First quarter 2015 Archives by author

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Starting: Thu Jan 1 18:48:23 CET 2015
Ending: Tue Mar 31 14:03:36 CEST 2015
Messages: 172

• [R-SIG-Finance] Online Hayashi-Yoshida estimator   Robert A'gata
• [R-SIG-Finance] Online Hayashi-Yoshida estimator   Robert A'gata
• [R-SIG-Finance] Online Hayashi-Yoshida estimator   Robert A'gata
• [R-SIG-Finance] [r-sig-finance] analyzing monthly portfolio holdings of 250 funds across 10 years.   Pankaj K Agarwal
• [R-SIG-Finance] Problem in output of "countMonthlyRecords" in Package "timeSeries"   Pankaj K Agarwal
• [R-SIG-Finance] Extract Fama and French coefficients at each t point in time on one asset   Alex Badoi
• [R-SIG-Finance] [Q] How to omit NA values in TTR package + Jeff Cooper's 5 day MOM   Alex Badoi
• [R-SIG-Finance] Number of data points required for Cointigration   Anil Bishnoie
• [R-SIG-Finance] validation of DrawdownPeak in PerformanceAnalytics package   Peter Carl
• [R-SIG-Finance] CUSIP Numbers   Daniel Cegiełka
• [R-SIG-Finance] problems   Daniel Cegiełka
• [R-SIG-Finance] problems   Daniel Cegiełka
• [R-SIG-Finance] problem subsetting xts object with yearmon time index   Daniel Cegiełka
• [R-SIG-Finance] RQuantLib - Discount Curve Object   Chien, Josh-CH
• [R-SIG-Finance] Kalman Filter Method in R library to Estimate and Forecast the Diebold-Li Yield Curve   Chien, Josh-CH
• [R-SIG-Finance] Problems with xts and plotting charts in quantmod   Tom Clifford
• [R-SIG-Finance] Gold   Matt Considine
• [R-SIG-Finance] rbbg connection issue: failed to connect server   Aidan Corcoran
• [R-SIG-Finance] rbbg connection issue: failed to connect server   Aidan Corcoran
• [R-SIG-Finance] rmgarch - dccforecast function   Fernando Martins Diniz
• [R-SIG-Finance] (no subject)   Hasan Diwan
• [R-SIG-Finance] Online Hayashi-Yoshida estimator   Hasan Diwan
• [R-SIG-Finance] validation of DrawdownPeak in PerformanceAnalytics package   Charles Duranceau
• [R-SIG-Finance] validation of DrawdownPeak in PerformanceAnalytics package   Charles Duranceau
• [R-SIG-Finance] RQuantLib - Discount Curve Object   Dirk Eddelbuettel
• [R-SIG-Finance] CUSIP Numbers   Amos B. Elberg
• [R-SIG-Finance] Signal and Rule question in Quantstrat   Isak Engdahl
• [R-SIG-Finance] Signal and Rule question in Quantstrat   Isak Engdahl
• [R-SIG-Finance] Quantmod Yahoo ticker download error   Isak Engdahl
• [R-SIG-Finance] Quantmod Yahoo ticker download error   Isak Engdahl
• [R-SIG-Finance] Quantmod Yahoo ticker download error   Isak Engdahl
• [R-SIG-Finance] Quantmod Yahoo ticker download error   Isak Engdahl
• [R-SIG-Finance] problems   Juanjo Fdez
• [R-SIG-Finance] problems   Juanjo Fdez
• [R-SIG-Finance] Number of data points required for Cointigration   John Frain
• [R-SIG-Finance] (no subject)   Frank
• [R-SIG-Finance] Thomson Reuters Eikon   Thomas Fuller
• [R-SIG-Finance] CUSIP Data question and a sneak-peak at two packages   Thomas Fuller
• [R-SIG-Finance] CUSIP Numbers   James Ho
• [R-SIG-Finance] Problem using Quantmod and MySQL   Ueli Hofstetter
• [R-SIG-Finance] Extract Fama and French coefficients at each t point in time on one asset   Ilya Kipnis
• [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.   Ilya Kipnis
• [R-SIG-Finance] Resource for company relationship   Ilya Kipnis
• [R-SIG-Finance] Signal and Rule question in Quantstrat   Ilya Kipnis
• [R-SIG-Finance] Signal and Rule question in Quantstrat   Ilya Kipnis
• [R-SIG-Finance] Backing out a portfolio snapshot?   Ilya Kipnis
• [R-SIG-Finance] Gold   Ilya Kipnis
• [R-SIG-Finance] [Q] How to omit NA values in TTR package + Jeff Cooper's 5 day MOM   Ilya Kipnis
• [R-SIG-Finance] Signal and Rule question in Quantstrat   Mark Knecht
• [R-SIG-Finance] Signal and Rule question in Quantstrat   Mark Knecht
• [R-SIG-Finance] Problem using Quantmod and MySQL   Mark Knecht
• [R-SIG-Finance] Problem using Quantmod and MySQL   Mark Knecht
• [R-SIG-Finance] Problem using Quantmod and MySQL   Mark Knecht
• [R-SIG-Finance] rbbg connection issue: failed to connect server   John Laing
• [R-SIG-Finance] Passing optim.control arima arguments to ugarchfit in rugarch   Andreas Keller Leth Laursen
