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• • [R-SIG-Finance] Apparent bug in rmgarch Josh Segal
• [R-SIG-Finance] R finance conference question Daniel Melendez
  • Re: [R-SIG-Finance] R finance conference question Joshua Ulrich
  • Re: [R-SIG-Finance] R finance conference question Daniel Melendez
• [R-SIG-Finance] PortfolioAnalytics with turnover constraint Bos, Roger
  • Re: [R-SIG-Finance] PortfolioAnalytics with turnover constraint Ross Bennett
  • Re: [R-SIG-Finance] PortfolioAnalytics with turnover constraint Bos, Roger
• [R-SIG-Finance] Is IBroker suitable/robust for FX-Trading? Samuel.meichtry via R-SIG-Finance
  • Re: [R-SIG-Finance] Is IBroker suitable/robust for FX-Trading? ce
• [R-SIG-Finance] R/Finance 2018: Call for Papers Joshua Ulrich
  • Re: [R-SIG-Finance] R/Finance 2018: Call for Papers Joshua Ulrich
• [R-SIG-Finance] Skew t Copula (Luis Diego Fernández) Luisdiego fernandez gomez
• [R-SIG-Finance] rugarch - VaRloss, VaRTest and ESTest Rafael Bressan
  • Re: [R-SIG-Finance] rugarch - VaRloss, VaRTest and ESTest alexios galanos
• [R-SIG-Finance] rugarch convergence fails Geoffrey Smith
• [R-SIG-Finance] External regressor bounds in rmgarch Josh Segal
• Re: [R-SIG-Finance] rugarch teste Rafael Bressan
  • Re: [R-SIG-Finance] rugarch teste Rafael Bressan
• [R-SIG-Finance] rugarch robust covariance matrix definition Curtis Miller
  • Re: [R-SIG-Finance] rugarch robust covariance matrix definition alexios galanos
  • Re: [R-SIG-Finance] rugarch robust covariance matrix definition Vivek Rao via R-SIG-Finance
• [R-SIG-Finance] An Issue with quantmod Robert Sherry
  • Re: [R-SIG-Finance] An Issue with quantmod Joshua Ulrich
  • Re: [R-SIG-Finance] An Issue with quantmod Robert Sherry
  • Re: [R-SIG-Finance] An Issue with quantmod Joshua Ulrich
  • Re: [R-SIG-Finance] An Issue with quantmod Robert Sherry
• [R-SIG-Finance] Interaction with Alpha Vantage? Duncan Murdoch
  • Re: [R-SIG-Finance] Interaction with Alpha Vantage? Dirk Eddelbuettel
  • Re: [R-SIG-Finance] Interaction with Alpha Vantage? Joshua Ulrich
  • Re: [R-SIG-Finance] Interaction with Alpha Vantage? Daniel Cegiełka
  • Re: [R-SIG-Finance] Interaction with Alpha Vantage? Duncan Murdoch
  • Re: [R-SIG-Finance] Interaction with Alpha Vantage? Sal Abbasi
  • Re: [R-SIG-Finance] Interaction with Alpha Vantage? Dirk Eddelbuettel
  • Re: [R-SIG-Finance] Interaction with Alpha Vantage? Duncan Murdoch
  • Re: [R-SIG-Finance] Interaction with Alpha Vantage? Daniel Cegiełka
  • Re: [R-SIG-Finance] Interaction with Alpha Vantage? Daniel Cegiełka
  • Re: [R-SIG-Finance] Interaction with Alpha Vantage? Duncan Murdoch
  • Re: [R-SIG-Finance] Interaction with Alpha Vantage? Erol Biceroglu
  • Re: [R-SIG-Finance] Interaction with Alpha Vantage? Paul Teetor via R-SIG-Finance
  • Re: [R-SIG-Finance] Interaction with Alpha Vantage? Paul Teetor via R-SIG-Finance
• [R-SIG-Finance] Problems when estimating GARCH parameters with fGarch Curtis Miller
  • Re: [R-SIG-Finance] Problems when estimating GARCH parameters with fGarch Robert Harlow
  • Re: [R-SIG-Finance] Problems when estimating GARCH parameters with fGarch Curtis Miller
