r-sig-finance

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2018/02/01 Re: [R-SIG-Finance] R/Finance 2018: Call for Papers Joshua Ulrich
2018/02/01 Re: [R-SIG-Finance] Error downloading package Ecdat Adam Ginensky
2018/02/01 Re: [R-SIG-Finance] Error downloading package Ecdat Joshua Ulrich
2018/01/31 [R-SIG-Finance] Error downloading package Ecdat Pankaj K Agarwal via R-SIG-Finance
2018/01/31 Re: [R-SIG-Finance] R and Bloomberg Data License Enrico Schumann
2018/01/30 [R-SIG-Finance] R and Bloomberg Data License Rassenti, Luca
2018/01/29 Re: [R-SIG-Finance] quantstrat parameter prefer = 'Open" question Ilya Kipnis
2018/01/28 Re: [R-SIG-Finance] PortfolioAnalytics Package Questions on Initial Weights & Group Constraints Ed Herranz
2018/01/28 Re: [R-SIG-Finance] PortfolioAnalytics Package Questions on Initial Weights & Group Constraints Brian G. Peterson
2018/01/26 [R-SIG-Finance] PortfolioAnalytics Package Questions on Initial Weights & Group Constraints Ed Herranz
2018/01/26 Re: [R-SIG-Finance] Apparent bug in rmgarch Josh Segal
2018/01/24 Re: [R-SIG-Finance] Apparent bug in rmgarch alexios galanos
2018/01/23 [R-SIG-Finance] Apparent bug in rmgarch Josh Segal
2018/01/23 Re: [R-SIG-Finance] Is IBroker suitable/robust for FX-Trading? ce
2018/01/19 Re: [R-SIG-Finance] R finance conference question Daniel Melendez
2018/01/19 Re: [R-SIG-Finance] R finance conference question Joshua Ulrich
2018/01/19 [R-SIG-Finance] R finance conference question Daniel Melendez
2018/01/18 Re: [R-SIG-Finance] PortfolioAnalytics with turnover constraint Bos, Roger
2018/01/18 Re: [R-SIG-Finance] PortfolioAnalytics with turnover constraint Ross Bennett
2018/01/18 [R-SIG-Finance] PortfolioAnalytics with turnover constraint Bos, Roger
2018/01/16 [R-SIG-Finance] Is IBroker suitable/robust for FX-Trading? Samuel.meichtry via R-SIG-Finance
2018/01/09 [R-SIG-Finance] R/Finance 2018: Call for Papers Joshua Ulrich
2017/12/28 [R-SIG-Finance] Skew t Copula (Luis Diego Fernández) Luisdiego fernandez gomez
2017/12/15 Re: [R-SIG-Finance] rugarch - VaRloss, VaRTest and ESTest alexios galanos
2017/12/15 [R-SIG-Finance] rugarch - VaRloss, VaRTest and ESTest Rafael Bressan
2017/12/13 [R-SIG-Finance] rugarch convergence fails Geoffrey Smith
2017/11/28 Re: [R-SIG-Finance] To obtain the t student of each rolling window with EGARCH model Sandrine Boulerne
2017/11/28 [R-SIG-Finance] External regressor bounds in rmgarch Josh Segal
2017/11/25 Re: [R-SIG-Finance] An Issue with quantmod Robert Sherry
2017/11/25 Re: [R-SIG-Finance] An Issue with quantmod Joshua Ulrich
2017/11/25 Re: [R-SIG-Finance] An Issue with quantmod Robert Sherry
2017/11/24 Re: [R-SIG-Finance] To obtain the t student of each rolling window with EGARCH model Sandrine Boulerne
2017/11/23 Re: [R-SIG-Finance] To obtain the t student of each rolling window with EGARCH model alexios galanos
2017/11/23 Re: [R-SIG-Finance] To obtain the t student of each rolling window with EGARCH model Sandrine Boulerne
2017/11/22 Re: [R-SIG-Finance] rugarch teste Rafael Bressan
2017/11/21 Re: [R-SIG-Finance] rugarch teste Rafael Bressan
2017/11/14 Re: [R-SIG-Finance] rugarch robust covariance matrix definition Vivek Rao via R-SIG-Finance
2017/11/14 Re: [R-SIG-Finance] rugarch robust covariance matrix definition alexios galanos
2017/11/14 [R-SIG-Finance] rugarch robust covariance matrix definition Curtis Miller
2017/11/14 Re: [R-SIG-Finance] An Issue with quantmod Joshua Ulrich
