Fourth quarter 2015 Archives by thread

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Starting: Thu Oct 1 03:16:52 CEST 2015
Ending: Tue Dec 29 20:58:37 CET 2015
Messages: 123

• [R-SIG-Finance] How to get data from another source when the first one fails...   George Kumar
  • [R-SIG-Finance] How to get data from another source when the first one fails...   Joshua Ulrich
• [R-SIG-Finance] Rugarch non convergent forecasts.   Evgeny Laba
  • [R-SIG-Finance] Rugarch non convergent forecasts.   Brian G. Peterson
    • [R-SIG-Finance] Rugarch non convergent forecasts.   Evgeny Laba
• [R-SIG-Finance] Using custom TxnFee function with apply.paramset()   Akane Fortuna
  • [R-SIG-Finance] Using custom TxnFee function with apply.paramset()   Brian G. Peterson
• [R-SIG-Finance] Starting value of conditional mean and variance   Samit Paul
  • [R-SIG-Finance] Starting value of conditional mean and variance   Patrick Burns
    • [R-SIG-Finance] Starting value of conditional mean and variance   Samit Paul
      • [R-SIG-Finance] Starting value of conditional mean and variance   Patrick Burns
      • [R-SIG-Finance] Starting value of conditional mean and variance   alexios galanos
      • [R-SIG-Finance] Starting value of conditional mean and variance   Samit Paul
• [R-SIG-Finance] Multivariate dependence with copula   Samit Paul
• [R-SIG-Finance] segfault while running quantstrat   Tsvetan Stoyanov
  • [R-SIG-Finance] segfault while running quantstrat   Joshua Ulrich
    • [R-SIG-Finance] segfault while running quantstrat   Tsvetan Stoyanov
      • [R-SIG-Finance] segfault while running quantstrat   Joshua Ulrich
      • [R-SIG-Finance] segfault while running quantstrat   Joshua Ulrich
      • [R-SIG-Finance] segfault while running quantstrat   Tsvetan Stoyanov
• [R-SIG-Finance] Reading the GSW spot rates from fed 2006 website   Mahmoud Shammaa
  • [R-SIG-Finance] Reading the GSW spot rates from fed 2006 website   Alexey Zemnitskiy
  • [R-SIG-Finance] Reading the GSW spot rates from fed 2006 website   G See
• [R-SIG-Finance] Congrats!RE: Reading the GSW spot rates from fed 2006 website   Nicholas Manganaro
• [R-SIG-Finance] Error check on "pspd" function from SPD package   Gareth McEwan
  • [R-SIG-Finance] Error check on "pspd" function from SPD package   alexios galanos
• [R-SIG-Finance] R/Finance 2016 Call for Papers   Joshua Ulrich
  • [R-SIG-Finance] R/Finance 2016 Call for Papers   Joshua Ulrich
• [R-SIG-Finance] Extension of Johansen Procedure ca.jo   Johannes Lips
  • [R-SIG-Finance] Extension of Johansen Procedure ca.jo   Johannes Lips
• [R-SIG-Finance] DATABASE   Gutemberg schiessl
• [R-SIG-Finance] sample code for a custom rule to replace ruleSignal   Gambulator Gambulator
  • [R-SIG-Finance] sample code for a custom rule to replace ruleSignal   Gambulator Gambulator
• [R-SIG-Finance] Creating an index based on a time variable   Am Gut
  • [R-SIG-Finance] Creating an index based on a time variable   Brian G. Peterson
    • [R-SIG-Finance] Creating an index based on a time variable   Am Gut
• [R-SIG-Finance] GARCH convergence error in for-loop   Hannah Linder
• [R-SIG-Finance] How to find out if a signal was active within the last X days   Gambulator Gambulator
  • [R-SIG-Finance] How to find out if a signal was active within the last X days   Ilya Kipnis
    • [R-SIG-Finance] How to find out if a signal was active within the last X days   Gambulator Gambulator
• [R-SIG-Finance] Monte Carlo Convergence test   Amelia Marsh
  • [R-SIG-Finance] Monte Carlo Convergence test   Michael Weylandt
• [R-SIG-Finance] Calculating trailing returns   Am Gut
  • [R-SIG-Finance] Calculating trailing returns   Michael Weylandt
    • [R-SIG-Finance] Calculating trailing returns   Am Gut
      • [R-SIG-Finance] Calculating trailing returns   Michael Weylandt
      • [R-SIG-Finance] Calculating trailing returns   Am Gut
• [R-SIG-Finance] VAR identified by sign restrictions   Felipe Bergamin Boralli
  • [R-SIG-Finance] VAR identified by sign restrictions   Eric Zivot
• [R-SIG-Finance] parallel processing   Gambulator Gambulator
  • [R-SIG-Finance] parallel processing   Joshua Ulrich
  • [R-SIG-Finance] parallel processing   Bos, Roger
  • [R-SIG-Finance] parallel processing   Gambulator Gambulator
    • [R-SIG-Finance] parallel processing   Gambulator Gambulator
      • [R-SIG-Finance] parallel processing   Erol Biceroglu
      • [R-SIG-Finance] parallel processing   Gambulator Gambulator
      • [R-SIG-Finance] parallel processing   Gambulator Gambulator
• [R-SIG-Finance] Subsetting Second to Last Day of the Month   Am Gut
  • [R-SIG-Finance] Subsetting Second to Last Day of the Month   Ilya Kipnis
