r-sig-finance
Thread
Date
Earlier messages
Later messages
Messages by Thread
Re: [R-SIG-Finance] Rblpapi connection issue
Nick White
Re: [R-SIG-Finance] Rblpapi connection issue
Will Oswald
Re: [R-SIG-Finance] Rblpapi connection issue
John Laing
Re: [R-SIG-Finance] Rblpapi connection issue
Will Oswald
Re: [R-SIG-Finance] Rblpapi connection issue
John Laing
Re: [R-SIG-Finance] Rblpapi connection issue
Dirk Eddelbuettel
Re: [R-SIG-Finance] Rblpapi connection issue
Will Oswald
[R-SIG-Finance] error in loading rugarch package
Donglei Du
Re: [R-SIG-Finance] error in loading rugarch package
ce
Re: [R-SIG-Finance] error in loading rugarch package
Donglei Du
[R-SIG-Finance] Multivariate student t distribution in rmgarch
Le Hoang Van
[R-SIG-Finance] getting suffix for symbols
Stephen Choularton
Re: [R-SIG-Finance] getting suffix for symbols
Joshua Ulrich
[R-SIG-Finance] Copula GARCH forecasting
sheila aziz via R-SIG-Finance
[R-SIG-Finance] how to enter coefficient matrices of a VAR into dse::ARMA?
Degang WU
Re: [R-SIG-Finance] how to enter coefficient matrices of a VAR into dse::ARMA?
Paul Gilbert
[R-SIG-Finance] Markov Switching GARCH
Samit Paul
[R-SIG-Finance] Rbbg includeConditionCodes not returning codes
Scott Nichols
Re: [R-SIG-Finance] Rbbg includeConditionCodes not returning codes
Scott Nichols
Re: [R-SIG-Finance] Exit Timing in Quantstrat
Brian G. Peterson
[R-SIG-Finance] Formula used for EGARCH in "rugarch" package
Samit Paul
Re: [R-SIG-Finance] Formula used for EGARCH in "rugarch" package
Michael Weylandt
Re: [R-SIG-Finance] Formula used for EGARCH in "rugarch" package
Samit Paul
Re: [R-SIG-Finance] Forecasting with nnetar
Evelyn Nyamadi via R-SIG-Finance
Re: [R-SIG-Finance] Forecasting with nnetar
Michael Weylandt
[R-SIG-Finance] How to suppress getSymbols error message
George Kumar
Re: [R-SIG-Finance] How to suppress getSymbols error message
Michael Weylandt
Re: [R-SIG-Finance] How to suppress getSymbols error message
George Kumar
[R-SIG-Finance] rugarch package: VaR exceedances plot
T.Riedle
[R-SIG-Finance] Not able to install fOptions R package on ec2 spark cluster
Gayatri Nesarikar
Re: [R-SIG-Finance] Not able to install fOptions R package on ec2 spark cluster
Dirk Eddelbuettel
[R-SIG-Finance] R-Fiddle
Oleksandr Anufriyev
Re: [R-SIG-Finance] R-Fiddle
Joshua Ulrich
Re: [R-SIG-Finance] R-Fiddle
Oleksandr Anufriyev
[R-SIG-Finance] xts timeBasedSeq
Rods
Re: [R-SIG-Finance] xts timeBasedSeq
Joshua Ulrich
Re: [R-SIG-Finance] xts timeBasedSeq
Tom Clifford via R-SIG-Finance
Re: [R-SIG-Finance] xts timeBasedSeq
Rods
[R-SIG-Finance] Backtesting VaR model
Nayden Valev
[R-SIG-Finance] LIBOR Yield Curve.
Keith S Weintraub
Re: [R-SIG-Finance] LIBOR Yield Curve.
Whit Armstrong
Re: [R-SIG-Finance] LIBOR Yield Curve.
Keith S Weintraub
Re: [R-SIG-Finance] LIBOR Yield Curve.
