r-sig-finance

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2023/01/11 [R-SIG-Finance] rugarch: External Regressor Simon van Norden
2022/12/02 Re: [R-SIG-Finance] Rugarch - ugarchroll (eGarch 1, 1) - conditional sigma results "inf" on skewed student t yanlu2018
2022/11/30 [R-SIG-Finance] R/Finance 2023: Call for Presentations Joshua Ulrich
2022/11/25 Re: [R-SIG-Finance] Rugarch - ugarchroll (eGarch 1, yanlu2018
2022/11/16 Re: [R-SIG-Finance] PortfolioAnalytics: Out-of-sample optimization with transaction cost constraint Jarno Bergmeier
2022/11/15 Re: [R-SIG-Finance] PortfolioAnalytics: Out-of-sample optimization with transaction cost constraint Pankaj K Agarwal via R-SIG-Finance
2022/11/15 [R-SIG-Finance] PortfolioAnalytics: Out-of-sample optimization with transaction cost constraint Jarno Bergmeier
2022/11/07 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
2022/11/07 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
2022/11/07 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
2022/11/07 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
2022/11/07 [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
2022/09/23 Re: [R-SIG-Finance] Delayed orders Jasen Mackie
2022/09/23 [R-SIG-Finance] Delayed orders Mike
2022/09/22 [R-SIG-Finance] Wrong execution time Mike
2022/06/21 [R-SIG-Finance] Entry + exit on the same bar? allowMagicalThinking? Mike
2022/05/03 [R-SIG-Finance] Qbar in rmgarch dcc Leonardo Bargigli
2022/03/28 [R-SIG-Finance] Generation of synthetic financial data Andri Schnider
2022/02/12 [R-SIG-Finance] chart.EfficientFrontier in PortfolioAnalytics Package Pankaj K Agarwal via R-SIG-Finance
2022/01/15 [R-SIG-Finance] lmForc package Nelson Rayl
2021/12/31 Re: [R-SIG-Finance] Finding stock splits and dividend information H
2021/12/31 Re: [R-SIG-Finance] Finding stock splits and dividend information H
2021/12/29 Re: [R-SIG-Finance] Fwd: Finding stock splits and dividend information Sal Abbasi
2021/12/29 [R-SIG-Finance] Fwd: Finding stock splits and dividend information H
2021/12/26 Re: [R-SIG-Finance] Finding stock splits and dividend information H
2021/12/26 Re: [R-SIG-Finance] Finding stock splits and dividend information Joshua Ulrich
2021/12/25 [R-SIG-Finance] Finding stock splits and dividend information H
2021/09/30 [R-SIG-Finance] rmgarch::cgarchfit: how to obtain Q matrix of DCC-Copula model? Ezequiel Antar
2021/09/11 [R-SIG-Finance] Realized GARCH estimation problem Crib
2021/09/08 Re: [R-SIG-Finance] PerformanceAnalytics Brian G. Peterson via R-SIG-Finance
2021/09/08 [R-SIG-Finance] PerformanceAnalytics Pankaj K Agarwal via R-SIG-Finance
2021/09/07 [R-SIG-Finance] SSRN paper: Analyzing intraday financial data in R: The highfrequency package Vivek Rao via R-SIG-Finance
2021/09/05 Re: [R-SIG-Finance] plot.xts/chart_Series, multi.panel and candlesticks Joshua Ulrich
2021/09/05 [R-SIG-Finance] plot.xts/chart_Series, multi.panel and candlesticks Mike
2021/06/15 Re: [R-SIG-Finance] Return.portfolio contribution documentation incorrect. Eric Zivot
2021/06/15 [R-SIG-Finance] Return.portfolio contribution documentation incorrect. Ilya Kipnis
2021/06/15 [R-SIG-Finance] Cumulative Impulse Response Function for Garch models Doumbia Souleymane via R-SIG-Finance