  • Re: [R-SIG-Finance] Problems when estimating GARCH parameters with fGarch Vivek Rao via R-SIG-Finance
• [R-SIG-Finance] Followup on Books on Finance & R Nelson Wong
• Re: [R-SIG-Finance] Thanks for posting this. If you've read these books, it would be helpful if you posted a 1- or 2-line 'review' or summary of each. Nelson Wong
  • Re: [R-SIG-Finance] Thanks for posting this. If you've read these books, it would be helpful if you posted a 1- or 2-line 'review' or summary of each. Erol Biceroglu
• [R-SIG-Finance] Books on R & Finance Nelson Wong
  • Re: [R-SIG-Finance] Books on R & Finance Henrique Ramos
  • [R-SIG-Finance] Books on R & Finance Nelson Wong
  • Re: [R-SIG-Finance] Books on R & Finance Ilya Kipnis
• [R-SIG-Finance] R packages/resources for Financial Risk Management Pankaj K Agarwal via R-SIG-Finance
  • Re: [R-SIG-Finance] R packages/resources for Financial Risk Management Enrico Schumann
  • Re: [R-SIG-Finance] R packages/resources for Financial Risk Management Pankaj K Agarwal via R-SIG-Finance
  • Re: [R-SIG-Finance] R packages/resources for Financial Risk Management Brian G. Peterson
  • Re: [R-SIG-Finance] R packages/resources for Financial Risk Management Brian G. Peterson
  • Re: [R-SIG-Finance] R packages/resources for Financial Risk Management Terry Leitch
  • Re: [R-SIG-Finance] R packages/resources for Financial Risk Management Pankaj K Agarwal via R-SIG-Finance
  • Re: [R-SIG-Finance] R packages/resources for Financial Risk Management Pankaj K Agarwal via R-SIG-Finance
• Re: [R-SIG-Finance] ruragrch package using external regressors khemakhem emna
• [R-SIG-Finance] Accessing "row names" in an object created by quantmod Dennis Fisher
  • Re: [R-SIG-Finance] Accessing "row names" in an object created by quantmod Ilya Kipnis
  • Re: [R-SIG-Finance] Accessing "row names" in an object created by quantmod Brian G. Peterson
• [R-SIG-Finance] To obtain the t student of each rolling window with EGARCH model Sandrine Boulerne
  • Re: [R-SIG-Finance] To obtain the t student of each rolling window with EGARCH model alexios galanos
  • Re: [R-SIG-Finance] To obtain the t student of each rolling window with EGARCH model Sandrine Boulerne
  • Re: [R-SIG-Finance] To obtain the t student of each rolling window with EGARCH model Sandrine Boulerne
  • Re: [R-SIG-Finance] To obtain the t student of each rolling window with EGARCH model alexios galanos
  • Re: [R-SIG-Finance] To obtain the t student of each rolling window with EGARCH model Sandrine Boulerne
  • Re: [R-SIG-Finance] To obtain the t student of each rolling window with EGARCH model Sandrine Boulerne
• [R-SIG-Finance] NEW: rDotNet package Jonathan Shore
• [R-SIG-Finance] Some problems while reading Diethelm Würtz's Portfolio Optimization with R book Baki UNAL via R-SIG-Finance
  • Re: [R-SIG-Finance] Some problems while reading Diethelm Würtz's Portfolio Optimization with R book Brian G. Peterson
  • Re: [R-SIG-Finance] Some problems while reading Diethelm Würtz's Portfolio Optimization with R book Oliver . J . Herrmann
  • Re: [R-SIG-Finance] Some problems while reading Diethelm Würtz's Portfolio Optimization with R book Ross Bennett
