r-sig-finance

Messages by Date

2018/12/01 [R-SIG-Finance] riskParityPortfolio package release José Vinícius de Miranda Cardoso
2018/11/30 Re: [R-SIG-Finance] rugarch roll plot. why abs(mu) in plot? Alexios Galanos
2018/11/30 Re: [R-SIG-Finance] rugarch roll plot. why abs(mu) in plot? Владимир Иванов
2018/11/30 Re: [R-SIG-Finance] Just finished Kris Boudt's course, running into errors from non-convergence in rugarch Farid Moussaoui
2018/11/28 Re: [R-SIG-Finance] Just finished Kris Boudt's course, running into errors from non-convergence in rugarch prof.amit.mittal
2018/11/28 Re: [R-SIG-Finance] Just finished Kris Boudt's course, running into errors from non-convergence in rugarch prof.amit.mittal
2018/11/28 Re: [R-SIG-Finance] Just finished Kris Boudt's course, running into errors from non-convergence in rugarch Ilya Kipnis
2018/11/28 Re: [R-SIG-Finance] Just finished Kris Boudt's course, running into errors from non-convergence in rugarch alexios galanos
2018/11/28 Re: [R-SIG-Finance] Just finished Kris Boudt's course, running into errors from non-convergence in rugarch Ilya Kipnis
2018/11/28 Re: [R-SIG-Finance] Just finished Kris Boudt's course, running into errors from non-convergence in rugarch alexios galanos
2018/11/28 [R-SIG-Finance] Just finished Kris Boudt's course, running into errors from non-convergence in rugarch Ilya Kipnis
2018/11/26 Re: [R-SIG-Finance] How to access rugarch output object ? John Writer
2018/11/26 Re: [R-SIG-Finance] How to access rugarch output object ? Eric Berger
2018/11/26 [R-SIG-Finance] How to access rugarch output object ? John Writer
2018/11/21 Re: [R-SIG-Finance] timestamps IBrokers Farid Moussaoui
2018/11/20 [R-SIG-Finance] timestamps IBrokers Stephen Choularton
2018/11/17 Re: [R-SIG-Finance] Error plotting a zoo object Joshua Ulrich
2018/11/15 [R-SIG-Finance] Error plotting a zoo object Baki UNAL via R-SIG-Finance
2018/11/01 [R-SIG-Finance] Extending the variance equation in GARCH models in the rugarch package (Realized GARCH) Riddell Red
2018/10/30 Re: [R-SIG-Finance] XTS block plotting V Kurien
2018/10/30 Re: [R-SIG-Finance] XTS block plotting Ross Bennett
2018/10/30 [R-SIG-Finance] XTS block plotting V Kurien
2018/10/29 Re: [R-SIG-Finance] Problem when installing quantmod package V Kurien
2018/10/29 Re: [R-SIG-Finance] Problem when installing quantmod package amol gupta
2018/10/29 Re: [R-SIG-Finance] Problem when installing quantmod package Frank
2018/10/29 [R-SIG-Finance] Problem when installing quantmod package Baki UNAL via R-SIG-Finance
2018/10/26 Re: [R-SIG-Finance] Welcome to the "R-SIG-Finance" mailing list xiaohui chen
2018/10/24 [R-SIG-Finance] Portfolio with liabilities (LDI) Márcio Rodrigues Bernardo
2018/10/22 Re: [R-SIG-Finance] ugarchfit - Weighted Ljung-Box Test and ARCH LM Test Lukas Halbeisen
2018/10/22 Re: [R-SIG-Finance] ugarchfit - Weighted Ljung-Box Test and ARCH LM Test Amit Mittal
2018/10/22 Re: [R-SIG-Finance] ugarchfit - Weighted Ljung-Box Test and ARCH LM Test Josh Segal
2018/10/22 Re: [R-SIG-Finance] ugarchfit - Weighted Ljung-Box Test and ARCH LM Test Lukas Halbeisen
2018/10/22 Re: [R-SIG-Finance] optimize.portfolio.rebalancing with changing/dynamic stock universe [PortfolioAnalytics] Simon Hovmark
2018/10/20 Re: [R-SIG-Finance] ugarchfit - Weighted Ljung-Box Test and ARCH LM Test Amit Mittal
