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• • Re: [R-SIG-Finance] rugarch: External Regressor alexios galanos
• Re: [R-SIG-Finance] Rugarch - ugarchroll (eGarch 1, 1) - conditional sigma results "inf" on skewed student t yanlu2018
• [R-SIG-Finance] R/Finance 2023: Call for Presentations Joshua Ulrich
• Re: [R-SIG-Finance] Rugarch - ugarchroll (eGarch 1, yanlu2018
• [R-SIG-Finance] PortfolioAnalytics: Out-of-sample optimization with transaction cost constraint Jarno Bergmeier
  • Re: [R-SIG-Finance] PortfolioAnalytics: Out-of-sample optimization with transaction cost constraint Pankaj K Agarwal via R-SIG-Finance
  • Re: [R-SIG-Finance] PortfolioAnalytics: Out-of-sample optimization with transaction cost constraint Jarno Bergmeier
• [R-SIG-Finance] Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Frank
  • Re: [R-SIG-Finance] Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Joshua Ulrich
  • Re: [R-SIG-Finance] Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Daniel Cegiełka
  • Re: [R-SIG-Finance] Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Frank
  • Re: [R-SIG-Finance] Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Frank
• [R-SIG-Finance] Delayed orders Mike
  • Re: [R-SIG-Finance] Delayed orders Jasen Mackie
• [R-SIG-Finance] Wrong execution time Mike
• [R-SIG-Finance] Entry + exit on the same bar? allowMagicalThinking? Mike
• [R-SIG-Finance] Qbar in rmgarch dcc Leonardo Bargigli
• [R-SIG-Finance] Generation of synthetic financial data Andri Schnider
• [R-SIG-Finance] chart.EfficientFrontier in PortfolioAnalytics Package Pankaj K Agarwal via R-SIG-Finance
• [R-SIG-Finance] lmForc package Nelson Rayl
• [R-SIG-Finance] Fwd: Finding stock splits and dividend information H
  • Re: [R-SIG-Finance] Fwd: Finding stock splits and dividend information Sal Abbasi
• [R-SIG-Finance] Finding stock splits and dividend information H
  • Re: [R-SIG-Finance] Finding stock splits and dividend information Joshua Ulrich
  • Re: [R-SIG-Finance] Finding stock splits and dividend information H
  • Re: [R-SIG-Finance] Finding stock splits and dividend information H
  • Re: [R-SIG-Finance] Finding stock splits and dividend information H
• [R-SIG-Finance] rmgarch::cgarchfit: how to obtain Q matrix of DCC-Copula model? Ezequiel Antar
• [R-SIG-Finance] Realized GARCH estimation problem Crib
• [R-SIG-Finance] PerformanceAnalytics Pankaj K Agarwal via R-SIG-Finance
  • Re: [R-SIG-Finance] PerformanceAnalytics Brian G. Peterson via R-SIG-Finance
• [R-SIG-Finance] SSRN paper: Analyzing intraday financial data in R: The highfrequency package Vivek Rao via R-SIG-Finance
• [R-SIG-Finance] plot.xts/chart_Series, multi.panel and candlesticks Mike
  • Re: [R-SIG-Finance] plot.xts/chart_Series, multi.panel and candlesticks Joshua Ulrich
• [R-SIG-Finance] Return.portfolio contribution documentation incorrect. Ilya Kipnis
  • Re: [R-SIG-Finance] Return.portfolio contribution documentation incorrect. Eric Zivot
• [R-SIG-Finance] Cumulative Impulse Response Function for Garch models Doumbia Souleymane via R-SIG-Finance
• [R-SIG-Finance] ACD vs GARCH enjo faes
• [R-SIG-Finance] Assistance with rvine code Hamdan Bukenya Ntare
  • [R-SIG-Finance] Assistance with rvine code Hamdan Bukenya Ntare
• [R-SIG-Finance] fiGarch estmates in rugarch package Doumbia Souleymane via R-SIG-Finance
  • Re: [R-SIG-Finance] fiGarch estmates in rugarch package alexios galanos
• [R-SIG-Finance] Q: SGT for GARCH estimation enjo faes
  • Re: [R-SIG-Finance] Q: SGT for GARCH estimation Alex Garland via R-SIG-Finance
• [R-SIG-Finance] Forward Curve Fitting Oleg Mubarakshin
• [R-SIG-Finance] Indicator as histogram or rectangle boxes instead of line Mike
  • Re: [R-SIG-Finance] Indicator as histogram or rectangle boxes instead of line Brian G. Peterson
