r-sig-finance
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2016/05/23
Re: [R-SIG-Finance] ugarchspec: external regressors
alexios galanos
2016/05/23
[R-SIG-Finance] ugarchspec: external regressors
FAKIR CHARLES
2016/05/13
Re: [R-SIG-Finance] FW: Re: racd package
alexios galanos
2016/05/13
[R-SIG-Finance] FW: Re: racd package
Trung.BA
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
Joshua Ulrich
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
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
2016/05/12
[R-SIG-Finance] Fwd: dataset to xts conversion issue with timeseries data
Aritra Pan
2016/05/12
[R-SIG-Finance] R-SIG-Finance
Nelio Machado
2016/05/11
[R-SIG-Finance] FW: Contract R Position in DC
terry leitch
2016/05/10
Re: [R-SIG-Finance] Adding transaction fees to Return.portfolio
Robert Wages
2016/05/10
Re: [R-SIG-Finance] Adding transaction fees to Return.portfolio
Ilya Kipnis
2016/05/10
Re: [R-SIG-Finance] Adding transaction fees to Return.portfolio
Robert Wages
2016/05/10
Re: [R-SIG-Finance] Adding transaction fees to Return.portfolio
Ilya Kipnis
2016/05/10
Re: [R-SIG-Finance] Adding transaction fees to Return.portfolio
Ilya Kipnis
2016/05/10
[R-SIG-Finance] Adding transaction fees to Return.portfolio
Robert Wages
2016/05/09
Re: [R-SIG-Finance] Custom Txnfee function in apply.paramset vs applyStrategy
Atakan Okan
2016/05/02
Re: [R-SIG-Finance] R/Finance 2016 registration now open
Joshua Ulrich
2016/04/28
Re: [R-SIG-Finance] Default Premium
Pankaj K Agarwal via R-SIG-Finance
2016/04/28
Re: [R-SIG-Finance] Default Premium
Frank
2016/04/28
[R-SIG-Finance] Default Premium
Pankaj K Agarwal via R-SIG-Finance
2016/04/26
Re: [R-SIG-Finance] problem placing order
Stephen Choularton
2016/04/26
Re: [R-SIG-Finance] problem placing order
Stephen Choularton
2016/04/26
[R-SIG-Finance] problem placing order
Stephen Choularton
2016/04/26
Re: [R-SIG-Finance] Custom Txnfee function in apply.paramset vs applyStrategy
Atakan Okan
2016/04/26
Re: [R-SIG-Finance] Custom Txnfee function in apply.paramset vs applyStrategy
Atakan Okan
2016/04/25
Re: [R-SIG-Finance] Custom Txnfee function in apply.paramset vs applyStrategy
Atakan Okan
2016/04/25
Re: [R-SIG-Finance] Custom Txnfee function in apply.paramset vs applyStrategy
Joshua Ulrich
2016/04/25
Re: [R-SIG-Finance] Custom Txnfee function in apply.paramset vs applyStrategy
Atakan Okan
2016/04/24
[R-SIG-Finance] Custom Txnfee function in apply.paramset vs applyStrategy
Atakan Okan
2016/04/22
Re: [R-SIG-Finance] Exit Order By Current Position Info
Diego Peroni
2016/04/22
Re: [R-SIG-Finance] Exit Order By Current Position Info
Brian G. Peterson
2016/04/22
[R-SIG-Finance] Exit Order By Current Position Info
Diego Peroni
2016/04/22
[R-SIG-Finance] FixedRateBondYield in Rquantlib
Kevin Ramoutar via R-SIG-Finance
2016/04/13
Re: [R-SIG-Finance] adjustOHLC.R issues
Ernie Stokely
2016/04/12
Re: [R-SIG-Finance] adjustOHLC.R issues
Ernie Stokely
2016/04/12
[R-SIG-Finance] Imposing restrictions in vecm in r
Prabhdeep Kaur via R-SIG-Finance
2016/04/12
Re: [R-SIG-Finance] adjustOHLC.R issues
Joshua Ulrich
2016/04/12
Re: [R-SIG-Finance] adjustOHLC.R issues
Brian G. Peterson
2016/04/11
[R-SIG-Finance] adjustOHLC.R issues
Ernie Stokely
2016/04/11
Re: [R-SIG-Finance] Long Enter Position do not "block" Short Enter Orders
Ilya Kipnis
2016/04/11
Re: [R-SIG-Finance] Long Enter Position do not "block" Short Enter Orders
Diego Peroni
2016/04/11
Re: [R-SIG-Finance] Long Enter Position do not "block" Short Enter Orders
Ilya Kipnis
2016/04/11
Re: [R-SIG-Finance] [VC++ calling R] How to create a real-time interactive ticking time-series chart using dygraph via RInside?
