r-sig-finance  

Messages by Date

• 2017/05/12 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 Frank
• 2017/05/12 [R-SIG-Finance] Trying to Extract Option Quotes with R Robert Sherry
• 2017/05/12 Re: [R-SIG-Finance] Quantstrat - extracting current symbol Brian G. Peterson
• 2017/05/12 Re: [R-SIG-Finance] Quantstrat - extracting current symbol Oskar Gottlieb
• 2017/05/12 Re: [R-SIG-Finance] Quantstrat - extracting current symbol Brian G. Peterson
• 2017/05/12 [R-SIG-Finance] Quantstrat - extracting current symbol Oskar Gottlieb
• 2017/05/11 [R-SIG-Finance] "Creditr" package: spread to upfront conversions Monica Phang
• 2017/05/11 Re: [R-SIG-Finance] Account object not updating. Ending Equity remains the same. Bos, Roger
• 2017/05/09 Re: [R-SIG-Finance] R/Finance 2017 Update Joshua Ulrich
• 2017/05/05 Re: [R-SIG-Finance] R/Finance 2017 Update Joshua Ulrich
• 2017/05/05 [R-SIG-Finance] Blotter, how to add account transactions Bos, Roger
• 2017/05/05 [R-SIG-Finance] Blotter returns question, portfolio vs account Bos, Roger
• 2017/05/01 [R-SIG-Finance] R/Finance 2017 Update Joshua Ulrich
• 2017/04/24 Re: [R-SIG-Finance] Luxor Demo Question John Klingensmith
• 2017/04/24 Re: [R-SIG-Finance] Luxor Demo Question Brian G. Peterson
• 2017/04/24 [R-SIG-Finance] Luxor Demo Question John Klingensmith
• 2017/04/20 [R-SIG-Finance] A time-series DBMS for R users Leonardo Silvestri
• 2017/04/20 Re: [R-SIG-Finance] quantmod getSymbols() failing on Yahoo Joshua Ulrich
• 2017/04/20 Re: [R-SIG-Finance] quantmod getSymbols() failing on Yahoo Keith Sabol
• 2017/04/20 Re: [R-SIG-Finance] quantmod getSymbols() failing on Yahoo Joshua Ulrich
• 2017/04/20 [R-SIG-Finance] quantmod getSymbols() failing on Yahoo Keith Sabol
• 2017/04/18 Re: [R-SIG-Finance] quanstrat exit rules Brian G. Peterson
• 2017/04/18 [R-SIG-Finance] quanstrat exit rules Jon Golenbock
• 2017/04/08 Re: [R-SIG-Finance] A quick custom data question Brian G. Peterson
• 2017/04/07 Re: [R-SIG-Finance] Performanceanalytics -- table.calendarreturns question Enrico Schumann
• 2017/04/06 [R-SIG-Finance] Performanceanalytics -- table.calendarreturns question Jason Hart
• 2017/04/06 Re: [R-SIG-Finance] Moving Limit orders Victor Montanez
• 2017/04/06 [R-SIG-Finance] Moving Limit orders John Klingensmith
• 2017/04/05 Re: [R-SIG-Finance] Rblpapi package data limits? Jon Golenbock
• 2017/04/05 Re: [R-SIG-Finance] Rblpapi package data limits? chidley . ryan
• 2017/04/05 Re: [R-SIG-Finance] Rblpapi package data limits? Whit Armstrong
• 2017/04/05 Re: [R-SIG-Finance] Rblpapi package data limits? Jon Golenbock
• 2017/04/05 Re: [R-SIG-Finance] Rblpapi package data limits? Brian G. Peterson
• 2017/04/05 [R-SIG-Finance] Rblpapi package data limits? Jon Golenbock
• 2017/03/27 Re: [R-SIG-Finance] Simulating paths in rmgarch Josh Segal
• 2017/03/26 Re: [R-SIG-Finance] random portfolios Patrick Burns
• 2017/03/24 Re: [R-SIG-Finance] random portfolios Scott Payseur
• 2017/03/24 Re: [R-SIG-Finance] Simulating paths in rmgarch alexios galanos
• 2017/03/24 Re: [R-SIG-Finance] Simulating paths in rmgarch Josh Segal
• 2017/03/24 Re: [R-SIG-Finance] Simulating paths in rmgarch Alexios Ghalanos
• 2017/03/24 Re: [R-SIG-Finance] Simulating paths in rmgarch Josh Segal
• 2017/03/24 Re: [R-SIG-Finance] Outsorcing R estimations Thomas Fuller
• 2017/03/24 [R-SIG-Finance] Outsorcing R estimations Cajias Marcelo
• 2017/03/24 Re: [R-SIG-Finance] Simulating paths in rmgarch alexios galanos
• 2017/03/24 Re: [R-SIG-Finance] Simulating paths in rmgarch Josh Segal
• 2017/03/22 Re: [R-SIG-Finance] Simulating paths in rmgarch alexios galanos