    • [R-SIG-Finance] Subsetting Second to Last Day of the Month   Am Gut
      • [R-SIG-Finance] Subsetting Second to Last Day of the Month   Ilya Kipnis
      • [R-SIG-Finance] Subsetting Second to Last Day of the Month   Ilya Kipnis
      • [R-SIG-Finance] Subsetting Second to Last Day of the Month   Am Gut
      • [R-SIG-Finance] Subsetting Second to Last Day of the Month   Ilya Kipnis
• [R-SIG-Finance] Bug in ruleOrderProc (as.Date(tif.xts)   Joshua Ulrich
• [R-SIG-Finance] Help activating stop loss order.   Joshua Ulrich
• [R-SIG-Finance] Estimating credit rating transition matrices   Milos Cipovic
• [R-SIG-Finance] Pckg mftsr and Book Modeling Financial Time Series with R by Prof. Eric Zivot   #OU KUN#
  • [R-SIG-Finance] Pckg mftsr and Book Modeling Financial Time Series with R by Prof. Eric Zivot   Adam Ginensky
• [R-SIG-Finance] Advice on Forecasting   Dan Mack
  • [R-SIG-Finance] Advice on Forecasting   Ilya Kipnis
  • [R-SIG-Finance] Advice on Forecasting   Nick White
    • [R-SIG-Finance] Advice on Forecasting   Dan Mack
• [R-SIG-Finance] Older financials?   Mark Knecht
  • [R-SIG-Finance] Older financials?   Erol Biceroglu
    • [R-SIG-Finance] Older financials?   Mark Knecht
  • [R-SIG-Finance] Older financials?   Rex Macey
• [R-SIG-Finance] Computing stop probability   Ernest Stokely
  • [R-SIG-Finance] Computing stop probability   Nick White
    • [R-SIG-Finance] Computing stop probability   Michael Weylandt
      • [R-SIG-Finance] Computing stop probability   Michael Weylandt
  • [R-SIG-Finance] Computing stop probability   rex
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 138, Issue 8   Adrian Trapletti
• [R-SIG-Finance] [Help Neeeded] QuantLib 1.7 windows build   Dirk Eddelbuettel
• [R-SIG-Finance] fPortfolio (version 3011.81) - solveRglpk.CVAR - lower bound constraints (z_i >= 0) allows negative values   Pedro Oliveira
• [R-SIG-Finance] R-Forge TradeAnalytics packages for R 3.2.2   Erol Biceroglu
  • [R-SIG-Finance] R-Forge TradeAnalytics packages for R 3.2.2   Joshua Ulrich
• [R-SIG-Finance] Trailing stop in Andreas Clenow trend-following system   Ingo Boland
• [R-SIG-Finance] Coherent Datafeed: Thomson Reuters Elektron Edition   Thomas Fuller
• [R-SIG-Finance] solnp Problem Inverting Hessian   Michael Ashton
  • [R-SIG-Finance] solnp Problem Inverting Hessian   Michael Weylandt
    • [R-SIG-Finance] solnp Problem Inverting Hessian   Michael Ashton
      • [R-SIG-Finance] solnp Problem Inverting Hessian   Krishna Kumar
      • [R-SIG-Finance] solnp Problem Inverting Hessian   Michael Ashton
      • [R-SIG-Finance] solnp Problem Inverting Hessian   Michael Weylandt
      • [R-SIG-Finance] solnp Problem Inverting Hessian   Michael Weylandt
      • [R-SIG-Finance] solnp Problem Inverting Hessian   Paul Gilbert
      • [R-SIG-Finance] solnp Problem Inverting Hessian   Michael Ashton
      • [R-SIG-Finance] solnp Problem Inverting Hessian   Paul Gilbert
      • [R-SIG-Finance] solnp Problem Inverting Hessian   Michael Ashton
      • [R-SIG-Finance] solnp Problem Inverting Hessian   Paul Gilbert
      • [R-SIG-Finance] solnp Problem Inverting Hessian   Krishna Kumar
• [R-SIG-Finance] Quantstrat code works for long position but not short position   Damon Verial
  • [R-SIG-Finance] Quantstrat code works for long position but not short position   Joshua Ulrich
• [R-SIG-Finance] CUSIP Data in R   Thomas Fuller
• [R-SIG-Finance] LIBOR Yield Curve.   Keith S Weintraub
  • [R-SIG-Finance] LIBOR Yield Curve.   Whit Armstrong
    • [R-SIG-Finance] LIBOR Yield Curve.   Keith S Weintraub
  • [R-SIG-Finance] LIBOR Yield Curve.   Matt Considine
• [R-SIG-Finance] Backtesting VaR model   Nayden Valev
• [R-SIG-Finance] xts timeBasedSeq   Rods
  • [R-SIG-Finance] xts timeBasedSeq   Joshua Ulrich
  • [R-SIG-Finance] xts timeBasedSeq   Tom Clifford
    • [R-SIG-Finance] xts timeBasedSeq   Rods
• [R-SIG-Finance] R-Fiddle   Oleksandr Anufriyev
  • [R-SIG-Finance] R-Fiddle   Joshua Ulrich
    • [R-SIG-Finance] R-Fiddle   Oleksandr Anufriyev
• [R-SIG-Finance] Not able to install fOptions R package on ec2 spark cluster   Gayatri Nesarikar
  • [R-SIG-Finance] Not able to install fOptions R package on ec2 spark cluster   Dirk Eddelbuettel
• [R-SIG-Finance] rugarch package: VaR exceedances plot   T.Riedle
• [R-SIG-Finance] How to suppress getSymbols error message   George Kumar
  • [R-SIG-Finance] How to suppress getSymbols error message   Michael Weylandt
    • [R-SIG-Finance] How to suppress getSymbols error message   George Kumar

Last message date: Tue Dec 29 20:58:37 CET 2015
Archived on: Tue Dec 29 20:58:43 CET 2015

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