r-sig-finance
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Re: [R-SIG-Finance] Talking to C# API (Any reference to learn the same)
Бобровский Дмитрий
[R-SIG-Finance] R Open Secrets API 1.0.0 Released
Thomas Fuller
[R-SIG-Finance] quantstrat - model transactions on specific dates
Mark Knecht
Re: [R-SIG-Finance] quantstrat - model transactions on specific dates
Mark Knecht
Re: [R-SIG-Finance] quantstrat - model transactions on specific dates
Brian G. Peterson
Re: [R-SIG-Finance] quantstrat - model transactions on specific dates
Joshua Ulrich
Re: [R-SIG-Finance] quantstrat - model transactions on specific dates
Mark Knecht
Re: [R-SIG-Finance] quantstrat - model transactions on specific dates
Brian G. Peterson
Re: [R-SIG-Finance] quantstrat - model transactions on specific dates
Mark Knecht
[R-SIG-Finance] plm package: variable lengths differ
Wei-han Liu
[R-SIG-Finance] Return.rebalancing contemporaneous calculation
Charles Duranceau
Re: [R-SIG-Finance] Return.rebalancing contemporaneous calculation
Brian G. Peterson
Re: [R-SIG-Finance] Return.rebalancing contemporaneous calculation
Charles Duranceau
Re: [R-SIG-Finance] Return.rebalancing contemporaneous calculation
Ross Bennett
[R-SIG-Finance] SPA test in ttr Test
jun wang
[R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)
Daniel Cegiełka
Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)
Brian G. Peterson
Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)
Joshua Ulrich
Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)
Mark Knecht
Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)
Daniel Cegiełka
Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)
Mark Knecht
Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)
G See
Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)
Mark Knecht
Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)
Joshua Ulrich
[R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?
ce
Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?
Ilya Kipnis
Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?
ce
Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?
Ilya Kipnis
Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?
ce
Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?
Ilya Kipnis
Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?
ce
Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?
Joshua Ulrich
Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?
Daniel Cegiełka
Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?
Daniel Cegiełka
Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?
Brian G. Peterson
[R-SIG-Finance] subsetting based on date and time of an xts?
Raghuraman Ramachandran
Re: [R-SIG-Finance] subsetting based on date and time of an xts?
Raghuraman Ramachandran
[R-SIG-Finance] EGARCH help - writing out the model
Gareth McEwan
[R-SIG-Finance] EGARCH help - writing out the model
Gareth McEwan
Re: [R-SIG-Finance] EGARCH help - writing out the model
alexios ghalanos
[R-SIG-Finance] Order book / mktdata cbind issue (offset?)
Mark Knecht
Re: [R-SIG-Finance] Order book / mktdata cbind issue (offset?)
Mark Knecht
Re: [R-SIG-Finance] Order book / mktdata cbind issue (offset?)
Mark Knecht
[R-SIG-Finance] seasonality in rugarch
aschmid1
Re: [R-SIG-Finance] seasonality in rugarch
alexios ghalanos
[R-SIG-Finance] time format convert
jun wang
Re: [R-SIG-Finance] time format convert
Chirag Anand
[R-SIG-Finance] Converting to weekly timestamps removes years from chart.TimeSeries (and its extensions)
Ilya Kipnis
Re: [R-SIG-Finance] Converting to weekly timestamps removes years from chart.TimeSeries (and its extensions)
Brian G. Peterson
Re: [R-SIG-Finance] Converting to weekly timestamps removes years from chart.TimeSeries (and its extensions)
Joshua Ulrich
Re: [R-SIG-Finance] Converting to weekly timestamps removes years from chart.TimeSeries (and its extensions)
Ilya Kipnis
[R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols?
Liu
Re: [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols?
Mark Knecht
Re: [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols?
G See
Re: [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols?
Liu
Re: [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols?
Liu
Re: [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols?
G See
Re: [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols?
Liu
Re: [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols?
G See
[R-SIG-Finance] what is the best fixed income platform?
Kevin Owens
Re: [R-SIG-Finance] what is the best fixed income platform?
Ilya Kipnis
[R-SIG-Finance] RFinanceYJ and getSymbols for Yahoo Japan
Wouter Thielen
Re: [R-SIG-Finance] RFinanceYJ and getSymbols for Yahoo Japan
Joshua Ulrich
[R-SIG-Finance] What happens to IBrokers package if overloaded ?
ce
Re: [R-SIG-Finance] What happens to IBrokers package if overloaded ?
cen six
Re: [R-SIG-Finance] What happens to IBrokers package if overloaded ?
amarjit chandhial
[R-SIG-Finance] tradeStats - Avg.Daily.PL/Med.Daily.PL question
Mark Knecht
Re: [R-SIG-Finance] tradeStats - Avg.Daily.PL/Med.Daily.PL question
Brian G. Peterson
Re: [R-SIG-Finance] tradeStats - Avg.Daily.PL/Med.Daily.PL question
Mark Knecht
Re: [R-SIG-Finance] tradeStats - Avg.Daily.PL/Med.Daily.PL question
Ilya Kipnis
Re: [R-SIG-Finance] tradeStats - Avg.Daily.PL/Med.Daily.PL question
Mark Knecht
[R-SIG-Finance] GBSVolatility not working on vectors?