• 2017/03/22 [R-SIG-Finance] Simulating paths in rmgarch Josh Segal
• 2017/03/21 Re: [R-SIG-Finance] random portfolios Joshua Ulrich
• 2017/03/21 Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 154, Issue 10 Joe W. Byers via R-SIG-Finance
• 2017/03/21 Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 154, Issue 10 Kevin Dhingra
• 2017/03/21 Re: [R-SIG-Finance] random portfolios Kevin Dhingra
• 2017/03/21 Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 154, Issue 10 Joe W. Byers via R-SIG-Finance
• 2017/03/21 Re: [R-SIG-Finance] random portfolios Ross Bennett
• 2017/03/21 Re: [R-SIG-Finance] random portfolios Brian G. Peterson
• 2017/03/20 Re: [R-SIG-Finance] random portfolios frednovo
• 2017/03/20 Re: [R-SIG-Finance] random portfolios Kevin Dhingra
• 2017/03/20 Re: [R-SIG-Finance] random portfolios Brian G. Peterson
• 2017/03/20 Re: [R-SIG-Finance] random portfolios Kevin Dhingra
• 2017/03/20 Re: [R-SIG-Finance] random portfolios Ross Bennett
• 2017/03/20 Re: [R-SIG-Finance] random portfolios Kevin Dhingra
• 2017/03/20 Re: [R-SIG-Finance] random portfolios Brian G. Peterson
• 2017/03/20 [R-SIG-Finance] random portfolios Kevin Dhingra
• 2017/03/14 Re: [R-SIG-Finance] apply.paramset stopping on condition Diego Peroni
• 2017/03/14 Re: [R-SIG-Finance] apply.paramset stopping on condition Brian G. Peterson
• 2017/03/14 Re: [R-SIG-Finance] apply.paramset stopping on condition Diego Peroni
• 2017/03/14 Re: [R-SIG-Finance] apply.paramset stopping on condition Frank
• 2017/03/14 [R-SIG-Finance] apply.paramset stopping on condition Diego Peroni
• 2017/03/08 Re: [R-SIG-Finance] Parallelizing applyStrategy to multiple symbols Frank
• 2017/03/07 Re: [R-SIG-Finance] Parallelizing applyStrategy to multiple symbols Frank
• 2017/03/06 Re: [R-SIG-Finance] Parallelizing applyStrategy to multiple symbols Atakan Okan
• 2017/03/06 Re: [R-SIG-Finance] Parallelizing applyStrategy to multiple symbols Frank
• 2017/03/06 Re: [R-SIG-Finance] Parallelizing applyStrategy to multiple symbols Brian G. Peterson
• 2017/03/06 [R-SIG-Finance] Parallelizing applyStrategy to multiple symbols Atakan Okan
• 2017/03/04 [R-SIG-Finance] Buying at Current Close Price Diego Peroni
• 2017/03/02 Re: [R-SIG-Finance] Syntax - symbol problem Adrian Trapletti
• 2017/03/01 Re: [R-SIG-Finance] Syntax - symbol problem Christian Lear
• 2017/03/01 Re: [R-SIG-Finance] Syntax - symbol problem Enrico Schumann
• 2017/03/01 [R-SIG-Finance] Syntax - symbol problem Christian Lear
• 2017/02/28 Re: [R-SIG-Finance] SMA of RSI John Klingensmith
• 2017/02/27 Re: [R-SIG-Finance] R/Finance 2017: Call for Papers Joshua Ulrich
• 2017/02/27 Re: [R-SIG-Finance] SMA of RSI Joshua Ulrich
• 2017/02/27 [R-SIG-Finance] SMA of RSI John Klingensmith
• 2017/02/26 [R-SIG-Finance] Custom Indicator and apply.paramset problem Atakan Okan
• 2017/02/25 [R-SIG-Finance] Custom Indicator and apply.paramset problem Atakan Okan
• 2017/02/25 Re: [R-SIG-Finance] racd package - Time-varying higher moment alexios galanos
• 2017/02/25 Re: [R-SIG-Finance] Custom Indicator and apply.paramset problem Brian G. Peterson
• 2017/02/25 [R-SIG-Finance] Custom Indicator and apply.paramset problem Atakan Okan
• 2017/02/25 [R-SIG-Finance] Fw: Custom Indicator Problem Atakan Okan
• 2017/02/25 Re: [R-SIG-Finance] Custom Indicator Problem John Kumar via R-SIG-Finance
• 2017/02/25 Re: [R-SIG-Finance] Custom Indicator Problem Brian G. Peterson
• 2017/02/25 [R-SIG-Finance] racd package - Time-varying higher moment Le Hai Trung KNH
• 2017/02/25 Re: [R-SIG-Finance] Custom Indicator Problem Atakan Okan