  • Re: [R-SIG-Finance] Indicator as histogram or rectangle boxes instead of line Joshua Ulrich
  • Re: [R-SIG-Finance] Indicator as histogram or rectangle boxes instead of line Mike
• [R-SIG-Finance] Retrieving corporate event information for listed companies H
  • Re: [R-SIG-Finance] Retrieving corporate event information for listed companies Andrew Piskorski
  • Re: [R-SIG-Finance] Retrieving corporate event information for listed companies Andre Mikulec
  • Re: [R-SIG-Finance] Retrieving corporate event information for listed companies Henrique Ramos
  • Re: [R-SIG-Finance] Retrieving corporate event information for listed companies H
  • Re: [R-SIG-Finance] Retrieving corporate event information for listed companies H
  • Re: [R-SIG-Finance] Retrieving corporate event information for listed companies H
  • Re: [R-SIG-Finance] Retrieving corporate event information for listed companies Mark Leeds
  • Re: [R-SIG-Finance] Retrieving corporate event information for listed companies Brian G. Peterson
  • Re: [R-SIG-Finance] Retrieving corporate event information for listed companies H
  • Re: [R-SIG-Finance] Retrieving corporate event information for listed companies Brian G. Peterson
  • Re: [R-SIG-Finance] Retrieving corporate event information for listed companies H
• [R-SIG-Finance] Data Fianu, Emmanuel Senyo
  • Re: [R-SIG-Finance] Data Enrico Schumann
  • Re: [R-SIG-Finance] Data Enrico Schumann
  • Re: [R-SIG-Finance] Data Fianu, Emmanuel Senyo
  • Re: [R-SIG-Finance] Data Enrico Schumann
  • Re: [R-SIG-Finance] Data Fianu, Emmanuel Senyo
  • Re: [R-SIG-Finance] Data Enrico Schumann
• Re: [R-SIG-Finance] Question about the Ulcer Index calculation in PerformanceAnalytics Farid Moussaoui
• [R-SIG-Finance] Issues fitting basic models with rmgarch Ezequiel Antar
• [R-SIG-Finance] rugarch fitting Duan's 1995 model Argyrios Ramandanis
• [R-SIG-Finance] PnL data - PerformanceAnalytics / Johan Palleschitz
  • Re: [R-SIG-Finance] PnL data - PerformanceAnalytics / Brian G. Peterson
  • Re: [R-SIG-Finance] PnL data - PerformanceAnalytics / Johan Palleschitz
• [R-SIG-Finance] Praising the Binancer package from a blind user’s perspective and few questions about technical indicators. faiz rasool
  • Re: [R-SIG-Finance] Praising the Binancer package from a blind user’s perspective and few questions about technical indicators. Joshua Ulrich
• [R-SIG-Finance] EDGAR filing data and corporate actions H
  • Re: [R-SIG-Finance] EDGAR filing data and corporate actions H
• [R-SIG-Finance] IBrokers - reqMktData - snapshot diego peroni
  • Re: [R-SIG-Finance] IBrokers - reqMktData - snapshot Joshua Ulrich
  • Re: [R-SIG-Finance] IBrokers - reqMktData - snapshot diego peroni
• [R-SIG-Finance] cgarchfit (rmgarch package): cannot reconcile likelihood of a Copula-GARCH model Ezequiel Antar
• [R-SIG-Finance] Partial profits and moving SL to breakeven in Quantstrat oliver
• [R-SIG-Finance] How can I calculate annualized log returns when the year is different from a calendar year Maulik Bhatt
  • Re: [R-SIG-Finance] How can I calculate annualized log returns when the year is different from a calendar year Brian G. Peterson
• [R-SIG-Finance] Quantstrat Position Accounting System: Netting vs Hedging Systems Ayhan yuksel
  • Re: [R-SIG-Finance] Quantstrat Position Accounting System: Netting vs Hedging Systems Ilya Kipnis
  • Re: [R-SIG-Finance] Quantstrat Position Accounting System: Netting vs Hedging Systems Ayhan yuksel
  • Re: [R-SIG-Finance] Quantstrat Position Accounting System: Netting vs Hedging Systems Ilya Kipnis
  • Re: [R-SIG-Finance] Quantstrat Position Accounting System: Netting vs Hedging Systems Ayhan yuksel
  • Re: [R-SIG-Finance] Quantstrat Position Accounting System: Netting vs Hedging Systems Ayhan yuksel
  • Re: [R-SIG-Finance] Quantstrat Position Accounting System: Netting vs Hedging Systems Brian G. Peterson