Joshua Ulrich
2016/04/11
Re: [R-SIG-Finance] Long Enter Position do not "block" Short Enter Orders
Diego Peroni
2016/04/11
[R-SIG-Finance] [VC++ calling R] How to create a real-time interactive ticking time-series chart using dygraph via RInside?
Mike Deanza
2016/04/11
[R-SIG-Finance] R/Finance 2016 registration now open
Joshua Ulrich
2016/04/11
Re: [R-SIG-Finance] Long Enter Position do not "block" Short Enter Orders
Ilya Kipnis
2016/04/11
[R-SIG-Finance] Long Enter Position do not "block" Short Enter Orders
Diego Peroni
2016/04/10
Re: [R-SIG-Finance] Help on getSymbols
Paul Teetor via R-SIG-Finance
2016/04/09
Re: [R-SIG-Finance] Help on getSymbols
Wouter Thielen
2016/04/09
Re: [R-SIG-Finance] Help on getSymbols
Dan Mack
2016/04/09
Re: [R-SIG-Finance] Help on getSymbols
Paul Teetor via R-SIG-Finance
2016/04/09
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Brian G. Peterson
2016/04/09
Re: [R-SIG-Finance] Help on getSymbols
Joshua Ulrich
2016/04/09
[R-SIG-Finance] Help on getSymbols
Dan Mack
2016/04/09
Re: [R-SIG-Finance] Processing time of backtests on a singlecomputer
Jersey Fanatic
2016/04/08
Re: [R-SIG-Finance] Processing time of backtests on a singlecomputer
Frank
2016/04/08
Re: [R-SIG-Finance] Processing time of backtests on a singlecomputer
Jersey Fanatic
2016/04/08
Re: [R-SIG-Finance] Processing time of backtests on a single computer
david.jessop
2016/04/08
Re: [R-SIG-Finance] Processing time of backtests on a singlecomputer
Frank
2016/04/07
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
2016/04/07
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
2016/04/07
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Erol Biceroglu
2016/04/07
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
2016/04/07
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Joshua Ulrich
2016/04/07
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
2016/04/07
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
2016/04/07
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Joshua Ulrich
2016/04/07
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
2016/04/07
Re: [R-SIG-Finance] Importing batch tickers from Bloomberg to R for Rblpapi use
Jason Hart
2016/04/07
Re: [R-SIG-Finance] rbind and duplicates in monthly futures
Brian G. Peterson
2016/04/07
Re: [R-SIG-Finance] rbind and duplicates in monthly futures
Peter Neumaier
2016/04/06
Re: [R-SIG-Finance] Importing batch tickers from Bloomberg to R for Rblpapi use
Nick White
2016/04/06
[R-SIG-Finance] Importing batch tickers from Bloomberg to R for Rblpapi use
Jason Hart
2016/04/06
Re: [R-SIG-Finance] rbind and duplicates in monthly futures
Joshua Ulrich
2016/04/06
Re: [R-SIG-Finance] GetOrders with Quantstrat
Joshua Ulrich
2016/04/06
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Brian G. Peterson
2016/04/06
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
2016/04/06
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Brian G. Peterson
2016/04/06
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
2016/04/06
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Brian G. Peterson
2016/04/06
[R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
2016/04/05
Re: [R-SIG-Finance] rbind and duplicates in monthly futures
Peter Neumaier
2016/04/05
Re: [R-SIG-Finance] GetOrders with Quantstrat
Joshua Ulrich
2016/04/05
[R-SIG-Finance] GetOrders with Quantstrat
Ryan Crawford
2016/04/04
