Third quarter 2015 Archives by author
Starting: Wed Jul 1 19:28:20 CEST 2015
Ending: Tue Sep 29 19:17:19 CEST 2015
Messages: 180
- [R-SIG-Finance] Help activating stop loss order.
Amod Karve (अमोद)
- [R-SIG-Finance] Help activating stop loss order.
Amod Karve (अमोद)
- [R-SIG-Finance] Bug in ruleOrderProc (as.Date(tif.xts)
Amod Karve (अमोद)
- [R-SIG-Finance] RBlpapi
Whit Armstrong
- [R-SIG-Finance] Fwd: RBloomberg EMA Calculation
Whit Armstrong
- [R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Whit Armstrong
- [R-SIG-Finance] Parma / MAxReward Portfolio
Kads Bennurkar
- [R-SIG-Finance] Parma / MAxReward Portfolio
Kads Bennurkar
- [R-SIG-Finance] R-SIG-Finance Digest, Vol 134, Issue 4
Dan Bi
- [R-SIG-Finance] checkBlotterUpdate fails on quantstrat
Erol Biceroglu
- [R-SIG-Finance] checkBlotterUpdate fails on quantstrat
Erol Biceroglu
- [R-SIG-Finance] checkBlotterUpdate fails on quantstrat
Erol Biceroglu
- [R-SIG-Finance] checkBlotterUpdate fails on quantstrat
Erol Biceroglu
- [R-SIG-Finance] Guy Yollin's apply.paramset() on Windows remark and related developments
Erol Biceroglu
- [R-SIG-Finance] getSymbols for FRED in quantmod has stopped working???
Bos, Roger
- [R-SIG-Finance] Failure of solve.QP in portfolio modeling
Patrick Burns
- [R-SIG-Finance] Failure of solve.QP in portfolio modeling
Patrick Burns
- [R-SIG-Finance] Principal Component Analysis in Credit Risk
Patrick Caldon
- [R-SIG-Finance] Dowd package on CRAN
Peter Carl
- [R-SIG-Finance] Principal Component Analysis in Credit Risk
Chien, Josh-CH
- [R-SIG-Finance] RQuantLib Library on Mac OS Yosemite
Chien, Josh-CH
- [R-SIG-Finance] [ANN] dataonderivatives: Easily Source Publicly Available Data on Derivatives
Imanuel Costigan
- [R-SIG-Finance] Principal Component Analysis in Credit Risk
Jason Curole
- [R-SIG-Finance] Adding external regressors on conditional variance model
Assis Duraes
- [R-SIG-Finance] Adding external regressors on conditional variance model
Assis Duraes
- [R-SIG-Finance] Distribution fitting to loss data - Operational Risk
Christophe Dutang
- [R-SIG-Finance] [ANN] Rblpapi: Connecting R to Bloomberg
Dirk Eddelbuettel
- [R-SIG-Finance] [ANN] Rblpapi: Connecting R to Bloomberg
Dirk Eddelbuettel
- [R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Dirk Eddelbuettel
- [R-SIG-Finance] Custom indicator for Quantstrat (Fractals by Bill Williams)
Dane Edwards
- [R-SIG-Finance] Custom indicator for Quantstrat (Fractals by Bill Williams)
Dane Edwards
- [R-SIG-Finance] Custom indicator for Quantstrat (Fractals by Bill Williams)
Dane Edwards
- [R-SIG-Finance] Guy Yollin's apply.paramset() on Windows remark and related developments
Jersey Fanatic
- [R-SIG-Finance] Consolidating Backtests
Akane Fortuna
- [R-SIG-Finance] how to use all the cumulative equities in the account to buy
Gambulator Gambulator
- [R-SIG-Finance] how to use all the cumulative equities in the account to buy
Gambulator Gambulator
- [R-SIG-Finance] (DSTrading) and (IKTrading) are not available on R version 3.2.1
Gambulator Gambulator
- [R-SIG-Finance] getSymbols for FRED in quantmod has stopped working???
Paul Gilbert
- [R-SIG-Finance] RBlpapi
Aaron Goldenberg
- [R-SIG-Finance] aggregate an xts by factors
Aaron Goldenberg
- [R-SIG-Finance] aggregate an xts by factors
Aaron Goldenberg
- [R-SIG-Finance] [ANN] Rblpapi: Connecting R to Bloomberg
Aaron Goldenberg
- [R-SIG-Finance] getSymbols for FRED in quantmod has stopped working???