2021/05/26 [R-SIG-Finance] ACD vs GARCH enjo faes
2021/05/17 [R-SIG-Finance] Assistance with rvine code Hamdan Bukenya Ntare
2021/05/17 [R-SIG-Finance] Assistance with rvine code Hamdan Bukenya Ntare
2021/05/15 Re: [R-SIG-Finance] fiGarch estmates in rugarch package alexios galanos
2021/05/15 [R-SIG-Finance] fiGarch estmates in rugarch package Doumbia Souleymane via R-SIG-Finance
2021/05/02 Re: [R-SIG-Finance] Q: SGT for GARCH estimation Alex Garland via R-SIG-Finance
2021/05/02 [R-SIG-Finance] Q: SGT for GARCH estimation enjo faes
2021/04/06 [R-SIG-Finance] Forward Curve Fitting Oleg Mubarakshin
2021/04/05 Re: [R-SIG-Finance] Indicator as histogram or rectangle boxes instead of line Mike
2021/04/05 Re: [R-SIG-Finance] Indicator as histogram or rectangle boxes instead of line Joshua Ulrich
2021/04/05 Re: [R-SIG-Finance] Indicator as histogram or rectangle boxes instead of line Brian G. Peterson
2021/04/05 [R-SIG-Finance] Indicator as histogram or rectangle boxes instead of line Mike
2021/04/03 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies H
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies Brian G. Peterson
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies H
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies Brian G. Peterson
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies Mark Leeds
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies H
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies H
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies H
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies Henrique Ramos
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies Andre Mikulec
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies Andrew Piskorski
2021/03/29 [R-SIG-Finance] Retrieving corporate event information for listed companies H
2021/03/21 Re: [R-SIG-Finance] Data Enrico Schumann
2021/03/20 Re: [R-SIG-Finance] Data Fianu, Emmanuel Senyo
2021/03/20 Re: [R-SIG-Finance] Data Enrico Schumann
2021/03/19 Re: [R-SIG-Finance] Data Fianu, Emmanuel Senyo
2021/03/19 Re: [R-SIG-Finance] Data Enrico Schumann
2021/03/19 Re: [R-SIG-Finance] Data Enrico Schumann
2021/03/18 [R-SIG-Finance] Data Fianu, Emmanuel Senyo
2021/03/12 Re: [R-SIG-Finance] Question about the Ulcer Index calculation in PerformanceAnalytics Farid Moussaoui
2021/02/10 [R-SIG-Finance] Issues fitting basic models with rmgarch Ezequiel Antar
2021/02/09 [R-SIG-Finance] rugarch fitting Duan's 1995 model Argyrios Ramandanis
2021/02/07 Re: [R-SIG-Finance] PnL data - PerformanceAnalytics / Johan Palleschitz
2021/02/04 Re: [R-SIG-Finance] PnL data - PerformanceAnalytics / Brian G. Peterson
2021/02/03 [R-SIG-Finance] PnL data - PerformanceAnalytics / Johan Palleschitz
2020/12/31 Re: [R-SIG-Finance] Praising the Binancer package from a blind user’s perspective and few questions about technical indicators. Joshua Ulrich
2020/12/31 [R-SIG-Finance] Praising the Binancer package from a blind user’s perspective and few questions about technical indicators. faiz rasool
2020/12/28 Re: [R-SIG-Finance] EDGAR filing data and corporate actions H
2020/12/28 [R-SIG-Finance] EDGAR filing data and corporate actions H
2020/12/13 Re: [R-SIG-Finance] IBrokers - reqMktData - snapshot diego peroni
