Fourth quarter 2014 Archives by author

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Starting: Wed Oct 1 04:55:45 CEST 2014
Ending: Wed Dec 31 21:03:53 CET 2014
Messages: 205

• [R-SIG-Finance] Return.rebalancing contemporaneous calculation   Ross Bennett
• [R-SIG-Finance] quantstrat::Return.rebalancing   Bos, Roger
• [R-SIG-Finance] quantstrat::Return.rebalancing   Bos, Roger
• [R-SIG-Finance] Learning statistical analysis methods and capabilities of R   Sri Burra
• [R-SIG-Finance] How can I get Japanese Stock Daily Data in R?   Eric (YEN-LIN) CHIU
• [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?   Daniel Cegiełka
• [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?   Daniel Cegiełka
• [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)   Daniel Cegiełka
• [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)   Daniel Cegiełka
• [R-SIG-Finance] blotter_0.9.1643 pennyPerShare() not reflecting addTxn usage   Daniel Cegiełka
• [R-SIG-Finance] Specifying an expected mu and Sigma for fPortfolio   Thomas Chevrier
• [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL   Zachary Deane-Mayer
• [R-SIG-Finance] Return.rebalancing contemporaneous calculation   Charles Duranceau
• [R-SIG-Finance] Return.rebalancing contemporaneous calculation   Charles Duranceau
• [R-SIG-Finance] Performance Analytics: table.CAPM   Charles Duranceau
• [R-SIG-Finance] PerformanceAnalytics: CAPM.alpha vs CAPM.jensenAlpha   Charles Duranceau
• [R-SIG-Finance] Performance Analytics: table.CAPM   Charles Duranceau
• [R-SIG-Finance] Quantitative Trading with R: Understanding Mathematical and ...   Dirk Eddelbuettel
• [R-SIG-Finance] Fwd: Re: Block Exogeneity Test   John Frain
• [R-SIG-Finance] Fwd: Re: Block Exogeneity Test   John Frain
• [R-SIG-Finance] RES: GBSVolatility not working on vectors?   Wilson Nascimento De Freitas
• [R-SIG-Finance] R Open Secrets API 1.0.0 Released   Thomas Fuller
• [R-SIG-Finance] [rugarch] ugarchroll returns objects structures differently   Alexios Ghalanos
• [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL   Paul Gilbert
• [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL   Paul Gilbert
• [R-SIG-Finance] How to add lagged values to rugarch-model   Robert Harlow
• [R-SIG-Finance] Heston Simulation   P. Henaff
• [R-SIG-Finance] maxbfgs   Arne Henningsen
• [R-SIG-Finance] rmgarch gogarchFit standardized residuals   Ed Herranz
• [R-SIG-Finance] zero coupon yield curve estimation   Matthew Johnson
• [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?   Ilya Kipnis
• [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?   Ilya Kipnis
• [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?   Ilya Kipnis
• [R-SIG-Finance] Possible graphical bug in PerfA   Ilya Kipnis
• [R-SIG-Finance] quantstrat help   Ilya Kipnis
• [R-SIG-Finance] quantstrat help   Ilya Kipnis
• [R-SIG-Finance] Popular stock forecasting/prediction algorithms in R   Ilya Kipnis
• [R-SIG-Finance] Learning statistical analysis methods and capabilities of R   Ilya Kipnis
• [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns?   Ilya Kipnis
• [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns?   Ilya Kipnis
• [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns?   Ilya Kipnis
• [R-SIG-Finance] Help replicating a paper   Ilya Kipnis
• [R-SIG-Finance] Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help   Ilya Kipnis
• [R-SIG-Finance] Quantitative Trading with R: Understanding Mathematical and ...   Ilya Kipnis
• [R-SIG-Finance] Order book / mktdata cbind issue (offset?)   Mark Knecht
• [R-SIG-Finance] Order book / mktdata cbind issue (offset?)   Mark Knecht
• [R-SIG-Finance] Order book / mktdata cbind issue (offset?)   Mark Knecht
• [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)   Mark Knecht
• [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)   Mark Knecht
• [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)   Mark Knecht
