r-sig-finance
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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
2015/12/23
Re: [R-SIG-Finance] R-Fiddle
Oleksandr Anufriyev
2015/12/23
Re: [R-SIG-Finance] R-Fiddle
Joshua Ulrich
2015/12/23
[R-SIG-Finance] R-Fiddle
Oleksandr Anufriyev
2015/12/22
Re: [R-SIG-Finance] xts timeBasedSeq
Joshua Ulrich
2015/12/22
[R-SIG-Finance] xts timeBasedSeq
Rods
2015/12/21
[R-SIG-Finance] Backtesting VaR model
Nayden Valev
2015/12/19
Re: [R-SIG-Finance] LIBOR Yield Curve.
Matt Considine
2015/12/18
Re: [R-SIG-Finance] LIBOR Yield Curve.
Keith S Weintraub
2015/12/18
Re: [R-SIG-Finance] LIBOR Yield Curve.
Whit Armstrong
2015/12/18
[R-SIG-Finance] LIBOR Yield Curve.
Keith S Weintraub
2015/12/15
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Krishna Kumar
2015/12/15
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Paul Gilbert
2015/12/15
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Michael Ashton
2015/12/15
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Paul Gilbert
2015/12/15
[R-SIG-Finance] CUSIP Data in R
Thomas Fuller
2015/12/15
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Michael Ashton
2015/12/15
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Paul Gilbert
2015/12/15
Re: [R-SIG-Finance] Quantstrat code works for long position but not short position
Joshua Ulrich
2015/12/15
[R-SIG-Finance] Quantstrat code works for long position but not short position
Damon Verial
2015/12/14
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Michael Weylandt
2015/12/14
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Michael Ashton
2015/12/14
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Michael Weylandt
2015/12/14
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Krishna Kumar
2015/12/14
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Michael Ashton
2015/12/14
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Michael Weylandt
2015/12/14
[R-SIG-Finance] solnp Problem Inverting Hessian
Michael Ashton
2015/12/05
Re: [R-SIG-Finance] R-Forge TradeAnalytics packages for R 3.2.2
Joshua Ulrich
2015/12/04
[R-SIG-Finance] Coherent Datafeed: Thomson Reuters Elektron Edition
Thomas Fuller
2015/12/03
[R-SIG-Finance] Trailing stop in Andreas Clenow trend-following system
Ingo Boland
2015/12/01
[R-SIG-Finance] R-Forge TradeAnalytics packages for R 3.2.2
Erol Biceroglu
2015/12/01
[R-SIG-Finance] fPortfolio (version 3011.81) - solveRglpk.CVAR - lower bound constraints (z_i >= 0) allows negative values
Pedro Oliveira
2015/11/30
[R-SIG-Finance] [Help Neeeded] QuantLib 1.7 windows build
Dirk Eddelbuettel
2015/11/28
[R-SIG-Finance] Older financials?
Rex Macey
2015/11/25
Re: [R-SIG-Finance] Older financials?
Mark Knecht
2015/11/25
Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 138, Issue 8
Adrian Trapletti
2015/11/24
Re: [R-SIG-Finance] Computing stop probability
Michael Weylandt
2015/11/24
Re: [R-SIG-Finance] Computing stop probability
rex
2015/11/24
Re: [R-SIG-Finance] Computing stop probability
Michael Weylandt
2015/11/24
Re: [R-SIG-Finance] Computing stop probability
Nick White
2015/11/24
[R-SIG-Finance] Computing stop probability
Ernest Stokely
2015/11/23
Re: [R-SIG-Finance] Older financials?
Erol Biceroglu
2015/11/23
[R-SIG-Finance] Older financials?
Mark Knecht
2015/11/19
Re: [R-SIG-Finance] Advice on Forecasting
Dan Mack
2015/11/18
Re: [R-SIG-Finance] Advice on Forecasting
Nick White
2015/11/17
Re: [R-SIG-Finance] Advice on Forecasting
Ilya Kipnis
2015/11/17
[R-SIG-Finance] Advice on Forecasting
Dan Mack
2015/11/15
Re: [R-SIG-Finance] Pckg mftsr and Book Modeling Financial Time Series with R by Prof. Eric Zivot
Adam Ginensky
2015/11/15
[R-SIG-Finance] Pckg mftsr and Book Modeling Financial Time Series with R by Prof. Eric Zivot
#OU KUN#
2015/11/09
[R-SIG-Finance] Estimating credit rating transition matrices
Milos Cipovic
2015/11/04
Re: [R-SIG-Finance] Help activating stop loss order.