• 2017/02/22 [R-SIG-Finance] Optimization of Custom Indicator Based Threshold Multiplier John Kumar via R-SIG-Finance
• 2017/02/21 Re: [R-SIG-Finance] Creating variable based on lags Joshua Ulrich
• 2017/02/21 [R-SIG-Finance] Fw: clipping region in ggplot Oleg Mubarakshin
• 2017/02/19 Re: [R-SIG-Finance] Jegadeesh & Titman Strategy Implementation Enrico Schumann
• 2017/02/17 [R-SIG-Finance] Jegadeesh & Titman Strategy Implementation (ROUX, Nicolas) Robert Wages
• 2017/02/16 [R-SIG-Finance] Using rgenoud to fit LPPL model K. Upadhyay
• 2017/02/16 [R-SIG-Finance] Jegadeesh & Titman Strategy Implementation ROUX, Nicolas
• 2017/02/15 [R-SIG-Finance] Creating variable based on lags Am Gut
• 2017/02/15 [R-SIG-Finance] Custom Indicator Problem Atakan Okan
• 2017/02/14 Re: [R-SIG-Finance] Quantmod graphing issue Joshua Ulrich
• 2017/02/14 [R-SIG-Finance] Quantmod graphing issue Jon Golenbock
• 2017/02/09 Re: [R-SIG-Finance] Estimating a one-factor model using the DLM package Paul Teetor via R-SIG-Finance
• 2017/02/07 Re: [R-SIG-Finance] Estimating a one-factor model using the DLM package Paul Teetor via R-SIG-Finance
• 2017/02/07 Re: [R-SIG-Finance] Estimating a one-factor model using the DLM package Hannu Kahra
• 2017/02/07 Re: [R-SIG-Finance] Estimating a one-factor model using the DLM package ce
• 2017/02/05 [R-SIG-Finance] Estimating a one-factor model using the DLM package Hannu Kahra
• 2017/01/28 Re: [R-SIG-Finance] apply Diego Peroni
• 2017/01/28 Re: [R-SIG-Finance] apply Diego Peroni
• 2017/01/27 Re: [R-SIG-Finance] apply Joshua Ulrich
• 2017/01/27 [R-SIG-Finance] apply Diego Peroni
• 2017/01/19 Re: [R-SIG-Finance] Quantstrat: Creating a custom function to track closed orders Edward Wilson
• 2017/01/15 Re: [R-SIG-Finance] Quantstrat: Creating a custom function to track closed orders Brian G. Peterson
• 2017/01/14 [R-SIG-Finance] Quantstrat: Creating a custom function to track closed orders Edward Wilson
• 2017/01/13 [R-SIG-Finance] NEW: fmdates packages Imanuel Costigan
• 2017/01/12 Re: [R-SIG-Finance] Portfolio management in R for private use Johannes Lips
• 2017/01/12 Re: [R-SIG-Finance] Portfolio management in R for private use Brian G. Peterson
• 2017/01/12 [R-SIG-Finance] Portfolio management in R for private use Johannes Lips
• 2017/01/10 [R-SIG-Finance] add_TA --> Heatmap Diego Peroni
• 2017/01/05 Re: [R-SIG-Finance] Problem with forecast se in the forecast package francis pampush
• 2017/01/05 [R-SIG-Finance] Change Expected Return in fPortfolio Am Gut
• 2017/01/05 [R-SIG-Finance] Reply message francis pampush
• 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
• 2016/12/28 Re: [R-SIG-Finance] Clarification on trailing stop. Brian G. Peterson
• 2016/12/27 Re: [R-SIG-Finance] Clarification on trailing stop. Michael Chen
• 2016/12/27 Re: [R-SIG-Finance] Problem with forecast se in the forecast package Ajay Shah
• 2016/12/27 Re: [R-SIG-Finance] Clarification on trailing stop. Brian G. Peterson
• 2016/12/27 Re: [R-SIG-Finance] Problem with forecast se in the forecast package Adam Ginensky
• 2016/12/27 [R-SIG-Finance] Clarification on trailing stop. Michael Chen
• 2016/12/26 Re: [R-SIG-Finance] RBLPAPI Subscribe( ) Dirk Eddelbuettel
• 2016/12/26 [R-SIG-Finance] RBLPAPI Subscribe( ) chidley . ryan
• 2016/12/26 [R-SIG-Finance] Problem with forecast se in the forecast package Ajay Shah
• 2016/12/25 Re: [R-SIG-Finance] probability of 50% profit on short options trade Michael Ashton
• 2016/12/25 Re: [R-SIG-Finance] probability of 50% profit on short options trade David L. Van Brunt, Ph.D.
