Messages by Date
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2017/06/02
Re: [R-SIG-Finance] does quantmod::adjustOHLC adust for dividends?
Joshua Ulrich
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2017/06/02
Re: [R-SIG-Finance] does quantmod::adjustOHLC adust for dividends?
Ilya Kipnis
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2017/06/02
[R-SIG-Finance] does quantmod::adjustOHLC adust for dividends?
Vivek Rao via R-SIG-Finance
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2017/05/30
Re: [R-SIG-Finance] RQuantLib FixedRateBondYield close to maturity
Charles Duranceau
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2017/05/30
Re: [R-SIG-Finance] RQuantLib: AmericanOptionImpliedVolatility bug
Charles Duranceau
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2017/05/29
[R-SIG-Finance] Entropy Pooling Meucci
Adrian Trapletti
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2017/05/29
Re: [R-SIG-Finance] Return.portfolio issue
Ilya Kipnis
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2017/05/29
Re: [R-SIG-Finance] Return.portfolio issue
ROUX, Nicolas
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2017/05/29
Re: [R-SIG-Finance] Return.portfolio issue
Ilya Kipnis
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2017/05/29
Re: [R-SIG-Finance] Return.portfolio issue
Brian G. Peterson
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2017/05/29
Re: [R-SIG-Finance] getting a subset corresponding to a list element
Enrico Schumann
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2017/05/29
[R-SIG-Finance] Return.portfolio issue
ROUX, Nicolas
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2017/05/27
[R-SIG-Finance] Adding "Stoploss disabled" to the parameter distribution for apply.paramset
Atakan Okan
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2017/05/27
[R-SIG-Finance] Adding "Stoploss disabled" to the parameter distribution for apply.paramset
Atakan Okan
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2017/05/27
Re: [R-SIG-Finance] RQuantLib FixedRateBondYield close to maturity
Terry Leitch
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2017/05/27
Re: [R-SIG-Finance] RQuantLib: AmericanOptionImpliedVolatility bug
Robert Harlow
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2017/05/26
Re: [R-SIG-Finance] RQuantLib FixedRateBondYield close to maturity
Charles Duranceau
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2017/05/26
Re: [R-SIG-Finance] RQuantLib: AmericanOptionImpliedVolatility bug
Charles Duranceau
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2017/05/26
Re: [R-SIG-Finance] getting a subset corresponding to a list element
Daniel Cegiełka
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2017/05/26
Re: [R-SIG-Finance] getting a subset corresponding to a list element
Robert Harlow
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2017/05/26
[R-SIG-Finance] getting a subset corresponding to a list element
Michael Ashton
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2017/05/26
Re: [R-SIG-Finance] RQuantLib: AmericanOptionImpliedVolatility bug
Robert Harlow
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2017/05/26
Re: [R-SIG-Finance] RQuantLib FixedRateBondYield close to maturity
Terry Leitch
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2017/05/26
[R-SIG-Finance] RQuantLib: AmericanOptionImpliedVolatility bug
Charles Duranceau
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2017/05/26
[R-SIG-Finance] RQuantLib FixedRateBondYield close to maturity
Charles Duranceau
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2017/05/26
Re: [R-SIG-Finance] Adding "Stoploss disabled" to the parameter distribution for apply.paramset
Brian G. Peterson
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2017/05/26
[R-SIG-Finance] Adding "Stoploss disabled" to the parameter distribution for apply.paramset
Atakan Okan
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2017/05/25
Re: [R-SIG-Finance] Error in addTxn - Quantstrat
Joshua Ulrich
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2017/05/24
Re: [R-SIG-Finance] Error in addTxn - Quantstrat
John Kumar via R-SIG-Finance
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2017/05/24
Re: [R-SIG-Finance] Fwd: Error in addTxn - Quantstrat
Joshua Ulrich
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2017/05/24
Re: [R-SIG-Finance] Error in addTxn - Quantstrat
Joshua Ulrich
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2017/05/24
[R-SIG-Finance] Fwd: Error in addTxn - Quantstrat
Daniel Cegiełka
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2017/05/24
Re: [R-SIG-Finance] Error in addTxn - Quantstrat
Daniel Cegiełka
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2017/05/24
Re: [R-SIG-Finance] Error in addTxn - Quantstrat
Joshua Ulrich
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2017/05/24
[R-SIG-Finance] Error in addTxn - Quantstrat
John Kumar via R-SIG-Finance
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2017/05/23
[R-SIG-Finance] [Fwd: Re: Fwd: Re: [Fwd: Performance Analytics internal multivariateMoments calculations]]
Brian G. Peterson
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2017/05/23
Re: [R-SIG-Finance] Fwd: Re: [Fwd: Performance Analytics internal multivariateMoments calculations]
Joe W. Byers via R-SIG-Finance
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2017/05/22
