r-sig-finance
Thread
Date
Earlier messages
Later messages
Messages by Thread
[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
Re: [R-SIG-Finance] aggregate an xts by factors
Aaron Goldenberg
Re: [R-SIG-Finance] aggregate an xts by factors
Joshua Ulrich
[R-SIG-Finance] Guy Yollin's apply.paramset() on Windows remark and related developments
Jersey Fanatic
Re: [R-SIG-Finance] Guy Yollin's apply.paramset() on Windows remark and related developments
Erol Biceroglu
Re: [R-SIG-Finance] Guy Yollin's apply.paramset() on Windows remark and related developments
Joshua Ulrich
[R-SIG-Finance] getquote function
Samuel Wilson
Re: [R-SIG-Finance] getquote function
G See
Re: [R-SIG-Finance] getquote function
Samuel Wilson
[R-SIG-Finance] Question about dccsim
Rods
Re: [R-SIG-Finance] Question about dccsim
alexios
[R-SIG-Finance] quantmod - How to have addTA() not print legend when the indicator is overlaid on another chart?
Mauna
Re: [R-SIG-Finance] quantmod - How to have addTA() not print legend when the indicator is overlaid on another chart?
Joshua Ulrich
[R-SIG-Finance] Distribution fitting to loss data - Operational Risk
Amelia Marsh via R-SIG-Finance
Re: [R-SIG-Finance] Distribution fitting to loss data - Operational Risk
Paul Teetor via R-SIG-Finance
Re: [R-SIG-Finance] Distribution fitting to loss data - Operational Risk
Christophe Dutang
[R-SIG-Finance] checkBlotterUpdate fails on quantstrat
Erol Biceroglu
Re: [R-SIG-Finance] checkBlotterUpdate fails on quantstrat
Joshua Ulrich
Re: [R-SIG-Finance] checkBlotterUpdate fails on quantstrat
Erol Biceroglu
Re: [R-SIG-Finance] checkBlotterUpdate fails on quantstrat
Erol Biceroglu
Re: [R-SIG-Finance] checkBlotterUpdate fails on quantstrat
Joshua Ulrich
Re: [R-SIG-Finance] checkBlotterUpdate fails on quantstrat
Joshua Ulrich
Re: [R-SIG-Finance] checkBlotterUpdate fails on quantstrat
Erol Biceroglu
[R-SIG-Finance] Forecast of ARMA-GARCH model in R
Tom Huppertz
[R-SIG-Finance] Quantmod, qmao & option chains
rex
Re: [R-SIG-Finance] Quantmod, qmao & option chains
Joshua Ulrich
[R-SIG-Finance] factoranalytics vs factoranalyticsuw
Ueli Hofstetter
Re: [R-SIG-Finance] factoranalytics vs factoranalyticsuw
Brian G. Peterson
Re: [R-SIG-Finance] factoranalytics vs factoranalyticsuw
Ueli Hofstetter
[R-SIG-Finance] IBrokers: placing a combo order
Robert Schien
Re: [R-SIG-Finance] IBrokers: placing a combo order
censix
[R-SIG-Finance] unsuscribe
Hamad Penot
Re: [R-SIG-Finance] unsuscribe
Dragan Tevdovski
Re: [R-SIG-Finance] unsuscribe
Wouter Thielen
[R-SIG-Finance] Implementation of Lee Strazicich Unit Root Test for R - Optimization
Johannes Lips
Re: [R-SIG-Finance] Implementation of Lee Strazicich Unit Root Test for R - Optimization
Joshua Ulrich
Re: [R-SIG-Finance] Implementation of Lee Strazicich Unit Root Test for R - Optimization
Johannes Lips
Re: [R-SIG-Finance] Implementation of Lee Strazicich Unit Root Test for R - Optimization
Johannes Lips
Re: [R-SIG-Finance] Implementation of Lee Strazicich Unit Root Test for R - Optimization
Johannes Lips
[R-SIG-Finance] What's the best package for SOCP in R?
Ilya Kipnis
Re: [R-SIG-Finance] What's the best package for SOCP in R?
alexios
Re: [R-SIG-Finance] What's the best package for SOCP in R?
Pfaff, Bernhard Dr.
Re: [R-SIG-Finance] What's the best package for SOCP in R?
Mark Knecht
Re: [R-SIG-Finance] What's the best package for SOCP in R?
