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• [R-SIG-Finance] R/Finance 2017 Update Joshua Ulrich
  • Re: [R-SIG-Finance] R/Finance 2017 Update Joshua Ulrich
  • Re: [R-SIG-Finance] R/Finance 2017 Update Joshua Ulrich
• [R-SIG-Finance] Luxor Demo Question John Klingensmith
  • Re: [R-SIG-Finance] Luxor Demo Question Brian G. Peterson
  • Re: [R-SIG-Finance] Luxor Demo Question John Klingensmith
• [R-SIG-Finance] A time-series DBMS for R users Leonardo Silvestri
• [R-SIG-Finance] quantmod getSymbols() failing on Yahoo Keith Sabol
  • Re: [R-SIG-Finance] quantmod getSymbols() failing on Yahoo Joshua Ulrich
  • Re: [R-SIG-Finance] quantmod getSymbols() failing on Yahoo Keith Sabol
  • Re: [R-SIG-Finance] quantmod getSymbols() failing on Yahoo Joshua Ulrich
• [R-SIG-Finance] quanstrat exit rules Jon Golenbock
  • Re: [R-SIG-Finance] quanstrat exit rules Brian G. Peterson
• Re: [R-SIG-Finance] A quick custom data question Brian G. Peterson
• [R-SIG-Finance] Performanceanalytics -- table.calendarreturns question Jason Hart
  • Re: [R-SIG-Finance] Performanceanalytics -- table.calendarreturns question Enrico Schumann
• [R-SIG-Finance] Moving Limit orders John Klingensmith
  • Re: [R-SIG-Finance] Moving Limit orders Victor Montanez
• [R-SIG-Finance] Rblpapi package data limits? Jon Golenbock
  • Re: [R-SIG-Finance] Rblpapi package data limits? Brian G. Peterson
  • Re: [R-SIG-Finance] Rblpapi package data limits? Jon Golenbock
  • Re: [R-SIG-Finance] Rblpapi package data limits? Whit Armstrong
  • Re: [R-SIG-Finance] Rblpapi package data limits? chidley . ryan
  • Re: [R-SIG-Finance] Rblpapi package data limits? Jon Golenbock
• [R-SIG-Finance] Outsorcing R estimations Cajias Marcelo
  • Re: [R-SIG-Finance] Outsorcing R estimations Thomas Fuller
• [R-SIG-Finance] Simulating paths in rmgarch Josh Segal
  • Re: [R-SIG-Finance] Simulating paths in rmgarch alexios galanos
  • Re: [R-SIG-Finance] Simulating paths in rmgarch Josh Segal
  • Re: [R-SIG-Finance] Simulating paths in rmgarch alexios galanos
  • Re: [R-SIG-Finance] Simulating paths in rmgarch Josh Segal
  • Re: [R-SIG-Finance] Simulating paths in rmgarch Alexios Ghalanos
  • Re: [R-SIG-Finance] Simulating paths in rmgarch Josh Segal
  • Re: [R-SIG-Finance] Simulating paths in rmgarch alexios galanos
  • Re: [R-SIG-Finance] Simulating paths in rmgarch Josh Segal
• Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 154, Issue 10 Joe W. Byers via R-SIG-Finance
  • Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 154, Issue 10 Kevin Dhingra
  • Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 154, Issue 10 Joe W. Byers via R-SIG-Finance
• Re: [R-SIG-Finance] random portfolios frednovo
• [R-SIG-Finance] random portfolios Kevin Dhingra
  • Re: [R-SIG-Finance] random portfolios Brian G. Peterson
  • Re: [R-SIG-Finance] random portfolios Kevin Dhingra
  • Re: [R-SIG-Finance] random portfolios Ross Bennett
  • Re: [R-SIG-Finance] random portfolios Kevin Dhingra
  • Re: [R-SIG-Finance] random portfolios Brian G. Peterson
  • Re: [R-SIG-Finance] random portfolios Kevin Dhingra
  • Re: [R-SIG-Finance] random portfolios Brian G. Peterson
  • Re: [R-SIG-Finance] random portfolios Ross Bennett
  • Re: [R-SIG-Finance] random portfolios Kevin Dhingra
  • Re: [R-SIG-Finance] random portfolios Joshua Ulrich
  • Re: [R-SIG-Finance] random portfolios Scott Payseur
  • Re: [R-SIG-Finance] random portfolios Patrick Burns
• [R-SIG-Finance] apply.paramset stopping on condition Diego Peroni
  • Re: [R-SIG-Finance] apply.paramset stopping on condition Frank
  • Re: [R-SIG-Finance] apply.paramset stopping on condition Diego Peroni
  • Re: [R-SIG-Finance] apply.paramset stopping on condition Brian G. Peterson