Alexander Gracian
- [R-SIG-Finance] getSymbols for FRED in quantmod has stopped working???
Paulo Grahl
- [R-SIG-Finance] correction
Dominykas Grigonis
- [R-SIG-Finance] (no subject)
Shawkat Hammoudeh
- [R-SIG-Finance] Inquiry
Shawkat Hammoudeh
- [R-SIG-Finance] Constant maturity Futures
Jorge Hernandez
- [R-SIG-Finance] factoranalytics vs factoranalyticsuw
Ueli Hofstetter
- [R-SIG-Finance] factoranalytics vs factoranalyticsuw
Ueli Hofstetter
- [R-SIG-Finance] Forecast of ARMA-GARCH model in R
Tom Huppertz
- [R-SIG-Finance] TVAR Coefficient Intepretation
Chijere Joseph
- [R-SIG-Finance] Custom indicator for Quantstrat (Fractals by Bill Williams)
Ilya Kipnis
- [R-SIG-Finance] What's the best package for SOCP in R?
Ilya Kipnis
- [R-SIG-Finance] Constant maturity Futures
Ilya Kipnis
- [R-SIG-Finance] Consolidating Backtests
Ilya Kipnis
- [R-SIG-Finance] Constant maturity Futures
Ilya Kipnis
- [R-SIG-Finance] Failure of solve.QP in portfolio modeling
Ilya Kipnis
- [R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Ilya Kipnis
- [R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Ilya Kipnis
- [R-SIG-Finance] What's the best package for SOCP in R?
Mark Knecht
- [R-SIG-Finance] What's the best package for SOCP in R?
Mark Knecht
- [R-SIG-Finance] Recipes for simple state-space models
Mark Knecht
- [R-SIG-Finance] Fwd: RBloomberg EMA Calculation
Nils Tobias Kramer
- [R-SIG-Finance] Fwd: RBloomberg EMA Calculation
Nils Tobias Kramer
- [R-SIG-Finance] Fwd: RBloomberg EMA Calculation
Nils Tobias Kramer
- [R-SIG-Finance] Career
Ravi Kumar
- [R-SIG-Finance] CONSTRAINED REGRESSIONS
Mark Leeds
- [R-SIG-Finance] correction
Mark Leeds
- [R-SIG-Finance] Implementation of Lee Strazicich Unit Root Test for R - Optimization
Johannes Lips
- [R-SIG-Finance] Implementation of Lee Strazicich Unit Root Test for R - Optimization
Johannes Lips
- [R-SIG-Finance] Implementation of Lee Strazicich Unit Root Test for R - Optimization
Johannes Lips
- [R-SIG-Finance] Implementation of Lee Strazicich Unit Root Test for R - Optimization
Johannes Lips
- [R-SIG-Finance] Cholesky Decomposition in Impulse Response Functions
Johannes Lips
- [R-SIG-Finance] Cholesky Decomposition in Impulse Response Functions
Johannes Lips
- [R-SIG-Finance] Cholesky Decomposition in Impulse Response Functions
Johannes Lips
- [R-SIG-Finance] databases of carbon prices
Wei-han Liu
- [R-SIG-Finance] getSymbols for FRED in quantmod has stopped working???
D Mack
- [R-SIG-Finance] Different results on Garch(1, 1) with regressors: Eviews vs rugarch
Eliano Marques
- [R-SIG-Finance] Different results on Garch(1, 1) with regressors: Eviews vs rugarch
Eliano Marques
- [R-SIG-Finance] Different results on Garch(1, 1) with regressors: Eviews vs rugarch
Eliano Marques
- [R-SIG-Finance] Different results on Garch(1, 1) with regressors: Eviews vs rugarch
Eliano Marques
- [R-SIG-Finance] rugarch n.ahead forecasts
Eliano Marques
- [R-SIG-Finance] Distribution fitting to loss data - Operational Risk
Amelia Marsh
- [R-SIG-Finance] Principal Component Analysis in Credit Risk
Amelia Marsh
- [R-SIG-Finance] Excel Price function in R for Bonds
Amelia Marsh
- [R-SIG-Finance] quantmod - How to have addTA() not print legend when the indicator is overlaid on another chart?