Joachim Breit
Re: [R-SIG-Finance] GBSVolatility not working on vectors?
Joe W. Byers
Re: [R-SIG-Finance] GBSVolatility not working on vectors?
Joachim Breit
Re: [R-SIG-Finance] GBSVolatility not working on vectors?
Shivam
Re: [R-SIG-Finance] GBSVolatility not working on vectors?
Joachim Breit
Re: [R-SIG-Finance] GBSVolatility not working on vectors?
Joachim Breit
[R-SIG-Finance] RES: GBSVolatility not working on vectors?
Wilson Nascimento De Freitas
[R-SIG-Finance] quantstrat help - simple combine error using windows and walk.forward
Derek Wong
Re: [R-SIG-Finance] quantstrat help - simple combine error using windows and walk.forward
Derek Wong
Re: [R-SIG-Finance] quantstrat help - simple combine error using windows and walk.forward
Mark Knecht
Re: [R-SIG-Finance] quantstrat help - simple combine error using windows and walk.forward
Derek Wong
Re: [R-SIG-Finance] quantstrat help - simple combine error using windows and walk.forward
Brian G. Peterson
Re: [R-SIG-Finance] quantstrat help - simple combine error using windows and walk.forward
Joshua Ulrich
Re: [R-SIG-Finance] quantstrat help - simple combine error using windows and walk.forward
Derek Wong
Re: [R-SIG-Finance] quantstrat help - simple combine error using windows and walk.forward
Derek Wong
[R-SIG-Finance] Update of rugarch package yields different results / questions on stationarity conditions
Stefan.Jaeschke
Re: [R-SIG-Finance] Update of rugarch package yields different results / questions on stationarity conditions
alexios ghalalanos
Re: [R-SIG-Finance] Update of rugarch package yields different results / questions on stationarity conditions
alexios ghalalanos
Re: [R-SIG-Finance] Update of rugarch package yields different results / questions on stationarity conditions
Stefan.Jaeschke
Re: [R-SIG-Finance] Update of rugarch package yields different results / questions on stationarity conditions
Alexios Ghalanos
Re: [R-SIG-Finance] Update of rugarch package yields different results / questions on stationarity conditions
Stefan.Jaeschke
Re: [R-SIG-Finance] Update of rugarch package yields different results / questions on stationarity conditions
Alexios Ghalanos
Re: [R-SIG-Finance] Update of rugarch package yields different results / questions on stationarity conditions
Stefan.Jaeschke
Re: [R-SIG-Finance] Update of rugarch package yields different results / questions on stationarity conditions
Alexios Ghalanos
[R-SIG-Finance] Calculating Proportions & Appending New Column?
Jason Eyerly
Re: [R-SIG-Finance] Calculating Proportions & Appending New Column?
Ilya Kipnis
Re: [R-SIG-Finance] Calculating Proportions & Appending New Column?
arnaud gaboury
[R-SIG-Finance] What happened to IBrokers Package ?
ce
Re: [R-SIG-Finance] What happened to IBrokers Package ?
Jeff Ryan
Re: [R-SIG-Finance] What happened to IBrokers Package ?
Joshua Ulrich
[R-SIG-Finance] Rugarch: How to do Iterated n-ahead Multistep Out-of-Sample GARCH Forecasts?
Don Brady
Re: [R-SIG-Finance] Rugarch: How to do Iterated n-ahead Multistep Out-of-Sample GARCH Forecasts?
Alexios Ghalanos
[R-SIG-Finance] Duplicated indexes in blotter
Mark Knecht
Re: [R-SIG-Finance] Duplicated indexes in blotter
Joshua Ulrich
[R-SIG-Finance] Different results using "rugarch" and "fGarch" packages
Gareth McEwan
Re: [R-SIG-Finance] Different results using "rugarch" and "fGarch" packages
Wildi Marc (wlmr)
Re: [R-SIG-Finance] Different results using "rugarch" and "fGarch" packages
Wildi Marc (wlmr)
Re: [R-SIG-Finance] Different results using "rugarch" and "fGarch" packages
alexios ghalalanos
[R-SIG-Finance] ANN ARIMA or ANN ES Examples ?
ce
[R-SIG-Finance] quantmod and yahoo historical data download error - did yahoo changed the url?