2018/10/20 [R-SIG-Finance] ugarchfit - Weighted Ljung-Box Test and ARCH LM Test Lukas Halbeisen
2018/10/19 Re: [R-SIG-Finance] optimize.portfolio.rebalancing with changing/dynamic stock universe [PortfolioAnalytics] Ross Bennett
2018/10/19 Re: [R-SIG-Finance] optimize.portfolio.rebalancing with changing/dynamic stock universe [PortfolioAnalytics] Eric Berger
2018/10/18 [R-SIG-Finance] optimize.portfolio.rebalancing with changing/dynamic stock universe [PortfolioAnalytics] Simon Hovmark
2018/10/18 Re: [R-SIG-Finance] problem with reqMktData Enrico Schumann
2018/10/18 [R-SIG-Finance] problem with reqMktData Stephen Choularton
2018/10/11 Re: [R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing Simon Hovmark
2018/10/08 Re: [R-SIG-Finance] Free download for USD Spot Index Frank
2018/10/08 Re: [R-SIG-Finance] Free download for USD Spot Index Christofer Bogaso
2018/10/08 Re: [R-SIG-Finance] Free download for USD Spot Index Eric Berger
2018/10/08 Re: [R-SIG-Finance] Free download for USD Spot Index Christofer Bogaso
2018/10/08 Re: [R-SIG-Finance] Free download for USD Spot Index Frank
2018/10/08 [R-SIG-Finance] please remove Scott Padgett
2018/10/08 [R-SIG-Finance] Free download for USD Spot Index Christofer Bogaso
2018/09/29 Re: [R-SIG-Finance] Probability / Standard Deviation Cone Amit Mittal
2018/09/29 [R-SIG-Finance] Probability / Standard Deviation Cone Jason Hart via R-SIG-Finance
2018/09/27 Re: [R-SIG-Finance] Correct princeton R models link Amit Mittal
2018/09/27 [R-SIG-Finance] Correct princeton R models link Chris Ridder
2018/09/26 Re: [R-SIG-Finance] Fetching options chain using ibrokers Ganesh Sonawane
2018/09/26 Re: [R-SIG-Finance] Fetching options chain using ibrokers amol gupta
2018/09/26 Re: [R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing Brian G. Peterson
2018/09/26 Re: [R-SIG-Finance] Fetching options chain using ibrokers Ganesh Sonawane
2018/09/26 Re: [R-SIG-Finance] Fetching options chain using ibrokers Amit Mittal
2018/09/26 [R-SIG-Finance] Fwd: [R] Problems to obtain standardized betas in multiply-imputed data Amit Mittal
2018/09/25 Re: [R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing Amit Mittal
2018/09/25 Re: [R-SIG-Finance] Fetching options chain using ibrokers amol gupta
2018/09/25 Re: [R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing Enrico Schumann
2018/09/25 [R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing Simon Hovmark
2018/09/19 [R-SIG-Finance] Fetching options chain using ibrokers amol gupta
2018/09/19 Re: [R-SIG-Finance] BIS currency index Will Oswald
2018/09/19 [R-SIG-Finance] BIS currency index Christofer Bogaso
2018/09/04 [R-SIG-Finance] rmgarch: Alexios Ghalanos cordist/nisurface/copulagarch prof.amit.mittal
2018/09/04 [R-SIG-Finance] Cordist/nisurface plots::rmgarch Amit Mittal
2018/09/01 [R-SIG-Finance] Proposal for coding bridges in apps Amit Mittal
2018/08/30 [R-SIG-Finance] rmgarch/GAS models GAS models/betategarch GAS/egarch/rmgarch Amit Mittal
2018/08/30 [R-SIG-Finance] Option prices on SPX using IBrokers in R Simone Gallo
2018/08/29 Re: [R-SIG-Finance] bitbucket code Amit Mittal
2018/08/29 Re: [R-SIG-Finance] bitbucket code Brian G. Peterson
2018/08/29 Re: [R-SIG-Finance] bitbucket code Amit Mittal
2018/08/29 [R-SIG-Finance] New python backtesting library Sal Abbasi
2018/08/29 Re: [R-SIG-Finance] bitbucket code Brian G. Peterson
