r-sig-finance
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Re: [R-SIG-Finance] Rbbg:::bdh Override Field Question
John Laing
[R-SIG-Finance] Ilya's Kipnis blog (quantstrat)
Daniel Cegiełka
Re: [R-SIG-Finance] Ilya's Kipnis blog (quantstrat)
Daniel Cegiełka
Re: [R-SIG-Finance] Ilya's Kipnis blog (quantstrat)
Bos, Roger
[R-SIG-Finance] 答复: R-SIG-Finance Digest, Vol 123, Issue 19
王建明
[R-SIG-Finance] Implied volatility as external regressors in rugarch?
Milos Cipovic
Re: [R-SIG-Finance] Implied volatility as external regressors in rugarch?
alexios ghalanos
[R-SIG-Finance] quantstrat chain rule type
stergios marinopoulos
Re: [R-SIG-Finance] quantstrat chain rule type
Ilya Kipnis
[R-SIG-Finance] Fwd: quantstrat chain rule type
stergios marinopoulos
Re: [R-SIG-Finance] Fwd: quantstrat chain rule type
Joshua Ulrich
Re: [R-SIG-Finance] Fwd: quantstrat chain rule type
stergios marinopoulos
Re: [R-SIG-Finance] Fwd: quantstrat chain rule type
stergios marinopoulos
Re: [R-SIG-Finance] quantstrat chain rule type
Ilya Kipnis
Re: [R-SIG-Finance] Easiest way to create a schedule of quarterly LIBOR dates in RQuantLib
Keith S Weintraub
[R-SIG-Finance] portfolio theory in terms of partial covariance
aschmid1
[R-SIG-Finance] rugarch + VineCopula for value at risk
Ole Bueker
Re: [R-SIG-Finance] rugarch + VineCopula for value at risk
alexios ghalanos
Re: [R-SIG-Finance] rugarch + VineCopula for value at risk
Ole Bueker
Re: [R-SIG-Finance] rugarch + VineCopula for value at risk
Ole Bueker
Re: [R-SIG-Finance] rugarch + VineCopula for value at risk
alexios ghalanos
Re: [R-SIG-Finance] rugarch + VineCopula for value at risk
Ole Bueker
Re: [R-SIG-Finance] rugarch + VineCopula for value at risk
Ole Bueker
[R-SIG-Finance] Quantitative Analyst Job
Paul Kauders
[R-SIG-Finance] RQuantLib on OS X Mavericks?
Keith S Weintraub
Re: [R-SIG-Finance] RQuantLib on OS X Mavericks?
Dirk Eddelbuettel
Re: [R-SIG-Finance] RQuantLib on OS X Mavericks?
Keith Weintraub
Re: [R-SIG-Finance] RQuantLib on OS X Mavericks?
Zachary Mayer
Re: [R-SIG-Finance] RQuantLib on OS X Mavericks?
Keith S Weintraub
Re: [R-SIG-Finance] RQuantLib on OS X Mavericks?
Joshua Ulrich
Re: [R-SIG-Finance] RQuantLib on OS X Mavericks?
Keith S Weintraub
Re: [R-SIG-Finance] RQuantLib on OS X Mavericks?