  • Re: [R-SIG-Finance] apply.paramset stopping on condition Diego Peroni
• [R-SIG-Finance] Parallelizing applyStrategy to multiple symbols Atakan Okan
  • Re: [R-SIG-Finance] Parallelizing applyStrategy to multiple symbols Brian G. Peterson
  • Re: [R-SIG-Finance] Parallelizing applyStrategy to multiple symbols Frank
  • Re: [R-SIG-Finance] Parallelizing applyStrategy to multiple symbols Atakan Okan
  • Re: [R-SIG-Finance] Parallelizing applyStrategy to multiple symbols Frank
  • Re: [R-SIG-Finance] Parallelizing applyStrategy to multiple symbols Frank
• [R-SIG-Finance] Syntax - symbol problem Christian Lear
  • Re: [R-SIG-Finance] Syntax - symbol problem Enrico Schumann
  • Re: [R-SIG-Finance] Syntax - symbol problem Christian Lear
  • Re: [R-SIG-Finance] Syntax - symbol problem Adrian Trapletti
  • [R-SIG-Finance] Buying at Current Close Price Diego Peroni
• [R-SIG-Finance] SMA of RSI John Klingensmith
  • Re: [R-SIG-Finance] SMA of RSI Joshua Ulrich
  • Re: [R-SIG-Finance] SMA of RSI John Klingensmith
• [R-SIG-Finance] Custom Indicator and apply.paramset problem Atakan Okan
  • Re: [R-SIG-Finance] Custom Indicator and apply.paramset problem Brian G. Peterson
  • [R-SIG-Finance] Custom Indicator and apply.paramset problem Atakan Okan
  • [R-SIG-Finance] Custom Indicator and apply.paramset problem Atakan Okan
• [R-SIG-Finance] racd package - Time-varying higher moment Le Hai Trung KNH
  • Re: [R-SIG-Finance] racd package - Time-varying higher moment alexios galanos
• [R-SIG-Finance] Optimization of Custom Indicator Based Threshold Multiplier John Kumar via R-SIG-Finance
• [R-SIG-Finance] Fw: clipping region in ggplot Oleg Mubarakshin
• [R-SIG-Finance] Jegadeesh & Titman Strategy Implementation (ROUX, Nicolas) Robert Wages
• [R-SIG-Finance] Using rgenoud to fit LPPL model K. Upadhyay
• [R-SIG-Finance] Jegadeesh & Titman Strategy Implementation ROUX, Nicolas
  • Re: [R-SIG-Finance] Jegadeesh & Titman Strategy Implementation Enrico Schumann
• [R-SIG-Finance] Creating variable based on lags Am Gut
  • Re: [R-SIG-Finance] Creating variable based on lags Joshua Ulrich
• [R-SIG-Finance] Custom Indicator Problem Atakan Okan
  • Re: [R-SIG-Finance] Custom Indicator Problem Atakan Okan
  • Re: [R-SIG-Finance] Custom Indicator Problem Brian G. Peterson
  • Re: [R-SIG-Finance] Custom Indicator Problem John Kumar via R-SIG-Finance
  • [R-SIG-Finance] Fw: Custom Indicator Problem Atakan Okan
• [R-SIG-Finance] Quantmod graphing issue Jon Golenbock
  • Re: [R-SIG-Finance] Quantmod graphing issue Joshua Ulrich
• Re: [R-SIG-Finance] Estimating a one-factor model using the DLM package ce
  • Re: [R-SIG-Finance] Estimating a one-factor model using the DLM package Hannu Kahra
  • Re: [R-SIG-Finance] Estimating a one-factor model using the DLM package Paul Teetor via R-SIG-Finance
  • Re: [R-SIG-Finance] Estimating a one-factor model using the DLM package Paul Teetor via R-SIG-Finance
• [R-SIG-Finance] Estimating a one-factor model using the DLM package Hannu Kahra
• [R-SIG-Finance] apply Diego Peroni
  • Re: [R-SIG-Finance] apply Joshua Ulrich
  • Re: [R-SIG-Finance] apply Diego Peroni
  • Re: [R-SIG-Finance] apply Diego Peroni
• [R-SIG-Finance] Quantstrat: Creating a custom function to track closed orders Edward Wilson
  • Re: [R-SIG-Finance] Quantstrat: Creating a custom function to track closed orders Brian G. Peterson
  • Re: [R-SIG-Finance] Quantstrat: Creating a custom function to track closed orders Edward Wilson
• [R-SIG-Finance] NEW: fmdates packages Imanuel Costigan
• [R-SIG-Finance] Portfolio management in R for private use Johannes Lips
  • Re: [R-SIG-Finance] Portfolio management in R for private use Brian G. Peterson