2018/08/29 [R-SIG-Finance] rmgarch::Alexios Ghalanos Amit Mittal
2018/08/29 [R-SIG-Finance] bitbucket code prof.amit.mittal
2018/08/27 Re: [R-SIG-Finance] rmgarch package omerle
2018/08/27 Re: [R-SIG-Finance] rmgarch package Amit Mittal
2018/08/27 [R-SIG-Finance] rmgarch package somaye mohebbi via R-SIG-Finance
2018/08/27 Re: [R-SIG-Finance] CME files omerle
2018/08/27 [R-SIG-Finance] CME files Joe W. Byers via R-SIG-Finance
2018/08/26 Re: [R-SIG-Finance] rmgarch::Alexios Ghalanos alexios galanos
2018/08/26 [R-SIG-Finance] MIDASR/DCC Amit Mittal
2018/08/26 [R-SIG-Finance] GAS/MSGARCH Amit Mittal
2018/08/22 Re: [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible? GALIB KHAN
2018/08/22 [R-SIG-Finance] rmgarch::Alexios Ghalanos Amit Mittal
2018/08/21 Re: [R-SIG-Finance] Quantstrat - running applyStrategy in a loop James Hirschorn
2018/08/21 Re: [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible? GALIB KHAN
2018/08/20 Re: [R-SIG-Finance] Detail analysis of solvers' results GALIB KHAN
2018/08/20 Re: [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible? GALIB KHAN
2018/08/20 [R-SIG-Finance] Detail analysis of solvers' results GALIB KHAN
2018/08/20 Re: [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible? GALIB KHAN
2018/08/20 Re: [R-SIG-Finance] Quantstrat - running applyStrategy in a loop Brian G. Peterson
2018/08/19 Re: [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible? GALIB KHAN
2018/08/19 Re: [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible? alexios galanos
2018/08/19 Re: [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible? GALIB KHAN
2018/08/19 [R-SIG-Finance] Fwd: rugarch gives two different results based on the same model…how is that even possible? GALIB KHAN
2018/08/19 Re: [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible? alexios galanos
2018/08/19 [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible? GALIB KHAN
2018/08/19 Re: [R-SIG-Finance] Quantstrat - running applyStrategy in a loop Ilya Kipnis
2018/08/19 [R-SIG-Finance] Quantstrat - running applyStrategy in a loop James Hirschorn
2018/07/31 Re: [R-SIG-Finance] Quantstrat - extracting current symbol James Hirschorn
2018/07/25 Re: [R-SIG-Finance] modeling VARMA-Garch in R Márcio Rodrigues Bernardo
2018/07/25 Re: [R-SIG-Finance] modeling VARMA-Garch in R Alexios Galanos
2018/07/25 [R-SIG-Finance] modeling VARMA-Garch in R Marcio Bernardo
2018/07/25 [R-SIG-Finance] Fitting a generalised student t distribution Valentin Popov
2018/07/23 Re: [R-SIG-Finance] rugarch: Initializing an AR1 model fit Mickey Petersen
2018/07/22 Re: [R-SIG-Finance] problem creating graphs Frank
2018/07/22 [R-SIG-Finance] problem creating graphs Stephen Choularton
2018/07/22 [R-SIG-Finance] problem creating graphs Stephen Choularton
2018/07/19 Re: [R-SIG-Finance] rugarch: Initializing an AR1 model fit alexios ghalanos
2018/07/19 Re: [R-SIG-Finance] rugarch: Initializing an AR1 model fit Eric Berger
2018/07/19 [R-SIG-Finance] rugarch: Initializing an AR1 model fit Mickey Petersen
2018/07/11 Re: [R-SIG-Finance] Mean Variance Portfolio Optimization based on a DGP Vivek Rao via R-SIG-Finance
2018/07/11 Re: [R-SIG-Finance] Error in `[.xts`(one, trim:length(two), ) : subscript out of bounds Joshua Ulrich
2018/07/11 [R-SIG-Finance] Mean Variance Portfolio Optimization based on a DGP Fianu, Emmanuel Senyo