[R-SIG-Finance] Performance Analytics internal multivariateMoments calculations
Joe W. Byers via R-SIG-Finance
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2017/05/22
[R-SIG-Finance] References for Performance Analytics CVAR calculations
Joe W. Byers via R-SIG-Finance
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2017/05/20
Re: [R-SIG-Finance] Yahoo Finance API change
Daniel Cegiełka
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2017/05/19
Re: [R-SIG-Finance] blotter failed to build status
Joshua Ulrich
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2017/05/19
[R-SIG-Finance] blotter failed to build status
John Kumar via R-SIG-Finance
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2017/05/19
[R-SIG-Finance] R/Finance 2017: Live streamed
Joshua Ulrich
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2017/05/17
Re: [R-SIG-Finance] Question / Bug Report with quantmod
Joshua Ulrich
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2017/05/17
Re: [R-SIG-Finance] Yahoo Finance API change
Joshua Ulrich
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2017/05/17
Re: [R-SIG-Finance] Question / Bug Report with quantmod
Joshua Ulrich
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2017/05/17
[R-SIG-Finance] Question / Bug Report with quantmod
Robert Sherry
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2017/05/16
[R-SIG-Finance] RQuantlib on OSX
Luca Passalacqua
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2017/05/16
Re: [R-SIG-Finance] Yahoo Finance API change
Joshua Ulrich
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2017/05/16
Re: [R-SIG-Finance] Yahoo Did not update
Erol Biceroglu
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2017/05/16
Re: [R-SIG-Finance] Yahoo Finance API change
Alec Schmidt
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2017/05/16
Re: [R-SIG-Finance] Yahoo Did not update
Joshua Ulrich
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2017/05/16
Re: [R-SIG-Finance] Yahoo Did not update
Erol Biceroglu
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2017/05/16
[R-SIG-Finance] Yahoo Finance API change
Joshua Ulrich
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2017/05/16
Re: [R-SIG-Finance] Yahoo Did not update
Alec Schmidt
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2017/05/16
Re: [R-SIG-Finance] Yahoo Did not update
Roger Bos
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2017/05/16
Re: [R-SIG-Finance] Yahoo Did not update
R P Herrold
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2017/05/16
Re: [R-SIG-Finance] Yahoo Did not update
Ilya Kipnis
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2017/05/16
Re: [R-SIG-Finance] blotter package funciton addTxns
Brian G. Peterson
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2017/05/16
[R-SIG-Finance] blotter package funciton addTxns
Bos, Roger
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2017/05/16
Re: [R-SIG-Finance] Yahoo Did not update
R P Herrold
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2017/05/16
Re: [R-SIG-Finance] Yahoo Did not update
Alec Schmidt
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2017/05/16
[R-SIG-Finance] Yahoo Did not update
R P Herrold
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2017/05/16
Re: [R-SIG-Finance] Yahoo Did not update
Roger Bos
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2017/05/16
[R-SIG-Finance] Yahoo Did not update
Daniel Mack
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2017/05/15
Re: [R-SIG-Finance] Quantstrat - extracting current symbol
Oskar Gottlieb
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2017/05/14
Re: [R-SIG-Finance] turning returns back into an index
Pierre Lapointe
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2017/05/14
[R-SIG-Finance] turning returns back into an index
blank
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2017/05/13
Re: [R-SIG-Finance] Trying to Extract Option Quotes with R
Joshua Ulrich
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2017/05/12
Re: [R-SIG-Finance] Trying to Extract Option Quotes with R
Robert Sherry
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2017/05/12
Re: [R-SIG-Finance] Trying to Extract Option Quotes with R
Joshua Ulrich
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2017/05/12
Re: [R-SIG-Finance] Trying to Extract Option Quotes with R
Frank
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2017/05/12
[R-SIG-Finance] Trying to Extract Option Quotes with R
Robert Sherry
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2017/05/12
Re: [R-SIG-Finance] Quantstrat - extracting current symbol
Brian G. Peterson
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2017/05/12
Re: [R-SIG-Finance] Quantstrat - extracting current symbol
Oskar Gottlieb
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2017/05/12
Re: [R-SIG-Finance] Quantstrat - extracting current symbol
Brian G. Peterson
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2017/05/12
[R-SIG-Finance] Quantstrat - extracting current symbol
Oskar Gottlieb
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2017/05/11
[R-SIG-Finance] "Creditr" package: spread to upfront conversions
Monica Phang
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2017/05/11
Re: [R-SIG-Finance] Account object not updating. Ending Equity remains the same.
