r-sig-finance

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2020/06/05 Re: [R-SIG-Finance] Using optimize.portfolio Roger Bos
2020/06/05 Re: [R-SIG-Finance] Using optimize.portfolio Brian G. Peterson
2020/06/05 Re: [R-SIG-Finance] Using optimize.portfolio Ilya Kipnis
2020/06/05 [R-SIG-Finance] Using optimize.portfolio Roger Bos
2020/06/03 [R-SIG-Finance] Event studies package Ajay Shah
2020/05/29 Re: [R-SIG-Finance] R quantstrat - filter consecutive entries Jasen Mackie
2020/05/29 Re: [R-SIG-Finance] R quantstrat - filter consecutive entries Andreas Henneck
2020/05/28 Re: [R-SIG-Finance] R quantstrat - filter consecutive entries Jasen Mackie
2020/05/28 [R-SIG-Finance] R quantstrat - filter consecutive entries Andreas Henneck
2020/05/23 Re: [R-SIG-Finance] Removing Effect of Macroeconomic Variables from Time Series Ajay Shah
2020/05/23 [R-SIG-Finance] Removing Effect of Macroeconomic Variables from Time Series Pankaj K Agarwal via R-SIG-Finance
2020/05/21 Re: [R-SIG-Finance] effects of events that happened at the same time Alec Schmidt
2020/05/21 Re: [R-SIG-Finance] effects of events that happened at the same time Brian G. Peterson
2020/05/21 [R-SIG-Finance] effects of events that happened at the same time Alec Schmidt
2020/05/06 [R-SIG-Finance] Help regarding SVARMA DEBASISH MAITRA
2020/05/04 Re: [R-SIG-Finance] Please remove this email from your distribution list Sacha Tihanyi via R-SIG-Finance
2020/05/04 Re: [R-SIG-Finance] Please remove this email from your distribution list John Frain
2020/05/04 [R-SIG-Finance] Please remove this email from your distribution list Sacha Tihanyi via R-SIG-Finance
2020/05/04 Re: [R-SIG-Finance] Questions about IBrokers package Johan Palleschitz
2020/05/03 [R-SIG-Finance] Questions about IBrokers package Duke Vane
2020/04/22 [R-SIG-Finance] Fwd: VARMA DCC GARCH with external dummy variable in mean and variance model Sania Wadud
2020/04/11 Re: [R-SIG-Finance] Singular matrix in DCC fit in package rmgarch | how to bypass base::solve() elegantly alexios galanos
2020/04/09 [R-SIG-Finance] Singular matrix in DCC fit in package rmgarch | how to bypass base::solve() elegantly Peter Ruckdeschel
2020/04/03 [R-SIG-Finance] Selection of appropriate copula family for multivariate Monte Carlo simulation of asset returns shawn tan via R-SIG-Finance
2020/04/01 Re: [R-SIG-Finance] rugarch bug or my mistake? alexios galanos
2020/04/01 [R-SIG-Finance] rugarch bug or my mistake? travisgleith .