  • Re: [R-SIG-Finance] Portfolio management in R for private use Johannes Lips
• [R-SIG-Finance] Change Expected Return in fPortfolio Am Gut
  • [R-SIG-Finance] add_TA --> Heatmap Diego Peroni
• [R-SIG-Finance] Reply message francis pampush
• [R-SIG-Finance] R/Finance 2017: Call for Papers Joshua Ulrich
  • Re: [R-SIG-Finance] R/Finance 2017: Call for Papers Joshua Ulrich
• [R-SIG-Finance] Proposal for PerformanceAnalytics::Omega, method = "interp" Anton Antonov
• [R-SIG-Finance] RBLPAPI Subscribe( ) chidley . ryan
  • Re: [R-SIG-Finance] RBLPAPI Subscribe( ) Dirk Eddelbuettel
• [R-SIG-Finance] Problem with forecast se in the forecast package Ajay Shah
  • Re: [R-SIG-Finance] Problem with forecast se in the forecast package Adam Ginensky
  • Re: [R-SIG-Finance] Problem with forecast se in the forecast package Ajay Shah
  • Re: [R-SIG-Finance] Problem with forecast se in the forecast package francis pampush
• [R-SIG-Finance] Assignment to global data frame chidley . ryan
• [R-SIG-Finance] probability of 50% profit on short options trade David L. Van Brunt, Ph.D.
  • Re: [R-SIG-Finance] probability of 50% profit on short options trade Frank
  • Re: [R-SIG-Finance] probability of 50% profit on short options trade David L. Van Brunt, Ph.D.
  • Re: [R-SIG-Finance] probability of 50% profit on short options trade Frank
  • Re: [R-SIG-Finance] probability of 50% profit on short options trade David L. Van Brunt, Ph.D.
  • Re: [R-SIG-Finance] probability of 50% profit on short options trade Michael Ashton
• [R-SIG-Finance] rugarch and gosolnp Geoffrey Smith
• [R-SIG-Finance] Quantstrat - applystrategy on subset of mktdata Mayank Singhal via R-SIG-Finance
  • Re: [R-SIG-Finance] Quantstrat - applystrategy on subset of mktdata Brian G. Peterson
  • [R-SIG-Finance] Clarification on trailing stop. Michael Chen
  • Re: [R-SIG-Finance] Clarification on trailing stop. Brian G. Peterson
  • Re: [R-SIG-Finance] Clarification on trailing stop. Michael Chen
  • Re: [R-SIG-Finance] Clarification on trailing stop. Brian G. Peterson
• [R-SIG-Finance] Quantstrat to backtest portfolio strategy. User Defined Weights Vineet Gupta
  • Re: [R-SIG-Finance] Quantstrat to backtest portfolio strategy. User Defined Weights Brian G. Peterson
  • Re: [R-SIG-Finance] Quantstrat to backtest portfolio strategy. User Defined Weights Vineet Gupta
• Re: [R-SIG-Finance] Basket stop loss implementation quantstrat Brian G. Peterson
  • Re: [R-SIG-Finance] Basket stop loss implementation quantstrat Brian G. Peterson
• [R-SIG-Finance] Need help with replication of a strategy using 'Quantstrat' & 'IKTrading' packages Adarsh KP
  • Re: [R-SIG-Finance] Need help with replication of a strategy using 'Quantstrat' & 'IKTrading' packages Brian G. Peterson
  • Re: [R-SIG-Finance] Need help with replication of a strategy using 'Quantstrat' & 'IKTrading' packages Adarsh KP
• [R-SIG-Finance] Cochrane-Piazzesi model in R Will Oswald
• [R-SIG-Finance] Fw: Rblapi Oleg Mubarakshin
  • Re: [R-SIG-Finance] Fw: Rblapi Whit Armstrong
  • Re: [R-SIG-Finance] Fw: Rblapi Oleg Mubarakshin
• [R-SIG-Finance] Quantstrat Exit Signal by Time from Enter Diego Peroni
• [R-SIG-Finance] Properly making a xts object from csv file Colton Smith
  • Re: [R-SIG-Finance] Properly making a xts object from csv file Joshua Ulrich
• [R-SIG-Finance] Portfolio Attributino example with one common benchmark Bos, Roger
  • [R-SIG-Finance] Portfolio Attributino example with one common benchmark fceci via R-SIG-Finance
• [R-SIG-Finance] Error Check on Yahoo Data Daniel Mack
• [R-SIG-Finance] Function ugarchroll in Package rugarch Wei-han Liu via R-SIG-Finance
• Re: [R-SIG-Finance] blotter updatePortf Cameron McLean