2020/12/13 Re: [R-SIG-Finance] IBrokers - reqMktData - snapshot Joshua Ulrich
2020/12/11 [R-SIG-Finance] IBrokers - reqMktData - snapshot diego peroni
2020/12/11 [R-SIG-Finance] cgarchfit (rmgarch package): cannot reconcile likelihood of a Copula-GARCH model Ezequiel Antar
2020/11/26 [R-SIG-Finance] Partial profits and moving SL to breakeven in Quantstrat oliver
2020/11/12 Re: [R-SIG-Finance] Quantstrat Position Accounting System: Netting vs Hedging Systems Ayhan yuksel
2020/11/12 Re: [R-SIG-Finance] Quantstrat Position Accounting System: Netting vs Hedging Systems Brian G. Peterson
2020/11/12 Re: [R-SIG-Finance] Quantstrat Position Accounting System: Netting vs Hedging Systems Ayhan yuksel
2020/11/09 Re: [R-SIG-Finance] How can I calculate annualized log returns when the year is different from a calendar year Brian G. Peterson
2020/11/09 [R-SIG-Finance] How can I calculate annualized log returns when the year is different from a calendar year Maulik Bhatt
2020/11/09 Re: [R-SIG-Finance] Quantstrat Position Accounting System: Netting vs Hedging Systems Ayhan yuksel
2020/11/08 Re: [R-SIG-Finance] Quantstrat Position Accounting System: Netting vs Hedging Systems Ilya Kipnis
2020/11/08 Re: [R-SIG-Finance] Quantstrat Position Accounting System: Netting vs Hedging Systems Ayhan yuksel
2020/11/07 Re: [R-SIG-Finance] Quantstrat Position Accounting System: Netting vs Hedging Systems Ilya Kipnis
2020/11/07 [R-SIG-Finance] Quantstrat Position Accounting System: Netting vs Hedging Systems Ayhan yuksel
2020/11/05 Re: [R-SIG-Finance] dccfit (RMGARCH): using uGARCHmultifit borkresearch
2020/11/04 Re: [R-SIG-Finance] dccfit (RMGARCH): using uGARCHmultifit Alexios Galanos
2020/11/04 [R-SIG-Finance] dccfit (RMGARCH): using uGARCHmultifit borkresearch
2020/09/27 [R-SIG-Finance] Please I need Help on the functions below AIE ATUMA via R-SIG-Finance
2020/09/27 Re: [R-SIG-Finance] collect data from the web Ezra Tucker
2020/09/27 [R-SIG-Finance] collect data from the web Cleber N.Borges via R-SIG-Finance
2020/09/26 [R-SIG-Finance] GET LOG RETURNS FUNCTION AIE ATUMA via R-SIG-Finance
2020/09/26 Re: [R-SIG-Finance] Web Scraping of SPY Stocks Matt Cleary
2020/09/26 Re: [R-SIG-Finance] Web Scraping of SPY Stocks AIE ATUMA via R-SIG-Finance
2020/09/26 Re: [R-SIG-Finance] Web Scraping of SPY Stocks Matt Cleary
2020/09/26 Re: [R-SIG-Finance] Web Scraping of SPY Stocks AIE ATUMA via R-SIG-Finance
2020/09/26 Re: [R-SIG-Finance] Web Scraping of SPY Stocks AIE ATUMA via R-SIG-Finance
2020/09/26 Re: [R-SIG-Finance] Web Scraping of SPY Stocks Ezra Tucker
2020/09/26 Re: [R-SIG-Finance] Web Scraping of SPY Stocks Joshua Ulrich
2020/09/25 [R-SIG-Finance] Web Scraping of SPY Stocks AIE ATUMA via R-SIG-Finance
2020/09/25 Re: [R-SIG-Finance] PairTrading package Alec Schmidt
2020/09/22 Re: [R-SIG-Finance] PairTrading package Alec Schmidt
2020/09/21 Re: [R-SIG-Finance] PairTrading package Enrico Schumann
2020/09/21 Re: [R-SIG-Finance] PairTrading package Alec Schmidt
2020/09/21 Re: [R-SIG-Finance] PairTrading package Jasen Mackie
2020/09/21 Re: [R-SIG-Finance] PairTrading package Daniel Cegiełka
2020/09/21 [R-SIG-Finance] PairTrading package Alec Schmidt
2020/08/23 Re: [R-SIG-Finance] Empty indicator / plot.window: need finite 'ylim' values Joshua Ulrich
