Third quarter 2014 Archives by author

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Starting: Tue Jul 1 16:22:39 CEST 2014
Ending: Tue Sep 30 21:11:55 CEST 2014
Messages: 310

• [R-SIG-Finance] Different results using "rugarch" and "fGarch" packages   Wildi Marc (wlmr)
• [R-SIG-Finance] Different results using "rugarch" and "fGarch" packages   Wildi Marc (wlmr)
• [R-SIG-Finance] time format convert   Chirag Anand
• [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization   Andylu
• [R-SIG-Finance] Ilya's Kipnis blog (quantstrat)   Bos, Roger
• [R-SIG-Finance] Rugarch: How to do Iterated n-ahead Multistep Out-of-Sample GARCH Forecasts?   Don Brady
• [R-SIG-Finance] GBSVolatility not working on vectors?   Joachim Breit
• [R-SIG-Finance] GBSVolatility not working on vectors?   Joachim Breit
• [R-SIG-Finance] GBSVolatility not working on vectors?   Joachim Breit
• [R-SIG-Finance] GBSVolatility not working on vectors?   Joachim Breit
• [R-SIG-Finance] understanding an error from ugarchfit   Ole Bueker
• [R-SIG-Finance] understanding an error from ugarchfit   Ole Bueker
• [R-SIG-Finance] understanding an error from ugarchfit   Ole Bueker
• [R-SIG-Finance] rugarch + VineCopula for value at risk   Ole Bueker
• [R-SIG-Finance] rugarch + VineCopula for value at risk   Ole Bueker
• [R-SIG-Finance] rugarch + VineCopula for value at risk   Ole Bueker
• [R-SIG-Finance] rugarch + VineCopula for value at risk   Ole Bueker
• [R-SIG-Finance] rugarch + VineCopula for value at risk   Ole Bueker
• [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ?   Patrick Burns
• [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ?   Patrick Burns
• [R-SIG-Finance] Performance Analytics Package Questions   Joe W. Byers
• [R-SIG-Finance] GBSVolatility not working on vectors?   Joe W. Byers
• [R-SIG-Finance] Receiving market data by iBroker and implementing strategy   Eric (YEN-LIN) CHIU
• [R-SIG-Finance] rugarch convergence problem   Cabot_Bear
• [R-SIG-Finance] Trouble Installing Quantmod   Peter Caya
• [R-SIG-Finance] appending new data to a file with the mmap package   Daniel Cegiełka
• [R-SIG-Finance] Ilya's Kipnis blog (quantstrat)   Daniel Cegiełka
• [R-SIG-Finance] Ilya's Kipnis blog (quantstrat)   Daniel Cegiełka
• [R-SIG-Finance] quantmod and yahoo historical data download error - did yahoo changed the url?   Daniel Cegiełka
• [R-SIG-Finance] quantmod and yahoo historical data download error - did yahoo changed the url?   Daniel Cegiełka
• [R-SIG-Finance] Errors with Quanstrat-IV Demo   George Chang
• [R-SIG-Finance] Errors with Quanstrat-IV Demo   George Chang
• [R-SIG-Finance] Implied volatility as external regressors in rugarch?   Milos Cipovic
• [R-SIG-Finance] RQuantLib on OS X Mavericks?   Dirk Eddelbuettel
• [R-SIG-Finance] retire from listing   Imane Elouadghiri
• [R-SIG-Finance] Help With Library Install...   Jason Eyerly
• [R-SIG-Finance] Help With Library Install...   Jason Eyerly
• [R-SIG-Finance] Calculating Proportions & Appending New Column?   Jason Eyerly
• [R-SIG-Finance] Help With Library Install...   Thomas Fuller
• [R-SIG-Finance] Help With Library Install...   Thomas Fuller
• [R-SIG-Finance] Apparent Discrepancy   Alexios Ghalanos
• [R-SIG-Finance] Rugarch update   Alexios Ghalanos
• [R-SIG-Finance] Unusually large t-values from ugarchfit   Alexios Ghalanos
• [R-SIG-Finance] Problem with estimation results of ARMAX-GARCHX   Alexios Ghalanos
• [R-SIG-Finance] Rugarch: How to do Iterated n-ahead Multistep Out-of-Sample GARCH Forecasts?   Alexios Ghalanos
• [R-SIG-Finance] Update of rugarch package yields different results / questions on stationarity conditions   Alexios Ghalanos