• [R-SIG-Finance] Rblpapi dividends Oleg Mubarakshin
  • Re: [R-SIG-Finance] Rblpapi dividends Whit Armstrong
• [R-SIG-Finance] Different results of vcovCL (sandwich) and of cluster() in Stata Igor Sosa Mayor
• [R-SIG-Finance] Possible error with sharperatioLines() from fPortfolio Daniel Karp
• [R-SIG-Finance] Project Hitler Carvalho
• [R-SIG-Finance] Error in lm prediction amol gupta
  • Re: [R-SIG-Finance] Error in lm prediction Ed Herranz
  • Re: [R-SIG-Finance] Error in lm prediction Joshua Ulrich
  • Re: [R-SIG-Finance] Error in lm prediction Kevin Dhingra
  • Re: [R-SIG-Finance] Error in lm prediction amol gupta
• [R-SIG-Finance] Change getSymbols to get most recent data Vivek Rao via R-SIG-Finance
  • Re: [R-SIG-Finance] Change getSymbols to get most recent data Vivek Rao via R-SIG-Finance
• [R-SIG-Finance] R finance resources to start learning jack Le
  • Re: [R-SIG-Finance] R finance resources to start learning Adam Ginensky
  • Re: [R-SIG-Finance] R finance resources to start learning Francesco Bianchi
  • Re: [R-SIG-Finance] R finance resources to start learning Nils Tobias Kramer
  • Re: [R-SIG-Finance] R finance resources to start learning jackle
  • Re: [R-SIG-Finance] R finance resources to start learning jackle
  • Re: [R-SIG-Finance] R finance resources to start learning Ed Herranz
  • Re: [R-SIG-Finance] R finance resources to start learning Mario
  • Re: [R-SIG-Finance] R finance resources to start learning jack Le
  • Re: [R-SIG-Finance] R finance resources to start learning jackle
• [R-SIG-Finance] eigen value decomposition in RcppArmadillo Kevin Dhingra
  • Re: [R-SIG-Finance] eigen value decomposition in RcppArmadillo Kevin Dhingra
• [R-SIG-Finance] RQuantLib DiscountCurve failed when settleDate and Holiday Charles Duranceau
• [R-SIG-Finance] Estimating variance ratio test result David Chang
  • Re: [R-SIG-Finance] Estimating variance ratio test result Mark Leeds
• [R-SIG-Finance] Estimate conditional SD with rugarch package for different series than what used for model estimation Paul Maural
• [R-SIG-Finance] Fteching options data using package IBrokers and interactivebrokers amol gupta
  • Re: [R-SIG-Finance] Fteching options data using package IBrokers and interactivebrokers Enrico Schumann
  • Re: [R-SIG-Finance] Fteching options data using package IBrokers and interactivebrokers amol gupta
• [R-SIG-Finance] termstrc package Glenn Schultz
• [R-SIG-Finance] quadprogXT package Robert Harlow
• [R-SIG-Finance] Quantmod: Problem with Lo(LOW) Keith Sabol
  • Re: [R-SIG-Finance] Quantmod: Problem with Lo(LOW) Joshua Ulrich
• [R-SIG-Finance] does quantmod::adjustOHLC adust for dividends? Vivek Rao via R-SIG-Finance
  • Re: [R-SIG-Finance] does quantmod::adjustOHLC adust for dividends? Ilya Kipnis
  • Re: [R-SIG-Finance] does quantmod::adjustOHLC adust for dividends? Joshua Ulrich
  • Re: [R-SIG-Finance] does quantmod::adjustOHLC adust for dividends? Joshua Ulrich
  • Re: [R-SIG-Finance] does quantmod::adjustOHLC adust for dividends? Vivek Rao via R-SIG-Finance
  • Re: [R-SIG-Finance] does quantmod::adjustOHLC adust for dividends? Joshua Ulrich
• [R-SIG-Finance] Entropy Pooling Meucci Adrian Trapletti
