Messages by Date
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2016/12/12
Re: [R-SIG-Finance] Basket stop loss implementation quantstrat
Brian G. Peterson
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2016/12/12
[R-SIG-Finance] Need help with replication of a strategy using 'Quantstrat' & 'IKTrading' packages
Adarsh KP
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2016/11/30
[R-SIG-Finance] Cochrane-Piazzesi model in R
Will Oswald
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2016/11/21
Re: [R-SIG-Finance] Fw: Rblapi
Oleg Mubarakshin
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2016/11/21
Re: [R-SIG-Finance] Fw: Rblapi
Whit Armstrong
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2016/11/21
[R-SIG-Finance] Fw: Rblapi
Oleg Mubarakshin
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2016/11/18
[R-SIG-Finance] Quantstrat Exit Signal by Time from Enter
Diego Peroni
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2016/11/15
Re: [R-SIG-Finance] Properly making a xts object from csv file
Joshua Ulrich
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2016/11/15
[R-SIG-Finance] Properly making a xts object from csv file
Colton Smith
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2016/11/11
Re: [R-SIG-Finance] blotter updatePortf
Brian G. Peterson
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2016/11/10
[R-SIG-Finance] Portfolio Attributino example with one common benchmark
fceci via R-SIG-Finance
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2016/11/09
[R-SIG-Finance] Portfolio Attributino example with one common benchmark
Bos, Roger
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2016/11/09
Re: [R-SIG-Finance] blotter updatePortf
Brian G. Peterson
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2016/11/08
Re: [R-SIG-Finance] blotter updatePortf
Michael Chen
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2016/11/08
Re: [R-SIG-Finance] Continuous Wavelet tranform in Biwavelet Package
Michael Weylandt
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2016/11/08
[R-SIG-Finance] Error Check on Yahoo Data
Daniel Mack
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2016/11/07
[R-SIG-Finance] Function ugarchroll in Package rugarch
Wei-han Liu via R-SIG-Finance
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2016/11/06
Re: [R-SIG-Finance] blotter updatePortf
Brian G. Peterson
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2016/11/06
Re: [R-SIG-Finance] blotter updatePortf
Cameron McLean
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2016/11/05
Re: [R-SIG-Finance] blotter updatePortf
Joshua Ulrich
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2016/11/05
Re: [R-SIG-Finance] blotter updatePortf
Ilya Kipnis
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2016/11/04
[R-SIG-Finance] Uneven time series
Luis Damiano
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2016/11/04
Re: [R-SIG-Finance] Continuous Wavelet tranform in Biwavelet Package
Michael Weylandt
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2016/11/04
[R-SIG-Finance] Continuous Wavelet tranform in Biwavelet Package
FMH via R-SIG-Finance
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2016/11/02
Re: [R-SIG-Finance] How to add new data to be predicted with fGarch?
Michael Weylandt
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2016/11/02
Re: [R-SIG-Finance] How to add new data to be predicted with fGarch?
Be Water
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2016/11/01
Re: [R-SIG-Finance] fPortfolio minimum variance optimisation under constraints
Michael Weylandt
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2016/11/01
Re: [R-SIG-Finance] How to add new data to be predicted with fGarch?
Michael Weylandt
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2016/11/01
[R-SIG-Finance] Coherent Datafeed R Package for Thomson Reuters Elektron version 1.0.9 Released Today
Thomas Fuller
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2016/11/01
[R-SIG-Finance] fPortfolio minimum variance optimisation under constraints
pierre . lequeux
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2016/11/01
[R-SIG-Finance] How to add new data to be predicted with fGarch?