• [R-SIG-Finance] Update of rugarch package yields different results / questions on stationarity conditions   Alexios Ghalanos
• [R-SIG-Finance] Update of rugarch package yields different results / questions on stationarity conditions   Alexios Ghalanos
• [R-SIG-Finance] reading high frequency data   Gabor Grothendieck
• [R-SIG-Finance] GJR-GARCH   Urs Gröpl
• [R-SIG-Finance] Optimization   Robert Harlow
• [R-SIG-Finance] Optimization   Robert Harlow
• [R-SIG-Finance] Rugarch: Analysing the performance of my forecast   Marc Hatton
• [R-SIG-Finance] chartSerieries (quantmod) : data range   Robert Iquiapaza
• [R-SIG-Finance] chartSerieries (quantmod) : data range   Robert Iquiapaza
• [R-SIG-Finance] simple GARCH model   Jdiego
• [R-SIG-Finance] Optimization   Peterson Owusu Junior
• [R-SIG-Finance] chartSerieries (quantmod) : data range   Hannu Kahra
• [R-SIG-Finance] plot.forecast showing numbers instead of dates on x-axis of a weekly time series   John Kaprich
• [R-SIG-Finance] Quantitative Analyst Job   Paul Kauders
• [R-SIG-Finance] A problem of parameter set can not be effect   Ilya Kipnis
• [R-SIG-Finance] A problem of parameter set can not be effect   Ilya Kipnis
• [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators   Ilya Kipnis
• [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators   Ilya Kipnis
• [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators   Ilya Kipnis
• [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators   Ilya Kipnis
• [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators   Ilya Kipnis
• [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators   Ilya Kipnis
• [R-SIG-Finance] Fwd: [R] dynamic runSum   Ilya Kipnis
• [R-SIG-Finance] Easiest way to create a schedule of quarterly LIBOR dates in RQuantLib   Ilya Kipnis
• [R-SIG-Finance] quantstrat chain rule type   Ilya Kipnis
• [R-SIG-Finance] quantstrat chain rule type   Ilya Kipnis
• [R-SIG-Finance] questions about order price and timestamp in quantstrat   Ilya Kipnis
• [R-SIG-Finance] questions about adaptive indicator, intra-day trading and package 'parallel'   Ilya Kipnis
• [R-SIG-Finance] Calculating Proportions & Appending New Column?   Ilya Kipnis
• [R-SIG-Finance] tradeStats - Avg.Daily.PL/Med.Daily.PL question   Ilya Kipnis
• [R-SIG-Finance] what is the best fixed income platform?   Ilya Kipnis
• [R-SIG-Finance] Converting to weekly timestamps removes years from chart.TimeSeries (and its extensions)   Ilya Kipnis
• [R-SIG-Finance] Converting to weekly timestamps removes years from chart.TimeSeries (and its extensions)   Ilya Kipnis
• [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators   Mark Knecht
• [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators   Mark Knecht
• [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators   Mark Knecht
• [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators   Mark Knecht
• [R-SIG-Finance] Errors with Quanstrat-IV Demo   Mark Knecht
• [R-SIG-Finance] quantstrat - problems adding multiple indicators   Mark Knecht
• [R-SIG-Finance] quantstrat - problems adding multiple indicators   Mark Knecht
• [R-SIG-Finance] An easy way to run the quantstrat faber.R demo within an R function?   Mark Knecht
• [R-SIG-Finance] Duplicated indexes in blotter   Mark Knecht
• [R-SIG-Finance] tradeStats - Avg.Daily.PL/Med.Daily.PL question   Mark Knecht
• [R-SIG-Finance] tradeStats - Avg.Daily.PL/Med.Daily.PL question   Mark Knecht
• [R-SIG-Finance] tradeStats - Avg.Daily.PL/Med.Daily.PL question   Mark Knecht
• [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols?   Mark Knecht
• [R-SIG-Finance] quantstrat help - simple combine error using windows and walk.forward   Mark Knecht
• [R-SIG-Finance] A question on Forward Price   S N V Krishna