• [R-SIG-Finance] Return.portfolio issue ROUX, Nicolas
  • Re: [R-SIG-Finance] Return.portfolio issue Brian G. Peterson
  • Re: [R-SIG-Finance] Return.portfolio issue Ilya Kipnis
  • Re: [R-SIG-Finance] Return.portfolio issue ROUX, Nicolas
  • Re: [R-SIG-Finance] Return.portfolio issue Ilya Kipnis
• [R-SIG-Finance] getting a subset corresponding to a list element Michael Ashton
  • Re: [R-SIG-Finance] getting a subset corresponding to a list element Robert Harlow
  • Re: [R-SIG-Finance] getting a subset corresponding to a list element Daniel Cegiełka
  • Re: [R-SIG-Finance] getting a subset corresponding to a list element Enrico Schumann
• [R-SIG-Finance] RQuantLib: AmericanOptionImpliedVolatility bug Charles Duranceau
  • Re: [R-SIG-Finance] RQuantLib: AmericanOptionImpliedVolatility bug Robert Harlow
  • Re: [R-SIG-Finance] RQuantLib: AmericanOptionImpliedVolatility bug Charles Duranceau
  • Re: [R-SIG-Finance] RQuantLib: AmericanOptionImpliedVolatility bug Robert Harlow
  • Re: [R-SIG-Finance] RQuantLib: AmericanOptionImpliedVolatility bug Charles Duranceau
• [R-SIG-Finance] RQuantLib FixedRateBondYield close to maturity Charles Duranceau
  • Re: [R-SIG-Finance] RQuantLib FixedRateBondYield close to maturity Terry Leitch
  • Re: [R-SIG-Finance] RQuantLib FixedRateBondYield close to maturity Charles Duranceau
  • Re: [R-SIG-Finance] RQuantLib FixedRateBondYield close to maturity Terry Leitch
  • Re: [R-SIG-Finance] RQuantLib FixedRateBondYield close to maturity Charles Duranceau
• [R-SIG-Finance] Adding "Stoploss disabled" to the parameter distribution for apply.paramset Atakan Okan
  • Re: [R-SIG-Finance] Adding "Stoploss disabled" to the parameter distribution for apply.paramset Brian G. Peterson
  • [R-SIG-Finance] Adding "Stoploss disabled" to the parameter distribution for apply.paramset Atakan Okan
  • [R-SIG-Finance] Adding "Stoploss disabled" to the parameter distribution for apply.paramset Atakan Okan
• [R-SIG-Finance] Error in addTxn - Quantstrat John Kumar via R-SIG-Finance
  • Re: [R-SIG-Finance] Error in addTxn - Quantstrat Joshua Ulrich
  • Re: [R-SIG-Finance] Error in addTxn - Quantstrat Daniel Cegiełka
  • Re: [R-SIG-Finance] Error in addTxn - Quantstrat Joshua Ulrich
  • Re: [R-SIG-Finance] Error in addTxn - Quantstrat John Kumar via R-SIG-Finance
  • Re: [R-SIG-Finance] Error in addTxn - Quantstrat Joshua Ulrich
  • Re: [R-SIG-Finance] Quantstrat - Multi-symbol (cross-section) analysis implimentation question.. Frank
  • Re: [R-SIG-Finance] Quantstrat - Multi-symbol (cross-section) analysis implimentation question.. Frank
  • [R-SIG-Finance] Fwd: Error in addTxn - Quantstrat Daniel Cegiełka
  • Re: [R-SIG-Finance] Fwd: Error in addTxn - Quantstrat Joshua Ulrich
• Re: [R-SIG-Finance] Fwd: Re: [Fwd: Performance Analytics internal multivariateMoments calculations] Joe W. Byers via R-SIG-Finance
  • [R-SIG-Finance] [Fwd: Re: Fwd: Re: [Fwd: Performance Analytics internal multivariateMoments calculations]] Brian G. Peterson
• [R-SIG-Finance] Performance Analytics internal multivariateMoments calculations Joe W. Byers via R-SIG-Finance
• [R-SIG-Finance] References for Performance Analytics CVAR calculations Joe W. Byers via R-SIG-Finance