2017/11/14 [R-SIG-Finance] An Issue with quantmod Robert Sherry
2017/11/09 Re: [R-SIG-Finance] Interaction with Alpha Vantage? Paul Teetor via R-SIG-Finance
2017/11/08 Re: [R-SIG-Finance] Interaction with Alpha Vantage? Paul Teetor via R-SIG-Finance
2017/11/06 Re: [R-SIG-Finance] Interaction with Alpha Vantage? Erol Biceroglu
2017/11/06 Re: [R-SIG-Finance] Interaction with Alpha Vantage? Duncan Murdoch
2017/11/06 Re: [R-SIG-Finance] Interaction with Alpha Vantage? Daniel Cegiełka
2017/11/06 Re: [R-SIG-Finance] Interaction with Alpha Vantage? Daniel Cegiełka
2017/11/06 Re: [R-SIG-Finance] Interaction with Alpha Vantage? Duncan Murdoch
2017/11/06 Re: [R-SIG-Finance] Interaction with Alpha Vantage? Dirk Eddelbuettel
2017/11/06 Re: [R-SIG-Finance] Interaction with Alpha Vantage? Sal Abbasi
2017/11/06 Re: [R-SIG-Finance] Interaction with Alpha Vantage? Duncan Murdoch
2017/11/06 Re: [R-SIG-Finance] Interaction with Alpha Vantage? Daniel Cegiełka
2017/11/06 Re: [R-SIG-Finance] Interaction with Alpha Vantage? Joshua Ulrich
2017/11/06 Re: [R-SIG-Finance] Interaction with Alpha Vantage? Dirk Eddelbuettel
2017/11/06 [R-SIG-Finance] Interaction with Alpha Vantage? Duncan Murdoch
2017/11/04 Re: [R-SIG-Finance] Problems when estimating GARCH parameters with fGarch Vivek Rao via R-SIG-Finance
2017/11/04 Re: [R-SIG-Finance] Problems when estimating GARCH parameters with fGarch Curtis Miller
2017/11/03 Re: [R-SIG-Finance] Problems when estimating GARCH parameters with fGarch Robert Harlow
2017/11/02 [R-SIG-Finance] Problems when estimating GARCH parameters with fGarch Curtis Miller
2017/11/01 [R-SIG-Finance] Followup on Books on Finance & R Nelson Wong
2017/10/26 Re: [R-SIG-Finance] Thanks for posting this. If you've read these books, it would be helpful if you posted a 1- or 2-line 'review' or summary of each. Erol Biceroglu
2017/10/26 Re: [R-SIG-Finance] Thanks for posting this. If you've read these books, it would be helpful if you posted a 1- or 2-line 'review' or summary of each. Nelson Wong
2017/10/25 Re: [R-SIG-Finance] Books on R & Finance Ilya Kipnis
2017/10/25 [R-SIG-Finance] Books on R & Finance Nelson Wong
2017/10/25 Re: [R-SIG-Finance] Books on R & Finance Henrique Ramos
2017/10/24 [R-SIG-Finance] Books on R & Finance Nelson Wong
2017/10/23 Re: [R-SIG-Finance] R packages/resources for Financial Risk Management Pankaj K Agarwal via R-SIG-Finance
2017/10/16 Re: [R-SIG-Finance] R packages/resources for Financial Risk Management Pankaj K Agarwal via R-SIG-Finance
2017/10/16 Re: [R-SIG-Finance] R packages/resources for Financial Risk Management Terry Leitch
2017/10/16 Re: [R-SIG-Finance] R packages/resources for Financial Risk Management Brian G. Peterson
2017/10/16 Re: [R-SIG-Finance] R packages/resources for Financial Risk Management Brian G. Peterson
2017/10/16 Re: [R-SIG-Finance] R packages/resources for Financial Risk Management Pankaj K Agarwal via R-SIG-Finance
2017/10/16 Re: [R-SIG-Finance] R packages/resources for Financial Risk Management Enrico Schumann
2017/10/16 [R-SIG-Finance] R packages/resources for Financial Risk Management Pankaj K Agarwal via R-SIG-Finance
2017/10/04 Re: [R-SIG-Finance] ruragrch package using external regressors khemakhem emna
2017/09/12 Re: [R-SIG-Finance] To obtain the t student of each rolling window with EGARCH model Sandrine Boulerne
2017/09/12 Re: [R-SIG-Finance] Accessing "row names" in an object created by quantmod Brian G. Peterson
2017/09/12 Re: [R-SIG-Finance] Accessing "row names" in an object created by quantmod Ilya Kipnis