Bos, Roger
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2017/05/09
Re: [R-SIG-Finance] R/Finance 2017 Update
Joshua Ulrich
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2017/05/05
Re: [R-SIG-Finance] R/Finance 2017 Update
Joshua Ulrich
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2017/05/05
[R-SIG-Finance] Blotter, how to add account transactions
Bos, Roger
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2017/05/05
[R-SIG-Finance] Blotter returns question, portfolio vs account
Bos, Roger
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2017/05/01
[R-SIG-Finance] R/Finance 2017 Update
Joshua Ulrich
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2017/04/24
Re: [R-SIG-Finance] Luxor Demo Question
John Klingensmith
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2017/04/24
Re: [R-SIG-Finance] Luxor Demo Question
Brian G. Peterson
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2017/04/24
[R-SIG-Finance] Luxor Demo Question
John Klingensmith
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2017/04/20
[R-SIG-Finance] A time-series DBMS for R users
Leonardo Silvestri
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2017/04/20
Re: [R-SIG-Finance] quantmod getSymbols() failing on Yahoo
Joshua Ulrich
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2017/04/20
Re: [R-SIG-Finance] quantmod getSymbols() failing on Yahoo
Keith Sabol
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2017/04/20
Re: [R-SIG-Finance] quantmod getSymbols() failing on Yahoo
Joshua Ulrich
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2017/04/20
[R-SIG-Finance] quantmod getSymbols() failing on Yahoo
Keith Sabol
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2017/04/18
Re: [R-SIG-Finance] quanstrat exit rules
Brian G. Peterson
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2017/04/18
[R-SIG-Finance] quanstrat exit rules
Jon Golenbock
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2017/04/08
Re: [R-SIG-Finance] A quick custom data question
Brian G. Peterson
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2017/04/07
Re: [R-SIG-Finance] Performanceanalytics -- table.calendarreturns question
Enrico Schumann
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2017/04/06
[R-SIG-Finance] Performanceanalytics -- table.calendarreturns question
Jason Hart
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2017/04/06
Re: [R-SIG-Finance] Moving Limit orders
Victor Montanez
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2017/04/06
[R-SIG-Finance] Moving Limit orders
John Klingensmith
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2017/04/05
Re: [R-SIG-Finance] Rblpapi package data limits?
Jon Golenbock
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2017/04/05
Re: [R-SIG-Finance] Rblpapi package data limits?
chidley . ryan
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2017/04/05
Re: [R-SIG-Finance] Rblpapi package data limits?
Whit Armstrong
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2017/04/05
Re: [R-SIG-Finance] Rblpapi package data limits?
Jon Golenbock
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2017/04/05
Re: [R-SIG-Finance] Rblpapi package data limits?
Brian G. Peterson
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2017/04/05
[R-SIG-Finance] Rblpapi package data limits?
