r-sig-finance
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[R-SIG-Finance] strategy classes supported by quanstrat
John Williams
Re: [R-SIG-Finance] strategy classes supported by quanstrat
Brian G. Peterson
[R-SIG-Finance] 回复: TickData Backtesting in R, is it able now?
LiuRR
Re: [R-SIG-Finance] 回复: TickData Backtesting in R, is it able now?
Saji Ren
Re: [R-SIG-Finance] 回复: TickData Backtesting in R, is it able now?
Ilya Kipnis
[R-SIG-Finance] TickData Backtesting in R, is it able now?
LiuRR
Re: [R-SIG-Finance] TickData Backtesting in R, is it able now?
Brian G. Peterson
[R-SIG-Finance] Finding the strike price of an option from all other data
Kunal Shah
Re: [R-SIG-Finance] Finding the strike price of an option from all other data
R Vince
Re: [R-SIG-Finance] Finding the strike price of an option from all other data
Enrico Schumann
Re: [R-SIG-Finance] !SPAM: Re: Documentation and functions under tradesys, blotter, quantstrat etc?
George Matysiak
Re: [R-SIG-Finance] !SPAM: Re: Documentation and functions under tradesys, blotter, quantstrat etc?
Erol Biceroglu
[R-SIG-Finance] assetsLPM from fAssets and 0.moment
Nils Tobias Kramer
Re: [R-SIG-Finance] assetsLPM from fAssets and 0.moment
Enrico Schumann
Re: [R-SIG-Finance] assetsLPM from fAssets and 0.moment
Nils Tobias Kramer
[R-SIG-Finance] Gaussian Copula Simulation
Chien, Josh-CH
[R-SIG-Finance] 9th ETH/Rmetrics Workshop 25-27 June Zurich
Diethelm Wuertz
[R-SIG-Finance] IBrokers: How to call eWrapper - updatePortfolio() ??
spy sixoneone via R-SIG-Finance
[R-SIG-Finance] R consultants
Greiner, Steven
[R-SIG-Finance] quantstrat mktdata subsetting
John Williams
Re: [R-SIG-Finance] quantstrat mktdata subsetting
Nick White
Re: [R-SIG-Finance] quantstrat mktdata subsetting
John Williams
Re: [R-SIG-Finance] quantstrat mktdata subsetting
John Williams
[R-SIG-Finance] multi horizon forecast in rmgarch
Andy Tang
[R-SIG-Finance] RQuantLib - DiscountCurve Class
Chien, Josh-CH
[R-SIG-Finance] RFC: plot.xts
Joshua Ulrich
Re: [R-SIG-Finance] RFC: plot.xts
Paul Teetor via R-SIG-Finance
Re: [R-SIG-Finance] RFC: plot.xts
Brian G. Peterson
Re: [R-SIG-Finance] RFC: plot.xts
Gei Lin
Re: [R-SIG-Finance] RFC: plot.xts
Ross Bennett
[R-SIG-Finance] PortfolioAnalytics Group Constraint
Peter
Re: [R-SIG-Finance] PortfolioAnalytics Group Constraint
Ross Bennett
Re: [R-SIG-Finance] PortfolioAnalytics Group Constraint
Peter
Re: [R-SIG-Finance] PortfolioAnalytics Group Constraint
Ross Bennett
Re: [R-SIG-Finance] Portfolio Min Variance Optimisation with Turnover Constraints
Graham Ewen
[R-SIG-Finance] A bug in blotter?
Ivan Popivanov
Re: [R-SIG-Finance] A bug in blotter?
Joshua Ulrich
[R-SIG-Finance] quantmod, getOptionChain update time/date
david hilton shanabrook
Re: [R-SIG-Finance] quantmod, getOptionChain update time/date
James Toll
[R-SIG-Finance] Specify time segment to calculate indicator and trade ?
domodo
Re: [R-SIG-Finance] Specify time segment to calculate indicator and trade ?
Peter Chan
Re: [R-SIG-Finance] Specify time segment to calculate indicator and trade ?
Joshua Ulrich
[R-SIG-Finance] I know I should be able to figure this out...
Samuel Wilson
Re: [R-SIG-Finance] I know I should be able to figure this out...
Michael Weylandt
Re: [R-SIG-Finance] I know I should be able to figure this out...
Samuel Wilson
Re: [R-SIG-Finance] I know I should be able to figure this out...