• 2016/12/25 Re: [R-SIG-Finance] probability of 50% profit on short options trade Frank
• 2016/12/25 Re: [R-SIG-Finance] probability of 50% profit on short options trade David L. Van Brunt, Ph.D.
• 2016/12/23 Re: [R-SIG-Finance] probability of 50% profit on short options trade Frank
• 2016/12/23 [R-SIG-Finance] Assignment to global data frame chidley . ryan
• 2016/12/22 [R-SIG-Finance] probability of 50% profit on short options trade David L. Van Brunt, Ph.D.
• 2016/12/15 [R-SIG-Finance] rugarch and gosolnp Geoffrey Smith
• 2016/12/15 Re: [R-SIG-Finance] Quantstrat - applystrategy on subset of mktdata Brian G. Peterson
• 2016/12/14 [R-SIG-Finance] Quantstrat - applystrategy on subset of mktdata Mayank Singhal via R-SIG-Finance
• 2016/12/14 Re: [R-SIG-Finance] Quantstrat to backtest portfolio strategy. User Defined Weights Vineet Gupta
• 2016/12/14 Re: [R-SIG-Finance] Quantstrat to backtest portfolio strategy. User Defined Weights Brian G. Peterson
• 2016/12/14 [R-SIG-Finance] Quantstrat to backtest portfolio strategy. User Defined Weights Vineet Gupta
• 2016/12/13 Re: [R-SIG-Finance] Basket stop loss implementation quantstrat Brian G. Peterson
• 2016/12/13 Re: [R-SIG-Finance] Need help with replication of a strategy using 'Quantstrat' & 'IKTrading' packages Adarsh KP
• 2016/12/12 Re: [R-SIG-Finance] Need help with replication of a strategy using 'Quantstrat' & 'IKTrading' packages Brian G. Peterson
• 2016/12/12 Re: [R-SIG-Finance] Basket stop loss implementation quantstrat Brian G. Peterson
• 2016/12/12 [R-SIG-Finance] Need help with replication of a strategy using 'Quantstrat' & 'IKTrading' packages Adarsh KP
• 2016/11/30 [R-SIG-Finance] Cochrane-Piazzesi model in R Will Oswald
• 2016/11/21 Re: [R-SIG-Finance] Fw: Rblapi Oleg Mubarakshin
• 2016/11/21 Re: [R-SIG-Finance] Fw: Rblapi Whit Armstrong
• 2016/11/21 [R-SIG-Finance] Fw: Rblapi Oleg Mubarakshin
• 2016/11/18 [R-SIG-Finance] Quantstrat Exit Signal by Time from Enter Diego Peroni
• 2016/11/15 Re: [R-SIG-Finance] Properly making a xts object from csv file Joshua Ulrich
• 2016/11/15 [R-SIG-Finance] Properly making a xts object from csv file Colton Smith
• 2016/11/11 Re: [R-SIG-Finance] blotter updatePortf Brian G. Peterson
• 2016/11/10 [R-SIG-Finance] Portfolio Attributino example with one common benchmark fceci via R-SIG-Finance
• 2016/11/09 [R-SIG-Finance] Portfolio Attributino example with one common benchmark Bos, Roger
• 2016/11/09 Re: [R-SIG-Finance] blotter updatePortf Brian G. Peterson
• 2016/11/08 Re: [R-SIG-Finance] blotter updatePortf Michael Chen
• 2016/11/08 Re: [R-SIG-Finance] Continuous Wavelet tranform in Biwavelet Package Michael Weylandt
• 2016/11/08 [R-SIG-Finance] Error Check on Yahoo Data Daniel Mack
• 2016/11/07 [R-SIG-Finance] Function ugarchroll in Package rugarch Wei-han Liu via R-SIG-Finance
