forecast showing numbers instead of dates on x-axis of a weekly time series John Kaprich
2014/08/07 [R-SIG-Finance] EWMA and MA to calculate Value at Risk kyan
2014/08/06 Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators Ilya Kipnis
2014/08/06 Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators Mark Knecht
2014/08/06 Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators Ilya Kipnis
2014/08/06 Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators Ilya Kipnis
2014/08/06 Re: [R-SIG-Finance] chartSerieries (quantmod) : data range Robert Iquiapaza
2014/08/06 Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators Mark Knecht
2014/08/06 Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators Joshua Ulrich
2014/08/06 Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators Ilya Kipnis
2014/08/06 Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators Mark Knecht
2014/08/06 Re: [R-SIG-Finance] chartSerieries (quantmod) : data range Robert Iquiapaza
2014/08/06 [R-SIG-Finance] chartSerieries (quantmod) : data range Hannu Kahra
2014/08/05 [R-SIG-Finance] Web Application for Option traders Henry Spivey
2014/08/05 Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators Ilya Kipnis
2014/08/05 Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators Mark Knecht
2014/08/05 [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators Ilya Kipnis
2014/08/05 Re: [R-SIG-Finance] TrailingStop chain events in macd.R stergios marinopoulos
2014/08/05 Re: [R-SIG-Finance] parma - parmafrontier - Why do I get an error in seq.default ? alexios ghalalanos
2014/08/03 Re: [R-SIG-Finance] reading high frequency data Gabor Grothendieck
2014/08/03 Re: [R-SIG-Finance] reading high frequency data Enrico Schumann
2014/08/02 [R-SIG-Finance] reading high frequency data jun wang
2014/08/02 Re: [R-SIG-Finance] Optimization Brian G. Peterson
2014/08/01 Re: [R-SIG-Finance] Optimization walmir-rodrigues
2014/07/31 Re: [R-SIG-Finance] rugarch convergence problem alexios ghalanos
2014/07/31 [R-SIG-Finance] rugarch convergence problem Cabot_Bear
2014/07/30 Re: [R-SIG-Finance] Apparent Discrepancy Alexios Ghalanos
2014/07/30 [R-SIG-Finance] Apparent Discrepancy JAKE WHITE
2014/07/30 [R-SIG-Finance] (no subject) lkatsets
2014/07/29 Re: [R-SIG-Finance] Optimization walmir-rodrigues
2014/07/29 Re: [R-SIG-Finance] Optimization Robert Harlow
2014/07/29 Re: [R-SIG-Finance] Optimization walmir-rodrigues
2014/07/29 Re: [R-SIG-Finance] Optimization Robert Harlow
2014/07/28 Re: [R-SIG-Finance] simple GARCH model Jdiego
2014/07/26 Re: [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? Joshua Ulrich
2014/07/25 Re: [R-SIG-Finance] Trouble Installing Quantmod Joshua Ulrich
2014/07/25 [R-SIG-Finance] Trouble Installing Quantmod Peter Caya
2014/07/24 Re: [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization amarjit chandhial
2014/07/23 Re: [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization Andylu
2014/07/23 Re: [R-SIG-Finance] appending new data to a file with the mmap package Daniel Cegiełka
2014/07/23 [R-SIG-Finance] appending new data to a file with the mmap package Claymore Marshall
2014/07/22 [R-SIG-Finance] demo("luxor.8.walk.forward") Error in if (!all(i <= 0)) stop("only zeros may be mixed with negative subscripts") : missing value where TRUE/FALSE needed Richard Long
2014/07/22 Re: [R-SIG-Finance] demo("luxor.8.walk.forward") Error in if (!all(i <= 0)) stop("only zeros may be mixed with negative subscripts") : missing value where TRUE/FALSE needed Joshua Ulrich
2014/07/22 [R-SIG-Finance] demo("luxor.8.walk.forward") Error in if (!all(i <= 0)) stop("only zeros may be mixed with negative subscripts") : missing value where TRUE/FALSE needed Richard Long
2014/07/22 Re: [R-SIG-Finance] A problem of parameter set can not be effect Ilya Kipnis