Joshua Ulrich
[R-SIG-Finance] Easiest way to create a schedule of quarterly LIBOR dates in RQuantLib
Keith S Weintraub
Re: [R-SIG-Finance] Easiest way to create a schedule of quarterly LIBOR dates in RQuantLib
Ilya Kipnis
Re: [R-SIG-Finance] Easiest way to create a schedule of quarterly LIBOR dates in RQuantLib
Keith S Weintraub
Re: [R-SIG-Finance] Easiest way to create a schedule of quarterly LIBOR dates in RQuantLib
Brian G. Peterson
[R-SIG-Finance] parma - How to optimize a long/short portfolio with sum( abs( weights )) = 1
u0055
[R-SIG-Finance] parma - How to optimize a long/short portfolio with sum( abs( weights )) = 1
u0055
Re: [R-SIG-Finance] parma - How to optimize a long/short portfolio with sum( abs( weights )) = 1
alexios ghalanos
[R-SIG-Finance] DEoptim and guarantees (was: parma - How to optimize a long/short portfolio with sum( abs( weights )) = 1)
Enrico Schumann
Re: [R-SIG-Finance] DEoptim and guarantees
alexios ghalanos
Re: [R-SIG-Finance] DEoptim and guarantees
Enrico Schumann
[R-SIG-Finance] rugarch parameter analysis
Geoffrey Smith
Re: [R-SIG-Finance] rugarch parameter analysis
alexios ghalanos
[R-SIG-Finance] Rugarch: Analysing the performance of my forecast
Marc Hatton
Re: [R-SIG-Finance] Rugarch: Analysing the performance of my forecast
alexios ghalalanos
[R-SIG-Finance] GJR-GARCH
Urs Gröpl
Re: [R-SIG-Finance] GJR-GARCH
alexios ghalanos
[R-SIG-Finance] parma - How to add a constraint to the SOCP solver
u0055
Re: [R-SIG-Finance] parma - How to add a constraint to the SOCP solver
alexios ghalanos
[R-SIG-Finance] "ugarchspec" question on GJR-GARCH model specification
Gareth McEwan
Re: [R-SIG-Finance] "ugarchspec" question on GJR-GARCH model specification
alexios ghalanos
[R-SIG-Finance] parma - How to add a constraint for the weights
u0055
Re: [R-SIG-Finance] parma - How to add a constraint for the weights
alexios ghalalanos
[R-SIG-Finance] Fwd: [R] dynamic runSum
amarjit chandhial
Re: [R-SIG-Finance] Fwd: [R] dynamic runSum
Ilya Kipnis
Re: [R-SIG-Finance] Fwd: [R] dynamic runSum
Brian G. Peterson
Re: [R-SIG-Finance] Fwd: [R] dynamic runSum
amarjit chandhial
[R-SIG-Finance] plot.forecast showing numbers instead of dates on x-axis of a weekly time series
John Kaprich
[R-SIG-Finance] EWMA and MA to calculate Value at Risk
kyan
Re: [R-SIG-Finance] EWMA and MA to calculate Value at Risk
Nick White
[R-SIG-Finance] chartSerieries (quantmod) : data range
Hannu Kahra
Re: [R-SIG-Finance] chartSerieries (quantmod) : data range
Robert Iquiapaza
Re: [R-SIG-Finance] chartSerieries (quantmod) : data range
Robert Iquiapaza
[R-SIG-Finance] Web Application for Option traders
Henry Spivey
[R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators
Ilya Kipnis
Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators
Mark Knecht
Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators
Ilya Kipnis
Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators
Mark Knecht
Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators
Ilya Kipnis
Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators
Joshua Ulrich
Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators
Mark Knecht
Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators
Ilya Kipnis
Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators
Ilya Kipnis
Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators
Mark Knecht
Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators
Ilya Kipnis
Re: [R-SIG-Finance] TrailingStop chain events in macd.R
stergios marinopoulos
Re: [R-SIG-Finance] parma - parmafrontier - Why do I get an error in seq.default ?
alexios ghalalanos
[R-SIG-Finance] reading high frequency data
jun wang
Re: [R-SIG-Finance] reading high frequency data
Enrico Schumann
Re: [R-SIG-Finance] reading high frequency data
Gabor Grothendieck
[R-SIG-Finance] rugarch convergence problem
Cabot_Bear
Re: [R-SIG-Finance] rugarch convergence problem
alexios ghalanos
[R-SIG-Finance] Apparent Discrepancy
JAKE WHITE
Re: [R-SIG-Finance] Apparent Discrepancy
Alexios Ghalanos
Re: [R-SIG-Finance] Optimization
Robert Harlow
Re: [R-SIG-Finance] Optimization
walmir-rodrigues
Re: [R-SIG-Finance] Optimization
Robert Harlow
Re: [R-SIG-Finance] Optimization
walmir-rodrigues
Re: [R-SIG-Finance] Optimization
walmir-rodrigues
Re: [R-SIG-Finance] Optimization
Brian G. Peterson
[R-SIG-Finance] Trouble Installing Quantmod
Peter Caya
Re: [R-SIG-Finance] Trouble Installing Quantmod
Joshua Ulrich
[R-SIG-Finance] appending new data to a file with the mmap package
Claymore Marshall
Re: [R-SIG-Finance] appending new data to a file with the mmap package
Daniel Cegiełka
[R-SIG-Finance] demo("luxor.8.walk.forward") Error in if (!all(i <= 0)) stop("only zeros may be mixed with negative subscripts") : missing value where TRUE/FALSE needed
Richard Long
Re: [R-SIG-Finance] demo("luxor.8.walk.forward") Error in if (!all(i <= 0)) stop("only zeros may be mixed with negative subscripts") : missing value where TRUE/FALSE needed
Joshua Ulrich
[R-SIG-Finance] demo("luxor.8.walk.forward") Error in if (!all(i <= 0)) stop("only zeros may be mixed with negative subscripts") : missing value where TRUE/FALSE needed
Richard Long
[R-SIG-Finance] A problem of parameter set can not be effect
Andy Lu
Re: [R-SIG-Finance] A problem of parameter set can not be effect
Ilya Kipnis
Re: [R-SIG-Finance] A problem of parameter set can not be effect
Andy Lu
Re: [R-SIG-Finance] A problem of parameter set can not be effect
Ilya Kipnis
Re: [R-SIG-Finance] Receiving market data by iBroker and implementing strategy
ce
[R-SIG-Finance] Self Organisin Map / kohonen package
Pierre Org
[R-SIG-Finance] Receiving market data by iBroker and implementing strategy
Eric (YEN-LIN) CHIU
[R-SIG-Finance] Performance Analytics Package Questions
Joe W. Byers
[R-SIG-Finance] parma - What kind of portfolio do I get ?
