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• 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
• 2015/09/16 [R-SIG-Finance] RQuantLib Library on Mac OS Yosemite Chien, Josh-CH
• 2015/09/16 Re: [R-SIG-Finance] Principal Component Analysis in Credit Risk Patrick Caldon
• 2015/09/16 Re: [R-SIG-Finance] Principal Component Analysis in Credit Risk Chien, Josh-CH
• 2015/09/16 Re: [R-SIG-Finance] Principal Component Analysis in Credit Risk Daniel Melendez
• 2015/09/16 [R-SIG-Finance] Principal Component Analysis in Credit Risk Amelia Marsh via R-SIG-Finance
• 2015/09/10 Re: [R-SIG-Finance] Different results on Garch(1, 1) with regressors: Eviews vs rugarch alexios galanos
• 2015/09/10 Re: [R-SIG-Finance] Different results on Garch(1, 1) with regressors: Eviews vs rugarch Eliano Marques
• 2015/09/10 Re: [R-SIG-Finance] Different results on Garch(1, 1) with regressors: Eviews vs rugarch Eliano Marques
• 2015/09/10 Re: [R-SIG-Finance] Different results on Garch(1, 1) with regressors: Eviews vs rugarch Eliano Marques
• 2015/09/10 Re: [R-SIG-Finance] Different results on Garch(1, 1) with regressors: Eviews vs rugarch alexios galanos
• 2015/09/10 [R-SIG-Finance] Different results on Garch(1, 1) with regressors: Eviews vs rugarch Eliano Marques
• 2015/09/10 [R-SIG-Finance] [ANN] dataonderivatives: Easily Source Publicly Available Data on Derivatives Imanuel Costigan
• 2015/09/09 [R-SIG-Finance] Dowd package on CRAN Peter Carl
• 2015/09/08 Re: [R-SIG-Finance] Constant maturity Futures G See
• 2015/09/08 Re: [R-SIG-Finance] Constant maturity Futures Ilya Kipnis
• 2015/09/02 Re: [R-SIG-Finance] Cholesky Decomposition in Impulse Response Functions Johannes Lips
• 2015/09/02 Re: [R-SIG-Finance] Cholesky Decomposition in Impulse Response Functions Johannes Lips
• 2015/09/02 Re: [R-SIG-Finance] Bug in ruleOrderProc (as.Date(tif.xts) Joshua Ulrich
• 2015/09/02 Re: [R-SIG-Finance] Cholesky Decomposition in Impulse Response Functions Brian G. Peterson
• 2015/09/02 [R-SIG-Finance] Cholesky Decomposition in Impulse Response Functions Johannes Lips
• 2015/09/01 [R-SIG-Finance] Bug in ruleOrderProc (as.Date(tif.xts) अमोद
• 2015/08/26 Re: [R-SIG-Finance] Help activating stop loss order. अमोद
• 2015/08/26 [R-SIG-Finance] Help activating stop loss order. अमोद
• 2015/08/26 Re: [R-SIG-Finance] calculating beta-based variable dollar amounts to each leg of a spread backtest Brian G. Peterson
• 2015/08/26 [R-SIG-Finance] calculating beta-based variable dollar amounts to each leg of a spread backtest Tucker Sferro
• 2015/08/25 Re: [R-SIG-Finance] EIKON REUTERS juancentro
• 2015/08/20 Re: [R-SIG-Finance] Adding external regressors on conditional variance model alexios
• 2015/08/20 Re: [R-SIG-Finance] Adding external regressors on conditional variance model Assis Duraes
• 2015/08/20 Re: [R-SIG-Finance] Adding external regressors on conditional variance model alexios
• 2015/08/20 [R-SIG-Finance] Adding external regressors on conditional variance model Assis Duraes
• 2015/08/18 Re: [R-SIG-Finance] [ANN] Rblpapi: Connecting R to Bloomberg john gavin
• 2015/08/18 Re: [R-SIG-Finance] [ANN] Rblpapi: Connecting R to Bloomberg Carlos Ungil
• 2015/08/17 Re: [R-SIG-Finance] [ANN] Rblpapi: Connecting R to Bloomberg Dirk Eddelbuettel
• 2015/08/17 Re: [R-SIG-Finance] [ANN] Rblpapi: Connecting R to Bloomberg Aaron Goldenberg
• 2015/08/17 Re: [R-SIG-Finance] VaR calculation warning with rugarch Mingersming
• 2015/08/17 Re: [R-SIG-Finance] correction Dominykas Grigonis
• 2015/08/17 [R-SIG-Finance] correction Mark Leeds
• 2015/08/16 Re: [R-SIG-Finance] Consolidating Backtests Ilya Kipnis
• 2015/08/16 Re: [R-SIG-Finance] Consolidating Backtests Brian G. Peterson
• 2015/08/16 [R-SIG-Finance] Consolidating Backtests Akane Fortuna
• 2015/08/16 Re: [R-SIG-Finance] VaR calculation warning with rugarch alexios
• 2015/08/16 [R-SIG-Finance] VaR calculation warning with rugarch Mingersming
• 2015/08/16 [R-SIG-Finance] [ANN] Rblpapi: Connecting R to Bloomberg Dirk Eddelbuettel
• 2015/08/16 [R-SIG-Finance] reikon : A package to retrieve data from Thomson Reuters Eikon platform Juan Manuel Truppia
• 2015/08/15 Re: [R-SIG-Finance] CONSTRAINED REGRESSIONS Mark Leeds
• 2015/08/15 [R-SIG-Finance] CONSTRAINED REGRESSIONS Eric Weigel
• 2015/08/13 Re: [R-SIG-Finance] Constant maturity Futures G See
• 2015/08/13 Re: [R-SIG-Finance] Constant maturity Futures Ilya Kipnis
• 2015/08/13 [R-SIG-Finance] Constant maturity Futures Samuel Wilson

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