2014/07/21 Re: [R-SIG-Finance] A problem of parameter set can not be effect Andy Lu
2014/07/21 Re: [R-SIG-Finance] A problem of parameter set can not be effect Ilya Kipnis
2014/07/21 [R-SIG-Finance] A problem of parameter set can not be effect Andy Lu
2014/07/18 Re: [R-SIG-Finance] Receiving market data by iBroker and implementing strategy ce
2014/07/18 [R-SIG-Finance] Self Organisin Map / kohonen package Pierre Org
2014/07/18 [R-SIG-Finance] Receiving market data by iBroker and implementing strategy Eric (YEN-LIN) CHIU
2014/07/16 [R-SIG-Finance] Performance Analytics Package Questions Joe W. Byers
2014/07/16 Re: [R-SIG-Finance] understanding an error from ugarchfit tvernay
2014/07/16 Re: [R-SIG-Finance] understanding an error from ugarchfit alexios ghalanos
2014/07/16 Re: [R-SIG-Finance] understanding an error from ugarchfit Ole Bueker
2014/07/16 Re: [R-SIG-Finance] understanding an error from ugarchfit alexios ghalanos
2014/07/16 Re: [R-SIG-Finance] understanding an error from ugarchfit Ole Bueker
2014/07/16 Re: [R-SIG-Finance] understanding an error from ugarchfit alexios ghalanos
2014/07/16 Re: [R-SIG-Finance] understanding an error from ugarchfit Ole Bueker
2014/07/15 Re: [R-SIG-Finance] Calibration of Heston Model in R Enrico Schumann
2014/07/15 [R-SIG-Finance] parma - What kind of portfolio do I get ? u0055
2014/07/14 Re: [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ? alexios ghalanos
2014/07/14 Re: [R-SIG-Finance] Slight Discrepancy between ugarchfit and by hand calculation alexios ghalanos
2014/07/14 [R-SIG-Finance] Slight Discrepancy between ugarchfit and by hand calculation Tevlin, Dylan
2014/07/14 Re: [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ? Michael Weylandt
2014/07/14 [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ? u0055
2014/07/13 Re: [R-SIG-Finance] Behavior of sigThreshold() Joshua Ulrich
2014/07/13 [R-SIG-Finance] Behavior of sigThreshold() stergios marinopoulos
2014/07/13 [R-SIG-Finance] Calibration of Heston Model in R Shivam
2014/07/11 Re: [R-SIG-Finance] A question on Forward Price S N V Krishna
2014/07/10 Re: [R-SIG-Finance] Getting historical stock prices from irregular tickers in Quantmod package Berk Orbay
2014/07/10 Re: [R-SIG-Finance] Getting historical stock prices from irregular tickers in Quantmod package Joshua Ulrich
2014/07/10 [R-SIG-Finance] Getting historical stock prices from irregular tickers in Quantmod package Berk Orbay
2014/07/10 Re: [R-SIG-Finance] rugarch - question w.r.t. (robust) SE and bias in estimates of a particular MA(1)-eGARCH(1, 1)-STD model alexios ghalanos
2014/07/10 Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio u0055
2014/07/10 [R-SIG-Finance] rugarch - question w.r.t. (robust) SE and bias in estimates of a particular MA(1)-eGARCH(1, 1)-STD model Johannes Moser
2014/07/09 Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio alexios ghalanos
2014/07/09 Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio u0055
2014/07/08 [R-SIG-Finance] Help With Principal Component Analysis Raghuraman Ramachandran
2014/07/08 Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio alexios ghalanos
2014/07/08 Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio u0055
2014/07/07 Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio Pierre Org
2014/07/07 Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio alexios ghalanos
2014/07/07 [R-SIG-Finance] FPortfolio / MAxReturnPortfolio Pierre Org
2014/07/07 [R-SIG-Finance] Quant Job Ryan Lanham
2014/07/05 Re: [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ? Patrick Burns
2014/07/05 Re: [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ? u0055
2014/07/05 Re: [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ? Patrick Burns
2014/07/05 [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ? u0055
2014/07/03 [R-SIG-Finance] fPortfolio - why getting a zero vector as weights for my portfolio u0055