2018/07/10 [R-SIG-Finance] Error in `[.xts`(one, trim:length(two), ) : subscript out of bounds Stephen Choularton
2018/06/25 [R-SIG-Finance] Apparent bug in rmgarch Josh Segal
2018/06/04 Re: [R-SIG-Finance] Rugarch package - Reasoning for the choice of lags in the Ljung-Box and ARCH LM tests alexios galanos
2018/06/04 [R-SIG-Finance] Congratulations to R in Finance committee and participants Sillas Gonzaga
2018/06/03 Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 169, Issue 1 Nelson Wong
2018/06/01 [R-SIG-Finance] R/Finance 2018: Live streamed Joshua Ulrich
2018/05/22 [R-SIG-Finance] DCC model simulation Sultan Islam
2018/05/18 Re: [R-SIG-Finance] R/Finance 2018 Registration Brian G. Peterson
2018/05/18 Re: [R-SIG-Finance] R/Finance 2018 Registration Adam Ginensky
2018/05/14 [R-SIG-Finance] R/Finance 2018 Registration Joshua Ulrich
2018/05/06 Re: [R-SIG-Finance] Speed up for loop Eivind K. Dovik
2018/05/06 Re: [R-SIG-Finance] Speed up for loop Eivind K. Dovik
2018/05/01 [R-SIG-Finance] dcc simulation Sultan Islam
2018/04/16 Re: [R-SIG-Finance] Need Help in Quandl - Getting Error in R Ganesh Sonawane
2018/04/10 Re: [R-SIG-Finance] Need Help in Quandl - Getting Error in R Ganesh Sonawane
2018/04/09 Re: [R-SIG-Finance] Getting Quotes from Yahoo rsherry8
2018/04/09 Re: [R-SIG-Finance] Getting Quotes from Yahoo Ilya Kipnis
2018/04/09 [R-SIG-Finance] Getting Quotes from Yahoo rsherry8
2018/04/09 Re: [R-SIG-Finance] Using quantstrat with options Frank
2018/04/08 Re: [R-SIG-Finance] Using quantstrat with options Sal Abbasi
2018/04/07 Re: [R-SIG-Finance] Using quantstrat with options Frank
2018/04/04 Re: [R-SIG-Finance] Using quantstrat with options Sal Abbasi
2018/04/04 Re: [R-SIG-Finance] Need Help in Quandl - Getting Error in R Ganesh Sonawane
2018/04/03 Re: [R-SIG-Finance] Need Help in Quandl - Getting Error in R Erol Biceroglu
2018/04/03 [R-SIG-Finance] Need Help in Quandl - Getting Error in R Ganesh Sonawane
2018/03/30 [R-SIG-Finance] Books for FX risk management Christofer Bogaso
2018/03/29 Re: [R-SIG-Finance] Using quantstrat with options Sal Abbasi
2018/03/29 Re: [R-SIG-Finance] Using quantstrat with options Brian G. Peterson
2018/03/29 [R-SIG-Finance] Using quantstrat with options Sal Abbasi
2018/03/29 Re: [R-SIG-Finance] using reqHistoricalData Siegfried Köstlmeier
2018/03/28 Re: [R-SIG-Finance] CAViaR Pedro Albuquerque
2018/03/28 [R-SIG-Finance] CAViaR Pit Götz
2018/03/27 [R-SIG-Finance] using reqHistoricalData Stephen Choularton
2018/03/26 Re: [R-SIG-Finance] Any news about the R/Finance 2018 conference? Sillas Gonzaga
2018/03/26 Re: [R-SIG-Finance] Any news about the R/Finance 2018 conference? Brian G. Peterson
2018/03/26 [R-SIG-Finance] Any news about the R/Finance 2018 conference? Sillas Gonzaga
2018/03/21 [R-SIG-Finance] input parameters for optimize.portfolio.rebalancing() in PortfolioAnalytics Alec Schmidt
2018/03/20 [R-SIG-Finance] Data adjustment question Joe O
2018/03/15 [R-SIG-Finance] Fwd: RV: replicate sigma of the function UGARCHFIT 于喆
2018/03/15 Re: [R-SIG-Finance] Restriction test (H0: alpha1+beta1 = 1, H1:alpha1 + beta1 ≠ 1) on GARCH model in R not working alexios galanos
2018/03/13 Re: [R-SIG-Finance] Error using Performance Analytics package Brian G. Peterson
2018/03/13 Re: [R-SIG-Finance] Error using Performance Analytics package Pankaj K Agarwal via R-SIG-Finance