• [R-SIG-Finance] blotter failed to build status John Kumar via R-SIG-Finance
  • Re: [R-SIG-Finance] blotter failed to build status Joshua Ulrich
• [R-SIG-Finance] R/Finance 2017: Live streamed Joshua Ulrich
• [R-SIG-Finance] Question / Bug Report with quantmod Robert Sherry
  • Re: [R-SIG-Finance] Question / Bug Report with quantmod Joshua Ulrich
  • Re: [R-SIG-Finance] Question / Bug Report with quantmod Joshua Ulrich
• [R-SIG-Finance] RQuantlib on OSX Luca Passalacqua
• [R-SIG-Finance] Yahoo Finance API change Joshua Ulrich
  • Re: [R-SIG-Finance] Yahoo Finance API change Alec Schmidt
  • Re: [R-SIG-Finance] Yahoo Finance API change Joshua Ulrich
  • Re: [R-SIG-Finance] Yahoo Finance API change Joshua Ulrich
  • Re: [R-SIG-Finance] Yahoo Finance API change Daniel Cegiełka
  • Re: [R-SIG-Finance] Yahoo Finance API change Alec Schmidt
  • Re: [R-SIG-Finance] Yahoo Finance API change Joshua Ulrich
  • Re: [R-SIG-Finance] Yahoo Finance API change Alec Schmidt
• [R-SIG-Finance] blotter package funciton addTxns Bos, Roger
  • Re: [R-SIG-Finance] blotter package funciton addTxns Brian G. Peterson
• [R-SIG-Finance] Yahoo Did not update Daniel Mack
  • Re: [R-SIG-Finance] Yahoo Did not update Roger Bos
  • [R-SIG-Finance] Yahoo Did not update R P Herrold
  • Re: [R-SIG-Finance] Yahoo Did not update Alec Schmidt
  • Re: [R-SIG-Finance] Yahoo Did not update R P Herrold
  • Re: [R-SIG-Finance] Yahoo Did not update Ilya Kipnis
  • Re: [R-SIG-Finance] Yahoo Did not update R P Herrold
  • Re: [R-SIG-Finance] Yahoo Did not update Roger Bos
  • Re: [R-SIG-Finance] Yahoo Did not update Alec Schmidt
  • Re: [R-SIG-Finance] Yahoo Did not update Erol Biceroglu
  • Re: [R-SIG-Finance] Yahoo Did not update Joshua Ulrich
  • Re: [R-SIG-Finance] Yahoo Did not update Erol Biceroglu
• [R-SIG-Finance] turning returns back into an index blank
  • Re: [R-SIG-Finance] turning returns back into an index Pierre Lapointe
• [R-SIG-Finance] Trying to Extract Option Quotes with R Robert Sherry
  • Re: [R-SIG-Finance] Trying to Extract Option Quotes with R Frank
  • Re: [R-SIG-Finance] Trying to Extract Option Quotes with R Joshua Ulrich
  • Re: [R-SIG-Finance] Trying to Extract Option Quotes with R Robert Sherry
  • Re: [R-SIG-Finance] Trying to Extract Option Quotes with R Joshua Ulrich
• [R-SIG-Finance] Quantstrat - extracting current symbol Oskar Gottlieb
  • Re: [R-SIG-Finance] Quantstrat - extracting current symbol Brian G. Peterson
  • Re: [R-SIG-Finance] Quantstrat - extracting current symbol Oskar Gottlieb
  • Re: [R-SIG-Finance] Quantstrat - extracting current symbol Brian G. Peterson
  • Re: [R-SIG-Finance] Quantstrat - extracting current symbol Oskar Gottlieb
  • Re: [R-SIG-Finance] Quantstrat - extracting current symbol James Hirschorn
• [R-SIG-Finance] "Creditr" package: spread to upfront conversions Monica Phang
• Re: [R-SIG-Finance] Account object not updating. Ending Equity remains the same. Bos, Roger
• [R-SIG-Finance] Blotter, how to add account transactions Bos, Roger
• [R-SIG-Finance] Blotter returns question, portfolio vs account Bos, Roger

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