2017/09/12 [R-SIG-Finance] Accessing "row names" in an object created by quantmod Dennis Fisher
2017/09/11 Re: [R-SIG-Finance] To obtain the t student of each rolling window with EGARCH model alexios galanos
2017/09/11 [R-SIG-Finance] To obtain the t student of each rolling window with EGARCH model Sandrine Boulerne
2017/09/08 Re: [R-SIG-Finance] Some problems while reading Diethelm Würtz's Portfolio Optimization with R book Ross Bennett
2017/09/08 Re: [R-SIG-Finance] Some problems while reading Diethelm Würtz's Portfolio Optimization with R book Oliver . J . Herrmann
2017/08/30 [R-SIG-Finance] NEW: rDotNet package Jonathan Shore
2017/08/27 Re: [R-SIG-Finance] Some problems while reading Diethelm Würtz's Portfolio Optimization with R book Brian G. Peterson
2017/08/27 [R-SIG-Finance] Some problems while reading Diethelm Würtz's Portfolio Optimization with R book Baki UNAL via R-SIG-Finance
2017/08/18 Re: [R-SIG-Finance] Rblpapi dividends Whit Armstrong
2017/08/18 [R-SIG-Finance] Rblpapi dividends Oleg Mubarakshin
2017/08/07 [R-SIG-Finance] Different results of vcovCL (sandwich) and of cluster() in Stata Igor Sosa Mayor
2017/08/02 Re: [R-SIG-Finance] Error in lm prediction amol gupta
2017/07/31 Re: [R-SIG-Finance] Quantstrat - Multi-symbol (cross-section) analysis implimentation question.. Frank
2017/07/30 [R-SIG-Finance] Possible error with sharperatioLines() from fPortfolio Daniel Karp
2017/07/30 Re: [R-SIG-Finance] Quantstrat - Multi-symbol (cross-section) analysis implimentation question.. Frank
2017/07/28 Re: [R-SIG-Finance] Error in lm prediction Kevin Dhingra
2017/07/28 Re: [R-SIG-Finance] Error in lm prediction Joshua Ulrich
2017/07/24 Re: [R-SIG-Finance] Error in lm prediction Ed Herranz
2017/07/16 [R-SIG-Finance] Project Hitler Carvalho
2017/07/16 [R-SIG-Finance] Error in lm prediction amol gupta
2017/07/13 Re: [R-SIG-Finance] Change getSymbols to get most recent data Vivek Rao via R-SIG-Finance
2017/07/13 [R-SIG-Finance] Change getSymbols to get most recent data Vivek Rao via R-SIG-Finance
2017/07/10 Re: [R-SIG-Finance] R finance resources to start learning jackle
2017/07/10 Re: [R-SIG-Finance] R finance resources to start learning jackle
2017/07/10 Re: [R-SIG-Finance] R finance resources to start learning jackle
2017/07/10 Re: [R-SIG-Finance] R finance resources to start learning jack Le
2017/07/10 Re: [R-SIG-Finance] R finance resources to start learning Mario
2017/07/10 Re: [R-SIG-Finance] R finance resources to start learning Ed Herranz
2017/07/10 Re: [R-SIG-Finance] R finance resources to start learning Nils Tobias Kramer
2017/07/10 Re: [R-SIG-Finance] R finance resources to start learning Francesco Bianchi
2017/07/10 Re: [R-SIG-Finance] R finance resources to start learning Adam Ginensky
2017/07/09 [R-SIG-Finance] R finance resources to start learning jack Le
2017/07/07 Re: [R-SIG-Finance] eigen value decomposition in RcppArmadillo Kevin Dhingra
2017/07/07 [R-SIG-Finance] eigen value decomposition in RcppArmadillo Kevin Dhingra
2017/07/06 [R-SIG-Finance] RQuantLib DiscountCurve failed when settleDate and Holiday Charles Duranceau
2017/07/03 Re: [R-SIG-Finance] Estimating variance ratio test result Mark Leeds
2017/07/03 [R-SIG-Finance] Estimating variance ratio test result David Chang
2017/06/27 Re: [R-SIG-Finance] Yahoo Finance API change Alec Schmidt
2017/06/27 Re: [R-SIG-Finance] Yahoo Finance API change Joshua Ulrich