• [R-SIG-Finance] quantstrat - model transactions on specific dates   Mark Knecht
• [R-SIG-Finance] quantstrat - model transactions on specific dates   Mark Knecht
• [R-SIG-Finance] quantstrat - model transactions on specific dates   Mark Knecht
• [R-SIG-Finance] quantstrat - model transactions on specific dates   Mark Knecht
• [R-SIG-Finance] Talking to C# API (Any reference to learn the same)   Mark Knecht
• [R-SIG-Finance] Talking to C# API (Any reference to learn the same)   Mark Knecht
• [R-SIG-Finance] quantstrat - trailingStop offsets?   Mark Knecht
• [R-SIG-Finance] quantstrat - trailingStop offsets?   Mark Knecht
• [R-SIG-Finance] quantstrat - trailingStop offsets?   Mark Knecht
• [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL   Mark Knecht
• [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL   Mark Knecht
• [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL   Mark Knecht
• [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL   Mark Knecht
• [R-SIG-Finance] Quantitative Trading with R: Understanding Mathematical and ...   Mark Knecht
• [R-SIG-Finance] RBloomberg   John Laing
• [R-SIG-Finance] How can I get Japanese Stock Daily Data in R?   Qi Li
• [R-SIG-Finance] blotter_0.9.1643 pennyPerShare() not reflecting addTxn usage   Gei Lin
• [R-SIG-Finance] Bug in ruleOrderProc - txnfees is not a numeric?   Gei Lin
• [R-SIG-Finance] plm package: variable lengths differ   Wei-han Liu
• [R-SIG-Finance] Package for BEKK Multivariate GARCH   DEBASISH MAITRA
• [R-SIG-Finance] FIGRACH   DEBASISH MAITRA
• [R-SIG-Finance] Block Exogeneity Test   DEBASISH MAITRA
• [R-SIG-Finance] Fwd: Re: Block Exogeneity Test   DEBASISH MAITRA
• [R-SIG-Finance] Optimization of ARFIMA in rugarch - Quick question and context   Nicholas Manganaro
• [R-SIG-Finance] Optimization of ARFIMA in rugarch - Quick question and context   Nicholas Manganaro
• [R-SIG-Finance] EGARCH help - writing out the model   Gareth McEwan
• [R-SIG-Finance] EGARCH help - writing out the model   Gareth McEwan
• [R-SIG-Finance] (no subject)   Gareth McEwan
• [R-SIG-Finance] Combining a kernel density interior + GPD tailed CDF   Gareth McEwan
• [R-SIG-Finance] Conflicting "spd" function estimates   Gareth McEwan
• [R-SIG-Finance] Talking to C# API (Any reference to learn the same)   Suresh Nageswaran
• [R-SIG-Finance] Popular stock forecasting/prediction algorithms in R   Anshul Pandey
• [R-SIG-Finance] Popular stock forecasting/prediction algorithms in R   Anshul Pandey
• [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?   Brian G. Peterson
• [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)   Brian G. Peterson
• [R-SIG-Finance] Return.rebalancing contemporaneous calculation   Brian G. Peterson
• [R-SIG-Finance] quantstrat - model transactions on specific dates   Brian G. Peterson
• [R-SIG-Finance] quantstrat - model transactions on specific dates   Brian G. Peterson
• [R-SIG-Finance] Blotter package would it work for cross currencies   Brian G. Peterson
• [R-SIG-Finance] quantstrat - trailingStop offsets?   Brian G. Peterson
• [R-SIG-Finance] maxbfgs   Brian G. Peterson
• [R-SIG-Finance] quantstrat::Return.rebalancing   Brian G. Peterson
• [R-SIG-Finance] incorrectly storing results from `blotter` when using `foreach`   Brian G. Peterson
• [R-SIG-Finance] Block Exogeneity Test   Brian G. Peterson
• [R-SIG-Finance] Fwd: Re: Block Exogeneity Test   Brian G. Peterson
• [R-SIG-Finance] Fwd: Re: Block Exogeneity Test   Brian G. Peterson
• [R-SIG-Finance] Bug in tradeStats function?   Brian G. Peterson
• [R-SIG-Finance] Preparing data for Superior predictive ability (SPA) test   Brian G. Peterson
• [R-SIG-Finance] Preparing data for Superior predictive ability (SPA) test   Brian G. Peterson
• [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns?   Brian G. Peterson
• [R-SIG-Finance] Period.Unrealized.PL always sums to 0 after a transaction, why? - Blotter/ Quantstrat   Brian G. Peterson