• [R-SIG-Finance] How to get chart.CumReturns to return dataframe of cumulative returns   George Kumar
• [R-SIG-Finance] Rbbg:::bdh Override Field Question   John Laing
• [R-SIG-Finance] Problem with estimation results of ARMAX-GARCHX   Philipp Lammers
• [R-SIG-Finance] Problem with estimation results of ARMAX-GARCHX   Philipp Lammers
• [R-SIG-Finance] Problem with estimation results of ARMAX-GARCHX   Philipp Lammers
• [R-SIG-Finance] Quant Job   Ryan Lanham
• [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols?   Liu
• [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols?   Liu
• [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols?   Liu
• [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols?   Liu
• [R-SIG-Finance] demo("luxor.8.walk.forward") Error in if (!all(i <= 0)) stop("only zeros may be mixed with negative subscripts") : missing value where TRUE/FALSE needed   Richard Long
• [R-SIG-Finance] demo("luxor.8.walk.forward") Error in if (!all(i <= 0)) stop("only zeros may be mixed with negative subscripts") : missing value where TRUE/FALSE needed   Richard Long
• [R-SIG-Finance] A problem of parameter set can not be effect   Andy Lu
• [R-SIG-Finance] A problem of parameter set can not be effect   Andy Lu
• [R-SIG-Finance] quantstrat faber.R transactions?   Martin Maechler
• [R-SIG-Finance] How to return milliseconds?   Uday Maitra
• [R-SIG-Finance] appending new data to a file with the mmap package   Claymore Marshall
• [R-SIG-Finance] RQuantLib on OS X Mavericks?   Zachary Mayer
• [R-SIG-Finance] "ugarchspec" question on GJR-GARCH model specification   Gareth McEwan
• [R-SIG-Finance] AIC and deeper insight into model comparison   Gareth McEwan
• [R-SIG-Finance] Unusually large t-values from ugarchfit   Gareth McEwan
• [R-SIG-Finance] Different results using "rugarch" and "fGarch" packages   Gareth McEwan
• [R-SIG-Finance] An easy way to run the quantstrat faber.R demo within an R function?   Andre Mikulec
• [R-SIG-Finance] quantstrat faber.R transactions?   Andre Mikulec
• [R-SIG-Finance] An easy way to run the quantstrat faber.R demo within an R function?   Andre Mikulec
• [R-SIG-Finance] quantstrat faber.R: where is the money at the start?   Andre Mikulec
• [R-SIG-Finance] rugarch - question w.r.t. (robust) SE and bias in estimates of a particular MA(1)-eGARCH(1, 1)-STD model   Johannes Moser
• [R-SIG-Finance] Getting historical stock prices from irregular tickers in Quantmod package   Berk Orbay
• [R-SIG-Finance] Getting historical stock prices from irregular tickers in Quantmod package   Berk Orbay
• [R-SIG-Finance] FPortfolio / MAxReturnPortfolio   Pierre Org
• [R-SIG-Finance] FPortfolio / MAxReturnPortfolio   Pierre Org
• [R-SIG-Finance] Self Organisin Map / kohonen package   Pierre Org
• [R-SIG-Finance] what is the best fixed income platform?   Kevin Owens
• [R-SIG-Finance] quantmod and yahoo historical data download error - did yahoo changed the url?   Samo Pahor
• [R-SIG-Finance] quantmod and yahoo historical data download error - did yahoo changed the url?   Samo Pahor
• [R-SIG-Finance] Optimization   Brian G. Peterson
• [R-SIG-Finance] Fwd: [R] dynamic runSum   Brian G. Peterson
• [R-SIG-Finance] Easiest way to create a schedule of quarterly LIBOR dates in RQuantLib   Brian G. Peterson
• [R-SIG-Finance] function 'addtxn' in blotter package can't add intraday trade into account?   Brian G. Peterson
• [R-SIG-Finance] How to get chart.CumReturns to return dataframe of cumulative returns   Brian G. Peterson
• [R-SIG-Finance] An easy way to run the quantstrat faber.R demo within an R function?   Brian G. Peterson
• [R-SIG-Finance] quantstrat faber.R transactions?   Brian G. Peterson