2020/03/29 [R-SIG-Finance] R Programming Language & COVID-19 Nelson Wong
2020/03/28 [R-SIG-Finance] Fisher Transformation quantstrat strategy Mattonline
2020/03/16 [R-SIG-Finance] R/Finance 2020 Conference Joshua Ulrich
2020/03/02 Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 190, Issue 1 Vivek Rao via R-SIG-Finance
2020/03/01 Re: [R-SIG-Finance] Portfolio Composition Forecasting Adam Ginensky
2020/03/01 Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 190, Issue 1 G Mac
2020/02/29 Re: [R-SIG-Finance] Portfolio Composition Forecasting Brian G. Peterson
2020/02/29 [R-SIG-Finance] Portfolio Composition Forecasting G Mac
2020/02/27 [R-SIG-Finance] Performance Analytics PA-Bacon vignette Joe W. Byers via R-SIG-Finance
2020/02/27 [R-SIG-Finance] Arch - garch model plus dummies in R Juan Miranda
2020/02/22 [R-SIG-Finance] Rmetrics - fPortfolio - portfolioFrontier function Josh Chien
2020/02/17 Re: [R-SIG-Finance] Call for new Maintainers for the Rmetrics (f*) packages Bob Jansen
2020/02/16 [R-SIG-Finance] ruragrch package using dummy variables in gjr garch seaonju hong
2020/02/16 Re: [R-SIG-Finance] rugarch singular issue alexios galanos
2020/02/16 [R-SIG-Finance] rugarch singular issue Jia Shao
2020/02/10 [R-SIG-Finance] Asymmetric Vector MEM using rmgarch Evan Matthews (HDR)
2020/02/09 [R-SIG-Finance] Call for new Maintainers for the Rmetrics (f*) packages Tobias Setz
2020/02/05 Re: [R-SIG-Finance] R/Finance 2020: Call for Presentations Joshua Ulrich
2020/02/04 Re: [R-SIG-Finance] Fwd: Problems with rugarch package Alexios Ghalanos
2020/02/04 [R-SIG-Finance] Fwd: Problems with rugarch package Camila Villegas
2020/01/26 Re: [R-SIG-Finance] Questions about Quantstrat Ilya Kipnis
2020/01/26 [R-SIG-Finance] Questions about Quantstrat Rodger Dodger
2020/01/21 Re: [R-SIG-Finance] data differs Brian G. Peterson
2020/01/21 [R-SIG-Finance] data differs Stephen Choularton
2020/01/14 Re: [R-SIG-Finance] Multivariate random number generation for skewed distribution of asset class returns Jasen Mackie
2020/01/14 Re: [R-SIG-Finance] Multivariate random number generation for skewed distribution of asset class returns Eric Berger
2020/01/14 Re: [R-SIG-Finance] Multivariate random number generation for skewed distribution of asset class returns Ilya Kipnis
2020/01/14 [R-SIG-Finance] Multivariate random number generation for skewed distribution of asset class returns shawn tan via R-SIG-Finance
2020/01/07 [R-SIG-Finance] R/Finance 2020: Call for Presentations Joshua Ulrich
2019/12/03 [R-SIG-Finance] How to lag Return.portfolio a day? Ilya Kipnis
2019/11/23 Re: [R-SIG-Finance] GARCH for random time grid Jason Hart via R-SIG-Finance
2019/11/23 Re: [R-SIG-Finance] GARCH for random time grid Eric Berger
2019/11/22 [R-SIG-Finance] GARCH for random time grid Alec Schmidt
2019/10/28 Re: [R-SIG-Finance] rmgarch DCC likelihood alexios galanos
2019/10/28 [R-SIG-Finance] rmgarch DCC likelihood Berk Koralp
2019/10/09 Re: [R-SIG-Finance] R in Finance 2020 Brian G. Peterson
2019/10/09 [R-SIG-Finance] R in Finance 2020 Anton Antonov
2019/09/24 Re: [R-SIG-Finance] Resources for AI/ML in Risk Management Brian G. Peterson
2019/09/24 [R-SIG-Finance] Resources for AI/ML in Risk Management Pankaj K Agarwal via R-SIG-Finance
2019/09/19 [R-SIG-Finance] breatdh indicators diego peroni
2019/09/17 [R-SIG-Finance] Manually calculating and backtesting VaR and CVaR from DCC-GARCH Eliot Tabet
2019/09/11 Re: [R-SIG-Finance] External Regressors in GARCH Equation when using Twinkle alexios galanos
2019/09/11 [R-SIG-Finance] External Regressors in GARCH Equation when using Twinkle Neil Patrick Lawton