• 2016/11/06 Re: [R-SIG-Finance] blotter updatePortf Brian G. Peterson
• 2016/11/06 Re: [R-SIG-Finance] blotter updatePortf Cameron McLean
• 2016/11/05 Re: [R-SIG-Finance] blotter updatePortf Joshua Ulrich
• 2016/11/05 Re: [R-SIG-Finance] blotter updatePortf Ilya Kipnis
• 2016/11/04 [R-SIG-Finance] Uneven time series Luis Damiano
• 2016/11/04 Re: [R-SIG-Finance] Continuous Wavelet tranform in Biwavelet Package Michael Weylandt
• 2016/11/04 [R-SIG-Finance] Continuous Wavelet tranform in Biwavelet Package FMH via R-SIG-Finance
• 2016/11/02 Re: [R-SIG-Finance] How to add new data to be predicted with fGarch? Michael Weylandt
• 2016/11/02 Re: [R-SIG-Finance] How to add new data to be predicted with fGarch? Be Water
• 2016/11/01 Re: [R-SIG-Finance] fPortfolio minimum variance optimisation under constraints Michael Weylandt
• 2016/11/01 Re: [R-SIG-Finance] How to add new data to be predicted with fGarch? Michael Weylandt
• 2016/11/01 [R-SIG-Finance] Coherent Datafeed R Package for Thomson Reuters Elektron version 1.0.9 Released Today Thomas Fuller
• 2016/11/01 [R-SIG-Finance] fPortfolio minimum variance optimisation under constraints pierre . lequeux
• 2016/11/01 [R-SIG-Finance] How to add new data to be predicted with fGarch? Be Water
• 2016/10/29 Re: [R-SIG-Finance] PortfolioAttribution fceci via R-SIG-Finance
• 2016/10/28 Re: [R-SIG-Finance] PortfolioAttribution Joshua Ulrich
• 2016/10/28 Re: [R-SIG-Finance] PortfolioAttribution Daniel Cegiełka
• 2016/10/28 [R-SIG-Finance] PortfolioAttribution fceci via R-SIG-Finance
• 2016/10/24 Re: [R-SIG-Finance] using quantstrat with custom data Jon Golenbock
• 2016/10/24 Re: [R-SIG-Finance] using quantstrat with custom data Jon Golenbock
• 2016/10/24 Re: [R-SIG-Finance] using quantstrat with custom data Kevin Dhingra
• 2016/10/24 Re: [R-SIG-Finance] using quantstrat with custom data Ilya Kipnis
• 2016/10/24 [R-SIG-Finance] using quantstrat with custom data Jon Golenbock
• 2016/10/20 Re: [R-SIG-Finance] Closest weekly endpoint to the fifteenth of the month ce
• 2016/10/20 [R-SIG-Finance] Closest weekly endpoint to the fifteenth of the month Ilya Kipnis
• 2016/10/20 Re: [R-SIG-Finance] Constrained portfolio optimization with DEoptim Kristian Lind
• 2016/10/19 Re: [R-SIG-Finance] rugarch: memory not mapped error Sebastian Bayer
• 2016/10/18 [R-SIG-Finance] rugarch: memory not mapped error Sebastian Bayer
• 2016/10/16 Re: [R-SIG-Finance] Loop For - ARMA+GARCH Model estimation and selection Andrea Bosio via R-SIG-Finance
• 2016/10/16 [R-SIG-Finance] Loop For - ARMA+GARCH Model estimation and selection Andrea Bosio via R-SIG-Finance
• 2016/10/16 [R-SIG-Finance] Loop For - ARMA model estimation and selection Andrea Bosio via R-SIG-Finance
• 2016/10/15 Re: [R-SIG-Finance] number of observations - rugarch Patrick Burns

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