Joshua Ulrich
2015/11/02
Re: [R-SIG-Finance] Bug in ruleOrderProc (as.Date(tif.xts)
Joshua Ulrich
2015/10/28
Re: [R-SIG-Finance] Subsetting Second to Last Day of the Month
Ilya Kipnis
2015/10/28
Re: [R-SIG-Finance] Subsetting Second to Last Day of the Month
Am Gut
2015/10/28
Re: [R-SIG-Finance] Subsetting Second to Last Day of the Month
Ilya Kipnis
2015/10/28
Re: [R-SIG-Finance] Subsetting Second to Last Day of the Month
Ilya Kipnis
2015/10/28
Re: [R-SIG-Finance] Subsetting Second to Last Day of the Month
Am Gut
2015/10/28
Re: [R-SIG-Finance] Subsetting Second to Last Day of the Month
Ilya Kipnis
2015/10/28
[R-SIG-Finance] Subsetting Second to Last Day of the Month
Am Gut
2015/10/28
Re: [R-SIG-Finance] parallel processing
Gambulator Gambulator
2015/10/27
Re: [R-SIG-Finance] Calculating trailing returns
Am Gut
2015/10/27
Re: [R-SIG-Finance] parallel processing
Gambulator Gambulator
2015/10/27
Re: [R-SIG-Finance] parallel processing
Erol Biceroglu
2015/10/27
Re: [R-SIG-Finance] Extension of Johansen Procedure ca.jo
Johannes Lips
2015/10/27
Re: [R-SIG-Finance] parallel processing
Bos, Roger
2015/10/26
Re: [R-SIG-Finance] parallel processing
Gambulator Gambulator
2015/10/26
Re: [R-SIG-Finance] parallel processing
Gambulator Gambulator
2015/10/26
Re: [R-SIG-Finance] VAR identified by sign restrictions
Eric Zivot
2015/10/26
Re: [R-SIG-Finance] parallel processing
Joshua Ulrich
2015/10/26
[R-SIG-Finance] parallel processing
Gambulator Gambulator
2015/10/26
[R-SIG-Finance] VAR identified by sign restrictions
Felipe Bergamin Boralli
2015/10/26
Re: [R-SIG-Finance] Calculating trailing returns
Michael Weylandt
2015/10/26
Re: [R-SIG-Finance] Calculating trailing returns
Am Gut
2015/10/26
Re: [R-SIG-Finance] Calculating trailing returns
Michael Weylandt
2015/10/26
Re: [R-SIG-Finance] Monte Carlo Convergence test
Michael Weylandt
2015/10/26
[R-SIG-Finance] Calculating trailing returns
Am Gut
2015/10/26
[R-SIG-Finance] Monte Carlo Convergence test
Amelia Marsh via R-SIG-Finance
2015/10/22
Re: [R-SIG-Finance] How to find out if a signal was active within the last X days
Gambulator Gambulator
2015/10/22
Re: [R-SIG-Finance] How to find out if a signal was active within the last X days
Ilya Kipnis
2015/10/22
[R-SIG-Finance] How to find out if a signal was active within the last X days
Gambulator Gambulator
2015/10/22
Re: [R-SIG-Finance] Creating an index based on a time variable
Am Gut
2015/10/21
[R-SIG-Finance] GARCH convergence error in for-loop
Hannah Linder
2015/10/21
Re: [R-SIG-Finance] Creating an index based on a time variable
Brian G. Peterson
2015/10/21
[R-SIG-Finance] Creating an index based on a time variable
Am Gut
2015/10/18
Re: [R-SIG-Finance] Error check on "pspd" function from SPD package
alexios galanos
2015/10/17
Re: [R-SIG-Finance] sample code for a custom rule to replace ruleSignal
Gambulator Gambulator
2015/10/17
[R-SIG-Finance] sample code for a custom rule to replace ruleSignal
Gambulator Gambulator
2015/10/16
[R-SIG-Finance] DATABASE
Gutemberg schiessl
2015/10/16
[R-SIG-Finance] Extension of Johansen Procedure ca.jo
Johannes Lips
2015/10/15
Re: [R-SIG-Finance] R/Finance 2016 Call for Papers
Joshua Ulrich
2015/10/15
[R-SIG-Finance] R/Finance 2016 Call for Papers
Joshua Ulrich
2015/10/14
[R-SIG-Finance] Error check on "pspd" function from SPD package
Gareth McEwan
2015/10/12
[R-SIG-Finance] Congrats!RE: Reading the GSW spot rates from fed 2006 website
Nicholas Manganaro
2015/10/11
Re: [R-SIG-Finance] segfault while running quantstrat
Tsvetan Stoyanov
2015/10/11
Re: [R-SIG-Finance] Reading the GSW spot rates from fed 2006 website
G See
2015/10/11
Re: [R-SIG-Finance] segfault while running quantstrat
Joshua Ulrich
2015/10/11
Re: [R-SIG-Finance] Reading the GSW spot rates from fed 2006 website
Alexey Zemnitskiy
2015/10/11
[R-SIG-Finance] Reading the GSW spot rates from fed 2006 website
Mahmoud Shammaa
2015/10/09
Re: [R-SIG-Finance] segfault while running quantstrat
Joshua Ulrich
2015/10/09
Re: [R-SIG-Finance] segfault while running quantstrat
Tsvetan Stoyanov
2015/10/09
Re: [R-SIG-Finance] segfault while running quantstrat
Joshua Ulrich
2015/10/09
[R-SIG-Finance] segfault while running quantstrat
Tsvetan Stoyanov
2015/10/06
[R-SIG-Finance] Multivariate dependence with copula
Samit Paul
2015/10/05
Re: [R-SIG-Finance] Starting value of conditional mean and variance
Samit Paul
2015/10/05
Re: [R-SIG-Finance] Starting value of conditional mean and variance
alexios galanos
2015/10/04
Re: [R-SIG-Finance] Starting value of conditional mean and variance
Patrick Burns
2015/10/04
Re: [R-SIG-Finance] Starting value of conditional mean and variance
Samit Paul
2015/10/04
Re: [R-SIG-Finance] Starting value of conditional mean and variance
Patrick Burns
2015/10/04
[R-SIG-Finance] Starting value of conditional mean and variance
Samit Paul
2015/10/03
Re: [R-SIG-Finance] Using custom TxnFee function with apply.paramset()
Brian G. Peterson
2015/10/03
[R-SIG-Finance] Using custom TxnFee function with apply.paramset()
Akane Fortuna
2015/10/02
Re: [R-SIG-Finance] Rugarch non convergent forecasts.