2014/07/01 [R-SIG-Finance] How to return milliseconds? Uday Maitra
2014/07/01 [R-SIG-Finance] Beginner in R, need help writing a script for "Average" metric. nvirani
2014/06/29 Re: [R-SIG-Finance] A question on Forward Price Dominykas Grigonis
2014/06/29 Re: [R-SIG-Finance] A question on Forward Price Christofer Bogaso
2014/06/29 Re: [R-SIG-Finance] A question on Forward Price Michael Weylandt
2014/06/29 Re: [R-SIG-Finance] A question on Forward Price Dominykas Grigonis
2014/06/29 Re: [R-SIG-Finance] A question on Forward Price Christofer Bogaso
2014/06/29 Re: [R-SIG-Finance] A question on Forward Price Dominykas Grigonis
2014/06/29 Re: [R-SIG-Finance] A question on Forward Price Christofer Bogaso
2014/06/29 Re: [R-SIG-Finance] A question on Forward Price Michael Weylandt
2014/06/29 Re: [R-SIG-Finance] A question on Forward Price Dominykas Grigonis
2014/06/29 Re: [R-SIG-Finance] A question on Forward Price Christofer Bogaso
2014/06/29 Re: [R-SIG-Finance] A question on Forward Price Michael Weylandt
2014/06/29 [R-SIG-Finance] A question on Forward Price Christofer Bogaso
2014/06/24 Re: [R-SIG-Finance] Query about mcsGARCH (rugarch package) alexios ghalanos
2014/06/24 [R-SIG-Finance] Query about mcsGARCH (rugarch package) Ferguson, William
2014/06/22 Re: [R-SIG-Finance] rugarch question alexios ghalanos
2014/06/22 Re: [R-SIG-Finance] rugarch question jun wang
2014/06/22 Re: [R-SIG-Finance] rugarch question alexios ghalanos
2014/06/22 [R-SIG-Finance] rugarch question jun wang
2014/06/22 [R-SIG-Finance] Fwd: Re: News impact curves for various GARCH models in the rugarch-package aschmid1
2014/06/20 Re: [R-SIG-Finance] Scale parameter in fit.control option from "ugarchfit" rugarch function Jaimie
2014/06/20 Re: [R-SIG-Finance] Scale parameter in fit.control option from "ugarchfit" rugarch function alexios ghalanos
2014/06/20 [R-SIG-Finance] Scale parameter in fit.control option from "ugarchfit" rugarch function Jaimie Villanueva
2014/06/20 Re: [R-SIG-Finance] Applying transformations to timeSeries objects nacho
2014/06/20 Re: [R-SIG-Finance] Applying transformations to timeSeries objects Robert Harlow
2014/06/20 [R-SIG-Finance] Applying transformations to timeSeries objects nacho
2014/06/16 Re: [R-SIG-Finance] Kalman Filter Implementation in R Andrew Piskorski
2014/06/16 Re: [R-SIG-Finance] Kalman Filter Implementation in R Mark Knecht
2014/06/16 Re: [R-SIG-Finance] Kalman Filter Implementation in R Suzen, Mehmet
2014/06/16 [R-SIG-Finance] Kalman Filter Implementation in R Manuj Goel
2014/06/16 [R-SIG-Finance] fPortfolio and maxreturnPortfolio pierrelequeux
2014/06/15 Re: [R-SIG-Finance] News impact curves for various GARCH models in the rugarch-package aschmid1
2014/06/15 Re: [R-SIG-Finance] News impact curves for various GARCH models in the rugarch-package alexios ghalanos
2014/06/15 Re: [R-SIG-Finance] News impact curves for various GARCH models in the rugarch-package Johannes Moser
2014/06/14 [R-SIG-Finance] News impact curves for various GARCH models in the rugarch-package Johannes Moser
2014/06/13 Re: [R-SIG-Finance] Does the current packages support getting the sector->industry(for example Money Center Bks (^YHOh750)) data from yahoo? Joshua Ulrich
2014/06/13 [R-SIG-Finance] Does the current packages support getting the sector->industry(for example Money Center Bks (^YHOh750)) data from yahoo? Alu
2014/06/10 [R-SIG-Finance] R Shiny Diethelm Wuertz
2014/06/10 [R-SIG-Finance] R/Rmetrics Paris 26-28 June 2014 Diethelm Wuertz
2014/06/08 Re: [R-SIG-Finance] simple question Wilson Freitas
2014/06/04 [R-SIG-Finance] MACD demo fix Evelyn Mitchell
2014/06/03 Re: [R-SIG-Finance] Unable to run the risk stops in the quantstrat "macd" demo? Clay .
2014/06/01 [R-SIG-Finance] Unable to run the risk stops in the quantstrat "macd" demo? Clay .