Be Water
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2016/10/29
Re: [R-SIG-Finance] PortfolioAttribution
fceci via R-SIG-Finance
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2016/10/28
Re: [R-SIG-Finance] PortfolioAttribution
Joshua Ulrich
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2016/10/28
Re: [R-SIG-Finance] PortfolioAttribution
Daniel Cegiełka
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2016/10/28
[R-SIG-Finance] PortfolioAttribution
fceci via R-SIG-Finance
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2016/10/24
Re: [R-SIG-Finance] using quantstrat with custom data
Jon Golenbock
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2016/10/24
Re: [R-SIG-Finance] using quantstrat with custom data
Jon Golenbock
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2016/10/24
Re: [R-SIG-Finance] using quantstrat with custom data
Kevin Dhingra
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2016/10/24
Re: [R-SIG-Finance] using quantstrat with custom data
Ilya Kipnis
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2016/10/24
[R-SIG-Finance] using quantstrat with custom data
Jon Golenbock
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2016/10/20
Re: [R-SIG-Finance] Closest weekly endpoint to the fifteenth of the month
ce
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2016/10/20
[R-SIG-Finance] Closest weekly endpoint to the fifteenth of the month
Ilya Kipnis
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2016/10/20
Re: [R-SIG-Finance] Constrained portfolio optimization with DEoptim
Kristian Lind
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2016/10/19
Re: [R-SIG-Finance] rugarch: memory not mapped error
Sebastian Bayer
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2016/10/18
[R-SIG-Finance] rugarch: memory not mapped error
Sebastian Bayer
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2016/10/16
Re: [R-SIG-Finance] Loop For - ARMA+GARCH Model estimation and selection
Andrea Bosio via R-SIG-Finance
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2016/10/16
[R-SIG-Finance] Loop For - ARMA+GARCH Model estimation and selection
Andrea Bosio via R-SIG-Finance
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2016/10/16
[R-SIG-Finance] Loop For - ARMA model estimation and selection
Andrea Bosio via R-SIG-Finance
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2016/10/15
Re: [R-SIG-Finance] number of observations - rugarch
Patrick Burns
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2016/10/15
[R-SIG-Finance] number of observations - rugarch
Carolina Magda Roma
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2016/10/14
Re: [R-SIG-Finance] CVaR and Penalty Augmented objective function
Marco Mastrangeli
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2016/10/13
Re: [R-SIG-Finance] CVaR and Penalty Augmented objective function
Brian G. Peterson
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2016/10/13
Re: [R-SIG-Finance] CVaR and Penalty Augmented objective function
Michael Weylandt
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2016/10/12
Re: [R-SIG-Finance] CVaR and Penalty Augmented objective function
Marco Mastrangeli
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2016/10/12
Re: [R-SIG-Finance] CVaR and Penalty Augmented objective function
Brian G. Peterson
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2016/10/12
Re: [R-SIG-Finance] CVaR and Penalty Augmented objective function
Marco Mastrangeli
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2016/10/11
Re: [R-SIG-Finance] CVaR and Penalty Augmented objective function
Michael Weylandt
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2016/10/11
[R-SIG-Finance] CVaR and Penalty Augmented objective function
Marco Mastrangeli
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2016/10/09
Re: [R-SIG-Finance] Search Function
Brian G. Peterson
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2016/10/09
Re: [R-SIG-Finance] Error:subscript out of bounds: no column name containing "Close
Brian G. Peterson
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2016/10/08
[R-SIG-Finance] Error:subscript out of bounds: no column name containing "Close
Ramesh
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2016/10/04
Re: [R-SIG-Finance] Constrained portfolio optimization with DEoptim
Brian G. Peterson
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2016/10/04
[R-SIG-Finance] Constrained portfolio optimization with DEoptim
Kristian Lind
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2016/09/27
[R-SIG-Finance] oh, what a surprise!