• [R-SIG-Finance] Passing optim.control arima arguments to ugarchfit in rugarch   Andreas Keller Leth Laursen
• [R-SIG-Finance] Number of data points required for Cointigration   Mark Leeds
• [R-SIG-Finance] Number of data points required for Cointigration   Mark Leeds
• [R-SIG-Finance] Problems with xts and plotting charts in quantmod   Liu
• [R-SIG-Finance] Problems with xts and plotting charts in quantmod   Liu
• [R-SIG-Finance] Problems with xts and plotting charts in quantmod   Liu
• [R-SIG-Finance] Help with quantstrat   Olivier MARTIN
• [R-SIG-Finance] Help with quantstrat.. correction   Olivier MARTIN
• [R-SIG-Finance] Help with quantstrat   Olivier MARTIN
• [R-SIG-Finance] help with quantstrat   Olivier MARTIN
• [R-SIG-Finance] quantmod EMA and SMA   Olivier MARTIN
• [R-SIG-Finance] help with ugarchsim error   Gareth McEwan
• [R-SIG-Finance] Help specifying "ugarchsim" function   Gareth McEwan
• [R-SIG-Finance] How to install IKTrading and Quantstrat   Gerald Morrison
• [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.   Pierre Org
• [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.   Pierre Org
• [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.   Pierre Org
• [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.   Pierre Org
• [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.   Pierre Org
• [R-SIG-Finance] Quantmod Yahoo ticker download error   Pierre Org
• [R-SIG-Finance] Quantmod Yahoo ticker download error   Pierre Org
• [R-SIG-Finance] CUSIP Numbers   Anshul Pandey
• [R-SIG-Finance] CUSIP Numbers   Anshul Pandey
• [R-SIG-Finance] Resource for company relationship   Anshul Pandey
• [R-SIG-Finance] Resource for company relationship   Anshul Pandey
• [R-SIG-Finance] racd package   Samit Paul
• [R-SIG-Finance] racd package   Samit Paul
• [R-SIG-Finance] racd package   Samit Paul
• [R-SIG-Finance] S4 Class Error in fitCopula   Samit Paul
• [R-SIG-Finance] S4 Class Error in fitCopula   Samit Paul
• [R-SIG-Finance] Resource for company relationship   Brian G. Peterson
• [R-SIG-Finance] Signal and Rule question in Quantstrat   Brian G. Peterson
• [R-SIG-Finance] Problems with xts and plotting charts in quantmod   Brian G. Peterson
• [R-SIG-Finance] Backing out a portfolio snapshot?   Brian G. Peterson
• [R-SIG-Finance] [Q] How to omit NA values in TTR package + Jeff Cooper's 5 day MOM   Brian G. Peterson
• [R-SIG-Finance] Online Hayashi-Yoshida estimator   Brian G. Peterson
• [R-SIG-Finance] Resource for company relationship   Harry Prabandham
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 128, Issue 5   Thomas Quinn
• [R-SIG-Finance] CUSIP Numbers   G See
• [R-SIG-Finance] Weird behavior of getSymbols for symbol PLL and PL   G See
• [R-SIG-Finance] Gold   Robert Sherry
• [R-SIG-Finance] Gold   Robert Sherry
• [R-SIG-Finance] Kalman Filter Method in R library to Estimate and Forecast the Diebold-Li Yield Curve   Shimura, Tetsuro
• [R-SIG-Finance] Tomorrow Webinar: Enter a KDD Cup or Kaggle Competition without being an expert!   Lisa Solomon
• [R-SIG-Finance] Quantmod Yahoo ticker download error   Marco Sun
• [R-SIG-Finance] Quantmod Yahoo ticker download error   Marco Sun
• [R-SIG-Finance] Number of data points required for Cointigration   Paul Teetor
• [R-SIG-Finance] Number of data points required for Cointigration   Paul Teetor
• [R-SIG-Finance] Reply to: How can I get Japanese Stock Daily Data in R?   Wouter Thielen
• [R-SIG-Finance] Problems with xts and plotting charts in quantmod   Wouter Thielen
• [R-SIG-Finance] Problems with xts and plotting charts in quantmod   Wouter Thielen
• [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL   Joshua Ulrich
• [R-SIG-Finance] RFinanceYJ and getSymbols for Yahoo Japan   Joshua Ulrich
• [R-SIG-Finance] How can I get Japanese Stock Daily Data in R?   Joshua Ulrich
• [R-SIG-Finance] Reply to: How can I get Japanese Stock Daily Data in R?   Joshua Ulrich
• [R-SIG-Finance] R/Finance 2015 Call for Papers   Joshua Ulrich
• [R-SIG-Finance] Help with quantstrat   Joshua Ulrich
• [R-SIG-Finance] Signal and Rule question in Quantstrat   Joshua Ulrich
• [R-SIG-Finance] Signal and Rule question in Quantstrat   Joshua Ulrich
• [R-SIG-Finance] Signal and Rule question in Quantstrat   Joshua Ulrich
• [R-SIG-Finance] R/Finance 2015 Call for Papers   Joshua Ulrich
