Second quarter 2015 Archives by subject
Starting: Wed Apr 1 12:45:29 CEST 2015
Ending: Mon Jun 29 21:41:08 CEST 2015
Messages: 138
- [R-SIG-Finance] !SPAM: Re: Documentation and functions under tradesys, blotter, quantstrat etc?
George Matysiak
- [R-SIG-Finance] !SPAM: Re: Documentation and functions under tradesys, blotter, quantstrat etc?
Erol Biceroglu
- [R-SIG-Finance] 9th ETH/Rmetrics Workshop 25-27 June Zurich
Diethelm Wuertz
- [R-SIG-Finance] A bug in blotter?
Ivan Popivanov
- [R-SIG-Finance] A bug in blotter?
Joshua Ulrich
- [R-SIG-Finance] assetsLPM from fAssets and 0.moment
Nils Tobias Kramer
- [R-SIG-Finance] assetsLPM from fAssets and 0.moment
Enrico Schumann
- [R-SIG-Finance] assetsLPM from fAssets and 0.moment
Nils Tobias Kramer
- [R-SIG-Finance] auto.arima
aschmid1
- [R-SIG-Finance] Basic question regarding Mailer list
Kunal Shah
- [R-SIG-Finance] Basic question regarding Mailer list
Nils Tobias Kramer
- [R-SIG-Finance] Best simplex algorithm package ?
u0055 at wolke7.net
- [R-SIG-Finance] chart_Series.R question
E Pan
- [R-SIG-Finance] chart_Series.R question
Joshua Ulrich
- [R-SIG-Finance] COGARCH(p, q): Simulation and Inference with Yuima package
stefano iacus
- [R-SIG-Finance] Coherent Datafeed: Thomson Reuters Enterprise Edition available under the LGPL
Thomas Fuller
- [R-SIG-Finance] Dates not formatting properly for quarterly time series in xtsExtra
Joshua Ulrich
- [R-SIG-Finance] Efficient Portfolio
AIE ATUMA
- [R-SIG-Finance] Eman NN using RSNNS package
Abhay Bhadani
- [R-SIG-Finance] Eman NN using RSNNS package
Joshua Ulrich
- [R-SIG-Finance] Fastest simplex algorithm package (faster than linprog) ?
u0055 at wolke7.net
- [R-SIG-Finance] Fastest simplex algorithm package (faster than linprog) ?
Arne Henningsen
- [R-SIG-Finance] Fastest simplex algorithm package (faster than linprog) ?
u0055 at wolke7.net
- [R-SIG-Finance] Fastest simplex algorithm package (faster than linprog) ?
Atwood, Joseph
- [R-SIG-Finance] Fastest simplex algorithm package (faster than linprog) ?
u0055 at wolke7.net
- [R-SIG-Finance] Finding the strike price of an option from all other data
Kunal Shah
- [R-SIG-Finance] Finding the strike price of an option from all other data
R Vince
- [R-SIG-Finance] Finding the strike price of an option from all other data
Enrico Schumann
- [R-SIG-Finance] fscenario in rmgarch package
daniel melendez
- [R-SIG-Finance] fscenario in rmgarch package
alexios
- [R-SIG-Finance] fscenario in rmgarch package
da_melendez at yahoo.com
- [R-SIG-Finance] Gaussian Copula Simulation
Chien, Josh-CH
- [R-SIG-Finance] Getting started with blotter (adding transactions)
Bos, Roger
- [R-SIG-Finance] Getting started with blotter (adding transactions)
Peter Chan
- [R-SIG-Finance] Getting started with blotter (adding transactions)
Joshua Ulrich
- [R-SIG-Finance] Getting started with blotter (adding transactions)
Bos, Roger
- [R-SIG-Finance] Getting started with blotter (adding transactions)
Brian G. Peterson
- [R-SIG-Finance] Getting started with blotter (adding transactions)
Joshua Ulrich
- [R-SIG-Finance] Getting started with blotter (adding transactions)
Bos, Roger
- [R-SIG-Finance] Getting started with blotter (adding transactions)
Bob Jansen
- [R-SIG-Finance] Getting started with blotter (adding transactions) SOLVED
Bos, Roger
- [R-SIG-Finance] Harvesting Historical Data
Curtis Snell
- [R-SIG-Finance] Harvesting Historical Data
Ilya Kipnis
- [R-SIG-Finance] help with chart.Histogram of PerformanceAnalytics ?
ce
- [R-SIG-Finance] help with chart.Histogram of PerformanceAnalytics ?