Re: [R-SIG-Finance] IBrokers - functions: eWrapper and CALLBACKS
Stephen Choularton
2016/04/04
Re: [R-SIG-Finance] entries/exits based on candlestick recognition
Ilya Kipnis
2016/04/04
Re: [R-SIG-Finance] IBrokers - functions: eWrapper and CALLBACKS
Robert Schien
2016/04/04
Re: [R-SIG-Finance] rbind and duplicates in monthly futures
Joshua Ulrich
2016/04/04
Re: [R-SIG-Finance] getOptionChain function in quantmod
Joshua Ulrich
2016/04/04
[R-SIG-Finance] entries/exits based on candlestick recognition
Dmitry Kishkinev
2016/04/04
[R-SIG-Finance] rbind and duplicates in monthly futures
Peter Neumaier
2016/04/04
[R-SIG-Finance] getOptionChain function in quantmod
Benno Longobardolino
2016/04/02
Re: [R-SIG-Finance] stoplimit market price with OHLC
Diego Peroni
2016/04/02
Re: [R-SIG-Finance] stoplimit market price with OHLC
Joshua Ulrich
2016/04/01
Re: [R-SIG-Finance] Remove first two weeks of data in half hourly resolution
Peter Neumaier
2016/03/31
[R-SIG-Finance] IBrokers - functions: eWrapper and CALLBACKS
Stephen Choularton
2016/03/31
[R-SIG-Finance] Passing external regressors to rugarchspec
Eric Huang
2016/03/31
Re: [R-SIG-Finance] Remove first two weeks of data in half hourly resolution
G See
2016/03/31
Re: [R-SIG-Finance] Remove first two weeks of data in half hourly resolution
Brian G. Peterson
2016/03/31
[R-SIG-Finance] Remove first two weeks of data in half hourly resolution
Peter Neumaier
2016/03/29
Re: [R-SIG-Finance] Asymmetry parameter misspecification in EGARCH model using the rugarch package
Alexios Ghalanos
2016/03/29
[R-SIG-Finance] stoplimit market price with OHLC
Diego Peroni
2016/03/29
[R-SIG-Finance] Asymmetry parameter misspecification in EGARCH model using the rugarch package
Joakim Lindboe Brüchmann .
2016/03/23
Re: [R-SIG-Finance] Optimizing Quanstrat MACD with apply.paramset returns combine error
Ray Bao
2016/03/23
Re: [R-SIG-Finance] Time-Varying Cointegration in R
Johannes Lips
2016/03/23
Re: [R-SIG-Finance] need apply.paramset logging
Diego Peroni
2016/03/23
Re: [R-SIG-Finance] need apply.paramset logging
Brian G. Peterson
2016/03/23
Re: [R-SIG-Finance] need apply.paramset logging
Diego Peroni
2016/03/22
Re: [R-SIG-Finance] Optimizing Quanstrat MACD with apply.paramset returns combine error
Joshua Ulrich
2016/03/22
[R-SIG-Finance] Optimizing Quanstrat MACD with apply.paramset returns combine error
Ray Bao
2016/03/22
Re: [R-SIG-Finance] Time-Varying Cointegration in R
Paul Gilbert
2016/03/22
Re: [R-SIG-Finance] need apply.paramset logging
Brian G. Peterson
2016/03/22
Re: [R-SIG-Finance] need apply.paramset logging
Diego Peroni
2016/03/22
Re: [R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio: nloptr needs resampling
Alec Schmidt
2016/03/22
Re: [R-SIG-Finance] need apply.paramset logging
Joshua Ulrich
2016/03/22
Re: [R-SIG-Finance] need apply.paramset logging
Diego Peroni
2016/03/22
Re: [R-SIG-Finance] need apply.paramset logging
Brian G. Peterson
2016/03/22
Re: [R-SIG-Finance] need apply.paramset logging
Diego Peroni
2016/03/22
[R-SIG-Finance] Time-Varying Cointegration in R
Johannes Lips
2016/03/22
Re: [R-SIG-Finance] need apply.paramset logging
Brian G. Peterson
2016/03/22
[R-SIG-Finance] need apply.paramset logging
Diego Peroni
2016/03/21
Re: [R-SIG-Finance] Rblpapi - Fundamental Data
Whit Armstrong
2016/03/21
[R-SIG-Finance] Rblpapi - Fundamental Data
Keith Sabol
2016/03/21
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
Ross Bennett
2016/03/21