Matt Considine
[R-SIG-Finance] CUSIP Data in R
Thomas Fuller
[R-SIG-Finance] Quantstrat code works for long position but not short position
Damon Verial
Re: [R-SIG-Finance] Quantstrat code works for long position but not short position
Joshua Ulrich
[R-SIG-Finance] solnp Problem Inverting Hessian
Michael Ashton
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Michael Weylandt
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Michael Ashton
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Krishna Kumar
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Michael Ashton
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Michael Weylandt
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Michael Weylandt
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Paul Gilbert
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Michael Ashton
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Paul Gilbert
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Michael Ashton
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Paul Gilbert
Re: [R-SIG-Finance] solnp Problem Inverting Hessian
Krishna Kumar
[R-SIG-Finance] Coherent Datafeed: Thomson Reuters Elektron Edition
Thomas Fuller
[R-SIG-Finance] Trailing stop in Andreas Clenow trend-following system
Ingo Boland
[R-SIG-Finance] R-Forge TradeAnalytics packages for R 3.2.2
Erol Biceroglu
Re: [R-SIG-Finance] R-Forge TradeAnalytics packages for R 3.2.2
Joshua Ulrich
[R-SIG-Finance] fPortfolio (version 3011.81) - solveRglpk.CVAR - lower bound constraints (z_i >= 0) allows negative values
Pedro Oliveira
[R-SIG-Finance] [Help Neeeded] QuantLib 1.7 windows build
Dirk Eddelbuettel
Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 138, Issue 8
Adrian Trapletti
[R-SIG-Finance] Computing stop probability
Ernest Stokely
Re: [R-SIG-Finance] Computing stop probability
Nick White
Re: [R-SIG-Finance] Computing stop probability
Michael Weylandt
Re: [R-SIG-Finance] Computing stop probability
Michael Weylandt
Re: [R-SIG-Finance] Computing stop probability
rex
[R-SIG-Finance] Older financials?
Mark Knecht
Re: [R-SIG-Finance] Older financials?
Erol Biceroglu
Re: [R-SIG-Finance] Older financials?
Mark Knecht
[R-SIG-Finance] Older financials?
Rex Macey
[R-SIG-Finance] Advice on Forecasting
Dan Mack
Re: [R-SIG-Finance] Advice on Forecasting
Ilya Kipnis
Re: [R-SIG-Finance] Advice on Forecasting
Nick White
Re: [R-SIG-Finance] Advice on Forecasting
Dan Mack
[R-SIG-Finance] Pckg mftsr and Book Modeling Financial Time Series with R by Prof. Eric Zivot
#OU KUN#
Re: [R-SIG-Finance] Pckg mftsr and Book Modeling Financial Time Series with R by Prof. Eric Zivot
Adam Ginensky
[R-SIG-Finance] Estimating credit rating transition matrices
Milos Cipovic
[R-SIG-Finance] Subsetting Second to Last Day of the Month
Am Gut
Re: [R-SIG-Finance] Subsetting Second to Last Day of the Month
Ilya Kipnis
Re: [R-SIG-Finance] Subsetting Second to Last Day of the Month
Am Gut
Re: [R-SIG-Finance] Subsetting Second to Last Day of the Month
Ilya Kipnis
Re: [R-SIG-Finance] Subsetting Second to Last Day of the Month
Ilya Kipnis
Re: [R-SIG-Finance] Subsetting Second to Last Day of the Month
Am Gut
Re: [R-SIG-Finance] Subsetting Second to Last Day of the Month
Ilya Kipnis
[R-SIG-Finance] parallel processing
Gambulator Gambulator
Re: [R-SIG-Finance] parallel processing
Joshua Ulrich
Re: [R-SIG-Finance] parallel processing
Bos, Roger
Re: [R-SIG-Finance] parallel processing
Gambulator Gambulator
Re: [R-SIG-Finance] parallel processing
Gambulator Gambulator
Re: [R-SIG-Finance] parallel processing
Erol Biceroglu
Re: [R-SIG-Finance] parallel processing
Gambulator Gambulator
Re: [R-SIG-Finance] parallel processing
Gambulator Gambulator
[R-SIG-Finance] VAR identified by sign restrictions
Felipe Bergamin Boralli
Re: [R-SIG-Finance] VAR identified by sign restrictions
Eric Zivot
[R-SIG-Finance] Calculating trailing returns
Am Gut
Re: [R-SIG-Finance] Calculating trailing returns
Michael Weylandt
Re: [R-SIG-Finance] Calculating trailing returns
Am Gut
Re: [R-SIG-Finance] Calculating trailing returns
Michael Weylandt
Re: [R-SIG-Finance] Calculating trailing returns
Am Gut
[R-SIG-Finance] How to find out if a signal was active within the last X days
Gambulator Gambulator