  • Re: [R-SIG-Finance] Quantstrat Position Accounting System: Netting vs Hedging Systems Ayhan yuksel
• [R-SIG-Finance] dccfit (RMGARCH): using uGARCHmultifit borkresearch
  • Re: [R-SIG-Finance] dccfit (RMGARCH): using uGARCHmultifit Alexios Galanos
  • Re: [R-SIG-Finance] dccfit (RMGARCH): using uGARCHmultifit borkresearch
• [R-SIG-Finance] collect data from the web Cleber N.Borges via R-SIG-Finance
  • Re: [R-SIG-Finance] collect data from the web Ezra Tucker
• [R-SIG-Finance] GET LOG RETURNS FUNCTION AIE ATUMA via R-SIG-Finance
  • [R-SIG-Finance] Please I need Help on the functions below AIE ATUMA via R-SIG-Finance
• [R-SIG-Finance] PairTrading package Alec Schmidt
  • Re: [R-SIG-Finance] PairTrading package Daniel Cegiełka
  • Re: [R-SIG-Finance] PairTrading package Jasen Mackie
  • Re: [R-SIG-Finance] PairTrading package Alec Schmidt
  • Re: [R-SIG-Finance] PairTrading package Enrico Schumann
  • Re: [R-SIG-Finance] PairTrading package Alec Schmidt
  • Re: [R-SIG-Finance] PairTrading package Alec Schmidt
  • [R-SIG-Finance] Web Scraping of SPY Stocks AIE ATUMA via R-SIG-Finance
  • Re: [R-SIG-Finance] Web Scraping of SPY Stocks Joshua Ulrich
  • Re: [R-SIG-Finance] Web Scraping of SPY Stocks Ezra Tucker
  • Re: [R-SIG-Finance] Web Scraping of SPY Stocks AIE ATUMA via R-SIG-Finance
  • Re: [R-SIG-Finance] Web Scraping of SPY Stocks AIE ATUMA via R-SIG-Finance
  • Re: [R-SIG-Finance] Web Scraping of SPY Stocks Matt Cleary
  • Re: [R-SIG-Finance] Web Scraping of SPY Stocks AIE ATUMA via R-SIG-Finance
  • Re: [R-SIG-Finance] Web Scraping of SPY Stocks Matt Cleary
• [R-SIG-Finance] Empty indicator / plot.window: need finite 'ylim' values Mike
  • Re: [R-SIG-Finance] Empty indicator / plot.window: need finite 'ylim' values Rasmus Liland
  • Re: [R-SIG-Finance] Empty indicator / plot.window: need finite 'ylim' values Daniel Cegiełka
  • Re: [R-SIG-Finance] Empty indicator / plot.window: need finite 'ylim' values Joshua Ulrich
  • Re: [R-SIG-Finance] Empty indicator / plot.window: need finite 'ylim' values Daniel Cegiełka
  • Re: [R-SIG-Finance] Empty indicator / plot.window: need finite 'ylim' values Mike
  • Re: [R-SIG-Finance] Empty indicator / plot.window: need finite 'ylim' values Daniel Cegiełka
  • Re: [R-SIG-Finance] Empty indicator / plot.window: need finite 'ylim' values Joshua Ulrich
• [R-SIG-Finance] periodReturn at the acutual day Pedro páramo
  • Re: [R-SIG-Finance] periodReturn at the acutual day Pedro páramo
  • Re: [R-SIG-Finance] periodReturn at the acutual day Pedro páramo
  • Re: [R-SIG-Finance] periodReturn at the acutual day Brian G. Peterson
  • Re: [R-SIG-Finance] periodReturn at the acutual day Daniel Cegiełka
• [R-SIG-Finance] Statistical Modelling of time series Christofer Bogaso
• Re: [R-SIG-Finance] [R] hist from a list Pedro páramo
• Re: [R-SIG-Finance] Bollinger Band Frank
  • Re: [R-SIG-Finance] Bollinger Band Pedro páramo
  • Re: [R-SIG-Finance] Bollinger Band Frank
• [R-SIG-Finance] Problem with PortfolioAnalytics Sam H
• [R-SIG-Finance] hist from a data frame that is a list Pedro páramo
  • Re: [R-SIG-Finance] hist from a data frame that is a list Brian G. Peterson
  • Re: [R-SIG-Finance] hist from a data frame that is a list Pedro páramo
• [R-SIG-Finance] Extracting data from a web Pedro páramo
  • Re: [R-SIG-Finance] Extracting data from a web Mario Pisa
  • Re: [R-SIG-Finance] Extracting data from a web Chirag Anand
• [R-SIG-Finance] Select best worst Pedro páramo
  • Re: [R-SIG-Finance] Select best worst Brian G. Peterson
  • Re: [R-SIG-Finance] Select best worst Joshua Ulrich
• [R-SIG-Finance] Save a plot Pedro páramo
  • Re: [R-SIG-Finance] Save a plot Brian G. Peterson
• [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices diego peroni
  • Re: [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Brian G. Peterson