James Toll
[R-SIG-Finance] auto.arima
aschmid1
[R-SIG-Finance] Questions regarding Cashflows in Blotter and hacking Quantstrat
Ueli Hofstetter
Re: [R-SIG-Finance] Questions regarding Cashflows in Blotter and hacking Quantstrat
Ilya Kipnis
Re: [R-SIG-Finance] Questions regarding Cashflows in Blotter and hacking Quantstrat
Ueli Hofstetter
Re: [R-SIG-Finance] Questions regarding Cashflows in Blotter and hacking Quantstrat
Ilya Kipnis
Re: [R-SIG-Finance] Questions regarding Cashflows in Blotter and hacking Quantstrat
Ueli Hofstetter
Re: [R-SIG-Finance] Questions regarding Cashflows in Blotter and hacking Quantstrat
Peter Chan
[R-SIG-Finance] help with chart.Histogram of PerformanceAnalytics ?
ce
Re: [R-SIG-Finance] help with chart.Histogram of PerformanceAnalytics ?
Nick White
[R-SIG-Finance] R/Finance 2015 registration now open
Joshua Ulrich
Re: [R-SIG-Finance] R/Finance 2015 registration now open
Joshua Ulrich
Re: [R-SIG-Finance] R/Finance 2015 registration now open
Joshua Ulrich
[R-SIG-Finance] Problem using Quantmod and MySQL
Ueli Hofstetter
Re: [R-SIG-Finance] Problem using Quantmod and MySQL
Mark Knecht
Re: [R-SIG-Finance] Problem using Quantmod and MySQL
Joshua Ulrich
Re: [R-SIG-Finance] Problem using Quantmod and MySQL
Joshua Ulrich
Re: [R-SIG-Finance] Problem using Quantmod and MySQL
Mark Knecht
Re: [R-SIG-Finance] Problem using Quantmod and MySQL
Joshua Ulrich
Re: [R-SIG-Finance] Problem using Quantmod and MySQL
Mark Knecht
Re: [R-SIG-Finance] Problem using Quantmod and MySQL
Ueli Hofstetter
[R-SIG-Finance] Problem in output of "countMonthlyRecords" in Package "timeSeries"
Pankaj K Agarwal via R-SIG-Finance
Re: [R-SIG-Finance] Problem in output of "countMonthlyRecords" in Package "timeSeries"
Michael Weylandt
[R-SIG-Finance] ugarchfit: Weighted Ljung-Box Test
Jaimie Villanueva
Re: [R-SIG-Finance] ugarchfit: Weighted Ljung-Box Test
alexios
Re: [R-SIG-Finance] ugarchfit: Weighted Ljung-Box Test
alexios
[R-SIG-Finance] validation of DrawdownPeak in PerformanceAnalytics package
Charles Duranceau
Re: [R-SIG-Finance] validation of DrawdownPeak in PerformanceAnalytics package
Peter Carl
Re: [R-SIG-Finance] validation of DrawdownPeak in PerformanceAnalytics package
Charles Duranceau
[R-SIG-Finance] Online trading systems development courses using R at University of Washington
Eric Zivot
[R-SIG-Finance] problem subsetting xts object with yearmon time index
Eric Zivot
Re: [R-SIG-Finance] problem subsetting xts object with yearmon time index
Joshua Ulrich
Re: [R-SIG-Finance] problem subsetting xts object with yearmon time index
Daniel Cegiełka
Re: [R-SIG-Finance] problem subsetting xts object with yearmon time index
Joshua Ulrich
Re: [R-SIG-Finance] problem subsetting xts object with yearmon time index
Joshua Ulrich
Re: [R-SIG-Finance] problem subsetting xts object with yearmon time index
Eric Zivot
Re: [R-SIG-Finance] problem subsetting xts object with yearmon time index
Joshua Ulrich
[R-SIG-Finance] Error when Using fPortfolio to plot the fitting
曹鼎贤
[R-SIG-Finance] Online Hayashi-Yoshida estimator
Robert A'gata
Re: [R-SIG-Finance] Online Hayashi-Yoshida estimator
Hasan Diwan
Re: [R-SIG-Finance] Online Hayashi-Yoshida estimator
Robert A'gata
Re: [R-SIG-Finance] Online Hayashi-Yoshida estimator
Brian G. Peterson
Re: [R-SIG-Finance] Online Hayashi-Yoshida estimator
Robert A'gata
[R-SIG-Finance] Weird behavior of getSymbols for symbol PLL and PL
Andreas Voellenklee
Re: [R-SIG-Finance] Weird behavior of getSymbols for symbol PLL and PL
G See
[R-SIG-Finance] [r-sig-finance] analyzing monthly portfolio holdings of 250 funds across 10 years.
Pankaj K Agarwal via R-SIG-Finance
Re: [R-SIG-Finance] [r-sig-finance] analyzing monthly portfolio holdings of 250 funds across 10 years.
