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• • Re: [R-SIG-Finance] Using optimize.portfolio Roger Bos
  • 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 Roger Bos
• [R-SIG-Finance] Event studies package Ajay Shah
• [R-SIG-Finance] R quantstrat - filter consecutive entries Andreas Henneck
  • Re: [R-SIG-Finance] R quantstrat - filter consecutive entries Jasen Mackie
  • Re: [R-SIG-Finance] R quantstrat - filter consecutive entries Andreas Henneck
  • Re: [R-SIG-Finance] R quantstrat - filter consecutive entries Jasen Mackie
• [R-SIG-Finance] Removing Effect of Macroeconomic Variables from Time Series Pankaj K Agarwal via R-SIG-Finance
  • Re: [R-SIG-Finance] Removing Effect of Macroeconomic Variables from Time Series Ajay Shah
• [R-SIG-Finance] effects of events that happened at the same time Alec Schmidt
  • Re: [R-SIG-Finance] effects of events that happened at the same time Brian G. Peterson
  • Re: [R-SIG-Finance] effects of events that happened at the same time Alec Schmidt
• [R-SIG-Finance] Help regarding SVARMA DEBASISH MAITRA
• [R-SIG-Finance] Please remove this email from your distribution list Sacha Tihanyi via R-SIG-Finance
  • Re: [R-SIG-Finance] Please remove this email from your distribution list John Frain
  • Re: [R-SIG-Finance] Please remove this email from your distribution list Sacha Tihanyi via R-SIG-Finance
• [R-SIG-Finance] Questions about IBrokers package Duke Vane
  • Re: [R-SIG-Finance] Questions about IBrokers package Johan Palleschitz
• [R-SIG-Finance] Fwd: VARMA DCC GARCH with external dummy variable in mean and variance model Sania Wadud
• [R-SIG-Finance] Singular matrix in DCC fit in package rmgarch | how to bypass base::solve() elegantly Peter Ruckdeschel
  • Re: [R-SIG-Finance] Singular matrix in DCC fit in package rmgarch | how to bypass base::solve() elegantly alexios galanos
• [R-SIG-Finance] Selection of appropriate copula family for multivariate Monte Carlo simulation of asset returns shawn tan via R-SIG-Finance
• [R-SIG-Finance] rugarch bug or my mistake? travisgleith .
  • Re: [R-SIG-Finance] rugarch bug or my mistake? alexios galanos
• [R-SIG-Finance] R Programming Language & COVID-19 Nelson Wong
• [R-SIG-Finance] Fisher Transformation quantstrat strategy Mattonline
• [R-SIG-Finance] R/Finance 2020 Conference Joshua Ulrich
• Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 190, Issue 1 G Mac
  • Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 190, Issue 1 Vivek Rao via R-SIG-Finance
• [R-SIG-Finance] Portfolio Composition Forecasting G Mac
  • Re: [R-SIG-Finance] Portfolio Composition Forecasting Brian G. Peterson
  • Re: [R-SIG-Finance] Portfolio Composition Forecasting Adam Ginensky
• [R-SIG-Finance] Performance Analytics PA-Bacon vignette Joe W. Byers via R-SIG-Finance
• [R-SIG-Finance] Arch - garch model plus dummies in R Juan Miranda
• [R-SIG-Finance] Rmetrics - fPortfolio - portfolioFrontier function Josh Chien
• [R-SIG-Finance] ruragrch package using dummy variables in gjr garch seaonju hong
• [R-SIG-Finance] rugarch singular issue Jia Shao
  • Re: [R-SIG-Finance] rugarch singular issue alexios galanos
• [R-SIG-Finance] Asymmetric Vector MEM using rmgarch Evan Matthews (HDR)
• [R-SIG-Finance] Call for new Maintainers for the Rmetrics (f*) packages Tobias Setz
  • Re: [R-SIG-Finance] Call for new Maintainers for the Rmetrics (f*) packages Bob Jansen
• [R-SIG-Finance] Fwd: Problems with rugarch package Camila Villegas
  • Re: [R-SIG-Finance] Fwd: Problems with rugarch package Alexios Ghalanos
• [R-SIG-Finance] Questions about Quantstrat Rodger Dodger
  • Re: [R-SIG-Finance] Questions about Quantstrat Ilya Kipnis
• [R-SIG-Finance] data differs Stephen Choularton
  • Re: [R-SIG-Finance] data differs Brian G. Peterson
• [R-SIG-Finance] Multivariate random number generation for skewed distribution of asset class returns shawn tan via R-SIG-Finance