• [R-SIG-Finance] quantstrat - problems adding multiple indicators   Brian G. Peterson
• [R-SIG-Finance] quantstrat - Guy Yollin blotter 2014 presentation   Brian G. Peterson
• [R-SIG-Finance] quantstrat faber.R: where is the money at the start?   Brian G. Peterson
• [R-SIG-Finance] questions about adaptive indicator, intra-day trading and package 'parallel'   Brian G. Peterson
• [R-SIG-Finance] Guy Yollin's blotter.pdf Example   Brian G. Peterson
• [R-SIG-Finance] tradeStats - Avg.Daily.PL/Med.Daily.PL question   Brian G. Peterson
• [R-SIG-Finance] Converting to weekly timestamps removes years from chart.TimeSeries (and its extensions)   Brian G. Peterson
• [R-SIG-Finance] quantstrat help - simple combine error using windows and walk.forward   Brian G. Peterson
• [R-SIG-Finance] Help With Principal Component Analysis   Raghuraman Ramachandran
• [R-SIG-Finance] What happened to IBrokers Package ?   Jeff Ryan
• [R-SIG-Finance] Calibration of Heston Model in R   Enrico Schumann
• [R-SIG-Finance] reading high frequency data   Enrico Schumann
• [R-SIG-Finance] DEoptim and guarantees (was: parma - How to optimize a long/short portfolio with sum( abs( weights )) = 1)   Enrico Schumann
• [R-SIG-Finance] DEoptim and guarantees   Enrico Schumann
• [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols?   G See
• [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols?   G See
• [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols?   G See
• [R-SIG-Finance] Calibration of Heston Model in R   Shivam
• [R-SIG-Finance] GBSVolatility not working on vectors?   Shivam
• [R-SIG-Finance] rugarch parameter analysis   Geoffrey Smith
• [R-SIG-Finance] Web Application for Option traders   Henry Spivey
• [R-SIG-Finance] Slight Discrepancy between ugarchfit and by hand calculation   Tevlin, Dylan
• [R-SIG-Finance] Rugarch update   Ludovic Theate
• [R-SIG-Finance] RFinanceYJ and getSymbols for Yahoo Japan   Wouter Thielen
• [R-SIG-Finance] Getting historical stock prices from irregular tickers in Quantmod package   Joshua Ulrich
• [R-SIG-Finance] Behavior of sigThreshold()   Joshua Ulrich
• [R-SIG-Finance] demo("luxor.8.walk.forward") Error in if (!all(i <= 0)) stop("only zeros may be mixed with negative subscripts") : missing value where TRUE/FALSE needed   Joshua Ulrich
• [R-SIG-Finance] Trouble Installing Quantmod   Joshua Ulrich
• [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?   Joshua Ulrich
• [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators   Joshua Ulrich
• [R-SIG-Finance] RQuantLib on OS X Mavericks?   Joshua Ulrich
• [R-SIG-Finance] RQuantLib on OS X Mavericks?   Joshua Ulrich
• [R-SIG-Finance] Fwd: quantstrat chain rule type   Joshua Ulrich
• [R-SIG-Finance] function 'addtxn' in blotter package can't add intraday trade into account?   Joshua Ulrich
• [R-SIG-Finance] function 'addtxn' in blotter package can't add intraday trade into account?   Joshua Ulrich
• [R-SIG-Finance] quantstrat luxor.4, timespan optimization   Joshua Ulrich
• [R-SIG-Finance] retire from listing   Joshua Ulrich
• [R-SIG-Finance] quantstrat - Guy Yollin blotter 2014 presentation   Joshua Ulrich
• [R-SIG-Finance] quantstrat - Guy Yollin blotter 2014 presentation   Joshua Ulrich
• [R-SIG-Finance] Error using quantstrat walk.forward on windows, pls help.   Joshua Ulrich
• [R-SIG-Finance] In highfrequency package `convert` function creates folder structure, but no .RData file with TickData.com data   Joshua Ulrich
• [R-SIG-Finance] What happened to IBrokers Package ?   Joshua Ulrich
• [R-SIG-Finance] Duplicated indexes in blotter   Joshua Ulrich
• [R-SIG-Finance] Converting to weekly timestamps removes years from chart.TimeSeries (and its extensions)   Joshua Ulrich
