Second quarter 2015 Archives by subject

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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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