r-sig-finance  

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• 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
• 2016/02/21 [R-SIG-Finance] RStudio Crashes when using quantmod's chartSeries() Hsiao-nan Cheung
• 2016/02/21 [R-SIG-Finance] How to Draw a Candle Chart using ggplot2? Hsiao-nan Cheung
• 2016/02/20 [R-SIG-Finance] Rugarch fitted values lag by 1 Hannah Linder
• 2016/02/17 [R-SIG-Finance] stoptrailing mechanics question in MACD example - Quantstrat Derek Wong
• 2016/02/15 [R-SIG-Finance] Tangency portfolio in "fPortfolio" package Samit Paul
• 2016/02/11 Re: [R-SIG-Finance] Quantstrat - Entering a limit order below the open price Brian G. Peterson
• 2016/02/10 [R-SIG-Finance] Quantstrat - Entering a limit order below the open price Smith Jimmy
• 2016/02/10 [R-SIG-Finance] New Package PortfolioEffectEstim Andrey Kostin
• 2016/02/09 [R-SIG-Finance] CONFERENCE: R in Insurance, London, 11 July 2015 Gesmann, Markus
• 2016/02/09 Re: [R-SIG-Finance] Using the market (SPY) as an indicator in Quanstrat Brian G. Peterson
• 2016/02/09 [R-SIG-Finance] Using the market (SPY) as an indicator in Quanstrat Smith Jimmy
• 2016/02/07 Re: [R-SIG-Finance] Approach to predict balance of account in retail bank Biswarup Ghosh
• 2016/02/06 Re: [R-SIG-Finance] Approach to predict balance of account in retail bank Biswarup Ghosh
• 2016/02/06 Re: [R-SIG-Finance] Approach to predict balance of account in retail bank Daniel Melendez
• 2016/02/06 [R-SIG-Finance] Approach to predict balance of account in retail bank Biswarup Ghosh
• 2016/02/05 [R-SIG-Finance] Option Quotes Robert Sherry
• 2016/02/04 [R-SIG-Finance] gmm error T.
• 2016/02/02 Re: [R-SIG-Finance] tick data database Daniel Krizian
• 2016/02/02 Re: [R-SIG-Finance] tick data database Daniel Cegiełka
• 2016/02/02 Re: [R-SIG-Finance] apply.paramset trade-by-trade PnL data Brian G. Peterson
• 2016/02/02 Re: [R-SIG-Finance] apply.paramset trade-by-trade PnL data Jersey Fanatic
• 2016/02/01 Re: [R-SIG-Finance] apply.paramset trade-by-trade PnL data Jersey Fanatic
• 2016/01/31 [R-SIG-Finance] apply.paramset trade-by-trade PnL data Jersey Fanatic
• 2016/01/29 Re: [R-SIG-Finance] Could you please take me off your mailing list? Nils Tobias Kramer
• 2016/01/28 Re: [R-SIG-Finance] Could you please take me off your mailing list? Pasha Zulfugarli
• 2016/01/28 [R-SIG-Finance] Could you please take me off your mailing list? Magnus Metz
• 2016/01/27 [R-SIG-Finance] high/low prices aschmid1
• 2016/01/26 [R-SIG-Finance] Error in autoarfima output Nicholas Manganaro
• 2016/01/25 Re: [R-SIG-Finance] R/Finance 2016 Call for Papers Joshua Ulrich
• 2016/01/24 Re: [R-SIG-Finance] Problem understanding the code of dse::simulate Degang WU
• 2016/01/24 [R-SIG-Finance] get financial data from morningstar.com with rvest Stefano
• 2016/01/24 Re: [R-SIG-Finance] Problem understanding the code of dse::simulate Paul Gilbert
• 2016/01/23 [R-SIG-Finance] reqHistory Stephen Choularton