  • Re: [R-SIG-Finance] Multivariate random number generation for skewed distribution of asset class returns Ilya Kipnis
  • Re: [R-SIG-Finance] Multivariate random number generation for skewed distribution of asset class returns Eric Berger
  • Re: [R-SIG-Finance] Multivariate random number generation for skewed distribution of asset class returns Jasen Mackie
• [R-SIG-Finance] R/Finance 2020: Call for Presentations Joshua Ulrich
  • Re: [R-SIG-Finance] R/Finance 2020: Call for Presentations Joshua Ulrich
• [R-SIG-Finance] How to lag Return.portfolio a day? Ilya Kipnis
• [R-SIG-Finance] GARCH for random time grid Alec Schmidt
  • Re: [R-SIG-Finance] GARCH for random time grid Eric Berger
  • Re: [R-SIG-Finance] GARCH for random time grid Jason Hart via R-SIG-Finance
• [R-SIG-Finance] rmgarch DCC likelihood Berk Koralp
  • Re: [R-SIG-Finance] rmgarch DCC likelihood alexios galanos
• [R-SIG-Finance] R in Finance 2020 Anton Antonov
  • Re: [R-SIG-Finance] R in Finance 2020 Brian G. Peterson
• [R-SIG-Finance] Resources for AI/ML in Risk Management Pankaj K Agarwal via R-SIG-Finance
  • Re: [R-SIG-Finance] Resources for AI/ML in Risk Management Brian G. Peterson
• [R-SIG-Finance] breatdh indicators diego peroni
• [R-SIG-Finance] Manually calculating and backtesting VaR and CVaR from DCC-GARCH Eliot Tabet
• [R-SIG-Finance] External Regressors in GARCH Equation when using Twinkle Neil Patrick Lawton
  • Re: [R-SIG-Finance] External Regressors in GARCH Equation when using Twinkle alexios galanos
• [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Vladimir Morozov
  • Re: [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Vladimir Morozov
  • Re: [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Mark Leeds
  • Re: [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Daniel Cegiełka
  • Re: [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Daniel Cegiełka
  • Re: [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Vladimir Morozov
  • Re: [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Ilya Kipnis
  • Re: [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Vladimir Morozov
  • Re: [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Daniel Cegiełka
  • Re: [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly! Vladimir Morozov
• [R-SIG-Finance] Endorsement for arxiv q-fin Anton Antonov
• [R-SIG-Finance] DCC model estimation with t-Student distribution rmgarch Tommaso Ferrari
• [R-SIG-Finance] systematic trading w/ quantstrat Ethan Smith
  • Re: [R-SIG-Finance] systematic trading w/ quantstrat Ilya Kipnis
• [R-SIG-Finance] Understanding fixed.pars of rmgarch Tommaso Ferrari
• [R-SIG-Finance] Mothly Returns of Mutual funds Atul Agarawal
  • Re: [R-SIG-Finance] Mothly Returns of Mutual funds Brian G. Peterson
• [R-SIG-Finance] [PortfolioAnalytics] optimize.portfolio.rebalancing with changing stock universe Joshua Knipe
  • Re: [R-SIG-Finance] [PortfolioAnalytics] optimize.portfolio.rebalancing with changing stock universe Brian G. Peterson
  • Re: [R-SIG-Finance] [PortfolioAnalytics] optimize.portfolio.rebalancing with changing stock universe Ilya Kipnis
  • Re: [R-SIG-Finance] [PortfolioAnalytics] optimize.portfolio.rebalancing with changing stock universe Joshua Knipe
• [R-SIG-Finance] Replicating TVECM plot Rodrigo Badilla
  • Re: [R-SIG-Finance] Replicating TVECM plot Eric Berger
• [R-SIG-Finance] Partitioning approach towards portfolio construction - ensemble models/weights based on parameter sets Sam H
  • Re: [R-SIG-Finance] Partitioning approach towards portfolio construction - ensemble models/weights based on parameter sets Ilya Kipnis
  • Re: [R-SIG-Finance] Partitioning approach towards portfolio construction - ensemble models/weights based on parameter sets Enrico Schumann
• [R-SIG-Finance] R for Finance: Resources (Books, Papers) Juan Telleria Ruiz de Aguirre