2019/09/06 Re: [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Vladimir Morozov
2019/09/06 Re: [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Vladimir Morozov
2019/09/06 Re: [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Daniel Cegiełka
2019/09/06 Re: [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Ilya Kipnis
2019/09/06 Re: [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Vladimir Morozov
2019/09/06 Re: [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Daniel Cegiełka
2019/09/06 Re: [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Daniel Cegiełka
2019/09/06 Re: [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Mark Leeds
2019/09/05 Re: [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Vladimir Morozov
2019/09/05 [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Vladimir Morozov
2019/09/03 [R-SIG-Finance] Endorsement for arxiv q-fin Anton Antonov
2019/08/22 [R-SIG-Finance] DCC model estimation with t-Student distribution rmgarch Tommaso Ferrari
2019/08/10 Re: [R-SIG-Finance] systematic trading w/ quantstrat Ilya Kipnis
2019/08/10 [R-SIG-Finance] systematic trading w/ quantstrat Ethan Smith
2019/08/07 [R-SIG-Finance] Understanding fixed.pars of rmgarch Tommaso Ferrari
2019/08/06 Re: [R-SIG-Finance] [PortfolioAnalytics] optimize.portfolio.rebalancing with changing stock universe Joshua Knipe
2019/08/04 Re: [R-SIG-Finance] Mothly Returns of Mutual funds Brian G. Peterson
2019/08/04 [R-SIG-Finance] Mothly Returns of Mutual funds Atul Agarawal
2019/08/04 Re: [R-SIG-Finance] [PortfolioAnalytics] optimize.portfolio.rebalancing with changing stock universe Ilya Kipnis
2019/08/04 Re: [R-SIG-Finance] [PortfolioAnalytics] optimize.portfolio.rebalancing with changing stock universe Brian G. Peterson
2019/08/04 [R-SIG-Finance] [PortfolioAnalytics] optimize.portfolio.rebalancing with changing stock universe Joshua Knipe
2019/08/01 Re: [R-SIG-Finance] Replicating TVECM plot Eric Berger
2019/07/31 [R-SIG-Finance] Replicating TVECM plot Rodrigo Badilla
2019/07/23 Re: [R-SIG-Finance] Partitioning approach towards portfolio construction - ensemble models/weights based on parameter sets Enrico Schumann
2019/07/23 Re: [R-SIG-Finance] Partitioning approach towards portfolio construction - ensemble models/weights based on parameter sets Ilya Kipnis
2019/07/23 [R-SIG-Finance] Partitioning approach towards portfolio construction - ensemble models/weights based on parameter sets Sam H
2019/07/14 Re: [R-SIG-Finance] R for Finance: Resources (Books, Papers) Juan Telleria Ruiz de Aguirre
2019/07/10 Re: [R-SIG-Finance] R for Finance: Resources (Books, Papers) Christian Lear
2019/07/10 Re: [R-SIG-Finance] R for Finance: Resources (Books, Papers) ntobiaskramer
2019/07/10 Re: [R-SIG-Finance] R for Finance: Resources (Books, Papers) Henrique Ramos
2019/07/10 [R-SIG-Finance] R for Finance: Resources (Books, Papers) Juan Telleria Ruiz de Aguirre
2019/06/25 [R-SIG-Finance] RblDataLicense: Connecting R to Bloomberg Data License Emanuele Guidotti
2019/06/19 [R-SIG-Finance] R/Finance 2019 pdfs or slides available? Mistry, Mandip
2019/06/11 [R-SIG-Finance] some additional questions on rmgarch Leonardo Bargigli
2019/06/07 Re: [R-SIG-Finance] question on rmgarch alexios galanos
2019/06/07 [R-SIG-Finance] question on rmgarch Leonardo Bargigli
2019/05/19 [R-SIG-Finance] Chow test to coefficient in differents regime Rodrigo Badilla
2019/05/17 [R-SIG-Finance] Long Run Regression in APT (Asymmetric Price Transmission) Package Rodrigo Badilla
2019/05/17 Re: [R-SIG-Finance] model confidence sets in R Stefan Janse van Rensburg
2019/05/17 [R-SIG-Finance] Fwd: model confidence sets in R Stefan Janse van Rensburg