Mauna
- [R-SIG-Finance] Demean or not to demean
Gareth McEwan
- [R-SIG-Finance] Demean or not to demean
Gareth McEwan
- [R-SIG-Finance] Quantstrat OSfun
Harry McGraw
- [R-SIG-Finance] Question rmgarch
Daniel Melendez
- [R-SIG-Finance] Question rmgarch
Daniel Melendez
- [R-SIG-Finance] getSymbols for FRED in quantmod has stopped working???
Daniel Melendez
- [R-SIG-Finance] databases of carbon prices
Daniel Melendez
- [R-SIG-Finance] Principal Component Analysis in Credit Risk
Daniel Melendez
- [R-SIG-Finance] Importance Sampling
Daniel Melendez
- [R-SIG-Finance] VaR calculation warning with rugarch
Mingersming
- [R-SIG-Finance] VaR calculation warning with rugarch
Mingersming
- [R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Oleg Mubarakshin
- [R-SIG-Finance] What's are some go-to packages in R/Finance fordetecting shocks in financial time series?
Oleg Mubarakshin
- [R-SIG-Finance] unsuscribe
Hamad Penot
- [R-SIG-Finance] Custom indicator for Quantstrat (Fractals by Bill Williams)
Brian G. Peterson
- [R-SIG-Finance] Web/Server Interface for R Files
Brian G. Peterson
- [R-SIG-Finance] factoranalytics vs factoranalyticsuw
Brian G. Peterson
- [R-SIG-Finance] (DSTrading) and (IKTrading) are not available on R version 3.2.1
Brian G. Peterson
- [R-SIG-Finance] Consolidating Backtests
Brian G. Peterson
- [R-SIG-Finance] calculating beta-based variable dollar amounts to each leg of a spread backtest
Brian G. Peterson
- [R-SIG-Finance] Cholesky Decomposition in Impulse Response Functions
Brian G. Peterson
- [R-SIG-Finance] Career
Brian G. Peterson
- [R-SIG-Finance] merging tseries with a table
Brian G. Peterson
- [R-SIG-Finance] A simple variant of Luxor strategy with Dukascopy data
Brian G. Peterson
- [R-SIG-Finance] What's the best package for SOCP in R?
Pfaff, Bernhard Dr.
- [R-SIG-Finance] rolling forecasts with rugarch
Pippens Pips
- [R-SIG-Finance] Question about dccsim
Rods
- [R-SIG-Finance] Fwd: RBloomberg EMA Calculation
Laura Rogers
- [R-SIG-Finance] IBrokers: placing a combo order
Robert Schien
- [R-SIG-Finance] Failure of solve.QP in portfolio modeling
Enrico Schumann
- [R-SIG-Finance] getquote function
G See
- [R-SIG-Finance] Constant maturity Futures
G See
- [R-SIG-Finance] Constant maturity Futures
G See
- [R-SIG-Finance] calculating beta-based variable dollar amounts to each leg of a spread backtest
Tucker Sferro
- [R-SIG-Finance] Web/Server Interface for R Files
Kunal Shah
- [R-SIG-Finance] Failure of solve.QP in portfolio modeling
Alexandre Shannon
- [R-SIG-Finance] Importance Sampling
Dominic Steinitz
- [R-SIG-Finance] A simple variant of Luxor strategy with Dukascopy data
Tsvetan Stoyanov
- [R-SIG-Finance] rugarch NIG shape and skew parameters
Andy Tang
- [R-SIG-Finance] Distribution fitting to loss data - Operational Risk
Paul Teetor
- [R-SIG-Finance] Recipes for simple state-space models
Paul Teetor
- [R-SIG-Finance] unsuscribe
Dragan Tevdovski
- [R-SIG-Finance] unsuscribe
Wouter Thielen
- [R-SIG-Finance] reikon : A package to retrieve data from Thomson Reuters Eikon platform
Juan Manuel Truppia
- [R-SIG-Finance] Custom indicator for Quantstrat (Fractals by Bill Williams)
Joshua Ulrich
- [R-SIG-Finance] getSymbols for FRED in quantmod has stopped working???