  • Re: [R-SIG-Finance] R for Finance: Resources (Books, Papers) Henrique Ramos
  • Re: [R-SIG-Finance] R for Finance: Resources (Books, Papers) ntobiaskramer
  • Re: [R-SIG-Finance] R for Finance: Resources (Books, Papers) Christian Lear
  • Re: [R-SIG-Finance] R for Finance: Resources (Books, Papers) Juan Telleria Ruiz de Aguirre
• [R-SIG-Finance] RblDataLicense: Connecting R to Bloomberg Data License Emanuele Guidotti
• [R-SIG-Finance] R/Finance 2019 pdfs or slides available? Mistry, Mandip
• [R-SIG-Finance] some additional questions on rmgarch Leonardo Bargigli
• [R-SIG-Finance] question on rmgarch Leonardo Bargigli
  • Re: [R-SIG-Finance] question on rmgarch alexios galanos
• [R-SIG-Finance] Chow test to coefficient in differents regime Rodrigo Badilla
• [R-SIG-Finance] Long Run Regression in APT (Asymmetric Price Transmission) Package Rodrigo Badilla
• [R-SIG-Finance] Fwd: model confidence sets in R Stefan Janse van Rensburg
  • Re: [R-SIG-Finance] model confidence sets in R Stefan Janse van Rensburg
• Re: [R-SIG-Finance] quantmod getOptionChain error on yahoo Joshua Ulrich
• [R-SIG-Finance] YSS2019: Summer School on Computational and Statistical Methods for Stochastic Process [final announcement] stefano iacus
• [R-SIG-Finance] blotter error updatePortf Error in if (length(CcyMult) == 1 && CcyMult == 1) ce
• [R-SIG-Finance] ugarchroll with moving window - failed to invert hessian Michal Maganlal
• [R-SIG-Finance] Error with presigma in rugarch package Роман Хромотов
• [R-SIG-Finance] Question on cgarchsim with external regressors Daniel Hertrich via R-SIG-Finance
• [R-SIG-Finance] R/Finance 2019 Registration Joshua Ulrich
  • Re: [R-SIG-Finance] R/Finance 2019 Registration Joshua Ulrich
• [R-SIG-Finance] Quant Strategies - Research Papers, ML Based Implementation for Stock Selection Ganesh Sonawane
  • Re: [R-SIG-Finance] Quant Strategies - Research Papers, ML Based Implementation for Stock Selection Mario Pisa
• [R-SIG-Finance] [ANN] Rblpapi 0.3.10 Dirk Eddelbuettel
  • Re: [R-SIG-Finance] [ANN] Rblpapi 0.3.10 Dirk Eddelbuettel
• [R-SIG-Finance] RobinHood R API Steve Hun via R-SIG-Finance
  • Re: [R-SIG-Finance] RobinHood R API Daniel Cegiełka
• [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) H
  • Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Lars Nygaard
  • Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Joshua Ulrich
  • Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Lars Nygaard
  • Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Mark McClellan
  • Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Anil Bishnoie via R-SIG-Finance
  • Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Mario Pisa
  • Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Siegfried Köstlmeier
  • Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Brian G. Peterson
  • Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Daniel Cegiełka
  • Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) H
  • Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) H
  • Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) James Hirschorn
  • Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Daniel Cegiełka
  • Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) James Hirschorn
  • Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) James Hirschorn
  • Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) Vivek Rao via R-SIG-Finance
  • Re: [R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages) James Hirschorn
• [R-SIG-Finance] getSymbols() with various frequency Steve Hun via R-SIG-Finance
  • Re: [R-SIG-Finance] getSymbols() with various frequency Mario Pisa
  • Re: [R-SIG-Finance] getSymbols() with various frequency Henrique Ramos
  • Re: [R-SIG-Finance] getSymbols() with various frequency Spice Hank via R-SIG-Finance