Evgeny Laba
2015/10/01
Re: [R-SIG-Finance] How to get data from another source when the first one fails...
Joshua Ulrich
2015/10/01
[R-SIG-Finance] Rugarch non convergent forecasts.
Evgeny Laba
2015/10/01
Re: [R-SIG-Finance] Rugarch non convergent forecasts.
Brian G. Peterson
2015/09/30
[R-SIG-Finance] How to get data from another source when the first one fails...
George Kumar
2015/09/29
Re: [R-SIG-Finance] A simple variant of Luxor strategy with Dukascopy data
Brian G. Peterson
2015/09/29
Re: [R-SIG-Finance] merging tseries with a table
aschmid1
2015/09/29
[R-SIG-Finance] A simple variant of Luxor strategy with Dukascopy data
Tsvetan Stoyanov
2015/09/29
Re: [R-SIG-Finance] merging tseries with a table
Joshua Ulrich
2015/09/29
Re: [R-SIG-Finance] merging tseries with a table
Brian G. Peterson
2015/09/29
[R-SIG-Finance] rugarch n.ahead forecasts
Eliano Marques
2015/09/29
[R-SIG-Finance] merging tseries with a table
aschmid1
2015/09/29
Re: [R-SIG-Finance] What's are some go-to packages in R/Finance fordetecting shocks in financial time series?
Oleg Mubarakshin
2015/09/29
Re: [R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Dirk Eddelbuettel
2015/09/29
Re: [R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Oleg Mubarakshin
2015/09/29
Re: [R-SIG-Finance] Failure of solve.QP in portfolio modeling
Alexandre Shannon
2015/09/28
Re: [R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Alexey Zemnitskiy
2015/09/28
Re: [R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Ilya Kipnis
2015/09/28
Re: [R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Alexey Zemnitskiy
2015/09/28
Re: [R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Whit Armstrong
2015/09/28
[R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Ilya Kipnis
2015/09/27
[R-SIG-Finance] Inquiry
Shawkat Hammoudeh via R-SIG-Finance
2015/09/27
Re: [R-SIG-Finance] Recipes for simple state-space models
Mark Knecht
2015/09/27
[R-SIG-Finance] Recipes for simple state-space models
Paul Teetor via R-SIG-Finance
2015/09/27
[R-SIG-Finance] Excel Price function in R for Bonds
Amelia Marsh via R-SIG-Finance
2015/09/27
Re: [R-SIG-Finance] Constant maturity Futures
Jorge Hernandez
2015/09/24
Re: [R-SIG-Finance] RCurl post request implement problem.
Joshua Ulrich
2015/09/24
[R-SIG-Finance] RCurl post request implement problem.
Arbor wang
2015/09/23
Re: [R-SIG-Finance] quantmod - How to have addTA() not print legend when the indicator is overlaid on another chart?
Joshua Ulrich
2015/09/22
Re: [R-SIG-Finance] Failure of solve.QP in portfolio modeling
Patrick Burns
2015/09/22
Re: [R-SIG-Finance] Failure of solve.QP in portfolio modeling
Patrick Burns
2015/09/22
Re: [R-SIG-Finance] Failure of solve.QP in portfolio modeling
Enrico Schumann
2015/09/22
Re: [R-SIG-Finance] Failure of solve.QP in portfolio modeling
Ilya Kipnis
2015/09/22
[R-SIG-Finance] Failure of solve.QP in portfolio modeling
aschmid1
2015/09/19
Re: [R-SIG-Finance] Career
Brian G. Peterson
2015/09/19
[R-SIG-Finance] Career
Ravi Kumar
2015/09/19
Re: [R-SIG-Finance] Importance Sampling
Dominic Steinitz via R-SIG-Finance
2015/09/18
[R-SIG-Finance] Importance Sampling
Daniel Melendez
2015/09/17
Re: [R-SIG-Finance] Quantstrat OSfun
Joshua Ulrich
2015/09/17
[R-SIG-Finance] Quantstrat OSfun
Harry McGraw
2015/09/16
Re: [R-SIG-Finance] Principal Component Analysis in Credit Risk
Jason Curole
Earlier messages
Later messages