  • Re: [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Adam Ginensky
  • Re: [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Henrique Ramos
  • Re: [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Ajay Shah
  • Re: [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Jasen Mackie
  • Re: [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Brian G. Peterson
  • Re: [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Alec Schmidt
  • Re: [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices diego peroni
  • Re: [R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Ajay Shah
• [R-SIG-Finance] Interanual Return Pedro páramo
• [R-SIG-Finance] DCCroll - realGARCH(1, 1) Estimation problem: Singularity Reinhardus, Asse
• Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 194, Issue 1 Andrew Lochemes
• [R-SIG-Finance] Applicable discount rate for coupon paying bond Christofer Bogaso
• [R-SIG-Finance] GARCH models that use range data Vivek Rao via R-SIG-Finance
• [R-SIG-Finance] Valuation of FID Christofer Bogaso
  • Re: [R-SIG-Finance] Valuation of FID Eric Berger
  • Re: [R-SIG-Finance] Valuation of FID Brian G. Peterson
  • Re: [R-SIG-Finance] Valuation of FID Eric Berger
  • Re: [R-SIG-Finance] Valuation of FID Brian G. Peterson
  • Re: [R-SIG-Finance] Valuation of FID Christofer Bogaso
  • Re: [R-SIG-Finance] Valuation of FID Eric Berger
  • Re: [R-SIG-Finance] Valuation of FID Enrico Schumann
• [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue Christopher Kromm via R-SIG-Finance
  • Re: [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue Daniel Cegiełka
  • Re: [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue Rasmus Liland
  • Re: [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue Daniel Cegiełka
  • Re: [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue Rasmus Liland
  • Re: [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue Mark McClellan
  • Re: [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue Christopher Kromm via R-SIG-Finance
• [R-SIG-Finance] Hi everyone C# - R - and igraph library Emanuele Cecere
• [R-SIG-Finance] Back testing Christofer Bogaso
  • Re: [R-SIG-Finance] Back testing leo sea
  • Re: [R-SIG-Finance] Back testing Christofer Bogaso
  • Re: [R-SIG-Finance] Back testing Expected Shortfall Brian G. Peterson
  • Re: [R-SIG-Finance] Back testing Expected Shortfall Daniel Cegiełka
  • Re: [R-SIG-Finance] Back testing Expected Shortfall Brian G. Peterson
  • Re: [R-SIG-Finance] Back testing Expected Shortfall alexios galanos
  • Re: [R-SIG-Finance] Back testing Expected Shortfall Daniel Cegiełka
  • Re: [R-SIG-Finance] Back testing Expected Shortfall Pit Götz
  • Re: [R-SIG-Finance] Back testing Expected Shortfall alexios galanos
  • Re: [R-SIG-Finance] Back testing Expected Shortfall Sebastian Bayer
• [R-SIG-Finance] query on adjRatios() function from TTR package Pitabas Mohanty
  • Re: [R-SIG-Finance] query on adjRatios() function from TTR package Joshua Ulrich
  • Re: [R-SIG-Finance] query on adjRatios() function from TTR package Enrico Schumann
  • Re: [R-SIG-Finance] query on adjRatios() function from TTR package Pitabas Mohanty
• [R-SIG-Finance] Using optimize.portfolio Roger Bos
  • Re: [R-SIG-Finance] Using optimize.portfolio Ilya Kipnis
  • Re: [R-SIG-Finance] Using optimize.portfolio Brian G. Peterson
  • Re: [R-SIG-Finance] Using optimize.portfolio Roger Bos
  • Re: [R-SIG-Finance] Using optimize.portfolio alexios galanos
  • Re: [R-SIG-Finance] Using optimize.portfolio Enrico Schumann
  • Re: [R-SIG-Finance] Using optimize.portfolio Brian G. Peterson
  • Re: [R-SIG-Finance] Using optimize.portfolio Roger Bos
  • Re: [R-SIG-Finance] Using optimize.portfolio alexios galanos

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