Nick White
- [R-SIG-Finance] How to extract the standardized residuals tests from the summary report
WEN SONG-QIAO
- [R-SIG-Finance] How to use RExcel using Macro Approach for real time market data
Kunal Shah
- [R-SIG-Finance] IBrokers: How to call eWrapper - updatePortfolio() ??
spy sixoneone
- [R-SIG-Finance] IBrokers package: checking order status
Robert Schien
- [R-SIG-Finance] IBrokers package: checking order status
ce
- [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?
cen six
- [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?
Joshua Ulrich
- [R-SIG-Finance] IBrokers Package: wrong Clientid returns ?
ce
- [R-SIG-Finance] I know I should be able to figure this out...
Samuel Wilson
- [R-SIG-Finance] I know I should be able to figure this out...
Michael Weylandt
- [R-SIG-Finance] I know I should be able to figure this out...
Samuel Wilson
- [R-SIG-Finance] I know I should be able to figure this out...
James Toll
- [R-SIG-Finance] I know I should be able to figure this out...
Samuel Wilson
- [R-SIG-Finance] Monthly Midpoint return
Phil Steel
- [R-SIG-Finance] Monthly Midpoint return
Brian G. Peterson
- [R-SIG-Finance] Monthly Midpoint return
Phil Steel
- [R-SIG-Finance] Monthly Midpoint return
Ilya Kipnis
- [R-SIG-Finance] Monthly Midpoint return
Mark Knecht
- [R-SIG-Finance] Monthly Midpoint return
G See
- [R-SIG-Finance] multi horizon forecast in rmgarch
Andy Tang
- [R-SIG-Finance] PortfolioAnalytics Group Constraint
Peter
- [R-SIG-Finance] PortfolioAnalytics Group Constraint
Ross Bennett
- [R-SIG-Finance] PortfolioAnalytics Group Constraint
Peter
- [R-SIG-Finance] PortfolioAnalytics Group Constraint
Ross Bennett
- [R-SIG-Finance] PortfolioAnalytics group constraints
Peter
- [R-SIG-Finance] PortfolioAnalytics group constraints
Ross Bennett
- [R-SIG-Finance] Portfolio Min Variance Optimisation with Turnover Constraints
Graham Ewen
- [R-SIG-Finance] Portfolio Min Variance Optimisation with Turnover Constraints
alexios ghalanos
- [R-SIG-Finance] Portfolio Min Variance Optimisation with Turnover Constraints
Graham Ewen
- [R-SIG-Finance] Portfolio VaR and Asset VaR
Christofer Bogaso
- [R-SIG-Finance] Portfolio VaR and Asset VaR
Annaert Jan
- [R-SIG-Finance] Portfolio VaR and Asset VaR
Brian G. Peterson
- [R-SIG-Finance] Portfolio VaR and Asset VaR
AIE ATUMA
- [R-SIG-Finance] Portfolio VaR and Asset VaR
Prashant Sethi
- [R-SIG-Finance] Portfolio VaR and Asset VaR
Peter Chan
- [R-SIG-Finance] Problem using Quantmod and MySQL
Ueli Hofstetter
- [R-SIG-Finance] Quadratic programming solve.QP's Lagrangians
Ton Jean-Claude
- [R-SIG-Finance] Quadratic programming solve.QP's Lagrangians
Bob Jansen
- [R-SIG-Finance] quantmod, getOptionChain update time/date
david hilton shanabrook
- [R-SIG-Finance] quantmod, getOptionChain update time/date
James Toll
- [R-SIG-Finance] Quantstrat for backtesting on tickdata (and creating a spread from tick)
bearwithme
- [R-SIG-Finance] Quantstrat for backtesting on tickdata (and creating a spread from tick)
Joshua Ulrich
- [R-SIG-Finance] Quantstrat for backtesting on tickdata (and creating a spread from tick)
bearwithme
- [R-SIG-Finance] quantstrat mktdata subsetting
John Williams
- [R-SIG-Finance] quantstrat mktdata subsetting
Nick White
- [R-SIG-Finance] quantstrat mktdata subsetting
John Williams
- [R-SIG-Finance] quantstrat mktdata subsetting
John Williams
- [R-SIG-Finance] Question RMGARCH
Daniel Melendez
