First quarter 2013 Archives by thread
Starting: Tue Jan 1 08:10:01 CET 2013
Ending: Fri Mar 29 22:10:20 CET 2013
Messages: 257
- [R-SIG-Finance] Time-varying cointegration
asfdoij asfoij
- [R-SIG-Finance] Rbbg package's CONNECTION_FAILURE
altaf
- [R-SIG-Finance] Installed quantstrat along with blotter and FinancialInstrument but seems I'm missing .instrument
rquantnoob
- [R-SIG-Finance] Quantstrat runs quite slow on large data
Robert A'gata
- [R-SIG-Finance] Limit order and level in position limit in quantstrat
Robert A'gata
- [R-SIG-Finance] dis aggregate from 3 month rolling average to monthly
Yolande Tra
- [R-SIG-Finance] (no subject)
v mande
- [R-SIG-Finance] Neural Network for trading
intertodd
- [R-SIG-Finance] wavelet analyisis to denoising time series
intertodd
- [R-SIG-Finance] Junior Quantitative Strategist role
Alexander Gracian
- [R-SIG-Finance] Minor bug in addSAR
Worik Stanton
- [R-SIG-Finance] programming opportunity
Stephen Choularton
- [R-SIG-Finance] How to retrieve standard errors of cointegrating vector from vars/urca ?
asfdoij asfoij
- [R-SIG-Finance] Fitting RSLN models
jaimie villanueva
- [R-SIG-Finance] high frequency italian market data
Simone Gogna
- [R-SIG-Finance] R: Re: high frequency italian market data
singletonthebest
- [R-SIG-Finance] blotter date question
Maheshwari, Dhruv
- [R-SIG-Finance] Search for best parameter set when backtesting
Robert A'gata
- [R-SIG-Finance] DEoptim Risk Return Scatter Plot
jkaprich at gmail.com
- [R-SIG-Finance] Can any of the GARCH model R packages handle seasonality ?
Wei Wu
- [R-SIG-Finance] PerformanceAnalytics CoSkewness Function
jkaprich at gmail.com
- [R-SIG-Finance] Help with rugarch
jaimie villanueva
- [R-SIG-Finance] RAPA Trader Database Available to R Community for Download
Michael Berman
- [R-SIG-Finance] Rbbg
SebastianBrown
- [R-SIG-Finance] Coherent Datafeed: Historic Time Series Data from Thomson Reuters is available
Thomas P. Fuller
- [R-SIG-Finance] Conversion of xts to ts object
Nikos Rachmanis
- [R-SIG-Finance] Bloomberg login through R
hova9411
- [R-SIG-Finance] getting subset of data from the price series
Velappan Periasamy
- [R-SIG-Finance] getOptionChain
Frank
- [R-SIG-Finance] QRMlib not in R version 2.15.1
natorro at fisica.unam.mx
- [R-SIG-Finance] Question on re-indexing data for graphing
brendan dornan
- [R-SIG-Finance] R/Finance 2013 -- Call for Papers: Two weeks remaining
Dirk Eddelbuettel
- [R-SIG-Finance] Rbbg with new Bloom API release
anmol sethy
- [R-SIG-Finance] rugarch - warning
Harald Weiss
- [R-SIG-Finance] bug on to.monthly?
Ulrich Staudinger
- [R-SIG-Finance] bug on to.monthly
Phil Elsasser
- [R-SIG-Finance] 4-digit SIC codes
Bastian Offermann
- [R-SIG-Finance] New Webinar Series: The Evolution of Regression From Classical Linear Regression to Modern Ensembles
Lisa Solomon
- [R-SIG-Finance] Question
pantea hafezian
- [R-SIG-Finance] timeLastNdayInMonth returns with a date in the next month
jbasu
- [R-SIG-Finance] IBrokers Risk Management Backend Solution Help with twsPortfolioValue
JohnnyPaper
- [R-SIG-Finance] R/Finance 2013, Call for Papers: Deadline this Friday!
Joshua Ulrich
- [R-SIG-Finance] merge.xts problem
Nikos Rachmanis
- [R-SIG-Finance] Markov-Switching E-GARCH process
Edouard Tallent
- [R-SIG-Finance] rmgarch using "user defined" garch model
alexios ghalanos
- [R-SIG-Finance] rugarch
pantea hafezian
- [R-SIG-Finance] Portfolio construction with integer constraints
Sigurdsson, Magnus
- [R-SIG-Finance] Return.portfolio() behaves differently in PerformanceAnalytics 1.0.5.2 vs 1.0.4.4?