2017/06/27 Re: [R-SIG-Finance] Yahoo Finance API change Alec Schmidt
2017/06/27 [R-SIG-Finance] Estimate conditional SD with rugarch package for different series than what used for model estimation Paul Maural
2017/06/26 [R-SIG-Finance] (no subject) francesco.citta
2017/06/25 Re: [R-SIG-Finance] Fteching options data using package IBrokers and interactivebrokers amol gupta
2017/06/25 Re: [R-SIG-Finance] Fteching options data using package IBrokers and interactivebrokers Enrico Schumann
2017/06/25 [R-SIG-Finance] Fteching options data using package IBrokers and interactivebrokers amol gupta
2017/06/07 [R-SIG-Finance] termstrc package Glenn Schultz
2017/06/04 [R-SIG-Finance] quadprogXT package Robert Harlow
2017/06/03 Re: [R-SIG-Finance] Quantmod: Problem with Lo(LOW) Joshua Ulrich
2017/06/03 [R-SIG-Finance] Quantmod: Problem with Lo(LOW) Keith Sabol
2017/06/02 Re: [R-SIG-Finance] does quantmod::adjustOHLC adust for dividends? Joshua Ulrich
2017/06/02 Re: [R-SIG-Finance] does quantmod::adjustOHLC adust for dividends? Vivek Rao via R-SIG-Finance
2017/06/02 Re: [R-SIG-Finance] does quantmod::adjustOHLC adust for dividends? Joshua Ulrich
2017/06/02 Re: [R-SIG-Finance] does quantmod::adjustOHLC adust for dividends? Joshua Ulrich
2017/06/02 Re: [R-SIG-Finance] does quantmod::adjustOHLC adust for dividends? Ilya Kipnis
2017/06/02 [R-SIG-Finance] does quantmod::adjustOHLC adust for dividends? Vivek Rao via R-SIG-Finance
2017/05/30 Re: [R-SIG-Finance] RQuantLib FixedRateBondYield close to maturity Charles Duranceau
2017/05/30 Re: [R-SIG-Finance] RQuantLib: AmericanOptionImpliedVolatility bug Charles Duranceau
2017/05/29 [R-SIG-Finance] Entropy Pooling Meucci Adrian Trapletti
2017/05/29 Re: [R-SIG-Finance] Return.portfolio issue Ilya Kipnis
2017/05/29 Re: [R-SIG-Finance] Return.portfolio issue ROUX, Nicolas
2017/05/29 Re: [R-SIG-Finance] Return.portfolio issue Ilya Kipnis
2017/05/29 Re: [R-SIG-Finance] Return.portfolio issue Brian G. Peterson
2017/05/29 Re: [R-SIG-Finance] getting a subset corresponding to a list element Enrico Schumann
2017/05/29 [R-SIG-Finance] Return.portfolio issue ROUX, Nicolas
2017/05/27 [R-SIG-Finance] Adding "Stoploss disabled" to the parameter distribution for apply.paramset Atakan Okan
2017/05/27 [R-SIG-Finance] Adding "Stoploss disabled" to the parameter distribution for apply.paramset Atakan Okan
2017/05/27 Re: [R-SIG-Finance] RQuantLib FixedRateBondYield close to maturity Terry Leitch
2017/05/27 Re: [R-SIG-Finance] RQuantLib: AmericanOptionImpliedVolatility bug Robert Harlow
2017/05/26 Re: [R-SIG-Finance] RQuantLib FixedRateBondYield close to maturity Charles Duranceau
2017/05/26 Re: [R-SIG-Finance] RQuantLib: AmericanOptionImpliedVolatility bug Charles Duranceau
2017/05/26 Re: [R-SIG-Finance] getting a subset corresponding to a list element Daniel Cegiełka
2017/05/26 Re: [R-SIG-Finance] getting a subset corresponding to a list element Robert Harlow
2017/05/26 [R-SIG-Finance] getting a subset corresponding to a list element Michael Ashton
2017/05/26 Re: [R-SIG-Finance] RQuantLib: AmericanOptionImpliedVolatility bug Robert Harlow
2017/05/26 Re: [R-SIG-Finance] RQuantLib FixedRateBondYield close to maturity Terry Leitch
2017/05/26 [R-SIG-Finance] RQuantLib: AmericanOptionImpliedVolatility bug Charles Duranceau
2017/05/26 [R-SIG-Finance] RQuantLib FixedRateBondYield close to maturity Charles Duranceau
2017/05/26 Re: [R-SIG-Finance] Adding "Stoploss disabled" to the parameter distribution for apply.paramset Brian G. Peterson