- [R-SIG-Finance] Question RMGARCH
alexios
- [R-SIG-Finance] Question RMGARCH
Daniel Melendez
- [R-SIG-Finance] Question rmgarch package
daniel melendez
- [R-SIG-Finance] Question rmgarch package
alexios ghalanos
- [R-SIG-Finance] Questions regarding Cashflows in Blotter and hacking Quantstrat
Ueli Hofstetter
- [R-SIG-Finance] Questions regarding Cashflows in Blotter and hacking Quantstrat
Ilya Kipnis
- [R-SIG-Finance] Questions regarding Cashflows in Blotter and hacking Quantstrat
Ueli Hofstetter
- [R-SIG-Finance] Questions regarding Cashflows in Blotter and hacking Quantstrat
Ilya Kipnis
- [R-SIG-Finance] Questions regarding Cashflows in Blotter and hacking Quantstrat
Ueli Hofstetter
- [R-SIG-Finance] Questions regarding Cashflows in Blotter and hacking Quantstrat
Peter Chan
- [R-SIG-Finance] R/Finance 2015 registration now open
Joshua Ulrich
- [R-SIG-Finance] R/Finance 2015 registration now open
Joshua Ulrich
- [R-SIG-Finance] R consultants
Greiner, Steven
- [R-SIG-Finance] R Estimize API Package
Thomas Fuller
- [R-SIG-Finance] RFC: plot.xts
Joshua Ulrich
- [R-SIG-Finance] RFC: plot.xts
Paul Teetor
- [R-SIG-Finance] RFC: plot.xts
Brian G. Peterson
- [R-SIG-Finance] RFC: plot.xts
Gei Lin
- [R-SIG-Finance] RFC: plot.xts
Ross Bennett
- [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL
Mark Knecht
- [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL
Joshua Ulrich
- [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL
Mark Knecht
- [R-SIG-Finance] RQuantLib - DiscountCurve Class
Chien, Josh-CH
- [R-SIG-Finance] RUGARCH - non-negativity constraints on coefficients for exogenous variables in GARCH?
Christian Borelli-Kjær
- [R-SIG-Finance] RUGARCH - non-negativity constraints on coefficients for exogenous variables in GARCH?
alexios
- [R-SIG-Finance] Rugarch package using external regressors, a forecasting doubt
Diego Ignacio Acuña Rozas
- [R-SIG-Finance] Rugarch package using external regressors, a forecasting doubt
alexios
- [R-SIG-Finance] Rugarch package using external regressors, a forecasting doubt
Diego Ignacio Acuña Rozas
- [R-SIG-Finance] Specify time segment to calculate indicator and trade ?
domodo
- [R-SIG-Finance] Specify time segment to calculate indicator and trade ?
Joshua Ulrich
- [R-SIG-Finance] Specify time segment to calculate indicator and trade ?
Peter Chan
- [R-SIG-Finance] strategy classes supported by quanstrat
John Williams
- [R-SIG-Finance] strategy classes supported by quanstrat
Brian G. Peterson
- [R-SIG-Finance] TickData Backtesting in R, is it able now?
LiuRR
- [R-SIG-Finance] TickData Backtesting in R, is it able now?
Brian G. Peterson
- [R-SIG-Finance] TSdbi time series database interface
Paul Gilbert
- [R-SIG-Finance] UGARCHSIM
Francesco Mantovani
- [R-SIG-Finance] UGARCHSIM
Francesco Mantovani
- [R-SIG-Finance] UGARCHSIM
alexios
- [R-SIG-Finance] Using excel.link package in Real Time Environment
Kunal Shah
- [R-SIG-Finance] Yield calculation for a bond or loan gives complex result.
Keith S Weintraub
- [R-SIG-Finance] 回复: TickData Backtesting in R, is it able now?
LiuRR
- [R-SIG-Finance] 回复: TickData Backtesting in R, is it able now?
Saji Ren
- [R-SIG-Finance] 回复: TickData Backtesting in R, is it able now?
Ilya Kipnis
- [R-SIG-Finance] 回覆: Harvesting Historical Data
KL
Last message date:
Mon Jun 29 21:41:08 CEST 2015
Archived on: Mon Jun 29 21:41:12 CEST 2015
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