omerle via R-SIG-Finance
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2016/09/25
Re: [R-SIG-Finance] Question on Capturing Open, High, Low, Close, with a timestamp
Mark McClellan
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2016/09/25
Re: [R-SIG-Finance] Question on Capturing Open, High, Low, Close, with a timestamp
Brian G. Peterson
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2016/09/25
Re: [R-SIG-Finance] racd installation
Trung.HVNH
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2016/09/24
[R-SIG-Finance] Question on Capturing Open, High, Low, Close, with a timestamp
Daniel Mack
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2016/09/22
Re: [R-SIG-Finance] racd installation
alexios galanos
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2016/09/22
Re: [R-SIG-Finance] racd installation
Vis Chen
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2016/09/21
Re: [R-SIG-Finance] PortfolioAnalytics: unused argument error
Dirk Eddelbuettel
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2016/09/21
Re: [R-SIG-Finance] PortfolioAnalytics: unused argument error
Jason Hart
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2016/09/21
Re: [R-SIG-Finance] PortfolioAnalytics: Custom Constraint
Abhay Bhadani
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2016/09/21
Re: [R-SIG-Finance] racd installation
Open Business Management Solutions JSC
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2016/09/21
Re: [R-SIG-Finance] racd installation
Dirk Eddelbuettel
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2016/09/21
Re: [R-SIG-Finance] racd installation
Alexios Ghalanos
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2016/09/21
[R-SIG-Finance] racd installation
Le Hai Trung KNH
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2016/09/20
Re: [R-SIG-Finance] PortfolioAnalytics: unused argument error
Brian G. Peterson
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2016/09/20
Re: [R-SIG-Finance] PortfolioAnalytics: Custom Constraint
Brian G. Peterson
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2016/09/20
Re: [R-SIG-Finance] PortfolioAnalytics: Custom Constraint
Ross Bennett
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2016/09/19
Re: [R-SIG-Finance] PortfolioAnalytics: Custom Constraint
Jason Hart
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2016/09/19
Re: [R-SIG-Finance] PortfolioAnalytics: Custom Constraint
Abhay Bhadani
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2016/09/19
Re: [R-SIG-Finance] PortfolioAnalytics: Custom Constraint
Brian G. Peterson
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2016/09/19
[R-SIG-Finance] PortfolioAnalytics: Custom Constraint
Abhay Bhadani
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2016/09/18
Re: [R-SIG-Finance] Rblpapi
Oleg Mubarakshin
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2016/09/17
Re: [R-SIG-Finance] Rblpapi
Scott @ Statblocks
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2016/09/17
[R-SIG-Finance] Rblpapi
Oleg Mubarakshin
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2016/09/13
[R-SIG-Finance] Optimum bandwidth for Parzen's kernel using highfrequency
Luis Damiano
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2016/09/07
[R-SIG-Finance] RQuantLib Holiday Calendar
Charles Duranceau
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2016/09/06
[R-SIG-Finance] Does autoarfima from rugarch only work with external regressors in "full" mode?
Maximilian Bredendiek
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2016/09/04
[R-SIG-Finance] a question about highfrequency
yuanchao...@gmail.com
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2016/09/01
Re: [R-SIG-Finance] an opinion question
Mark Leeds
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2016/09/01
[R-SIG-Finance] an opinion question
Erin Hodgess
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2016/08/29
Re: [R-SIG-Finance] Rugarch package using external regressors
alexios galanos
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2016/08/29
[R-SIG-Finance] Rugarch package using external regressors
Luigi Maria Briglia
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2016/08/25
Re: [R-SIG-Finance] Fwd: Multi-Asset Portfolio Performance Attribution
Brian G. Peterson
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2016/08/24
[R-SIG-Finance] Fwd: Multi-Asset Portfolio Performance Attribution
Olasunkanmi Obanubi via R-SIG-Finance
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2016/08/24
[R-SIG-Finance] Quantstrat Parameter Optimization
Colton Smith