Mark Knecht
[R-SIG-Finance] databases of carbon prices
Wei-han Liu via R-SIG-Finance
Re: [R-SIG-Finance] databases of carbon prices
Daniel Melendez
[R-SIG-Finance] Parma / MAxReward Portfolio
Kads Bennurkar via R-SIG-Finance
Re: [R-SIG-Finance] Parma / MAxReward Portfolio
alexios
Re: [R-SIG-Finance] Parma / MAxReward Portfolio
Kads Bennurkar via R-SIG-Finance
[R-SIG-Finance] TVAR Coefficient Intepretation
Chijere Joseph
[R-SIG-Finance] Complex yields.
Keith S Weintraub
[R-SIG-Finance] RBlpapi
Aaron Goldenberg
Re: [R-SIG-Finance] RBlpapi
Nick White
Re: [R-SIG-Finance] RBlpapi
Whit Armstrong
[R-SIG-Finance] Rblpapi
Oleg Mubarakshin
Re: [R-SIG-Finance] Rblpapi
Scott @ Statblocks
Re: [R-SIG-Finance] Rblpapi
Oleg Mubarakshin
Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 134, Issue 4
Dan Bi via R-SIG-Finance
[R-SIG-Finance] Web/Server Interface for R Files
Kunal Shah
Re: [R-SIG-Finance] Web/Server Interface for R Files
Brian G. Peterson
[R-SIG-Finance] getSymbols for FRED in quantmod has stopped working???
Alexander Gracian
Re: [R-SIG-Finance] getSymbols for FRED in quantmod has stopped working???
Joshua Ulrich
Re: [R-SIG-Finance] getSymbols for FRED in quantmod has stopped working???
Daniel Melendez
Re: [R-SIG-Finance] getSymbols for FRED in quantmod has stopped working???
Paulo Grahl
Re: [R-SIG-Finance] getSymbols for FRED in quantmod has stopped working???
Paul Gilbert
Re: [R-SIG-Finance] getSymbols for FRED in quantmod has stopped working???
Bos, Roger
Re: [R-SIG-Finance] getSymbols for FRED in quantmod has stopped working???
Joshua Ulrich
Re: [R-SIG-Finance] getSymbols for FRED in quantmod has stopped working???
D Mack
Re: [R-SIG-Finance] Custom indicator for Quantstrat (Fractals by Bill Williams)
daneedwards1
Re: [R-SIG-Finance] Custom indicator for Quantstrat (Fractals by Bill Williams)
Joshua Ulrich
Re: [R-SIG-Finance] Custom indicator for Quantstrat (Fractals by Bill Williams)
Dane Edwards
[R-SIG-Finance] rugarch NIG shape and skew parameters
Andy Tang
Re: [R-SIG-Finance] rugarch NIG shape and skew parameters
alexios
[R-SIG-Finance] Custom indicator for Quantstrat (Fractals by Bill Williams)
Dane Edwards
Re: [R-SIG-Finance] Custom indicator for Quantstrat (Fractals by Bill Williams)
Ilya Kipnis
Re: [R-SIG-Finance] Custom indicator for Quantstrat (Fractals by Bill Williams)
Dane Edwards
Re: [R-SIG-Finance] Custom indicator for Quantstrat (Fractals by Bill Williams)
Brian G. Peterson
[R-SIG-Finance] Estimating Heston model
jun wang
Re: [R-SIG-Finance] Estimating Heston model
jun wang
[R-SIG-Finance] Question RMGARCH
Daniel Melendez
Re: [R-SIG-Finance] Question RMGARCH
alexios
Re: [R-SIG-Finance] Question RMGARCH
Daniel Melendez
[R-SIG-Finance] Question rmgarch
Daniel Melendez
Re: [R-SIG-Finance] Question rmgarch
alexios ghalanos
Re: [R-SIG-Finance] Question rmgarch
Daniel Melendez
[R-SIG-Finance] Question rmgarch package
daniel melendez via R-SIG-Finance
Re: [R-SIG-Finance] Question rmgarch package
alexios ghalanos
[R-SIG-Finance] Rugarch package using external regressors, a forecasting doubt
Diego Ignacio Acuña Rozas
Re: [R-SIG-Finance] Rugarch package using external regressors, a forecasting doubt
alexios
Re: [R-SIG-Finance] Rugarch package using external regressors, a forecasting doubt
Diego Ignacio Acuña Rozas
[R-SIG-Finance] Yield calculation for a bond or loan gives complex result.