Re: [R-SIG-Finance] How to find out if a signal was active within the last X days
Ilya Kipnis
Re: [R-SIG-Finance] How to find out if a signal was active within the last X days
Gambulator Gambulator
[R-SIG-Finance] GARCH convergence error in for-loop
Hannah Linder
[R-SIG-Finance] Creating an index based on a time variable
Am Gut
Re: [R-SIG-Finance] Creating an index based on a time variable
Brian G. Peterson
Re: [R-SIG-Finance] Creating an index based on a time variable
Am Gut
[R-SIG-Finance] sample code for a custom rule to replace ruleSignal
Gambulator Gambulator
Re: [R-SIG-Finance] sample code for a custom rule to replace ruleSignal
Gambulator Gambulator
[R-SIG-Finance] DATABASE
Gutemberg schiessl
[R-SIG-Finance] Extension of Johansen Procedure ca.jo
Johannes Lips
Re: [R-SIG-Finance] Extension of Johansen Procedure ca.jo
Johannes Lips
[R-SIG-Finance] R/Finance 2016 Call for Papers
Joshua Ulrich
Re: [R-SIG-Finance] R/Finance 2016 Call for Papers
Joshua Ulrich
Re: [R-SIG-Finance] R/Finance 2016 Call for Papers
Joshua Ulrich
Re: [R-SIG-Finance] R/Finance 2016 Call for Papers
Joshua Ulrich
[R-SIG-Finance] Error check on "pspd" function from SPD package
Gareth McEwan
Re: [R-SIG-Finance] Error check on "pspd" function from SPD package
alexios galanos
[R-SIG-Finance] Congrats!RE: Reading the GSW spot rates from fed 2006 website
Nicholas Manganaro
[R-SIG-Finance] Reading the GSW spot rates from fed 2006 website
Mahmoud Shammaa
Re: [R-SIG-Finance] Reading the GSW spot rates from fed 2006 website
Alexey Zemnitskiy
Re: [R-SIG-Finance] Reading the GSW spot rates from fed 2006 website
G See
[R-SIG-Finance] segfault while running quantstrat
Tsvetan Stoyanov
Re: [R-SIG-Finance] segfault while running quantstrat
Joshua Ulrich
Re: [R-SIG-Finance] segfault while running quantstrat
Tsvetan Stoyanov
Re: [R-SIG-Finance] segfault while running quantstrat
Joshua Ulrich
Re: [R-SIG-Finance] segfault while running quantstrat
Joshua Ulrich
Re: [R-SIG-Finance] segfault while running quantstrat
Tsvetan Stoyanov
[R-SIG-Finance] Multivariate dependence with copula
Samit Paul
[R-SIG-Finance] Starting value of conditional mean and variance
Samit Paul
Re: [R-SIG-Finance] Starting value of conditional mean and variance
Patrick Burns
Re: [R-SIG-Finance] Starting value of conditional mean and variance
Samit Paul
Re: [R-SIG-Finance] Starting value of conditional mean and variance
Patrick Burns
Re: [R-SIG-Finance] Starting value of conditional mean and variance
alexios galanos
Re: [R-SIG-Finance] Starting value of conditional mean and variance
Samit Paul
[R-SIG-Finance] Using custom TxnFee function with apply.paramset()
Akane Fortuna
Re: [R-SIG-Finance] Using custom TxnFee function with apply.paramset()
Brian G. Peterson
[R-SIG-Finance] Rugarch non convergent forecasts.
Evgeny Laba
Re: [R-SIG-Finance] Rugarch non convergent forecasts.
Brian G. Peterson
Re: [R-SIG-Finance] Rugarch non convergent forecasts.
Evgeny Laba
[R-SIG-Finance] How to get data from another source when the first one fails...
George Kumar
Re: [R-SIG-Finance] How to get data from another source when the first one fails...
Joshua Ulrich
[R-SIG-Finance] A simple variant of Luxor strategy with Dukascopy data
Tsvetan Stoyanov
Re: [R-SIG-Finance] A simple variant of Luxor strategy with Dukascopy data
Brian G. Peterson
[R-SIG-Finance] rugarch n.ahead forecasts
Eliano Marques
[R-SIG-Finance] merging tseries with a table
aschmid1
Re: [R-SIG-Finance] merging tseries with a table
Brian G. Peterson
Re: [R-SIG-Finance] merging tseries with a table
Joshua Ulrich
Re: [R-SIG-Finance] merging tseries with a table
aschmid1
[R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Ilya Kipnis
Re: [R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Whit Armstrong
Re: [R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Alexey Zemnitskiy
Re: [R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Ilya Kipnis
Re: [R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Alexey Zemnitskiy
Re: [R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Oleg Mubarakshin
Re: [R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Dirk Eddelbuettel
Re: [R-SIG-Finance] What's are some go-to packages in R/Finance fordetecting shocks in financial time series?