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2016/08/22
[R-SIG-Finance] Coherent Datafeed R Package for Thomson Reuters Elektron version 1.0.8 Released Today
Thomas Fuller
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2016/08/19
Re: [R-SIG-Finance] Backtesting without long-only constraint
Brian G. Peterson
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2016/08/19
[R-SIG-Finance] Backtesting without long-only constraint
d.indjic
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2016/08/12
[R-SIG-Finance] Attempting to switch between instruments in quantstrat
Erol Biceroglu
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2016/08/12
Re: [R-SIG-Finance] Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL'
golam sakline
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2016/08/10
Re: [R-SIG-Finance] Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL'
AIE ATUMA via R-SIG-Finance
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2016/08/10
Re: [R-SIG-Finance] Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL'
Brian G. Peterson
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2016/08/10
Re: [R-SIG-Finance] Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL'
AIE ATUMA via R-SIG-Finance
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2016/08/09
Re: [R-SIG-Finance] Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL'
Joshua Ulrich
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2016/08/08
Re: [R-SIG-Finance] Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL'
Joshua Ulrich
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2016/08/08
[R-SIG-Finance] Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL'
golam sakline
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2016/08/03
Re: [R-SIG-Finance] Quantstrat - Triggering chain rule with lag period
Mayank Singhal via R-SIG-Finance
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2016/08/02
Re: [R-SIG-Finance] apply.paramset.signal.analysis error
Erol Biceroglu
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2016/08/02
Re: [R-SIG-Finance] apply.paramset.signal.analysis error
Joshua Ulrich
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2016/08/02
Re: [R-SIG-Finance] apply.paramset.signal.analysis error
Joshua Ulrich
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2016/08/01
Re: [R-SIG-Finance] Quantstrat - Triggering chain rule with lag period
Mayank Singhal via R-SIG-Finance
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2016/08/01
Re: [R-SIG-Finance] Quantstrat - Triggering chain rule with lag period
Ilya Kipnis
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2016/08/01
[R-SIG-Finance] Quantstrat - Triggering chain rule with lag period
Mayank Singhal via R-SIG-Finance
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2016/08/01
[R-SIG-Finance] apply.paramset.signal.analysis error
Erol Biceroglu
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2016/08/01
Re: [R-SIG-Finance] Help required in getting SMA triggered entry with quantstrat add.rule
Brian G. Peterson
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2016/08/01
Re: [R-SIG-Finance] Help required in getting SMA triggered entry with quantstrat add.rule
Brian G. Peterson
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2016/08/01
[R-SIG-Finance] Help required in getting SMA triggered entry with quantstrat add.rule
golam sakline
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2016/07/31
Re: [R-SIG-Finance] Estar Models
George Matysiak
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2016/07/31
Re: [R-SIG-Finance] Estar Models
Eric Zivot
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2016/07/31
Re: [R-SIG-Finance] Estar Models
George Matysiak
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2016/07/20
[R-SIG-Finance] Estimating parameters of asymmetric dynamic conditional correlation (aDCC)
Sachin Kuruvithadam
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2016/07/13
[R-SIG-Finance] Error while using ugarchsim in Rugarch function --> error in calling in c function
ASHWINI PAL
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2016/07/09
Re: [R-SIG-Finance] Wald test for time-varying OLS parameters
Pankaj K Agarwal via R-SIG-Finance
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2016/07/09
[R-SIG-Finance] Wald test for time-varying OLS parameters
Pankaj K Agarwal via R-SIG-Finance
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2016/07/08
[R-SIG-Finance] Fitting multivariate skew-t distribution with "sn" package
Sachin Kuruvithadam
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2016/07/05
Re: [R-SIG-Finance] GMM