• [R-SIG-Finance] [rugarch] ugarchroll returns objects structures differently   Ivan Popivanov
• [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns?   Ivan Popivanov
• [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns?   Ivan Popivanov
• [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns?   Ivan Popivanov
• [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns?   Ivan Popivanov
• [R-SIG-Finance] [rugarch:realGARCH] A good proxy for close to close volatility?   Ivan Popivanov
• [R-SIG-Finance] Prototyped support for "partial" and parallelism to rollapply.xts   Ivan Popivanov
• [R-SIG-Finance] Prototyped support for "partial" and parallelism to rollapply.xts   Ivan Popivanov
• [R-SIG-Finance] Preparing data for Superior predictive ability (SPA) test   Karthik Raju
• [R-SIG-Finance] Preparing data for Superior predictive ability (SPA) test   Karthik Raju
• [R-SIG-Finance] Preparing data for Superior predictive ability (SPA) test   Karthik Raju
• [R-SIG-Finance] subsetting based on date and time of an xts?   Raghuraman Ramachandran
• [R-SIG-Finance] subsetting based on date and time of an xts?   Raghuraman Ramachandran
• [R-SIG-Finance] quantstrat help   Raghuraman Ramachandran
• [R-SIG-Finance] quantstrat help   Raghuraman Ramachandran
• [R-SIG-Finance] quantstrat help   Raghuraman Ramachandran
• [R-SIG-Finance] quantstrat help   Raghuraman Ramachandran
• [R-SIG-Finance] Interactive Brokers - Adjustable trailing stop using API?   Raghuraman Ramachandran
• [R-SIG-Finance] selecting specific rows from an xts object   David Reiner
• [R-SIG-Finance] IBrokers question   Robert Schien
• [R-SIG-Finance] selecting specific rows from an xts object   Robert Schien
• [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)   G See
• [R-SIG-Finance] How can I get Japanese Stock Daily Data in R?   G See
• [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL   G See
• [R-SIG-Finance] WTLE GARCH models   Andrea Sestu
• [R-SIG-Finance] Talking to C# API (Any reference to learn the same)   Kunal Shah
• [R-SIG-Finance] RBloomberg   Larry Shank
• [R-SIG-Finance] how to rename stock codes?   Marco Sun
• [R-SIG-Finance] Fwd: how to rename stock codes?   Marco Sun
• [R-SIG-Finance] rename a large number of stock codes   Marco Sun
• [R-SIG-Finance] rename a large number of stock codes   Marco Sun
• [R-SIG-Finance] Reply to: How can I get Japanese Stock Daily Data in R?   Wouter Thielen
• [R-SIG-Finance] How to add lagged values to rugarch-model   Lasse Thorst
• [R-SIG-Finance] How to add lagged values to rugarch-model   Lasse Thorst
• [R-SIG-Finance] Fitting qGARCH, eGARCH and nGARCH (with rugarch)   Lasse Thorst
• [R-SIG-Finance] Fitting Arma-garch models to my troublesome data   Lasse Thorst
• [R-SIG-Finance] Violation of underlying assumptions - ARMA-GARCH   Lasse Thorst
• [R-SIG-Finance] Rugarch external regressor estimation   Luca Trapin
• [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?   Joshua Ulrich
• [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)   Joshua Ulrich
• [R-SIG-Finance] quantstrat - model transactions on specific dates   Joshua Ulrich
• [R-SIG-Finance] Talking to C# API (Any reference to learn the same)   Joshua Ulrich
• [R-SIG-Finance] hans123 for intraday-data in R ?   Joshua Ulrich
• [R-SIG-Finance] Performance Analytics: table.CAPM   Joshua Ulrich
• [R-SIG-Finance] quantstrat help   Joshua Ulrich
• [R-SIG-Finance] quantstrat help   Joshua Ulrich
• [R-SIG-Finance] Need help to find an R-code   Joshua Ulrich
• [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03)   Joshua Ulrich
• [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL   Joshua Ulrich
• [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL   Joshua Ulrich
• [R-SIG-Finance] IBroker: Attempt to call placeOrder() gives socket i/o error?   Joshua Ulrich
• [R-SIG-Finance] Blotter Question related to addAcctTxn and updateAcct   Joshua Ulrich