• [R-SIG-Finance] quantmod can't get fx currencies ?   Joshua Ulrich
• [R-SIG-Finance] Quantmod Yahoo ticker download error   Joshua Ulrich
• [R-SIG-Finance] [Q] How to omit NA values in TTR package + Jeff Cooper's 5 day MOM   Joshua Ulrich
• [R-SIG-Finance] quantmod EMA and SMA   Joshua Ulrich
• [R-SIG-Finance] quantmod EMA and SMA   Joshua Ulrich
• [R-SIG-Finance] problem subsetting xts object with yearmon time index   Joshua Ulrich
• [R-SIG-Finance] problem subsetting xts object with yearmon time index   Joshua Ulrich
• [R-SIG-Finance] problem subsetting xts object with yearmon time index   Joshua Ulrich
• [R-SIG-Finance] problem subsetting xts object with yearmon time index   Joshua Ulrich
• [R-SIG-Finance] Problem using Quantmod and MySQL   Joshua Ulrich
• [R-SIG-Finance] Problem using Quantmod and MySQL   Joshua Ulrich
• [R-SIG-Finance] Problem using Quantmod and MySQL   Joshua Ulrich
• [R-SIG-Finance] R/Finance 2015 registration now open   Joshua Ulrich
• [R-SIG-Finance] ugarchfit: Weighted Ljung-Box Test   Jaimie Villanueva
• [R-SIG-Finance] Weird behavior of getSymbols for symbol PLL and PL   Andreas Voellenklee
• [R-SIG-Finance] Gold   Michael Weylandt
• [R-SIG-Finance] Problem in output of "countMonthlyRecords" in Package "timeSeries"   Michael Weylandt
• [R-SIG-Finance] [r-sig-finance] analyzing monthly portfolio holdings of 250 funds across 10 years.   Nick White
• [R-SIG-Finance] Fw: VaR with ARMA and Garch   Ludovic Mbakop Yopa
• [R-SIG-Finance] VaR with ARMA-GARCH innovations in fGarch   Ludovic Mbakop Yopa
• [R-SIG-Finance] Number of data points required for Cointigration   Eric Zivot
• [R-SIG-Finance] Number of data points required for Cointigration   Eric Zivot
• [R-SIG-Finance] problem subsetting xts object with yearmon time index   Eric Zivot
• [R-SIG-Finance] Online trading systems development courses using R at University of Washington   Eric Zivot
• [R-SIG-Finance] problem subsetting xts object with yearmon time index   Eric Zivot
• [R-SIG-Finance] Passing optim.control arima arguments to ugarchfit in rugarch   alexios
• [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.   alexios
• [R-SIG-Finance] Portfolio Optimisation as a function of targeted Risk rather than return.   alexios
• [R-SIG-Finance] racd package   alexios
• [R-SIG-Finance] rmgarch package code   alexios
• [R-SIG-Finance] dccfit funtion in rmgarch   alexios
• [R-SIG-Finance] help with ugarchsim error   alexios
• [R-SIG-Finance] rmgarch - dccforecast function   alexios
• [R-SIG-Finance] ugarchfit: Weighted Ljung-Box Test   alexios
• [R-SIG-Finance] ugarchfit: Weighted Ljung-Box Test   alexios
• [R-SIG-Finance] CUSIP Numbers   aschmid1
• [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?   ce
• [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?   ce
• [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?   ce
• [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?   ce
• [R-SIG-Finance] quantmod can't get fx currencies ?   ce
• [R-SIG-Finance] Backing out a portfolio snapshot?   matt at considine.net
• [R-SIG-Finance] Backing out a portfolio snapshot?   matt at considine.net
• [R-SIG-Finance] gogarch with multivariate t distribution   alexios ghalanos
• [R-SIG-Finance] Number of data points required for Cointigration   amol gupta
• [R-SIG-Finance] Number of data points required for Cointigration   amol gupta
• [R-SIG-Finance] Number of data points required for Cointigration   amol gupta
• [R-SIG-Finance] Calculating ROI correctly and using chart.CumReturns()   david hilton shanabrook
• [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?   cen six
• [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?   cen six
• [R-SIG-Finance] help with quantstrat   cen six
• [R-SIG-Finance] gogarch with multivariate t distribution   jun wang
• [R-SIG-Finance] gogarch with multivariate t distribution   jun wang
• [R-SIG-Finance] rmgarch package code   jun wang
• [R-SIG-Finance] dccfit funtion in rmgarch   jun wang
• [R-SIG-Finance] Error when Using fPortfolio to plot the fitting   曹鼎贤

Last message date: Tue Mar 31 14:03:36 CEST 2015
Archived on: Tue Mar 31 14:04:12 CEST 2015

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