2020/08/17 Re: [R-SIG-Finance] Empty indicator / plot.window: need finite 'ylim' values Daniel Cegiełka
2020/08/17 Re: [R-SIG-Finance] Empty indicator / plot.window: need finite 'ylim' values Mike
2020/08/17 Re: [R-SIG-Finance] Empty indicator / plot.window: need finite 'ylim' values Daniel Cegiełka
2020/08/17 Re: [R-SIG-Finance] Empty indicator / plot.window: need finite 'ylim' values Joshua Ulrich
2020/08/17 Re: [R-SIG-Finance] Empty indicator / plot.window: need finite 'ylim' values Daniel Cegiełka
2020/08/16 Re: [R-SIG-Finance] Empty indicator / plot.window: need finite 'ylim' values Rasmus Liland
2020/08/16 [R-SIG-Finance] Empty indicator / plot.window: need finite 'ylim' values Mike
2020/08/10 Re: [R-SIG-Finance] periodReturn at the acutual day Brian G. Peterson
2020/08/10 Re: [R-SIG-Finance] periodReturn at the acutual day Pedro páramo
2020/08/10 Re: [R-SIG-Finance] periodReturn at the acutual day Daniel Cegiełka
2020/08/10 Re: [R-SIG-Finance] periodReturn at the acutual day Pedro páramo
2020/08/10 [R-SIG-Finance] periodReturn at the acutual day Pedro páramo
2020/08/05 [R-SIG-Finance] Statistical Modelling of time series Christofer Bogaso
2020/08/04 Re: [R-SIG-Finance] [R] hist from a list Pedro páramo
2020/08/03 Re: [R-SIG-Finance] Bollinger Band Frank
2020/08/03 Re: [R-SIG-Finance] Bollinger Band Pedro páramo
2020/08/03 Re: [R-SIG-Finance] Bollinger Band Frank
2020/08/02 [R-SIG-Finance] Problem with PortfolioAnalytics Sam H
2020/07/31 Re: [R-SIG-Finance] Select best worst Joshua Ulrich
2020/07/31 Re: [R-SIG-Finance] Extracting data from a web Chirag Anand
2020/07/30 Re: [R-SIG-Finance] hist from a data frame that is a list Pedro páramo
2020/07/30 Re: [R-SIG-Finance] hist from a data frame that is a list Brian G. Peterson
2020/07/30 [R-SIG-Finance] hist from a data frame that is a list Pedro páramo
2020/07/30 Re: [R-SIG-Finance] Extracting data from a web Mario Pisa
2020/07/30 [R-SIG-Finance] Extracting data from a web Pedro páramo
2020/07/29 Re: [R-SIG-Finance] Select best worst Brian G. Peterson
2020/07/29 [R-SIG-Finance] Select best worst Pedro páramo
2020/07/29 Re: [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Ajay Shah
2020/07/29 Re: [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices diego peroni
2020/07/28 Re: [R-SIG-Finance] Save a plot Brian G. Peterson
2020/07/28 [R-SIG-Finance] Save a plot Pedro páramo
2020/07/28 Re: [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Alec Schmidt
2020/07/28 Re: [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Brian G. Peterson
2020/07/28 Re: [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Jasen Mackie
2020/07/28 Re: [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Ajay Shah
2020/07/28 Re: [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Adam Ginensky
2020/07/28 Re: [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Henrique Ramos
2020/07/28 Re: [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Brian G. Peterson
2020/07/28 [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices diego peroni
2020/07/25 [R-SIG-Finance] Interanual Return Pedro páramo
2020/07/04 [R-SIG-Finance] DCCroll - realGARCH(1, 1) Estimation problem: Singularity Reinhardus, Asse
2020/07/03 Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 194, Issue 1 Andrew Lochemes