u0055
[R-SIG-Finance] Slight Discrepancy between ugarchfit and by hand calculation
Tevlin, Dylan
Re: [R-SIG-Finance] Slight Discrepancy between ugarchfit and by hand calculation
alexios ghalanos
[R-SIG-Finance] Behavior of sigThreshold()
stergios marinopoulos
Re: [R-SIG-Finance] Behavior of sigThreshold()
Joshua Ulrich
[R-SIG-Finance] Calibration of Heston Model in R
Shivam
Re: [R-SIG-Finance] Calibration of Heston Model in R
Enrico Schumann
[R-SIG-Finance] Getting historical stock prices from irregular tickers in Quantmod package
Berk Orbay
Re: [R-SIG-Finance] Getting historical stock prices from irregular tickers in Quantmod package
Joshua Ulrich
Re: [R-SIG-Finance] Getting historical stock prices from irregular tickers in Quantmod package
Berk Orbay
[R-SIG-Finance] rugarch - question w.r.t. (robust) SE and bias in estimates of a particular MA(1)-eGARCH(1, 1)-STD model
Johannes Moser
Re: [R-SIG-Finance] rugarch - question w.r.t. (robust) SE and bias in estimates of a particular MA(1)-eGARCH(1, 1)-STD model
alexios ghalanos
[R-SIG-Finance] Help With Principal Component Analysis
Raghuraman Ramachandran
[R-SIG-Finance] FPortfolio / MAxReturnPortfolio
Pierre Org
Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio
alexios ghalanos
Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio
Pierre Org
Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio
u0055
Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio
alexios ghalanos
Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio
u0055
Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio
alexios ghalanos
Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio
u0055
[R-SIG-Finance] Quant Job
Ryan Lanham
[R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ?
u0055
Re: [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ?
Patrick Burns
Re: [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ?
u0055
Re: [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ?
Patrick Burns
[R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ?
u0055
Re: [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ?
Michael Weylandt
Re: [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ?
alexios ghalanos
[R-SIG-Finance] fPortfolio - why getting a zero vector as weights for my portfolio
u0055
[R-SIG-Finance] How to return milliseconds?
Uday Maitra
[R-SIG-Finance] Beginner in R, need help writing a script for "Average" metric.
nvirani
[R-SIG-Finance] A question on Forward Price
Christofer Bogaso
Re: [R-SIG-Finance] A question on Forward Price
Michael Weylandt
Re: [R-SIG-Finance] A question on Forward Price
Christofer Bogaso
Re: [R-SIG-Finance] A question on Forward Price
Dominykas Grigonis
Re: [R-SIG-Finance] A question on Forward Price
Michael Weylandt
Re: [R-SIG-Finance] A question on Forward Price
Christofer Bogaso
Re: [R-SIG-Finance] A question on Forward Price
Dominykas Grigonis
Re: [R-SIG-Finance] A question on Forward Price
Christofer Bogaso
Re: [R-SIG-Finance] A question on Forward Price
Dominykas Grigonis
Re: [R-SIG-Finance] A question on Forward Price
Michael Weylandt
Re: [R-SIG-Finance] A question on Forward Price
Christofer Bogaso
Re: [R-SIG-Finance] A question on Forward Price
Dominykas Grigonis
Re: [R-SIG-Finance] A question on Forward Price
S N V Krishna
[R-SIG-Finance] Query about mcsGARCH (rugarch package)
Ferguson, William
Re: [R-SIG-Finance] Query about mcsGARCH (rugarch package)
alexios ghalanos
[R-SIG-Finance] rugarch question
jun wang
Re: [R-SIG-Finance] rugarch question
alexios ghalanos
Re: [R-SIG-Finance] rugarch question