Pankaj K Agarwal via R-SIG-Finance
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2016/06/29
Re: [R-SIG-Finance] Creating regression tables for objects returned from ugarchfit
alexios galanos
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2016/06/29
[R-SIG-Finance] Creating regression tables for objects returned from ugarchfit
Philipp Reich
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2016/06/28
Re: [R-SIG-Finance] GMM
Mark Leeds
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2016/06/28
Re: [R-SIG-Finance] Calculating VaR
Eric Zivot
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2016/06/28
Re: [R-SIG-Finance] Calculating VaR
Daniel Melendez
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2016/06/28
[R-SIG-Finance] Calculating VaR
T.Riedle
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2016/06/28
Re: [R-SIG-Finance] GMM
Eric Zivot
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2016/06/27
Re: [R-SIG-Finance] GMM
Mark Leeds
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2016/06/27
[R-SIG-Finance] GMM
Pankaj K Agarwal via R-SIG-Finance
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2016/06/26
Re: [R-SIG-Finance] Imputing Missing Values
Pankaj K Agarwal via R-SIG-Finance
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2016/06/26
Re: [R-SIG-Finance] Imputing Missing Values
Pankaj K Agarwal via R-SIG-Finance
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2016/06/26
Re: [R-SIG-Finance] Imputing Missing Values
Brian G. Peterson
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2016/06/26
Re: [R-SIG-Finance] Imputing Missing Values
Frank
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2016/06/26
[R-SIG-Finance] Imputing Missing Values
Pankaj K Agarwal via R-SIG-Finance
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2016/06/23
Re: [R-SIG-Finance] dynamic copula using rmgarch package (ignore previous question, don't know how to delete it)
Sachin Kuruvithadam
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2016/06/23
Re: [R-SIG-Finance] dynamic copula using rmgarch package (ignore previous question, don't know how to delete it)
Robert Iquiapaza
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2016/06/22
[R-SIG-Finance] dynamic copula using rmgarch package (ignore previous question, don't know how to delete it)
Sachin Kuruvithadam
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2016/06/22
[R-SIG-Finance] Copula-EVT-GARCH with rmgarch package (reproducible code)
Sachin Kuruvithadam
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2016/06/16
Re: [R-SIG-Finance] Option pricing, basic question
Joshua Ulrich
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2016/06/16
Re: [R-SIG-Finance] Option pricing, basic question
thp
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2016/06/14
Re: [R-SIG-Finance] Fwd: Re: This isn't base R so it must be a package -- maybe IBrokers (?)... Would be good to identify it as such
ce
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2016/06/13
[R-SIG-Finance] Fwd: Re: This isn't base R so it must be a package -- maybe IBrokers (?)... Would be good to identify it as such
Stephen Choularton
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2016/06/12
[R-SIG-Finance] reqNewsBulletins
Stephen Choularton
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2016/06/10
[R-SIG-Finance] Dynamic copula simulation with 'rmgarch' package
Sachin Kuruvithadam
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2016/06/09
Re: [R-SIG-Finance] Option pricing, basic question
Frank
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2016/06/09
Re: [R-SIG-Finance] Option pricing, basic question
thp
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2016/06/09
Re: [R-SIG-Finance] Option pricing, basic question
Oleg Mubarakshin
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2016/06/09
Re: [R-SIG-Finance] Option pricing, basic question
Adam Ginensky
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2016/06/09
Re: [R-SIG-Finance] Option pricing, basic question
Frank
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2016/06/08
Re: [R-SIG-Finance] Option pricing, basic question
Hong Yu
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2016/06/08
[R-SIG-Finance] Option pricing, basic question
thp
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2016/06/08
Re: [R-SIG-Finance] How are errors terms calculated in GARCH model by rugarch package?
alexios galanos
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2016/06/08
[R-SIG-Finance] How are errors terms calculated in GARCH model by rugarch package?