• [R-SIG-Finance] R/Finance 2015 Call for Papers   Joshua Ulrich
• [R-SIG-Finance] Reply to: How can I get Japanese Stock Daily Data in R?   Joshua Ulrich
• [R-SIG-Finance] Prototyped support for "partial" and parallelism to rollapply.xts   Joshua Ulrich
• [R-SIG-Finance] Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help   Joshua Ulrich
• [R-SIG-Finance] selecting specific rows from an xts object   Andreas Voellenklee
• [R-SIG-Finance] quantstrat help   Nick White
• [R-SIG-Finance] Learning statistical analysis methods and capabilities of R   Nick White
• [R-SIG-Finance] incorrectly storing results from `blotter` when using `foreach`   Nick White
• [R-SIG-Finance] Bug in tradeStats function?   Nick White
• [R-SIG-Finance] rename a large number of stock codes   Nick White
• [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] Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help   Derek Wong
• [R-SIG-Finance] Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help   Derek Wong
• [R-SIG-Finance] Period.Unrealized.PL always sums to 0 after a transaction, why? - Blotter/ Quantstrat   Derek Wong
• [R-SIG-Finance] a problem with stockPortfolio without short selling   aschmid1
• [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?   ce
• [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?   ce
• [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?   ce
• [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?   ce
• [R-SIG-Finance] Blotter package would it work for cross currencies   ce
• [R-SIG-Finance] Blotter package would it work for cross currencies   ce
• [R-SIG-Finance] Blotter package would it work for cross currencies   ce
• [R-SIG-Finance] Plotting live charts with Yahoo Finance data and ggplot2 in R   amarjit chandhial
• [R-SIG-Finance] hans123 for intraday-data in R ?   domodo
• [R-SIG-Finance] seasonality in rugarch   alexios ghalanos
• [R-SIG-Finance] EGARCH help - writing out the model   alexios ghalanos
• [R-SIG-Finance] Performance Analytics: table.CAPM   alexios ghalanos
• [R-SIG-Finance] Conflicting "spd" function estimates   alexios ghalanos
• [R-SIG-Finance] How to add lagged values to rugarch-model   alexios ghalanos
• [R-SIG-Finance] How to add lagged values to rugarch-model   alexios ghalanos
• [R-SIG-Finance] rmgarch gogarchFit standardized residuals   alexios ghalanos
• [R-SIG-Finance] Blotter Question related to addAcctTxn and updateAcct   alexios ghalanos
• [R-SIG-Finance] [rugarch] ugarchroll returns objects structures differently   alexios ghalanos
• [R-SIG-Finance] Fitting qGARCH, eGARCH and nGARCH (with rugarch)   alexios ghalanos
• [R-SIG-Finance] Fitting Arma-garch models to my troublesome data   alexios ghalanos
• [R-SIG-Finance] Optimization of ARFIMA in rugarch - Quick question and context   alexios ghalanos
• [R-SIG-Finance] Optimization of ARFIMA in rugarch - Quick question and context   alexios ghalanos
• [R-SIG-Finance] R-SIG-Financ   adarshpl7 at gmail.com
• [R-SIG-Finance] heston model simulation   stefano iacus
• [R-SIG-Finance] zero coupon yield curve estimation   kw1958
• [R-SIG-Finance] Specifying an expected mu and Sigma for fPortfolio   elliot noma
• [R-SIG-Finance] Need help to find an R-code   adarsh paul
• [R-SIG-Finance] IBrokers question   cen six
• [R-SIG-Finance] IBroker: Attempt to call placeOrder() gives socket i/o error?   spy sixoneone
• [R-SIG-Finance] IBroker: Attempt to call placeOrder() gives socket i/o error?   spy sixoneone
• [R-SIG-Finance] SPA test in ttr Test   jun wang
• [R-SIG-Finance] maxbfgs   jun wang
• [R-SIG-Finance] heston model simulation   jun wang
• [R-SIG-Finance] Heston Simulation   jun wang
• [R-SIG-Finance] GARCH Modelling of transformed series   Бобровский Дмитрий
• [R-SIG-Finance] Talking to C# API (Any reference to learn the same)   Бобровский Дмитрий

Last message date: Wed Dec 31 21:03:53 CET 2014
Archived on: Wed Dec 31 21:04:25 CET 2014

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