2017/05/26 [R-SIG-Finance] Adding "Stoploss disabled" to the parameter distribution for apply.paramset Atakan Okan
2017/05/25 Re: [R-SIG-Finance] Error in addTxn - Quantstrat Joshua Ulrich
2017/05/24 Re: [R-SIG-Finance] Error in addTxn - Quantstrat John Kumar via R-SIG-Finance
2017/05/24 Re: [R-SIG-Finance] Fwd: Error in addTxn - Quantstrat Joshua Ulrich
2017/05/24 Re: [R-SIG-Finance] Error in addTxn - Quantstrat Joshua Ulrich
2017/05/24 [R-SIG-Finance] Fwd: Error in addTxn - Quantstrat Daniel Cegiełka
2017/05/24 Re: [R-SIG-Finance] Error in addTxn - Quantstrat Daniel Cegiełka
2017/05/24 Re: [R-SIG-Finance] Error in addTxn - Quantstrat Joshua Ulrich
2017/05/24 [R-SIG-Finance] Error in addTxn - Quantstrat John Kumar via R-SIG-Finance
2017/05/23 [R-SIG-Finance] [Fwd: Re: Fwd: Re: [Fwd: Performance Analytics internal multivariateMoments calculations]] Brian G. Peterson
2017/05/23 Re: [R-SIG-Finance] Fwd: Re: [Fwd: Performance Analytics internal multivariateMoments calculations] Joe W. Byers via R-SIG-Finance
2017/05/22 [R-SIG-Finance] Performance Analytics internal multivariateMoments calculations Joe W. Byers via R-SIG-Finance
2017/05/22 [R-SIG-Finance] References for Performance Analytics CVAR calculations Joe W. Byers via R-SIG-Finance
2017/05/20 Re: [R-SIG-Finance] Yahoo Finance API change Daniel Cegiełka
2017/05/19 Re: [R-SIG-Finance] blotter failed to build status Joshua Ulrich
2017/05/19 [R-SIG-Finance] blotter failed to build status John Kumar via R-SIG-Finance
2017/05/19 [R-SIG-Finance] R/Finance 2017: Live streamed Joshua Ulrich
2017/05/17 Re: [R-SIG-Finance] Question / Bug Report with quantmod Joshua Ulrich
2017/05/17 Re: [R-SIG-Finance] Yahoo Finance API change Joshua Ulrich
2017/05/17 Re: [R-SIG-Finance] Question / Bug Report with quantmod Joshua Ulrich
2017/05/17 [R-SIG-Finance] Question / Bug Report with quantmod Robert Sherry
2017/05/16 [R-SIG-Finance] RQuantlib on OSX Luca Passalacqua
2017/05/16 Re: [R-SIG-Finance] Yahoo Finance API change Joshua Ulrich
2017/05/16 Re: [R-SIG-Finance] Yahoo Did not update Erol Biceroglu
2017/05/16 Re: [R-SIG-Finance] Yahoo Finance API change Alec Schmidt
2017/05/16 Re: [R-SIG-Finance] Yahoo Did not update Joshua Ulrich
2017/05/16 Re: [R-SIG-Finance] Yahoo Did not update Erol Biceroglu
2017/05/16 [R-SIG-Finance] Yahoo Finance API change Joshua Ulrich
2017/05/16 Re: [R-SIG-Finance] Yahoo Did not update Alec Schmidt
2017/05/16 Re: [R-SIG-Finance] Yahoo Did not update Roger Bos
2017/05/16 Re: [R-SIG-Finance] Yahoo Did not update R P Herrold
2017/05/16 Re: [R-SIG-Finance] Yahoo Did not update Ilya Kipnis
2017/05/16 Re: [R-SIG-Finance] blotter package funciton addTxns Brian G. Peterson
2017/05/16 [R-SIG-Finance] blotter package funciton addTxns Bos, Roger
2017/05/16 Re: [R-SIG-Finance] Yahoo Did not update R P Herrold
2017/05/16 Re: [R-SIG-Finance] Yahoo Did not update Alec Schmidt
2017/05/16 [R-SIG-Finance] Yahoo Did not update R P Herrold
2017/05/16 Re: [R-SIG-Finance] Yahoo Did not update Roger Bos
2017/05/16 [R-SIG-Finance] Yahoo Did not update Daniel Mack
2017/05/15 Re: [R-SIG-Finance] Quantstrat - extracting current symbol Oskar Gottlieb
2017/05/14 Re: [R-SIG-Finance] turning returns back into an index Pierre Lapointe
2017/05/14 [R-SIG-Finance] turning returns back into an index blank
2017/05/13 Re: [R-SIG-Finance] Trying to Extract Option Quotes with R Joshua Ulrich
2017/05/12 Re: [R-SIG-Finance] Trying to Extract Option Quotes with R Robert Sherry