2018/03/12 Re: [R-SIG-Finance] SJC copula in R Gus Br
2018/03/12 [R-SIG-Finance] Question on highfrequency package Sal Abbasi
2018/03/12 Re: [R-SIG-Finance] SJC copula in R Erol Biceroglu
2018/03/12 [R-SIG-Finance] SJC copula in R Gus Br
2018/03/12 Re: [R-SIG-Finance] Error using Performance Analytics package Joshua Ulrich
2018/03/12 [R-SIG-Finance] Error using Performance Analytics package Pankaj K Agarwal via R-SIG-Finance
2018/03/08 Re: [R-SIG-Finance] Minimizing tracking error with restricted number of stocks Alec Schmidt
2018/03/08 Re: [R-SIG-Finance] Minimizing tracking error with restricted number of stocks Brian G. Peterson
2018/03/08 Re: [R-SIG-Finance] Minimizing tracking error with restricted number of stocks Alec Schmidt
2018/03/08 Re: [R-SIG-Finance] Minimizing tracking error with restricted number of stocks Jason Hart
2018/03/07 Re: [R-SIG-Finance] Minimizing tracking error with restricted number of stocks Brian G. Peterson
2018/03/07 Re: [R-SIG-Finance] Minimizing tracking error with restricted number of stocks Alec Schmidt
2018/03/07 Re: [R-SIG-Finance] Minimizing tracking error with restricted number of stocks Brian G. Peterson
2018/03/07 Re: [R-SIG-Finance] Minimizing tracking error with restricted number of stocks Vivek Rao via R-SIG-Finance
2018/03/07 [R-SIG-Finance] Minimizing tracking error with restricted number of stocks Alec Schmidt
2018/03/06 Re: [R-SIG-Finance] Question quadprogXT Robert Harlow
2018/03/01 [R-SIG-Finance] Απ: Απ: Question about rugarch Andreas Bregiannis
2018/03/01 Re: [R-SIG-Finance] Απ: Question about rugarch Alexios Ghalanos
2018/03/01 [R-SIG-Finance] Απ: Question about rugarch Andreas Bregiannis
2018/03/01 Re: [R-SIG-Finance] Question about rugarch ibrahim ergen
2018/03/01 [R-SIG-Finance] Question about rugarch Andreas Bregiannis
2018/02/21 [R-SIG-Finance] [WORKSHOP] Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project stefano iacus
2018/02/20 Re: [R-SIG-Finance] Stop Loss orders in quantstrat Sanjay Mansabdar via R-SIG-Finance
2018/02/18 Re: [R-SIG-Finance] Rblpapi + Bloomber Anywhere + mac os Daniel Cegiełka
2018/02/17 [R-SIG-Finance] Rblpapi + Bloomber Anywhere + mac os Paweł Gołębiewski
2018/02/13 [R-SIG-Finance] Error in loading rugarch and truncnorm package Le Hai Trung KNH
2018/02/13 Re: [R-SIG-Finance] Stop Loss orders in quantstrat Sanjay Mansabdar via R-SIG-Finance
2018/02/12 Re: [R-SIG-Finance] Stop Loss orders in quantstrat Sanjay Mansabdar via R-SIG-Finance
2018/02/12 Re: [R-SIG-Finance] Implied Volatility Erol Biceroglu
2018/02/12 Re: [R-SIG-Finance] Implied Volatility Slavo Matasovsky
2018/02/12 Re: [R-SIG-Finance] Implied Volatility Oleg Mubarakshin
2018/02/10 Re: [R-SIG-Finance] Implied Volatility Slavo Matasovsky
2018/02/10 Re: [R-SIG-Finance] Implied Volatility Victor Montanez
2018/02/10 Re: [R-SIG-Finance] Implied Volatility Frank
2018/02/10 Re: [R-SIG-Finance] Stop Loss orders in quantstrat Brian G. Peterson
2018/02/09 [R-SIG-Finance] Stop Loss orders in quantstrat Sanjay Mansabdar via R-SIG-Finance
2018/02/08 Re: [R-SIG-Finance] Implied Volatility Slavo Matasovsky
2018/02/08 Re: [R-SIG-Finance] Implied Volatility Josh Segal
2018/02/08 Re: [R-SIG-Finance] Implied Volatility Slavo Matasovsky
2018/02/08 [R-SIG-Finance] Implied Volatility Christofer Bogaso
2018/02/02 Re: [R-SIG-Finance] Error downloading package Ecdat Pankaj K Agarwal via R-SIG-Finance