Nick White
[R-SIG-Finance] Kalman Filter Method in R library to Estimate and Forecast the Diebold-Li Yield Curve
Chien, Josh-CH
Re: [R-SIG-Finance] Kalman Filter Method in R library to Estimate and Forecast the Diebold-Li Yield Curve
Shimura, Tetsuro
[R-SIG-Finance] CUSIP Data question and a sneak-peak at two packages
Thomas Fuller
[R-SIG-Finance] quantmod EMA and SMA
Olivier MARTIN
Re: [R-SIG-Finance] quantmod EMA and SMA
Joshua Ulrich
Re: [R-SIG-Finance] quantmod EMA and SMA
Joshua Ulrich
[R-SIG-Finance] Calculating ROI correctly and using chart.CumReturns()
david hilton shanabrook
[R-SIG-Finance] rmgarch - dccforecast function
Fernando Martins Diniz
Re: [R-SIG-Finance] rmgarch - dccforecast function
alexios
[R-SIG-Finance] Help specifying "ugarchsim" function
Gareth McEwan
[R-SIG-Finance] [Q] How to omit NA values in TTR package + Jeff Cooper's 5 day MOM
Alex Badoi
Re: [R-SIG-Finance] [Q] How to omit NA values in TTR package + Jeff Cooper's 5 day MOM
Ilya Kipnis
Re: [R-SIG-Finance] [Q] How to omit NA values in TTR package + Jeff Cooper's 5 day MOM
Brian G. Peterson
Re: [R-SIG-Finance] [Q] How to omit NA values in TTR package + Jeff Cooper's 5 day MOM
Joshua Ulrich
[R-SIG-Finance] help with ugarchsim error
Gareth McEwan
Re: [R-SIG-Finance] help with ugarchsim error
alexios
[R-SIG-Finance] Quantmod Yahoo ticker download error
Isak Engdahl
Re: [R-SIG-Finance] Quantmod Yahoo ticker download error
Marco Sun
Re: [R-SIG-Finance] Quantmod Yahoo ticker download error
Pierre Org
Re: [R-SIG-Finance] Quantmod Yahoo ticker download error
Isak Engdahl
Re: [R-SIG-Finance] Quantmod Yahoo ticker download error
Pierre Org
Re: [R-SIG-Finance] Quantmod Yahoo ticker download error
Marco Sun
Re: [R-SIG-Finance] Quantmod Yahoo ticker download error
Isak Engdahl
Re: [R-SIG-Finance] Quantmod Yahoo ticker download error
Joshua Ulrich
[R-SIG-Finance] How to install IKTrading and Quantstrat
Gerald Morrison
[R-SIG-Finance] Gold
Robert Sherry
Re: [R-SIG-Finance] Gold
Ilya Kipnis
Re: [R-SIG-Finance] Gold
Robert Sherry
Re: [R-SIG-Finance] Gold
Michael Weylandt
Re: [R-SIG-Finance] Gold
Matt Considine
[R-SIG-Finance] quantmod can't get fx currencies ?
ce
Re: [R-SIG-Finance] quantmod can't get fx currencies ?
Joshua Ulrich
[R-SIG-Finance] dccfit funtion in rmgarch
jun wang
Re: [R-SIG-Finance] dccfit funtion in rmgarch
alexios
[R-SIG-Finance] Backing out a portfolio snapshot?
matt
Re: [R-SIG-Finance] Backing out a portfolio snapshot?
Ilya Kipnis
Re: [R-SIG-Finance] Backing out a portfolio snapshot?
Brian G. Peterson
Re: [R-SIG-Finance] Backing out a portfolio snapshot?