• [R-SIG-Finance] quantstrat help - simple combine error using windows and walk.forward   Joshua Ulrich
• [R-SIG-Finance] Apparent Discrepancy   JAKE WHITE
• [R-SIG-Finance] RQuantLib on OS X Mavericks?   Keith Weintraub
• [R-SIG-Finance] Easiest way to create a schedule of quarterly LIBOR dates in RQuantLib   Keith S Weintraub
• [R-SIG-Finance] Easiest way to create a schedule of quarterly LIBOR dates in RQuantLib   Keith S Weintraub
• [R-SIG-Finance] RQuantLib on OS X Mavericks?   Keith S Weintraub
• [R-SIG-Finance] RQuantLib on OS X Mavericks?   Keith S Weintraub
• [R-SIG-Finance] RQuantLib on OS X Mavericks?   Keith S Weintraub
• [R-SIG-Finance] Easiest way to create a schedule of quarterly LIBOR dates in RQuantLib   Keith S Weintraub
• [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ?   Michael Weylandt
• [R-SIG-Finance] EWMA and MA to calculate Value at Risk   Nick White
• [R-SIG-Finance] In highfrequency package `convert` function creates folder structure, but no .RData file with TickData.com data   Nick White
• [R-SIG-Finance] Adding Stop Loss to pair_trade example   Derek Wong
• [R-SIG-Finance] Error using quantstrat walk.forward on windows, pls help.   Derek Wong
• [R-SIG-Finance] Error using quantstrat walk.forward on windows, pls help.   Derek Wong
• [R-SIG-Finance] quantstrat help - simple combine error using windows and walk.forward   Derek Wong
• [R-SIG-Finance] quantstrat help - simple combine error using windows and walk.forward   Derek Wong
• [R-SIG-Finance] quantstrat help - simple combine error using windows and walk.forward   Derek Wong
• [R-SIG-Finance] quantstrat - luxor.8 periodic optimization & walk-forward procedure   Guy Yollin
• [R-SIG-Finance] Errors with Quanstrat-IV Demo   Guy Yollin
• [R-SIG-Finance] quantstrat - Guy Yollin blotter 2014 presentation   Guy Yollin
• [R-SIG-Finance] Guy Yollin's blotter.pdf Example   Guy Yollin
• [R-SIG-Finance] Rbbg:::bdh Override Field Question   Chao Zhang
• [R-SIG-Finance] portfolio theory in terms of partial covariance   aschmid1
• [R-SIG-Finance] seasonality in rugarch   aschmid1
• [R-SIG-Finance] Error in (ur.df) function   mamuash bukana
• [R-SIG-Finance] Receiving market data by iBroker and implementing strategy   ce
• [R-SIG-Finance] ANN ARIMA or ANN ES Examples ?   ce
• [R-SIG-Finance] What happened to IBrokers Package ?   ce
• [R-SIG-Finance] What happens to IBrokers package if overloaded ?   ce
• [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization   amarjit chandhial
• [R-SIG-Finance] Fwd: [R] dynamic runSum   amarjit chandhial
• [R-SIG-Finance] Fwd: [R] dynamic runSum   amarjit chandhial
• [R-SIG-Finance] quantstrat - luxor.8 periodic optimization & walk-forward procedure   amarjit chandhial
• [R-SIG-Finance] quantstrat - luxor.8 periodic optimization & walk-forward procedure   amarjit chandhial
• [R-SIG-Finance] Fwd: quantstrat - luxor.8 periodic optimization & walk-forward procedure   amarjit chandhial
• [R-SIG-Finance] quantstrat - luxor.8 periodic optimization & walk-forward procedure   amarjit chandhial
• [R-SIG-Finance] quantstrat luxor.4, timespan optimization   amarjit chandhial
• [R-SIG-Finance] Errors with Quanstrat-IV Demo   amarjit chandhial
• [R-SIG-Finance] quantstrat - Guy Yollin: walk-forward (WFA) presentation   amarjit chandhial
• [R-SIG-Finance] quantstrat - Guy Yollin blotter 2014 presentation   amarjit chandhial
• [R-SIG-Finance] Fwd: quantstrat - Guy Yollin: walk-forward (WFA) presentation   amarjit chandhial
• [R-SIG-Finance] quantstrat - Guy Yollin blotter 2014 presentation   amarjit chandhial
• [R-SIG-Finance] quantstrat - Guy Yollin blotter 2014 presentation   amarjit chandhial
• [R-SIG-Finance] quantstrat - Guy Yollin blotter 2014 presentation   amarjit chandhial