2014/05/28 Re: [R-SIG-Finance] Time Varying Higher Moments - racd? Mark Knecht
2014/05/28 Re: [R-SIG-Finance] Time Varying Higher Moments - racd? alexios ghalanos
2014/05/28 Re: [R-SIG-Finance] Simulating returns using copula and SPD distribution alexios ghalanos
2014/05/28 Re: [R-SIG-Finance] Time Varying Higher Moments - racd? Mark Knecht
2014/05/28 Re: [R-SIG-Finance] Simulating returns using copula and SPD distribution Guillaume PEALAT
2014/05/28 Re: [R-SIG-Finance] Simulating returns using copula and SPD distribution alexios ghalanos
2014/05/28 Re: [R-SIG-Finance] Time Varying Higher Moments - racd? Alexios Ghalanos
2014/05/28 [R-SIG-Finance] Simulating returns using copula and SPD distribution Guillaume PEALAT
2014/05/28 Re: [R-SIG-Finance] Time Varying Higher Moments - racd? Mark Knecht
2014/05/27 Re: [R-SIG-Finance] Time Varying Higher Moments - racd? alexios ghalanos
2014/05/27 Re: [R-SIG-Finance] Time Varying Higher Moments - racd? Mark Knecht
2014/05/27 Re: [R-SIG-Finance] understanding an error from ugarchfit alexios ghalanos
2014/05/27 Re: [R-SIG-Finance] Time Varying Higher Moments - racd? alexios ghalanos
2014/05/27 Re: [R-SIG-Finance] understanding an error from ugarchfit firhat.nawfan.h
2014/05/27 Re: [R-SIG-Finance] Time Varying Higher Moments - racd? Joshua Ulrich
2014/05/27 [R-SIG-Finance] Time Varying Higher Moments - racd? Mark Knecht
2014/05/27 Re: [R-SIG-Finance] understanding an error from ugarchfit Alexios Ghalanos
2014/05/27 Re: [R-SIG-Finance] understanding an error from ugarchfit firhat.nawfan.h
2014/05/26 [R-SIG-Finance] R Bitcoin Charts API packge 1.0.1 released Thomas Fuller
2014/05/24 Re: [R-SIG-Finance] [rugarch package] SIgn Bias Test Zirael
2014/05/24 Re: [R-SIG-Finance] [rugarch package] SIgn Bias Test alexios ghalanos
2014/05/24 [R-SIG-Finance] [rugarch package] SIgn Bias Test Zirael
2014/05/22 [R-SIG-Finance] Rbbg (formerly RBloomberg) -- Pulling portfolio data Sarran, Paul
2014/05/22 [R-SIG-Finance] Collaborative R, Python, MATLAB, and Excel plotting. Also Streaming Graphs. Matt Sundquist
2014/05/22 Re: [R-SIG-Finance] R/Finance 2014 slides Dirk Eddelbuettel
2014/05/22 [R-SIG-Finance] R/Finance 2014 slides Dirk Eddelbuettel
2014/05/21 [R-SIG-Finance] R/Finance 2014 photos Oleg Mubarakshin
2014/05/20 [R-SIG-Finance] Changing (seasonal) conditional distribution Francis X. Diebold
2014/05/20 Re: [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model Alexios Ghalanos
2014/05/19 Re: [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model PoddyOne
2014/05/19 Re: [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model PoddyOne
2014/05/19 Re: [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model alexios ghalanos
2014/05/19 [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model PoddyOne
2014/05/19 Re: [R-SIG-Finance] quantstrat - object 'prefer' not found? Joshua Ulrich
2014/05/16 Re: [R-SIG-Finance] change-point detection in highly dependent time series Johannes Moser
2014/05/16 Re: [R-SIG-Finance] change-point detection in highly dependent time series cen six
2014/05/16 [R-SIG-Finance] stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS amarjit chandhial
2014/05/16 [R-SIG-Finance] change-point detection in highly dependent time series Johannes Moser
2014/05/15 [R-SIG-Finance] generalized beta G distribution Wei-han Liu
2014/05/15 Re: [R-SIG-Finance] A question on Time series analysis Dominykas Grigonis
2014/05/15 Re: [R-SIG-Finance] A question on Time series analysis Dominykas Grigonis
2014/05/15 [R-SIG-Finance] A question on Time series analysis Christofer Bogaso
2014/05/15 [R-SIG-Finance] (no subject) Wei-han Liu
2014/05/14 Re: [R-SIG-Finance] fPortfolio and tangency portfolio for two assets allbert.darenberg
2014/05/14 Re: [R-SIG-Finance] fPortfolio and Matlab: Different results for the tagency portfolio Albert Darenberg
2014/05/14 [R-SIG-Finance] fPortfolio and Matlab: Different results for the tagency portfolio Albert Darenberg