Aleksi Mattila
- [R-SIG-Finance] mundlak
heimat los
- [R-SIG-Finance] FIX engine integration
Paul Kent
- [R-SIG-Finance] Updated 'pa' package for equity portfolio performance attribution on CRAN
Yang Lu
- [R-SIG-Finance] Forecasting a ARMA(1,1)/GARCH(1,1) model
gustavo99
- [R-SIG-Finance] Monte Carlo Simulation
Dave
- [R-SIG-Finance] About multivariate GARCH: DVEC and BEKK
jpm miao
- [R-SIG-Finance] log-return indicator
Dominykas Grigonis
- [R-SIG-Finance] Registration for 'R in Insurance' conference has opened
Gesmann, Markus
- [R-SIG-Finance] Lag and rank selection in nonstationary VAR
M M
- [R-SIG-Finance] quantstrat sigFormula
Dominykas Grigonis
- [R-SIG-Finance] Error: Unexpected symbol in "1M"
Wei-han Liu
- [R-SIG-Finance] can quantmod obtain FRED data by vintage from ALFRED?
Matthew Johnson
- [R-SIG-Finance] Reminder: Webinar Series: The Evolution of Regression from Classical Linear Regression to Modern Ensembles (Hands-on Component)
Lisa Solomon
- [R-SIG-Finance] Komogrov-Smirov dominance test and Wilcoxon rank sum and signed rank test
Wei-han Liu
- [R-SIG-Finance] mutual fund historical data....
ShyhWeir Tzang
- [R-SIG-Finance] R-SIG-Finance Digest, Vol 106, Issue 1
Stefan Janse van Rensburg
- [R-SIG-Finance] rugarch - estimation problem with an external regressor in the GARCH(1, 1) model
Harald Weiss
- [R-SIG-Finance] Komogrov-Smirov dominance test and Wilcoxon rank sum and, signed rank test (Wei-han Liu)
Stefan Janse van Rensburg
- [R-SIG-Finance] GMM for dynamic mdels: what if all models never passes Sargan test?
Tomas Note
- [R-SIG-Finance] Where can I obtain newer correlation matrices for the R CreditMetrics Package ?
Christian Langkamp
- [R-SIG-Finance] Return.rebalancing and rebalancing on consecutive days
Paul Ramer
- [R-SIG-Finance] "rugarch" and external regressors
Max Alletsee
- [R-SIG-Finance] apARCH forecast using rugarch
Jesper Hybel Pedersen
- [R-SIG-Finance] please help me
pantea hafezian
- [R-SIG-Finance] getting semi annual data in rbbg bdh call
Aidan Corcoran
- [R-SIG-Finance] error message in PLM:
Wei-han Liu
- [R-SIG-Finance] Quantstrat problem
Robert Schien
- [R-SIG-Finance] R-SIG-Finance Digest, Vol 106, Issue 8
kempnicklin
- [R-SIG-Finance] using garchFit function
fernando
- [R-SIG-Finance] IBrokers, TWS and eWrapper.data.Last.R
Niklas K
- [R-SIG-Finance] Hands-on Webinar Series (no charge) The Evolution of Regression from Classical Linear Regression to Modern Ensembles
Lisa Solomon
- [R-SIG-Finance] [R-sig-hpc] Hands-on Webinar Series (no charge) The Evolution of Regression from Classical Linear Regression to Modern Ensembles
Dirk Eddelbuettel
- [R-SIG-Finance] intraday historical data
Bill Blount
- [R-SIG-Finance] RUGARCH Question
Ranjodh Singh
- [R-SIG-Finance] R-SIG-Finance Digest, Vol 106, Issue 11
Marc E Levitt
- [R-SIG-Finance] use rows and cols of a matrix as dates
Sven D
- [R-SIG-Finance] rugarch package / VaR Duration Test / Size Property
TobiB
- [R-SIG-Finance] quantstrat: executing stoplimit orders on the same bar as entry
scott gmail
- [R-SIG-Finance] covEllipsesPlot in fPortfolio
Mikhail Beketov
- [R-SIG-Finance] TTR Yang-Zhang volatility bug?
rex
- [R-SIG-Finance] qmao installation failure
rex
- [R-SIG-Finance] quantstrat newbie sigFormula example
Rob Schmidt
- [R-SIG-Finance] R/Finance 2013 Agenda posted
Dirk Eddelbuettel
- [R-SIG-Finance] quantstrat applyStrategy error
Marteau
- [R-SIG-Finance] rmgarch package
Iaa Maa
- [R-SIG-Finance] ibrokers - problems retrieving Indices/ETFs
Matti Zemack
- [R-SIG-Finance] a trivial question on rugarch package
Fernando Aiube
- [R-SIG-Finance] Hands-on Webinar: Advances in Regression: Modern Ensemble and Data Mining Approaches (no charge)
Lisa Solomon
- [R-SIG-Finance] rugarch problem
Fernando Aiube
- [R-SIG-Finance] quantstrat custom intraday
Marteau
- [R-SIG-Finance] quantstrat newbie indicators example
Rob Schmidt
- [R-SIG-Finance] Google data download with getSymbols - is there a limit/quota ?
me
- [R-SIG-Finance] quantstrat - monthly/daily trade execution
Ivan Popivanov
- [R-SIG-Finance] Backtesting
alonbrag
- [R-SIG-Finance] R/Finance 2012 Registration now open
Dirk Eddelbuettel
Last message date:
Fri Mar 29 22:10:20 CET 2013
Archived on: Fri Mar 29 22:10:46 CET 2013
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