  • Re: [R-SIG-Finance] blotter updatePortf Brian G. Peterson
  • Re: [R-SIG-Finance] blotter updatePortf Michael Chen
  • Re: [R-SIG-Finance] blotter updatePortf Brian G. Peterson
  • Re: [R-SIG-Finance] blotter updatePortf Brian G. Peterson
• [R-SIG-Finance] Uneven time series Luis Damiano
  • Re: [R-SIG-Finance] blotter updatePortf Ilya Kipnis
  • Re: [R-SIG-Finance] blotter updatePortf Joshua Ulrich
• [R-SIG-Finance] Continuous Wavelet tranform in Biwavelet Package FMH via R-SIG-Finance
  • Re: [R-SIG-Finance] Continuous Wavelet tranform in Biwavelet Package Michael Weylandt
  • Re: [R-SIG-Finance] Continuous Wavelet tranform in Biwavelet Package Michael Weylandt
• [R-SIG-Finance] Coherent Datafeed R Package for Thomson Reuters Elektron version 1.0.9 Released Today Thomas Fuller
• [R-SIG-Finance] fPortfolio minimum variance optimisation under constraints pierre . lequeux
  • Re: [R-SIG-Finance] fPortfolio minimum variance optimisation under constraints Michael Weylandt
• [R-SIG-Finance] How to add new data to be predicted with fGarch? Be Water
  • Re: [R-SIG-Finance] How to add new data to be predicted with fGarch? Michael Weylandt
  • Re: [R-SIG-Finance] How to add new data to be predicted with fGarch? Be Water
  • Re: [R-SIG-Finance] How to add new data to be predicted with fGarch? Michael Weylandt
• [R-SIG-Finance] PortfolioAttribution fceci via R-SIG-Finance
  • Re: [R-SIG-Finance] PortfolioAttribution Daniel Cegiełka
  • Re: [R-SIG-Finance] PortfolioAttribution Joshua Ulrich
  • Re: [R-SIG-Finance] PortfolioAttribution fceci via R-SIG-Finance
• [R-SIG-Finance] using quantstrat with custom data Jon Golenbock
  • Re: [R-SIG-Finance] using quantstrat with custom data Ilya Kipnis
  • Re: [R-SIG-Finance] using quantstrat with custom data Kevin Dhingra
  • Re: [R-SIG-Finance] using quantstrat with custom data Jon Golenbock
  • Re: [R-SIG-Finance] using quantstrat with custom data Jon Golenbock
• Re: [R-SIG-Finance] Closest weekly endpoint to the fifteenth of the month ce
• [R-SIG-Finance] Closest weekly endpoint to the fifteenth of the month Ilya Kipnis
• [R-SIG-Finance] rugarch: memory not mapped error Sebastian Bayer
  • Re: [R-SIG-Finance] rugarch: memory not mapped error Sebastian Bayer
• [R-SIG-Finance] Loop For - ARMA+GARCH Model estimation and selection Andrea Bosio via R-SIG-Finance
  • Re: [R-SIG-Finance] Loop For - ARMA+GARCH Model estimation and selection Andrea Bosio via R-SIG-Finance
• [R-SIG-Finance] Loop For - ARMA model estimation and selection Andrea Bosio via R-SIG-Finance
• [R-SIG-Finance] number of observations - rugarch Carolina Magda Roma
  • Re: [R-SIG-Finance] number of observations - rugarch Patrick Burns
• [R-SIG-Finance] CVaR and Penalty Augmented objective function Marco Mastrangeli
  • Re: [R-SIG-Finance] CVaR and Penalty Augmented objective function Michael Weylandt
  • Re: [R-SIG-Finance] CVaR and Penalty Augmented objective function Marco Mastrangeli
  • Re: [R-SIG-Finance] CVaR and Penalty Augmented objective function Brian G. Peterson
  • Re: [R-SIG-Finance] CVaR and Penalty Augmented objective function Marco Mastrangeli
  • Re: [R-SIG-Finance] CVaR and Penalty Augmented objective function Michael Weylandt
  • Re: [R-SIG-Finance] CVaR and Penalty Augmented objective function Brian G. Peterson
  • Re: [R-SIG-Finance] CVaR and Penalty Augmented objective function Marco Mastrangeli
• Re: [R-SIG-Finance] Search Function Brian G. Peterson
• [R-SIG-Finance] Error:subscript out of bounds: no column name containing "Close Ramesh
  • Re: [R-SIG-Finance] Error:subscript out of bounds: no column name containing "Close Brian G. Peterson

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