2019/05/03 Re: [R-SIG-Finance] quantmod getOptionChain error on yahoo Joshua Ulrich
2019/05/02 [R-SIG-Finance] YSS2019: Summer School on Computational and Statistical Methods for Stochastic Process [final announcement] stefano iacus
2019/04/28 [R-SIG-Finance] blotter error updatePortf Error in if (length(CcyMult) == 1 && CcyMult == 1) ce
2019/04/25 Re: [R-SIG-Finance] R/Finance 2019 Registration Joshua Ulrich
2019/04/25 [R-SIG-Finance] ugarchroll with moving window - failed to invert hessian Michal Maganlal
2019/04/19 [R-SIG-Finance] Error with presigma in rugarch package Роман Хромотов
2019/04/15 [R-SIG-Finance] Question on cgarchsim with external regressors Daniel Hertrich via R-SIG-Finance
2019/04/12 [R-SIG-Finance] R/Finance 2019 Registration Joshua Ulrich
2019/04/10 Re: [R-SIG-Finance] Quant Strategies - Research Papers, ML Based Implementation for Stock Selection Mario Pisa
2019/04/09 [R-SIG-Finance] Quant Strategies - Research Papers, ML Based Implementation for Stock Selection Ganesh Sonawane
2019/04/09 Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) James Hirschorn
2019/04/08 Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Vivek Rao via R-SIG-Finance
2019/04/08 Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) James Hirschorn
2019/04/08 Re: [R-SIG-Finance] RobinHood R API Daniel Cegiełka
2019/04/07 Re: [R-SIG-Finance] [ANN] Rblpapi 0.3.10 Dirk Eddelbuettel
2019/04/06 [R-SIG-Finance] [ANN] Rblpapi 0.3.10 Dirk Eddelbuettel
2019/04/05 Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) James Hirschorn
2019/04/05 Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Daniel Cegiełka
2019/04/04 Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) James Hirschorn
2019/04/04 Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) H
2019/04/04 Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) H
2019/04/04 Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Daniel Cegiełka
2019/04/04 [R-SIG-Finance] RobinHood R API Steve Hun via R-SIG-Finance
2019/04/04 Re: [R-SIG-Finance] getSymbols() with various frequency Spice Hank via R-SIG-Finance
2019/04/04 Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Anil Bishnoie via R-SIG-Finance
2019/04/04 Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Mark McClellan
2019/04/04 Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Lars Nygaard
2019/04/04 Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Joshua Ulrich
2019/04/04 Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Brian G. Peterson
2019/04/04 Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Siegfried Köstlmeier
2019/04/04 Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Mario Pisa
2019/04/03 Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Lars Nygaard
2019/04/03 [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) H
2019/04/03 Re: [R-SIG-Finance] getSymbols() with various frequency Henrique Ramos
2019/04/03 Re: [R-SIG-Finance] getSymbols() with various frequency Mario Pisa
2019/04/03 [R-SIG-Finance] getSymbols() with various frequency Steve Hun via R-SIG-Finance
2019/04/01 Re: [R-SIG-Finance] corrections vs drawdowns Alec Schmidt
2019/04/01 Re: [R-SIG-Finance] corrections vs drawdowns Brian G. Peterson
2019/04/01 Re: [R-SIG-Finance] corrections vs drawdowns Alec Schmidt
2019/04/01 Re: [R-SIG-Finance] Fit skewed-t distribution Brian G. Peterson
2019/04/01 [R-SIG-Finance] Fit skewed-t distribution Данир Зулькарнаев
2019/03/28 Re: [R-SIG-Finance] Time-scale of Value at risk Данир Зулькарнаев
2019/03/28 Re: [R-SIG-Finance] Time-scale of Value at risk Terry Leitch