Samo Pahor
Re: [R-SIG-Finance] quantmod and yahoo historical data download error - did yahoo changed the url?
Daniel Cegiełka
Re: [R-SIG-Finance] quantmod and yahoo historical data download error - did yahoo changed the url?
Samo Pahor
Re: [R-SIG-Finance] quantmod and yahoo historical data download error - did yahoo changed the url?
Daniel Cegiełka
[R-SIG-Finance] Problem with estimation results of ARMAX-GARCHX
Philipp Lammers
Re: [R-SIG-Finance] Problem with estimation results of ARMAX-GARCHX
alexios ghalalanos
Re: [R-SIG-Finance] Problem with estimation results of ARMAX-GARCHX
Philipp Lammers
Re: [R-SIG-Finance] Problem with estimation results of ARMAX-GARCHX
alexios ghalalanos
Re: [R-SIG-Finance] Problem with estimation results of ARMAX-GARCHX
Philipp Lammers
Re: [R-SIG-Finance] Problem with estimation results of ARMAX-GARCHX
Alexios Ghalanos
[R-SIG-Finance] In highfrequency package `convert` function creates folder structure, but no .RData file with TickData.com data
Nick White
Re: [R-SIG-Finance] In highfrequency package `convert` function creates folder structure, but no .RData file with TickData.com data
Joshua Ulrich
[R-SIG-Finance] Unusually large t-values from ugarchfit
Gareth McEwan
Re: [R-SIG-Finance] Unusually large t-values from ugarchfit
alexios ghalalanos
Re: [R-SIG-Finance] Unusually large t-values from ugarchfit
Alexios Ghalanos
[R-SIG-Finance] Error using quantstrat walk.forward on windows, pls help.
Derek Wong
Re: [R-SIG-Finance] Error using quantstrat walk.forward on windows, pls help.
Joshua Ulrich
Re: [R-SIG-Finance] Error using quantstrat walk.forward on windows, pls help.
Derek Wong
[R-SIG-Finance] Guy Yollin's blotter.pdf Example
stergios marinopoulos
Re: [R-SIG-Finance] Guy Yollin's blotter.pdf Example
Guy Yollin
Re: [R-SIG-Finance] Guy Yollin's blotter.pdf Example
Brian G. Peterson
Re: [R-SIG-Finance] Guy Yollin's blotter.pdf Example
stergios marinopoulos
[R-SIG-Finance] quantstrat faber.R: where is the money at the start?
Andre Mikulec
Re: [R-SIG-Finance] quantstrat faber.R: where is the money at the start?
Brian G. Peterson
[R-SIG-Finance] CARMA models with Yuima package
stefano iacus
[R-SIG-Finance] Rugarch update
Ludovic Theate
Re: [R-SIG-Finance] Rugarch update
Alexios Ghalanos
[R-SIG-Finance] quantstrat - Guy Yollin blotter 2014 presentation
amarjit chandhial
Re: [R-SIG-Finance] quantstrat - Guy Yollin blotter 2014 presentation
Guy Yollin
Re: [R-SIG-Finance] quantstrat - Guy Yollin blotter 2014 presentation
amarjit chandhial
Re: [R-SIG-Finance] quantstrat - Guy Yollin blotter 2014 presentation
Joshua Ulrich
Re: [R-SIG-Finance] quantstrat - Guy Yollin blotter 2014 presentation
amarjit chandhial
Re: [R-SIG-Finance] quantstrat - Guy Yollin blotter 2014 presentation
Joshua Ulrich
Re: [R-SIG-Finance] quantstrat - Guy Yollin blotter 2014 presentation
Brian G. Peterson
Re: [R-SIG-Finance] quantstrat - Guy Yollin blotter 2014 presentation
amarjit chandhial
[R-SIG-Finance] quantstrat - problems adding multiple indicators
Mark Knecht
Re: [R-SIG-Finance] quantstrat - problems adding multiple indicators
Brian G. Peterson
Re: [R-SIG-Finance] quantstrat - problems adding multiple indicators
Mark Knecht
[R-SIG-Finance] quantstrat - Guy Yollin: walk-forward (WFA) presentation
amarjit chandhial
[R-SIG-Finance] Fwd: quantstrat - Guy Yollin: walk-forward (WFA) presentation
amarjit chandhial
[R-SIG-Finance] retire from listing
Imane Elouadghiri
Re: [R-SIG-Finance] retire from listing
Joshua Ulrich
[R-SIG-Finance] quantstrat faber.R transactions?
Andre Mikulec
Re: [R-SIG-Finance] quantstrat faber.R transactions?
Brian G. Peterson
Re: [R-SIG-Finance] quantstrat faber.R transactions?
