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• • 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
• [R-SIG-Finance] Help activating stop loss order. अमोद
  • Re: [R-SIG-Finance] Help activating stop loss order. अमोद
  • Re: [R-SIG-Finance] Help activating stop loss order. Joshua Ulrich
• [R-SIG-Finance] calculating beta-based variable dollar amounts to each leg of a spread backtest Tucker Sferro
  • Re: [R-SIG-Finance] calculating beta-based variable dollar amounts to each leg of a spread backtest Brian G. Peterson
• Re: [R-SIG-Finance] EIKON REUTERS juancentro
• [R-SIG-Finance] Adding external regressors on conditional variance model Assis Duraes
  • Re: [R-SIG-Finance] Adding external regressors on conditional variance model alexios
  • Re: [R-SIG-Finance] Adding external regressors on conditional variance model Assis Duraes
  • Re: [R-SIG-Finance] Adding external regressors on conditional variance model alexios
• [R-SIG-Finance] correction Mark Leeds
  • Re: [R-SIG-Finance] correction Dominykas Grigonis
• [R-SIG-Finance] Consolidating Backtests Akane Fortuna
  • Re: [R-SIG-Finance] Consolidating Backtests Brian G. Peterson
  • Re: [R-SIG-Finance] Consolidating Backtests Ilya Kipnis
• [R-SIG-Finance] VaR calculation warning with rugarch Mingersming
  • Re: [R-SIG-Finance] VaR calculation warning with rugarch alexios
  • Re: [R-SIG-Finance] VaR calculation warning with rugarch Mingersming
• [R-SIG-Finance] [ANN] Rblpapi: Connecting R to Bloomberg Dirk Eddelbuettel
  • Re: [R-SIG-Finance] [ANN] Rblpapi: Connecting R to Bloomberg Aaron Goldenberg
  • Re: [R-SIG-Finance] [ANN] Rblpapi: Connecting R to Bloomberg Dirk Eddelbuettel
  • Re: [R-SIG-Finance] [ANN] Rblpapi: Connecting R to Bloomberg Carlos Ungil
  • Re: [R-SIG-Finance] [ANN] Rblpapi: Connecting R to Bloomberg john gavin
• [R-SIG-Finance] reikon : A package to retrieve data from Thomson Reuters Eikon platform Juan Manuel Truppia
• [R-SIG-Finance] CONSTRAINED REGRESSIONS Eric Weigel
  • Re: [R-SIG-Finance] CONSTRAINED REGRESSIONS Mark Leeds
• [R-SIG-Finance] Constant maturity Futures Samuel Wilson
  • Re: [R-SIG-Finance] Constant maturity Futures Ilya Kipnis
  • Re: [R-SIG-Finance] Constant maturity Futures G See
  • Re: [R-SIG-Finance] Constant maturity Futures Ilya Kipnis
  • Re: [R-SIG-Finance] Constant maturity Futures G See
  • Re: [R-SIG-Finance] Constant maturity Futures Jorge Hernandez
• [R-SIG-Finance] rolling forecasts with rugarch Pippens Pips
  • Re: [R-SIG-Finance] rolling forecasts with rugarch alexios
• [R-SIG-Finance] Demean or not to demean Gareth McEwan
  • Re: [R-SIG-Finance] Demean or not to demean alexios
  • Re: [R-SIG-Finance] Demean or not to demean Gareth McEwan
  • Re: [R-SIG-Finance] Demean or not to demean alexios ghalanos
• [R-SIG-Finance] (DSTrading) and (IKTrading) are not available on R version 3.2.1 Gambulator Gambulator
  • Re: [R-SIG-Finance] (DSTrading) and (IKTrading) are not available on R version 3.2.1 Brian G. Peterson
• [R-SIG-Finance] how to use all the cumulative equities in the account to buy Gambulator Gambulator
  • Re: [R-SIG-Finance] how to use all the cumulative equities in the account to buy Gambulator Gambulator
• [R-SIG-Finance] Fwd: RBloomberg EMA Calculation Laura Rogers
  • Re: [R-SIG-Finance] Fwd: RBloomberg EMA Calculation Joshua Ulrich
  • Re: [R-SIG-Finance] Fwd: RBloomberg EMA Calculation Whit Armstrong
  • Re: [R-SIG-Finance] Fwd: RBloomberg EMA Calculation Nils Tobias Kramer
  • Re: [R-SIG-Finance] Fwd: RBloomberg EMA Calculation Nils Tobias Kramer
  • Re: [R-SIG-Finance] Fwd: RBloomberg EMA Calculation Nils Tobias Kramer
• [R-SIG-Finance] aggregate an xts by factors Aaron Goldenberg

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