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
Brian G. Peterson
2016/03/21
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
matt
2016/03/20
Re: [R-SIG-Finance] Ubuntu Installation
R Vince
2016/03/19
Re: [R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio
Alec Schmidt
2016/03/19
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
matt
2016/03/19
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
Brian G. Peterson
2016/03/19
Re: [R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio
Enrico Schumann
2016/03/19
[R-SIG-Finance] Ubuntu Installation
R Vince
2016/03/19
Re: [R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio
Enrico Schumann
2016/03/19
Re: [R-SIG-Finance] Ubuntu Installation
Dirk Eddelbuettel
2016/03/19
Re: [R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio
Enrico Schumann
2016/03/19
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
Ross Bennett
2016/03/19
[R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio
Alec Schmidt
2016/03/19
Re: [R-SIG-Finance] Ubuntu Installation
R Vince
2016/03/19
Re: [R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio
Alec Schmidt
2016/03/18
[R-SIG-Finance] PortfolioAnalytics question re: showing results
matt
2016/03/18
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
matt
2016/03/18
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
Ross Bennett
2016/03/18
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
Brian G. Peterson
2016/03/18
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
Ilya Kipnis
2016/03/18
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
matt
2016/03/15
[R-SIG-Finance] Unexpected StopLoss order placed and triggered
Peter Neumaier
2016/03/12
Re: [R-SIG-Finance] Solver for a generic optimal portfolio
Alec Schmidt
2016/03/12
Re: [R-SIG-Finance] Solver for a generic optimal portfolio
Brian G. Peterson
2016/03/12
Re: [R-SIG-Finance] Solver for a generic optimal portfolio
Alec Schmidt
2016/03/12
Re: [R-SIG-Finance] Solver for a generic optimal portfolio
Brian G. Peterson
2016/03/12
Re: [R-SIG-Finance] Solver for a generic optimal portfolio
Mark Leeds
2016/03/12
Re: [R-SIG-Finance] Solver for a generic optimal portfolio
Patrick Burns
2016/03/12
[R-SIG-Finance] Solver for a generic optimal portfolio
Alec Schmidt
2016/03/12
Re: [R-SIG-Finance] quartstrat applyStrategy error when starting one month earlier (endDate not found)
Joshua Ulrich
2016/03/12
Re: [R-SIG-Finance] Time in Force conditions with Quantstrat
Joshua Ulrich
2016/03/12
Re: [R-SIG-Finance] Sum volume by day and plot in xts
Joshua Ulrich
2016/03/12
[R-SIG-Finance] Sum volume by day and plot in xts
Peter Neumaier
2016/03/11
Re: [R-SIG-Finance] stoptrailing mechanics question in MACD example - Quantstrat
Derek Wong
2016/03/11
Re: [R-SIG-Finance] Trailing stop not working in R (Luxor example)
Joshua Ulrich
2016/03/11
Re: [R-SIG-Finance] stoptrailing mechanics question in MACD example - Quantstrat
Joshua Ulrich
2016/03/10
Re: [R-SIG-Finance] write.csv conversion problem
Peter Neumaier
2016/03/10
Re: [R-SIG-Finance] write.csv conversion problem
Martin Maechler
2016/03/10
Re: [R-SIG-Finance] write.csv conversion problem
Joshua Ulrich
2016/03/10
Re: [R-SIG-Finance] write.csv conversion problem
Roger J. Bos
2016/03/10
[R-SIG-Finance] write.csv conversion problem
Peter Neumaier
2016/03/10
[R-SIG-Finance] Convert double to date
Peter Neumaier
2016/03/09
Re: [R-SIG-Finance] Add.Distribution on signal "BBands" ?