matt
[R-SIG-Finance] Problems with xts and plotting charts in quantmod
Liu
Re: [R-SIG-Finance] Problems with xts and plotting charts in quantmod
Wouter Thielen
Re: [R-SIG-Finance] Problems with xts and plotting charts in quantmod
Wouter Thielen
Re: [R-SIG-Finance] Problems with xts and plotting charts in quantmod
Liu
Re: [R-SIG-Finance] Problems with xts and plotting charts in quantmod
Brian G. Peterson
Re: [R-SIG-Finance] Problems with xts and plotting charts in quantmod
Tom Clifford via R-SIG-Finance
Re: [R-SIG-Finance] Problems with xts and plotting charts in quantmod
Liu
[R-SIG-Finance] rmgarch package code
jun wang
Re: [R-SIG-Finance] rmgarch package code
alexios
[R-SIG-Finance] S4 Class Error in fitCopula
Samit Paul
Re: [R-SIG-Finance] S4 Class Error in fitCopula
Samit Paul
[R-SIG-Finance] Resource for company relationship
Anshul Pandey
Re: [R-SIG-Finance] Resource for company relationship
Brian G. Peterson
Re: [R-SIG-Finance] Resource for company relationship
Ilya Kipnis
Re: [R-SIG-Finance] Resource for company relationship
Anshul Pandey
Re: [R-SIG-Finance] Resource for company relationship
Harry Prabandham
[R-SIG-Finance] rbbg connection issue: failed to connect server
Aidan Corcoran
Re: [R-SIG-Finance] rbbg connection issue: failed to connect server
John Laing
Re: [R-SIG-Finance] rbbg connection issue: failed to connect server
Aidan Corcoran
[R-SIG-Finance] problems
Juanjo Fdez
Re: [R-SIG-Finance] problems
Daniel Cegiełka
Re: [R-SIG-Finance] problems
Juanjo Fdez
Re: [R-SIG-Finance] problems
Daniel Cegiełka
[R-SIG-Finance] racd package
Samit Paul
Re: [R-SIG-Finance] racd package
alexios
Re: [R-SIG-Finance] racd package
Samit Paul
Re: [R-SIG-Finance] racd package
Samit Paul
[R-SIG-Finance] Signal and Rule question in Quantstrat
Isak Engdahl
Re: [R-SIG-Finance] Signal and Rule question in Quantstrat
Joshua Ulrich
Re: [R-SIG-Finance] Signal and Rule question in Quantstrat
Mark Knecht
Re: [R-SIG-Finance] Signal and Rule question in Quantstrat
Joshua Ulrich
Re: [R-SIG-Finance] Signal and Rule question in Quantstrat
Mark Knecht
Re: [R-SIG-Finance] Signal and Rule question in Quantstrat
Ilya Kipnis
Re: [R-SIG-Finance] Signal and Rule question in Quantstrat
Joshua Ulrich
Re: [R-SIG-Finance] Signal and Rule question in Quantstrat
Isak Engdahl
Re: [R-SIG-Finance] Signal and Rule question in Quantstrat
Ilya Kipnis
Re: [R-SIG-Finance] Signal and Rule question in Quantstrat
Brian G. Peterson
[R-SIG-Finance] Number of data points required for Cointigration
amol gupta
Re: [R-SIG-Finance] Number of data points required for Cointigration
Paul Teetor via R-SIG-Finance
Re: [R-SIG-Finance] Number of data points required for Cointigration
amol gupta
Re: [R-SIG-Finance] Number of data points required for Cointigration
Eric Zivot
Re: [R-SIG-Finance] Number of data points required for Cointigration
Mark Leeds
Re: [R-SIG-Finance] Number of data points required for Cointigration
Eric Zivot
Re: [R-SIG-Finance] Number of data points required for Cointigration
Mark Leeds
Re: [R-SIG-Finance] Number of data points required for Cointigration
Paul Teetor via R-SIG-Finance
Re: [R-SIG-Finance] Number of data points required for Cointigration
Anil Bishnoie via R-SIG-Finance
Re: [R-SIG-Finance] Number of data points required for Cointigration
amol gupta
Re: [R-SIG-Finance] Number of data points required for Cointigration
John Frain
[R-SIG-Finance] CUSIP Numbers
Anshul Pandey
Re: [R-SIG-Finance] CUSIP Numbers
James Ho
Re: [R-SIG-Finance] CUSIP Numbers
aschmid1
Re: [R-SIG-Finance] CUSIP Numbers
Daniel Cegiełka
Re: [R-SIG-Finance] CUSIP Numbers
G See
Re: [R-SIG-Finance] CUSIP Numbers
Anshul Pandey
Re: [R-SIG-Finance] CUSIP Numbers
Amos B. Elberg
[R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.
Pierre Org
Re: [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.
Ilya Kipnis
Re: [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.
Pierre Org
Re: [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.
Pierre Org
Re: [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.
alexios
Re: [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.
Pierre Org
Re: [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.
alexios
Re: [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.
Pierre Org
[R-SIG-Finance] Passing optim.control arima arguments to ugarchfit in rugarch
Andreas Keller Leth Laursen
Re: [R-SIG-Finance] Passing optim.control arima arguments to ugarchfit in rugarch
alexios
Re: [R-SIG-Finance] Passing optim.control arima arguments to ugarchfit in rugarch
Andreas Keller Leth Laursen
[R-SIG-Finance] IBrokers Package: wrong Clientid returns ?
ce
Re: [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?
cen six
Re: [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?
ce
Re: [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?
ce
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