Jon Golenbock
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2017/03/27
Re: [R-SIG-Finance] Simulating paths in rmgarch
Josh Segal
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2017/03/26
Re: [R-SIG-Finance] random portfolios
Patrick Burns
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2017/03/24
Re: [R-SIG-Finance] random portfolios
Scott Payseur
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2017/03/24
Re: [R-SIG-Finance] Simulating paths in rmgarch
alexios galanos
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2017/03/24
Re: [R-SIG-Finance] Simulating paths in rmgarch
Josh Segal
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2017/03/24
Re: [R-SIG-Finance] Simulating paths in rmgarch
Alexios Ghalanos
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2017/03/24
Re: [R-SIG-Finance] Simulating paths in rmgarch
Josh Segal
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2017/03/24
Re: [R-SIG-Finance] Outsorcing R estimations
Thomas Fuller
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2017/03/24
[R-SIG-Finance] Outsorcing R estimations
Cajias Marcelo
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2017/03/24
Re: [R-SIG-Finance] Simulating paths in rmgarch
alexios galanos
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2017/03/24
Re: [R-SIG-Finance] Simulating paths in rmgarch
Josh Segal
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2017/03/22
Re: [R-SIG-Finance] Simulating paths in rmgarch
alexios galanos
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2017/03/22
[R-SIG-Finance] Simulating paths in rmgarch
Josh Segal
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2017/03/21
Re: [R-SIG-Finance] random portfolios
Joshua Ulrich
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2017/03/21
Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 154, Issue 10
Joe W. Byers via R-SIG-Finance
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2017/03/21
Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 154, Issue 10
Kevin Dhingra
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2017/03/21
Re: [R-SIG-Finance] random portfolios
Kevin Dhingra
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2017/03/21
Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 154, Issue 10
Joe W. Byers via R-SIG-Finance
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2017/03/21
Re: [R-SIG-Finance] random portfolios
Ross Bennett
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2017/03/21
Re: [R-SIG-Finance] random portfolios
Brian G. Peterson
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2017/03/20
Re: [R-SIG-Finance] random portfolios
frednovo
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2017/03/20
Re: [R-SIG-Finance] random portfolios
Kevin Dhingra
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2017/03/20
Re: [R-SIG-Finance] random portfolios
Brian G. Peterson
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2017/03/20
Re: [R-SIG-Finance] random portfolios
Kevin Dhingra
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2017/03/20
Re: [R-SIG-Finance] random portfolios
Ross Bennett
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2017/03/20
Re: [R-SIG-Finance] random portfolios
Kevin Dhingra
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2017/03/20
Re: [R-SIG-Finance] random portfolios
Brian G. Peterson
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2017/03/20
[R-SIG-Finance] random portfolios
Kevin Dhingra
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2017/03/14
Re: [R-SIG-Finance] apply.paramset stopping on condition
Diego Peroni
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2017/03/14
Re: [R-SIG-Finance] apply.paramset stopping on condition
Brian G. Peterson
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2017/03/14
Re: [R-SIG-Finance] apply.paramset stopping on condition
Diego Peroni
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2017/03/14
Re: [R-SIG-Finance] apply.paramset stopping on condition
Frank
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2017/03/14
[R-SIG-Finance] apply.paramset stopping on condition
Diego Peroni
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2017/03/08
Re: [R-SIG-Finance] Parallelizing applyStrategy to multiple symbols
Frank
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2017/03/07
Re: [R-SIG-Finance] Parallelizing applyStrategy to multiple symbols
Frank
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2017/03/06
Re: [R-SIG-Finance] Parallelizing applyStrategy to multiple symbols
Atakan Okan
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2017/03/06
Re: [R-SIG-Finance] Parallelizing applyStrategy to multiple symbols
Frank
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2017/03/06
Re: [R-SIG-Finance] Parallelizing applyStrategy to multiple symbols
Brian G. Peterson
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2017/03/06
[R-SIG-Finance] Parallelizing applyStrategy to multiple symbols
Atakan Okan
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2017/03/04
[R-SIG-Finance] Buying at Current Close Price
Diego Peroni
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2017/03/02
Re: [R-SIG-Finance] Syntax - symbol problem
Adrian Trapletti
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2017/03/01
Re: [R-SIG-Finance] Syntax - symbol problem
Christian Lear
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2017/03/01
Re: [R-SIG-Finance] Syntax - symbol problem
Enrico Schumann
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2017/03/01
[R-SIG-Finance] Syntax - symbol problem
Christian Lear
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2017/02/28
Re: [R-SIG-Finance] SMA of RSI
John Klingensmith
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2017/02/27
Re: [R-SIG-Finance] R/Finance 2017: Call for Papers
Joshua Ulrich
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2017/02/27
Re: [R-SIG-Finance] SMA of RSI
Joshua Ulrich
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2017/02/27
[R-SIG-Finance] SMA of RSI
John Klingensmith
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2017/02/26
[R-SIG-Finance] Custom Indicator and apply.paramset problem