Joshua Ulrich
- [R-SIG-Finance] Implementation of Lee Strazicich Unit Root Test for R - Optimization
Joshua Ulrich
- [R-SIG-Finance] Quantmod, qmao & option chains
Joshua Ulrich
- [R-SIG-Finance] checkBlotterUpdate fails on quantstrat
Joshua Ulrich
- [R-SIG-Finance] checkBlotterUpdate fails on quantstrat
Joshua Ulrich
- [R-SIG-Finance] checkBlotterUpdate fails on quantstrat
Joshua Ulrich
- [R-SIG-Finance] getSymbols for FRED in quantmod has stopped working???
Joshua Ulrich
- [R-SIG-Finance] Guy Yollin's apply.paramset() on Windows remark and related developments
Joshua Ulrich
- [R-SIG-Finance] aggregate an xts by factors
Joshua Ulrich
- [R-SIG-Finance] Fwd: RBloomberg EMA Calculation
Joshua Ulrich
- [R-SIG-Finance] Bug in ruleOrderProc (as.Date(tif.xts)
Joshua Ulrich
- [R-SIG-Finance] Quantstrat OSfun
Joshua Ulrich
- [R-SIG-Finance] quantmod - How to have addTA() not print legend when the indicator is overlaid on another chart?
Joshua Ulrich
- [R-SIG-Finance] RCurl post request implement problem.
Joshua Ulrich
- [R-SIG-Finance] merging tseries with a table
Joshua Ulrich
- [R-SIG-Finance] [ANN] Rblpapi: Connecting R to Bloomberg
Carlos Ungil
- [R-SIG-Finance] CONSTRAINED REGRESSIONS
Eric Weigel
- [R-SIG-Finance] Complex yields.
Keith S Weintraub
- [R-SIG-Finance] RBlpapi
Nick White
- [R-SIG-Finance] getquote function
Samuel Wilson
- [R-SIG-Finance] getquote function
Samuel Wilson
- [R-SIG-Finance] Constant maturity Futures
Samuel Wilson
- [R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Alexey Zemnitskiy
- [R-SIG-Finance] What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Alexey Zemnitskiy
- [R-SIG-Finance] rugarch NIG shape and skew parameters
alexios
- [R-SIG-Finance] Parma / MAxReward Portfolio
alexios
- [R-SIG-Finance] What's the best package for SOCP in R?
alexios
- [R-SIG-Finance] Question about dccsim
alexios
- [R-SIG-Finance] Demean or not to demean
alexios
- [R-SIG-Finance] rolling forecasts with rugarch
alexios
- [R-SIG-Finance] VaR calculation warning with rugarch
alexios
- [R-SIG-Finance] Adding external regressors on conditional variance model
alexios
- [R-SIG-Finance] Adding external regressors on conditional variance model
alexios
- [R-SIG-Finance] Failure of solve.QP in portfolio modeling
aschmid1
- [R-SIG-Finance] merging tseries with a table
aschmid1
- [R-SIG-Finance] merging tseries with a table
aschmid1
- [R-SIG-Finance] IBrokers: placing a combo order
censix
- [R-SIG-Finance] Custom indicator for Quantstrat (Fractals by Bill Williams)
daneedwards1
- [R-SIG-Finance] Different results on Garch(1, 1) with regressors: Eviews vs rugarch
alexios galanos
- [R-SIG-Finance] Different results on Garch(1, 1) with regressors: Eviews vs rugarch
alexios galanos
- [R-SIG-Finance] [ANN] Rblpapi: Connecting R to Bloomberg
john gavin
- [R-SIG-Finance] Question rmgarch
alexios ghalanos
- [R-SIG-Finance] Demean or not to demean
alexios ghalanos
- [R-SIG-Finance] EIKON REUTERS
juancentro
- [R-SIG-Finance] Quantmod, qmao & option chains
rex
- [R-SIG-Finance] RCurl post request implement problem.
Arbor wang
- [R-SIG-Finance] Estimating Heston model
jun wang
- [R-SIG-Finance] Estimating Heston model
jun wang
Last message date:
Tue Sep 29 19:17:19 CEST 2015
Archived on: Tue Sep 29 19:17:33 CEST 2015
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