• [R-SIG-Finance] Fwd: questions about adaptive indicator, intra-day trading and package 'parallel'   amarjit chandhial
• [R-SIG-Finance] What happens to IBrokers package if overloaded ?   amarjit chandhial
• [R-SIG-Finance] function 'addtxn' in blotter package can't add intraday trade into account?   domodo
• [R-SIG-Finance] function 'addtxn' in blotter package can't add intraday trade into account?   domodo
• [R-SIG-Finance] function 'addtxn' in blotter package can't add intraday trade into account?   domodo
• [R-SIG-Finance] function 'addtxn' in blotter package can't add intraday trade into account?   domodo
• [R-SIG-Finance] questions about order price and timestamp in quantstrat   domodo
• [R-SIG-Finance] questions about order price and timestamp in quantstrat   domodo
• [R-SIG-Finance] questions about adaptive indicator, intra-day trading and package 'parallel'   domodo
• [R-SIG-Finance] questions about adaptive indicator, intra-day trading and package 'parallel'   domodo
• [R-SIG-Finance] questions about adaptive indicator, intra-day trading and package 'parallel'   domodo
• [R-SIG-Finance] questions about adaptive indicator, intra-day trading and package 'parallel'   domodo
• [R-SIG-Finance] questions about adaptive indicator, intra-day trading and package 'parallel'   domodo
• [R-SIG-Finance] Calculating Proportions & Appending New Column?   arnaud gaboury
• [R-SIG-Finance] parma - parmafrontier - Why do I get an error in seq.default ?   alexios ghalalanos
• [R-SIG-Finance] parma - How to add a constraint for the weights   alexios ghalalanos
• [R-SIG-Finance] Rugarch: Analysing the performance of my forecast   alexios ghalalanos
• [R-SIG-Finance] AIC and deeper insight into model comparison   alexios ghalalanos
• [R-SIG-Finance] Unusually large t-values from ugarchfit   alexios ghalalanos
• [R-SIG-Finance] Problem with estimation results of ARMAX-GARCHX   alexios ghalalanos
• [R-SIG-Finance] Problem with estimation results of ARMAX-GARCHX   alexios ghalalanos
• [R-SIG-Finance] Different results using "rugarch" and "fGarch" packages   alexios ghalalanos
• [R-SIG-Finance] Update of rugarch package yields different results / questions on stationarity conditions   alexios ghalalanos
• [R-SIG-Finance] Update of rugarch package yields different results / questions on stationarity conditions   alexios ghalalanos
• [R-SIG-Finance] FPortfolio / MAxReturnPortfolio   alexios ghalanos
• [R-SIG-Finance] FPortfolio / MAxReturnPortfolio   alexios ghalanos
• [R-SIG-Finance] FPortfolio / MAxReturnPortfolio   alexios ghalanos
• [R-SIG-Finance] rugarch - question w.r.t. (robust) SE and bias in estimates of a particular MA(1)-eGARCH(1, 1)-STD model   alexios ghalanos
• [R-SIG-Finance] Slight Discrepancy between ugarchfit and by hand calculation   alexios ghalanos
• [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ?   alexios ghalanos
• [R-SIG-Finance] understanding an error from ugarchfit   alexios ghalanos
• [R-SIG-Finance] understanding an error from ugarchfit   alexios ghalanos
• [R-SIG-Finance] understanding an error from ugarchfit   alexios ghalanos
• [R-SIG-Finance] rugarch convergence problem   alexios ghalanos
• [R-SIG-Finance] understanding an error from ugarchfit   alexios ghalanos
• [R-SIG-Finance] "ugarchspec" question on GJR-GARCH model specification   alexios ghalanos
• [R-SIG-Finance] parma - How to add a constraint to the SOCP solver   alexios ghalanos
• [R-SIG-Finance] GJR-GARCH   alexios ghalanos
• [R-SIG-Finance] rugarch parameter analysis   alexios ghalanos
• [R-SIG-Finance] rugarch + VineCopula for value at risk   alexios ghalanos
• [R-SIG-Finance] parma - How to optimize a long/short portfolio with sum( abs( weights )) = 1   alexios ghalanos