Atakan Okan
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2017/02/25
[R-SIG-Finance] Custom Indicator and apply.paramset problem
Atakan Okan
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2017/02/25
Re: [R-SIG-Finance] racd package - Time-varying higher moment
alexios galanos
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2017/02/25
Re: [R-SIG-Finance] Custom Indicator and apply.paramset problem
Brian G. Peterson
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2017/02/25
[R-SIG-Finance] Custom Indicator and apply.paramset problem
Atakan Okan
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2017/02/25
[R-SIG-Finance] Fw: Custom Indicator Problem
Atakan Okan
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2017/02/25
Re: [R-SIG-Finance] Custom Indicator Problem
John Kumar via R-SIG-Finance
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2017/02/25
Re: [R-SIG-Finance] Custom Indicator Problem
Brian G. Peterson
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2017/02/25
[R-SIG-Finance] racd package - Time-varying higher moment
Le Hai Trung KNH
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2017/02/25
Re: [R-SIG-Finance] Custom Indicator Problem
Atakan Okan
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2017/02/22
[R-SIG-Finance] Optimization of Custom Indicator Based Threshold Multiplier
John Kumar via R-SIG-Finance
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2017/02/21
Re: [R-SIG-Finance] Creating variable based on lags
Joshua Ulrich
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2017/02/21
[R-SIG-Finance] Fw: clipping region in ggplot
Oleg Mubarakshin
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2017/02/19
Re: [R-SIG-Finance] Jegadeesh & Titman Strategy Implementation
Enrico Schumann
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2017/02/17
[R-SIG-Finance] Jegadeesh & Titman Strategy Implementation (ROUX, Nicolas)
Robert Wages
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2017/02/16
[R-SIG-Finance] Using rgenoud to fit LPPL model
K. Upadhyay
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2017/02/16
[R-SIG-Finance] Jegadeesh & Titman Strategy Implementation
ROUX, Nicolas
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2017/02/15
[R-SIG-Finance] Creating variable based on lags
Am Gut
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2017/02/15
[R-SIG-Finance] Custom Indicator Problem
Atakan Okan
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2017/02/14
Re: [R-SIG-Finance] Quantmod graphing issue
Joshua Ulrich
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2017/02/14
[R-SIG-Finance] Quantmod graphing issue
Jon Golenbock
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2017/02/09
Re: [R-SIG-Finance] Estimating a one-factor model using the DLM package
Paul Teetor via R-SIG-Finance
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2017/02/07
Re: [R-SIG-Finance] Estimating a one-factor model using the DLM package
Paul Teetor via R-SIG-Finance
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2017/02/07
Re: [R-SIG-Finance] Estimating a one-factor model using the DLM package
Hannu Kahra
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2017/02/07
Re: [R-SIG-Finance] Estimating a one-factor model using the DLM package
ce
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2017/02/05
[R-SIG-Finance] Estimating a one-factor model using the DLM package
Hannu Kahra
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2017/01/28
Re: [R-SIG-Finance] apply
Diego Peroni
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2017/01/28
Re: [R-SIG-Finance] apply
Diego Peroni
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2017/01/27
Re: [R-SIG-Finance] apply
Joshua Ulrich
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2017/01/27
[R-SIG-Finance] apply
Diego Peroni
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2017/01/19
Re: [R-SIG-Finance] Quantstrat: Creating a custom function to track closed orders
Edward Wilson
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2017/01/15
Re: [R-SIG-Finance] Quantstrat: Creating a custom function to track closed orders
Brian G. Peterson
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2017/01/14
[R-SIG-Finance] Quantstrat: Creating a custom function to track closed orders
Edward Wilson
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2017/01/13
[R-SIG-Finance] NEW: fmdates packages
Imanuel Costigan
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2017/01/12
Re: [R-SIG-Finance] Portfolio management in R for private use
Johannes Lips
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2017/01/12
Re: [R-SIG-Finance] Portfolio management in R for private use
Brian G. Peterson
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2017/01/12
[R-SIG-Finance] Portfolio management in R for private use
Johannes Lips
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2017/01/10
[R-SIG-Finance] add_TA --> Heatmap
Diego Peroni
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2017/01/05
Re: [R-SIG-Finance] Problem with forecast se in the forecast package
francis pampush
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2017/01/05
[R-SIG-Finance] Change Expected Return in fPortfolio
Am Gut
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2017/01/05
[R-SIG-Finance] Reply message
francis pampush
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2017/01/04
[R-SIG-Finance] R/Finance 2017: Call for Papers
Joshua Ulrich
-
2016/12/29
[R-SIG-Finance] Proposal for PerformanceAnalytics::Omega, method = "interp"
Anton Antonov
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2016/12/28
Re: [R-SIG-Finance] Clarification on trailing stop.
Brian G. Peterson
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2016/12/27
Re: [R-SIG-Finance] Clarification on trailing stop.
Michael Chen
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2016/12/27
Re: [R-SIG-Finance] Problem with forecast se in the forecast package
Ajay Shah
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2016/12/27
Re: [R-SIG-Finance] Clarification on trailing stop.
Brian G. Peterson