2020/07/02 [R-SIG-Finance] Applicable discount rate for coupon paying bond Christofer Bogaso
2020/06/23 Re: [R-SIG-Finance] Valuation of FID Enrico Schumann
2020/06/23 Re: [R-SIG-Finance] Valuation of FID Eric Berger
2020/06/23 Re: [R-SIG-Finance] Valuation of FID Christofer Bogaso
2020/06/22 [R-SIG-Finance] GARCH models that use range data Vivek Rao via R-SIG-Finance
2020/06/22 Re: [R-SIG-Finance] Valuation of FID Brian G. Peterson
2020/06/22 Re: [R-SIG-Finance] Valuation of FID Eric Berger
2020/06/22 Re: [R-SIG-Finance] Valuation of FID Brian G. Peterson
2020/06/21 Re: [R-SIG-Finance] Valuation of FID Eric Berger
2020/06/21 [R-SIG-Finance] Valuation of FID Christofer Bogaso
2020/06/19 Re: [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue Rasmus Liland
2020/06/18 Re: [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue Christopher Kromm via R-SIG-Finance
2020/06/18 Re: [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue Mark McClellan
2020/06/18 Re: [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue Daniel Cegiełka
2020/06/18 Re: [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue Rasmus Liland
2020/06/18 Re: [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue Daniel Cegiełka
2020/06/18 [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue Christopher Kromm via R-SIG-Finance
2020/06/16 Re: [R-SIG-Finance] Back testing Expected Shortfall Sebastian Bayer
2020/06/16 [R-SIG-Finance] Hi everyone C# - R - and igraph library Emanuele Cecere
2020/06/15 Re: [R-SIG-Finance] Back testing Expected Shortfall alexios galanos
2020/06/15 Re: [R-SIG-Finance] Back testing Expected Shortfall Pit Götz
2020/06/13 Re: [R-SIG-Finance] Back testing Christofer Bogaso
2020/06/10 Re: [R-SIG-Finance] Back testing Expected Shortfall Daniel Cegiełka
2020/06/10 Re: [R-SIG-Finance] Back testing Expected Shortfall alexios galanos
2020/06/10 Re: [R-SIG-Finance] Back testing Expected Shortfall Brian G. Peterson
2020/06/10 Re: [R-SIG-Finance] Back testing Expected Shortfall Daniel Cegiełka
2020/06/10 Re: [R-SIG-Finance] Back testing Expected Shortfall Brian G. Peterson
2020/06/10 Re: [R-SIG-Finance] Back testing leo sea
2020/06/10 [R-SIG-Finance] Back testing Christofer Bogaso
2020/06/09 Re: [R-SIG-Finance] query on adjRatios() function from TTR package Pitabas Mohanty
2020/06/08 Re: [R-SIG-Finance] Using optimize.portfolio Roger Bos
2020/06/08 Re: [R-SIG-Finance] query on adjRatios() function from TTR package Enrico Schumann
2020/06/08 Re: [R-SIG-Finance] query on adjRatios() function from TTR package Joshua Ulrich
2020/06/08 [R-SIG-Finance] query on adjRatios() function from TTR package Pitabas Mohanty
2020/06/08 Re: [R-SIG-Finance] Using optimize.portfolio Roger Bos
2020/06/07 Re: [R-SIG-Finance] Using optimize.portfolio Brian G. Peterson
2020/06/07 Re: [R-SIG-Finance] Using optimize.portfolio Roger Bos
2020/06/07 Re: [R-SIG-Finance] Using optimize.portfolio alexios galanos
2020/06/07 Re: [R-SIG-Finance] Using optimize.portfolio Roger Bos
2020/06/06 Re: [R-SIG-Finance] Using optimize.portfolio Brian G. Peterson
2020/06/06 Re: [R-SIG-Finance] Using optimize.portfolio Enrico Schumann
2020/06/05 Re: [R-SIG-Finance] Using optimize.portfolio alexios galanos