jun wang
Re: [R-SIG-Finance] rugarch question
alexios ghalanos
[R-SIG-Finance] Fwd: Re: News impact curves for various GARCH models in the rugarch-package
aschmid1
[R-SIG-Finance] Scale parameter in fit.control option from "ugarchfit" rugarch function
Jaimie Villanueva
Re: [R-SIG-Finance] Scale parameter in fit.control option from "ugarchfit" rugarch function
alexios ghalanos
Re: [R-SIG-Finance] Scale parameter in fit.control option from "ugarchfit" rugarch function
Jaimie
[R-SIG-Finance] Applying transformations to timeSeries objects
nacho
Re: [R-SIG-Finance] Applying transformations to timeSeries objects
Robert Harlow
Re: [R-SIG-Finance] Applying transformations to timeSeries objects
nacho
[R-SIG-Finance] Kalman Filter Implementation in R
Manuj Goel
Re: [R-SIG-Finance] Kalman Filter Implementation in R
Suzen, Mehmet
Re: [R-SIG-Finance] Kalman Filter Implementation in R
Mark Knecht
Re: [R-SIG-Finance] Kalman Filter Implementation in R
Andrew Piskorski
[R-SIG-Finance] fPortfolio and maxreturnPortfolio
pierrelequeux
[R-SIG-Finance] News impact curves for various GARCH models in the rugarch-package
Johannes Moser
Re: [R-SIG-Finance] News impact curves for various GARCH models in the rugarch-package
Johannes Moser
Re: [R-SIG-Finance] News impact curves for various GARCH models in the rugarch-package
alexios ghalanos
Re: [R-SIG-Finance] News impact curves for various GARCH models in the rugarch-package
aschmid1
[R-SIG-Finance] Does the current packages support getting the sector->industry(for example Money Center Bks (^YHOh750)) data from yahoo?
Alu
Re: [R-SIG-Finance] Does the current packages support getting the sector->industry(for example Money Center Bks (^YHOh750)) data from yahoo?
Joshua Ulrich
[R-SIG-Finance] R Shiny
Diethelm Wuertz
[R-SIG-Finance] R/Rmetrics Paris 26-28 June 2014
Diethelm Wuertz
Re: [R-SIG-Finance] simple question
Wilson Freitas
[R-SIG-Finance] MACD demo fix
Evelyn Mitchell
[R-SIG-Finance] Unable to run the risk stops in the quantstrat "macd" demo?
Clay .
Re: [R-SIG-Finance] Unable to run the risk stops in the quantstrat "macd" demo?
Clay .
[R-SIG-Finance] Simulating returns using copula and SPD distribution
Guillaume PEALAT
Re: [R-SIG-Finance] Simulating returns using copula and SPD distribution
alexios ghalanos
Re: [R-SIG-Finance] Simulating returns using copula and SPD distribution
Guillaume PEALAT
Re: [R-SIG-Finance] Simulating returns using copula and SPD distribution
alexios ghalanos
[R-SIG-Finance] Time Varying Higher Moments - racd?
Mark Knecht
Re: [R-SIG-Finance] Time Varying Higher Moments - racd?
Joshua Ulrich
Re: [R-SIG-Finance] Time Varying Higher Moments - racd?
alexios ghalanos
Re: [R-SIG-Finance] Time Varying Higher Moments - racd?
Mark Knecht
Re: [R-SIG-Finance] Time Varying Higher Moments - racd?
alexios ghalanos
Re: [R-SIG-Finance] Time Varying Higher Moments - racd?
Mark Knecht
Re: [R-SIG-Finance] Time Varying Higher Moments - racd?
Alexios Ghalanos
Re: [R-SIG-Finance] Time Varying Higher Moments - racd?
Mark Knecht
Re: [R-SIG-Finance] Time Varying Higher Moments - racd?
alexios ghalanos
Re: [R-SIG-Finance] Time Varying Higher Moments - racd?
Mark Knecht
[R-SIG-Finance] R Bitcoin Charts API packge 1.0.1 released
Thomas Fuller
[R-SIG-Finance] [rugarch package] SIgn Bias Test
Zirael
Re: [R-SIG-Finance] [rugarch package] SIgn Bias Test
alexios ghalanos
Re: [R-SIG-Finance] [rugarch package] SIgn Bias Test
Zirael
[R-SIG-Finance] Rbbg (formerly RBloomberg) -- Pulling portfolio data
Sarran, Paul
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