• [R-SIG-Finance] Fit skewed-t distribution Данир Зулькарнаев
  • Re: [R-SIG-Finance] Fit skewed-t distribution Brian G. Peterson
• [R-SIG-Finance] Time-scale of Value at risk Данир Зулькарнаев
  • Re: [R-SIG-Finance] Time-scale of Value at risk Terry Leitch
  • Re: [R-SIG-Finance] Time-scale of Value at risk Данир Зулькарнаев
• [R-SIG-Finance] Problem while installing keras package 2 Baki UNAL via R-SIG-Finance
• [R-SIG-Finance] Problem while installing keras package Baki UNAL via R-SIG-Finance
• [R-SIG-Finance] Lo catches slow Ilya Kipnis
  • Re: [R-SIG-Finance] Lo catches slow Joshua Ulrich
  • Re: [R-SIG-Finance] Lo catches slow Enrico Schumann
• [R-SIG-Finance] refining trailing stop loss in simple trend following strategy Rodger Dodger
• [R-SIG-Finance] [COURSE] YSS2019: Summer School on Computational and Statistical Methods for Stochastic Process stefano iacus
• [R-SIG-Finance] Question on rmgarch - dccspec Josh Segal
  • Re: [R-SIG-Finance] Question on rmgarch - dccspec Josh Segal
  • Re: [R-SIG-Finance] Question on rmgarch - dccspec Amit Mittal
• [R-SIG-Finance] Mixed integer programming Hannu Kahra
  • Re: [R-SIG-Finance] Mixed integer programming Hannu Kahra
  • Re: [R-SIG-Finance] Mixed integer programming Enrico Schumann
  • Re: [R-SIG-Finance] Mixed integer programming Eric Berger
  • Re: [R-SIG-Finance] Mixed integer programming Hannu Kahra
• [R-SIG-Finance] R/Finance 2019: Call for Presentations Joshua Ulrich
  • Re: [R-SIG-Finance] R/Finance 2019: Call for Presentations Joshua Ulrich
• [R-SIG-Finance] GARCH parameter estimation with rugarch: estimates seem inaccurate Curtis Miller
  • Re: [R-SIG-Finance] GARCH parameter estimation with rugarch: estimates seem inaccurate alexios ghalanos
  • [R-SIG-Finance] Alternative solvers in rugarch (was: GARCH parameter estimation with rugarch: estimates seem inaccurate) Enrico Schumann
• [R-SIG-Finance] Fama-MacBeth Procedure for multiple independent variables. Pankaj K Agarwal via R-SIG-Finance
• [R-SIG-Finance] the package nmof mmm ammm
  • Re: [R-SIG-Finance] the package nmof Pedro Garcia
  • Re: [R-SIG-Finance] the package nmof Enrico Schumann
  • Re: [R-SIG-Finance] the package nmof mmm ammm
  • Re: [R-SIG-Finance] the package nmof Enrico Schumann
  • Re: [R-SIG-Finance] the package nmof mmm ammm
• [R-SIG-Finance] corrections vs drawdowns Alec Schmidt
  • Re: [R-SIG-Finance] corrections vs drawdowns Brian G. Peterson
  • Re: [R-SIG-Finance] corrections vs drawdowns Alec Schmidt
  • Re: [R-SIG-Finance] corrections vs drawdowns Brian G. Peterson
  • Re: [R-SIG-Finance] corrections vs drawdowns Alec Schmidt
  • Re: [R-SIG-Finance] corrections vs drawdowns Alec Schmidt
  • Re: [R-SIG-Finance] corrections vs drawdowns Brian G. Peterson
  • Re: [R-SIG-Finance] corrections vs drawdowns Alec Schmidt
  • Re: [R-SIG-Finance] corrections vs drawdowns Enrico Schumann
  • Re: [R-SIG-Finance] corrections vs drawdowns Alec Schmidt
• [R-SIG-Finance] Calculating rolling alpha Bobbur Abhilash Chowdary
  • Re: [R-SIG-Finance] Calculating rolling alpha Ilya Kipnis
  • Re: [R-SIG-Finance] Calculating rolling alpha Bobbur Abhilash Chowdary
• [R-SIG-Finance] rugarch intraday plot ugarchroll Владимир Иванов
  • Re: [R-SIG-Finance] rugarch intraday plot ugarchroll Frank
• [R-SIG-Finance] rugarch roll forecast Владимир Иванов
  • Re: [R-SIG-Finance] rugarch roll forecast Alexios Ghalanos
  • Re: [R-SIG-Finance] rugarch roll forecast Владимир Иванов
• [R-SIG-Finance] riskParityPortfolio package release José Vinícius de Miranda Cardoso
• Re: [R-SIG-Finance] rugarch roll plot. why abs(mu) in plot? Владимир Иванов
  • Re: [R-SIG-Finance] rugarch roll plot. why abs(mu) in plot? Alexios Galanos
  • [R-SIG-Finance] rugarch xts causes error Владимир Иванов
  • Re: [R-SIG-Finance] rugarch xts causes error alexios galanos

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