Third quarter 2015 Archives by date

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Starting: Wed Jul 1 19:28:20 CEST 2015
Ending: Tue Sep 29 19:17:19 CEST 2015
Messages: 180

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

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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