Xie Yijun
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2016/06/05
[R-SIG-Finance] Estimating gumbel copula parameter
Sachin Kuruvithadam
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2016/05/29
Re: [R-SIG-Finance] Passing two distributions to one parameter
Atakan Okan
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2016/05/29
Re: [R-SIG-Finance] Position Limits
Joshua Ulrich
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2016/05/29
Re: [R-SIG-Finance] Passing two distributions to one parameter
Joshua Ulrich
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2016/05/29
Re: [R-SIG-Finance] rule delays
Brian G. Peterson
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2016/05/29
Re: [R-SIG-Finance] rule delays
Stephen Choularton
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2016/05/28
[R-SIG-Finance] CEV Model & MC simulation
Francesco Bianchi
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2016/05/28
[R-SIG-Finance] Passing two distributions to one parameter
Atakan Okan
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2016/05/28
Re: [R-SIG-Finance] rule delays
Stephen Choularton
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2016/05/27
Re: [R-SIG-Finance] Position Limits
Ilya Kipnis
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2016/05/27
[R-SIG-Finance] Position Limits
John Klingensmith
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2016/05/27
[R-SIG-Finance] ugarchfit: Error in temp$h : $ operator is invalid for atomic vectors
FAKIR CHARLES
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2016/05/26
Re: [R-SIG-Finance] rule delays
Ilya Kipnis
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2016/05/26
[R-SIG-Finance] rule delays
Stephen Choularton
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2016/05/24
Re: [R-SIG-Finance] Trailing Stop Loss Execution at Custom Levels
Brian G. Peterson
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2016/05/24
Re: [R-SIG-Finance] Trailing Stop Loss Execution at Custom Levels
Brian G. Peterson
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2016/05/24
[R-SIG-Finance] Trailing Stop Loss Execution at Custom Levels
Atakan Okan
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2016/05/24
Re: [R-SIG-Finance] ugarchspec: external regressors
FAKIR CHARLES
-
2016/05/23
Re: [R-SIG-Finance] ugarchspec: external regressors
alexios galanos
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2016/05/23
[R-SIG-Finance] ugarchspec: external regressors
FAKIR CHARLES
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2016/05/13
Re: [R-SIG-Finance] FW: Re: racd package
alexios galanos
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2016/05/13
[R-SIG-Finance] FW: Re: racd package
Trung.BA
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2016/05/13
Re: [R-SIG-Finance] Fwd: dataset to xts conversion issue with timeseries data
Aritra Pan
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2016/05/13
Re: [R-SIG-Finance] Fwd: dataset to xts conversion issue with timeseries data
Joshua Ulrich
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2016/05/13
Re: [R-SIG-Finance] Fwd: dataset to xts conversion issue with timeseries data
Aritra Pan
-
2016/05/13
Re: [R-SIG-Finance] Fwd: dataset to xts conversion issue with timeseries data
Brian G. Peterson
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2016/05/12
Re: [R-SIG-Finance] Fwd: dataset to xts conversion issue with timeseries data
Aritra Pan
-
2016/05/12
Re: [R-SIG-Finance] Fwd: dataset to xts conversion issue with timeseries data
Ilya Kipnis
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2016/05/12
[R-SIG-Finance] Fwd: dataset to xts conversion issue with timeseries data
Aritra Pan
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2016/05/12
[R-SIG-Finance] R-SIG-Finance
Nelio Machado
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2016/05/11
[R-SIG-Finance] FW: Contract R Position in DC
terry leitch
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2016/05/10
Re: [R-SIG-Finance] Adding transaction fees to Return.portfolio
Robert Wages
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2016/05/10
Re: [R-SIG-Finance] Adding transaction fees to Return.portfolio
Ilya Kipnis
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2016/05/10
Re: [R-SIG-Finance] Adding transaction fees to Return.portfolio
Robert Wages
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2016/05/10
Re: [R-SIG-Finance] Adding transaction fees to Return.portfolio
Ilya Kipnis
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2016/05/10
Re: [R-SIG-Finance] Adding transaction fees to Return.portfolio
Ilya Kipnis
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2016/05/10
[R-SIG-Finance] Adding transaction fees to Return.portfolio
Robert Wages
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2016/05/09
Re: [R-SIG-Finance] Custom Txnfee function in apply.paramset vs applyStrategy
Atakan Okan