• [R-SIG-Finance] rugarch + VineCopula for value at risk   alexios ghalanos
• [R-SIG-Finance] DEoptim and guarantees   alexios ghalanos
• [R-SIG-Finance] Implied volatility as external regressors in rugarch?   alexios ghalanos
• [R-SIG-Finance] CARMA models with Yuima package   stefano iacus
• [R-SIG-Finance] EWMA and MA to calculate Value at Risk   kyan
• [R-SIG-Finance] Behavior of sigThreshold()   stergios marinopoulos
• [R-SIG-Finance] TrailingStop chain events in macd.R   stergios marinopoulos
• [R-SIG-Finance] TrailingStop chain events in macd.R   stergios marinopoulos
• [R-SIG-Finance] quantstrat chain rule type   stergios marinopoulos
• [R-SIG-Finance] Fwd: quantstrat chain rule type   stergios marinopoulos
• [R-SIG-Finance] Fwd: quantstrat chain rule type   stergios marinopoulos
• [R-SIG-Finance] Fwd: quantstrat chain rule type   stergios marinopoulos
• [R-SIG-Finance] Guy Yollin's blotter.pdf Example   stergios marinopoulos
• [R-SIG-Finance] Guy Yollin's blotter.pdf Example   stergios marinopoulos
• [R-SIG-Finance] (no subject)   lkatsets at nbg.gr
• [R-SIG-Finance] Beginner in R, need help writing a script for "Average" metric.   nvirani
• [R-SIG-Finance] Update of rugarch package yields different results / questions on stationarity conditions   Stefan.Jaeschke at rwe.com
• [R-SIG-Finance] Update of rugarch package yields different results / questions on stationarity conditions   Stefan.Jaeschke at rwe.com
• [R-SIG-Finance] Update of rugarch package yields different results / questions on stationarity conditions   Stefan.Jaeschke at rwe.com
• [R-SIG-Finance] Update of rugarch package yields different results / questions on stationarity conditions   Stefan.Jaeschke at rwe.com
• [R-SIG-Finance] What happens to IBrokers package if overloaded ?   cen six
• [R-SIG-Finance] understanding an error from ugarchfit   tvernay
• [R-SIG-Finance] understanding an error from ugarchfit   valeri
• [R-SIG-Finance] understanding an error from ugarchfit   valeri
• [R-SIG-Finance] Optimization   walmir-rodrigues
• [R-SIG-Finance] Optimization   walmir-rodrigues
• [R-SIG-Finance] Optimization   walmir-rodrigues
• [R-SIG-Finance] Optimization   walmir-rodrigues
• [R-SIG-Finance] reading high frequency data   jun wang
• [R-SIG-Finance] time format convert   jun wang
• [R-SIG-Finance] fPortfolio - why getting a zero vector as weights for my portfolio   u0055 at wolke7.net
• [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ?   u0055 at wolke7.net
• [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ?   u0055 at wolke7.net
• [R-SIG-Finance] FPortfolio / MAxReturnPortfolio   u0055 at wolke7.net
• [R-SIG-Finance] FPortfolio / MAxReturnPortfolio   u0055 at wolke7.net
• [R-SIG-Finance] FPortfolio / MAxReturnPortfolio   u0055 at wolke7.net
• [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ?   u0055 at wolke7.net
• [R-SIG-Finance] parma - What kind of portfolio do I get ?   u0055 at wolke7.net
• [R-SIG-Finance] parma - parmafrontier - Why do I get an error in seq.default ?   u0055 at wolke7.net
• [R-SIG-Finance] parma - How to add a constraint for the weights   u0055 at wolke7.net
• [R-SIG-Finance] parma - How to add a constraint to the SOCP solver   u0055 at wolke7.net
• [R-SIG-Finance] parma - How to optimize a long/short portfolio with sum( abs( weights )) = 1   u0055 at wolke7.net
• [R-SIG-Finance] parma - How to optimize a long/short portfolio with sum( abs( weights )) = 1   u0055 at wolke7.net
• [R-SIG-Finance] 答复: R-SIG-Finance Digest, Vol 123, Issue 19   王建明

Last message date: Tue Sep 30 21:11:55 CEST 2014
Archived on: Tue Sep 30 21:12:05 CEST 2014

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