Oleg Mubarakshin
[R-SIG-Finance] Inquiry
Shawkat Hammoudeh via R-SIG-Finance
[R-SIG-Finance] Recipes for simple state-space models
Paul Teetor via R-SIG-Finance
Re: [R-SIG-Finance] Recipes for simple state-space models
Mark Knecht
[R-SIG-Finance] Excel Price function in R for Bonds
Amelia Marsh via R-SIG-Finance
[R-SIG-Finance] RCurl post request implement problem.
Arbor wang
Re: [R-SIG-Finance] RCurl post request implement problem.
Joshua Ulrich
[R-SIG-Finance] Failure of solve.QP in portfolio modeling
aschmid1
Re: [R-SIG-Finance] Failure of solve.QP in portfolio modeling
Ilya Kipnis
Re: [R-SIG-Finance] Failure of solve.QP in portfolio modeling
Enrico Schumann
Re: [R-SIG-Finance] Failure of solve.QP in portfolio modeling
Patrick Burns
Re: [R-SIG-Finance] Failure of solve.QP in portfolio modeling
Patrick Burns
Re: [R-SIG-Finance] Failure of solve.QP in portfolio modeling
Alexandre Shannon
[R-SIG-Finance] Career
Ravi Kumar
Re: [R-SIG-Finance] Career
Brian G. Peterson
[R-SIG-Finance] Importance Sampling
Daniel Melendez
Re: [R-SIG-Finance] Importance Sampling
Dominic Steinitz via R-SIG-Finance
[R-SIG-Finance] Quantstrat OSfun
Harry McGraw
Re: [R-SIG-Finance] Quantstrat OSfun
Joshua Ulrich
[R-SIG-Finance] RQuantLib Library on Mac OS Yosemite
Chien, Josh-CH
[R-SIG-Finance] Principal Component Analysis in Credit Risk
Amelia Marsh via R-SIG-Finance
Re: [R-SIG-Finance] Principal Component Analysis in Credit Risk
Daniel Melendez
Re: [R-SIG-Finance] Principal Component Analysis in Credit Risk
Chien, Josh-CH
Re: [R-SIG-Finance] Principal Component Analysis in Credit Risk
Patrick Caldon
Re: [R-SIG-Finance] Principal Component Analysis in Credit Risk
Jason Curole
[R-SIG-Finance] Different results on Garch(1, 1) with regressors: Eviews vs rugarch
Eliano Marques
Re: [R-SIG-Finance] Different results on Garch(1, 1) with regressors: Eviews vs rugarch
alexios galanos
Re: [R-SIG-Finance] Different results on Garch(1, 1) with regressors: Eviews vs rugarch
Eliano Marques
Re: [R-SIG-Finance] Different results on Garch(1, 1) with regressors: Eviews vs rugarch
Eliano Marques
Re: [R-SIG-Finance] Different results on Garch(1, 1) with regressors: Eviews vs rugarch
Eliano Marques
Re: [R-SIG-Finance] Different results on Garch(1, 1) with regressors: Eviews vs rugarch
alexios galanos
[R-SIG-Finance] [ANN] dataonderivatives: Easily Source Publicly Available Data on Derivatives
Imanuel Costigan
[R-SIG-Finance] Dowd package on CRAN
Peter Carl
[R-SIG-Finance] Cholesky Decomposition in Impulse Response Functions
Johannes Lips
Re: [R-SIG-Finance] Cholesky Decomposition in Impulse Response Functions
Brian G. Peterson
Re: [R-SIG-Finance] Cholesky Decomposition in Impulse Response Functions
Johannes Lips
Re: [R-SIG-Finance] Cholesky Decomposition in Impulse Response Functions
Johannes Lips
[R-SIG-Finance] Bug in ruleOrderProc (as.Date(tif.xts)
अमोद
Re: [R-SIG-Finance] Bug in ruleOrderProc (as.Date(tif.xts)
Joshua Ulrich
Re: [R-SIG-Finance] Bug in ruleOrderProc (as.Date(tif.xts)
Joshua Ulrich
Earlier messages
Later messages