Joshua Ulrich
2016/03/09
Re: [R-SIG-Finance] Add.Distribution on signal "BBands" ?
Peter Neumaier
2016/03/09
Re: [R-SIG-Finance] Add.Distribution on signal "BBands" ?
Joshua Ulrich
2016/03/09
Re: [R-SIG-Finance] Add.Distribution on signal "BBands" ?
Peter Neumaier
2016/03/09
Re: [R-SIG-Finance] Add.Distribution on signal "BBands" ?
Joshua Ulrich
2016/03/09
[R-SIG-Finance] Add.Distribution on signal "BBands" ?
Peter Neumaier
2016/03/08
[R-SIG-Finance] Tax consideration when calling Return.portfolio
अमोद
2016/03/08
Re: [R-SIG-Finance] Position size in order book
Peter Neumaier
2016/03/08
Re: [R-SIG-Finance] Position size in order book
Brian G. Peterson
2016/03/08
[R-SIG-Finance] Position size in order book
Peter Neumaier
2016/03/08
[R-SIG-Finance] Coherent Data Adapter: CUSIP Global Services Web Edition
Thomas Fuller
2016/03/07
Re: [R-SIG-Finance] tick data and one minute bar data appear out of line (IBrokers)
Joshua Ulrich
2016/03/06
[R-SIG-Finance] Rblpapi 'rc' 0.3.2.5 available for testing
Dirk Eddelbuettel
2016/03/06
Re: [R-SIG-Finance] Trailing stop not working in R (Luxor example)
Derek Wong
2016/03/06
[R-SIG-Finance] Trailing stop not working in R (Luxor example)
Peter Neumaier
2016/03/06
[R-SIG-Finance] Copula-GARCH with rmgarch package
Le Hoang Van
2016/03/03
Re: [R-SIG-Finance] tick data and one minute bar data appear out of line (IBrokers)
Stephen Choularton
2016/03/03
Re: [R-SIG-Finance] tick data and one minute bar data appear out of line (IBrokers)
Joshua Ulrich
2016/03/03
[R-SIG-Finance] tick data and one minute bar data appear out of line (IBrokers)
Stephen Choularton
2016/03/03
Re: [R-SIG-Finance] addTA not working
George Schmoll
2016/03/03
Re: [R-SIG-Finance] addTA not working
Joshua Ulrich
2016/03/03
[R-SIG-Finance] addTA not working
George Schmoll
2016/02/28
[R-SIG-Finance] Time in Force conditions with Quantstrat
Ryan
2016/02/26
[R-SIG-Finance] quartstrat applyStrategy error when starting one month earlier (endDate not found)
Bos, Roger
2016/02/23
Re: [R-SIG-Finance] RStudio Crashes when using quantmod's chartSeries()
Hsiao-nan Cheung
2016/02/23
Re: [R-SIG-Finance] RStudio Crashes when using quantmod's chartSeries()
John Williams
2016/02/23
Re: [R-SIG-Finance] RStudio Crashes when using quantmod's chartSeries()
Hsiao-nan Cheung
2016/02/23
[R-SIG-Finance] IBrokers reqOpenOrders - getting data into a program
Stephen Choularton
2016/02/22
Re: [R-SIG-Finance] RStudio Crashes when using quantmod's chartSeries()
Maxim Fomin
Earlier messages
Later messages