2019/03/28 [R-SIG-Finance] Time-scale of Value at risk Данир Зулькарнаев
2019/03/27 [R-SIG-Finance] Problem while installing keras package 2 Baki UNAL via R-SIG-Finance
2019/03/27 [R-SIG-Finance] Problem while installing keras package Baki UNAL via R-SIG-Finance
2019/03/13 Re: [R-SIG-Finance] Lo catches slow Enrico Schumann
2019/03/13 Re: [R-SIG-Finance] Lo catches slow Joshua Ulrich
2019/03/12 [R-SIG-Finance] Lo catches slow Ilya Kipnis
2019/03/11 [R-SIG-Finance] refining trailing stop loss in simple trend following strategy Rodger Dodger
2019/03/11 [R-SIG-Finance] [COURSE] YSS2019: Summer School on Computational and Statistical Methods for Stochastic Process stefano iacus
2019/03/04 Re: [R-SIG-Finance] R/Finance 2019: Call for Presentations Joshua Ulrich
2019/03/01 Re: [R-SIG-Finance] Question on rmgarch - dccspec Amit Mittal
2019/03/01 Re: [R-SIG-Finance] Question on rmgarch - dccspec Josh Segal
2019/03/01 [R-SIG-Finance] Question on rmgarch - dccspec Josh Segal
2019/02/19 Re: [R-SIG-Finance] Mixed integer programming Hannu Kahra
2019/02/19 Re: [R-SIG-Finance] Mixed integer programming Eric Berger
2019/02/19 Re: [R-SIG-Finance] Mixed integer programming Enrico Schumann
2019/02/19 Re: [R-SIG-Finance] Mixed integer programming Hannu Kahra
2019/02/19 [R-SIG-Finance] Mixed integer programming Hannu Kahra
2019/02/01 [R-SIG-Finance] R/Finance 2019: Call for Presentations Joshua Ulrich
2019/02/01 [R-SIG-Finance] Alternative solvers in rugarch (was: GARCH parameter estimation with rugarch: estimates seem inaccurate) Enrico Schumann
2019/01/28 Re: [R-SIG-Finance] GARCH parameter estimation with rugarch: estimates seem inaccurate alexios ghalanos
2019/01/28 Re: [R-SIG-Finance] the package nmof mmm ammm
2019/01/28 [R-SIG-Finance] GARCH parameter estimation with rugarch: estimates seem inaccurate Curtis Miller
2019/01/28 [R-SIG-Finance] Fama-MacBeth Procedure for multiple independent variables. Pankaj K Agarwal via R-SIG-Finance
2019/01/27 Re: [R-SIG-Finance] the package nmof Enrico Schumann
2019/01/26 Re: [R-SIG-Finance] the package nmof mmm ammm
2019/01/26 Re: [R-SIG-Finance] the package nmof Enrico Schumann
2019/01/25 Re: [R-SIG-Finance] the package nmof Pedro Garcia
2019/01/25 [R-SIG-Finance] the package nmof mmm ammm
2019/01/21 [R-SIG-Finance] Query on strucchange package John Writer
2019/01/08 Re: [R-SIG-Finance] corrections vs drawdowns Alec Schmidt
2019/01/08 Re: [R-SIG-Finance] corrections vs drawdowns Alec Schmidt
2019/01/08 Re: [R-SIG-Finance] corrections vs drawdowns Enrico Schumann
2019/01/08 Re: [R-SIG-Finance] corrections vs drawdowns Brian G. Peterson
2019/01/08 Re: [R-SIG-Finance] corrections vs drawdowns Alec Schmidt
2019/01/08 Re: [R-SIG-Finance] corrections vs drawdowns Brian G. Peterson
2019/01/08 [R-SIG-Finance] corrections vs drawdowns Alec Schmidt
2018/12/19 Re: [R-SIG-Finance] Apparent bug in rmgarch Josh Segal
2018/12/07 Re: [R-SIG-Finance] Calculating rolling alpha Bobbur Abhilash Chowdary
2018/12/05 Re: [R-SIG-Finance] Calculating rolling alpha Ilya Kipnis
2018/12/05 [R-SIG-Finance] Calculating rolling alpha Bobbur Abhilash Chowdary
2018/12/04 Re: [R-SIG-Finance] rugarch intraday plot ugarchroll Frank
2018/12/04 [R-SIG-Finance] rugarch intraday plot ugarchroll Владимир Иванов
2018/12/03 Re: [R-SIG-Finance] rugarch roll forecast Владимир Иванов
2018/12/03 Re: [R-SIG-Finance] rugarch roll forecast Alexios Ghalanos
2018/12/03 [R-SIG-Finance] rugarch roll forecast Владимир Иванов
2018/12/03 Re: [R-SIG-Finance] rugarch xts causes error Владимир Иванов
2018/12/03 Re: [R-SIG-Finance] rugarch xts causes error alexios galanos
2018/12/03 [R-SIG-Finance] rugarch xts causes error Владимир Иванов