• 2016/01/22 [R-SIG-Finance] Problem understanding the code of dse::simulate Degang WU
• 2016/01/22 Re: [R-SIG-Finance] Rblpapi connection issue Will Oswald
• 2016/01/22 Re: [R-SIG-Finance] Rblpapi connection issue Dirk Eddelbuettel
• 2016/01/22 Re: [R-SIG-Finance] Rblpapi connection issue John Laing
• 2016/01/22 Re: [R-SIG-Finance] Rblpapi connection issue Will Oswald
• 2016/01/22 Re: [R-SIG-Finance] getting suffix for symbols Joshua Ulrich
• 2016/01/22 Re: [R-SIG-Finance] error in loading rugarch package Donglei Du
• 2016/01/22 Re: [R-SIG-Finance] Rblpapi connection issue John Laing
• 2016/01/22 Re: [R-SIG-Finance] Rblpapi connection issue Will Oswald
• 2016/01/22 Re: [R-SIG-Finance] Rblpapi connection issue Nick White
• 2016/01/21 [R-SIG-Finance] Rblpapi connection issue Will Oswald
• 2016/01/21 Re: [R-SIG-Finance] error in loading rugarch package ce
• 2016/01/21 [R-SIG-Finance] error in loading rugarch package Donglei Du
• 2016/01/21 [R-SIG-Finance] Multivariate student t distribution in rmgarch Le Hoang Van
• 2016/01/19 [R-SIG-Finance] getting suffix for symbols Stephen Choularton
• 2016/01/18 Re: [R-SIG-Finance] how to enter coefficient matrices of a VAR into dse::ARMA? Paul Gilbert
• 2016/01/18 [R-SIG-Finance] Copula GARCH forecasting sheila aziz via R-SIG-Finance
• 2016/01/17 [R-SIG-Finance] how to enter coefficient matrices of a VAR into dse::ARMA? Degang WU
• 2016/01/14 [R-SIG-Finance] Markov Switching GARCH Samit Paul
• 2016/01/11 Re: [R-SIG-Finance] Rbbg includeConditionCodes not returning codes Scott Nichols
• 2016/01/11 [R-SIG-Finance] Rbbg includeConditionCodes not returning codes Scott Nichols
• 2016/01/07 Re: [R-SIG-Finance] Exit Timing in Quantstrat Brian G. Peterson
• 2016/01/04 Re: [R-SIG-Finance] Formula used for EGARCH in "rugarch" package Samit Paul
• 2016/01/04 Re: [R-SIG-Finance] Formula used for EGARCH in "rugarch" package Michael Weylandt
• 2016/01/04 Re: [R-SIG-Finance] R/Finance 2016 Call for Papers Joshua Ulrich
• 2016/01/04 [R-SIG-Finance] Formula used for EGARCH in "rugarch" package Samit Paul
• 2016/01/01 Re: [R-SIG-Finance] Forecasting with nnetar Michael Weylandt
• 2016/01/01 Re: [R-SIG-Finance] Forecasting with nnetar Evelyn Nyamadi via R-SIG-Finance
• 2015/12/29 Re: [R-SIG-Finance] How to suppress getSymbols error message George Kumar
• 2015/12/29 Re: [R-SIG-Finance] How to suppress getSymbols error message Michael Weylandt
• 2015/12/28 [R-SIG-Finance] How to suppress getSymbols error message George Kumar
• 2015/12/27 [R-SIG-Finance] rugarch package: VaR exceedances plot T.Riedle
• 2015/12/27 Re: [R-SIG-Finance] Not able to install fOptions R package on ec2 spark cluster Dirk Eddelbuettel
• 2015/12/27 [R-SIG-Finance] Not able to install fOptions R package on ec2 spark cluster Gayatri Nesarikar
• 2015/12/23 Re: [R-SIG-Finance] xts timeBasedSeq Rods
• 2015/12/23 Re: [R-SIG-Finance] xts timeBasedSeq Tom Clifford via R-SIG-Finance

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