Martin Maechler
[R-SIG-Finance] An easy way to run the quantstrat faber.R demo within an R function?
Andre Mikulec
Re: [R-SIG-Finance] An easy way to run the quantstrat faber.R demo within an R function?
Brian G. Peterson
[R-SIG-Finance] An easy way to run the quantstrat faber.R demo within an R function?
Andre Mikulec
Re: [R-SIG-Finance] An easy way to run the quantstrat faber.R demo within an R function?
Mark Knecht
[R-SIG-Finance] Adding Stop Loss to pair_trade example
Derek Wong
[R-SIG-Finance] Error in (ur.df) function
mamuash bukana
[R-SIG-Finance] Help With Library Install...
Jason Eyerly
Re: [R-SIG-Finance] Help With Library Install...
Thomas Fuller
Re: [R-SIG-Finance] Help With Library Install...
Thomas Fuller
Re: [R-SIG-Finance] Help With Library Install...
Jason Eyerly
[R-SIG-Finance] Errors with Quanstrat-IV Demo
George Chang
Re: [R-SIG-Finance] Errors with Quanstrat-IV Demo
Guy Yollin
Re: [R-SIG-Finance] Errors with Quanstrat-IV Demo
Mark Knecht
Re: [R-SIG-Finance] Errors with Quanstrat-IV Demo
amarjit chandhial
Re: [R-SIG-Finance] Errors with Quanstrat-IV Demo
George Chang
[R-SIG-Finance] quantstrat luxor.4, timespan optimization
amarjit chandhial
Re: [R-SIG-Finance] quantstrat luxor.4, timespan optimization
Joshua Ulrich
[R-SIG-Finance] questions about adaptive indicator, intra-day trading and package 'parallel'
domodo
Re: [R-SIG-Finance] questions about adaptive indicator, intra-day trading and package 'parallel'
domodo
Re: [R-SIG-Finance] questions about adaptive indicator, intra-day trading and package 'parallel'
Ilya Kipnis
Re: [R-SIG-Finance] questions about adaptive indicator, intra-day trading and package 'parallel'
domodo
Re: [R-SIG-Finance] questions about adaptive indicator, intra-day trading and package 'parallel'
Brian G. Peterson
Re: [R-SIG-Finance] questions about adaptive indicator, intra-day trading and package 'parallel'
domodo
Re: [R-SIG-Finance] questions about adaptive indicator, intra-day trading and package 'parallel'
domodo
[R-SIG-Finance] Fwd: questions about adaptive indicator, intra-day trading and package 'parallel'
amarjit chandhial
[R-SIG-Finance] How to get chart.CumReturns to return dataframe of cumulative returns
George Kumar
Re: [R-SIG-Finance] How to get chart.CumReturns to return dataframe of cumulative returns
Brian G. Peterson
[R-SIG-Finance] AIC and deeper insight into model comparison
Gareth McEwan
Re: [R-SIG-Finance] AIC and deeper insight into model comparison
alexios ghalalanos
[R-SIG-Finance] questions about order price and timestamp in quantstrat
domodo
Re: [R-SIG-Finance] questions about order price and timestamp in quantstrat
Ilya Kipnis
Re: [R-SIG-Finance] questions about order price and timestamp in quantstrat
domodo
[R-SIG-Finance] function 'addtxn' in blotter package can't add intraday trade into account?
domodo
Re: [R-SIG-Finance] function 'addtxn' in blotter package can't add intraday trade into account?
Joshua Ulrich
Re: [R-SIG-Finance] function 'addtxn' in blotter package can't add intraday trade into account?
domodo
Re: [R-SIG-Finance] function 'addtxn' in blotter package can't add intraday trade into account?
Joshua Ulrich
Re: [R-SIG-Finance] function 'addtxn' in blotter package can't add intraday trade into account?
domodo
Re: [R-SIG-Finance] function 'addtxn' in blotter package can't add intraday trade into account?
Brian G. Peterson
Re: [R-SIG-Finance] function 'addtxn' in blotter package can't add intraday trade into account?
domodo
[R-SIG-Finance] quantstrat - luxor.8 periodic optimization & walk-forward procedure
amarjit chandhial
Re: [R-SIG-Finance] quantstrat - luxor.8 periodic optimization & walk-forward procedure
Guy Yollin
Re: [R-SIG-Finance] quantstrat - luxor.8 periodic optimization & walk-forward procedure
amarjit chandhial
[R-SIG-Finance] Fwd: quantstrat - luxor.8 periodic optimization & walk-forward procedure
amarjit chandhial
Re: [R-SIG-Finance] quantstrat - luxor.8 periodic optimization & walk-forward procedure
amarjit chandhial
[R-SIG-Finance] Rbbg:::bdh Override Field Question
Chao Zhang
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