Keith S Weintraub
[R-SIG-Finance] Using excel.link package in Real Time Environment
Kunal Shah
[R-SIG-Finance] Basic question regarding Mailer list
Kunal Shah
Re: [R-SIG-Finance] Basic question regarding Mailer list
Nils Tobias Kramer
[R-SIG-Finance] How to use RExcel using Macro Approach for real time market data
Kunal Shah
[R-SIG-Finance] Coherent Datafeed: Thomson Reuters Enterprise Edition available under the LGPL
Thomas Fuller
[R-SIG-Finance] fscenario in rmgarch package
daniel melendez via R-SIG-Finance
Re: [R-SIG-Finance] fscenario in rmgarch package
alexios
Re: [R-SIG-Finance] fscenario in rmgarch package
Daniel Melendez via R-SIG-Finance
[R-SIG-Finance] UGARCHSIM
Francesco Mantovani
Re: [R-SIG-Finance] UGARCHSIM
alexios
[R-SIG-Finance] UGARCHSIM
Francesco Mantovani
[R-SIG-Finance] Monthly Midpoint return
Phil Steel
Re: [R-SIG-Finance] Monthly Midpoint return
Brian G. Peterson
Re: [R-SIG-Finance] Monthly Midpoint return
Phil Steel
Re: [R-SIG-Finance] Monthly Midpoint return
Ilya Kipnis
Re: [R-SIG-Finance] Monthly Midpoint return
Mark Knecht
Re: [R-SIG-Finance] Monthly Midpoint return
G See
[R-SIG-Finance] IBrokers package: checking order status
Robert Schien
Re: [R-SIG-Finance] IBrokers package: checking order status
ce
[R-SIG-Finance] TSdbi time series database interface
Paul Gilbert
[R-SIG-Finance] Eman NN using RSNNS package
Abhay Bhadani
Re: [R-SIG-Finance] Eman NN using RSNNS package
Joshua Ulrich
[R-SIG-Finance] PortfolioAnalytics group constraints
Peter
Re: [R-SIG-Finance] PortfolioAnalytics group constraints
Ross Bennett
[R-SIG-Finance] Efficient Portfolio
AIE ATUMA via R-SIG-Finance
[R-SIG-Finance] Fastest simplex algorithm package (faster than linprog) ?
u0055
Re: [R-SIG-Finance] Fastest simplex algorithm package (faster than linprog) ?
Arne Henningsen
Re: [R-SIG-Finance] Fastest simplex algorithm package (faster than linprog) ?
u0055
Re: [R-SIG-Finance] Fastest simplex algorithm package (faster than linprog) ?
u0055
Re: [R-SIG-Finance] Fastest simplex algorithm package (faster than linprog) ?
Atwood, Joseph
[R-SIG-Finance] Best simplex algorithm package ?
u0055
[R-SIG-Finance] Harvesting Historical Data
Curtis Snell
Re: [R-SIG-Finance] Harvesting Historical Data
Ilya Kipnis
[R-SIG-Finance] 回覆: Harvesting Historical Data
KL
Re: [R-SIG-Finance] Getting started with blotter (adding transactions) SOLVED
Bos, Roger
[R-SIG-Finance] R Estimize API Package
Thomas Fuller
[R-SIG-Finance] Portfolio VaR and Asset VaR
Christofer Bogaso
Re: [R-SIG-Finance] Portfolio VaR and Asset VaR
Annaert Jan
Re: [R-SIG-Finance] Portfolio VaR and Asset VaR
Brian G. Peterson
Re: [R-SIG-Finance] Portfolio VaR and Asset VaR
AIE ATUMA via R-SIG-Finance
Re: [R-SIG-Finance] Portfolio VaR and Asset VaR
Prashant Sethi
Re: [R-SIG-Finance] Portfolio VaR and Asset VaR
Peter Chan
[R-SIG-Finance] Getting started with blotter (adding transactions)
Bos, Roger
Re: [R-SIG-Finance] Getting started with blotter (adding transactions)
Peter Chan
Re: [R-SIG-Finance] Getting started with blotter (adding transactions)
Joshua Ulrich
Re: [R-SIG-Finance] Getting started with blotter (adding transactions)
Bos, Roger
Earlier messages
Later messages