First quarter 2016 Archives by thread

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Starting: Fri Jan 1 09:41:03 CET 2016
Ending: Thu Mar 31 20:47:16 CEST 2016
Messages: 161

• [R-SIG-Finance] Forecasting with nnetar   Evelyn Nyamadi
  • [R-SIG-Finance] Forecasting with nnetar   Michael Weylandt
• [R-SIG-Finance] Formula used for EGARCH in "rugarch" package   Samit Paul
  • [R-SIG-Finance] Formula used for EGARCH in "rugarch" package   Michael Weylandt
    • [R-SIG-Finance] Formula used for EGARCH in "rugarch" package   Samit Paul
• [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] Exit Timing in Quantstrat   Damon Verial
  • [R-SIG-Finance] Exit Timing in Quantstrat   Brian G. Peterson
• [R-SIG-Finance] Rbbg includeConditionCodes not returning codes   Scott Nichols
  • [R-SIG-Finance] Rbbg includeConditionCodes not returning codes   Scott Nichols
• [R-SIG-Finance] Markov Switching GARCH   Samit Paul
• [R-SIG-Finance] how to enter coefficient matrices of a VAR into dse::ARMA?   Degang WU
  • [R-SIG-Finance] how to enter coefficient matrices of a VAR into dse::ARMA?   Paul Gilbert
• [R-SIG-Finance] Copula GARCH forecasting   sheila aziz
• [R-SIG-Finance] getting suffix for symbols   Stephen Choularton
  • [R-SIG-Finance] getting suffix for symbols   Joshua Ulrich
• [R-SIG-Finance] Multivariate student t distribution in rmgarch   Le Hoang Van
• [R-SIG-Finance] error in loading rugarch package   Donglei Du
  • [R-SIG-Finance] error in loading rugarch package   ce
  • [R-SIG-Finance] error in loading rugarch package   Donglei Du
• [R-SIG-Finance] Rblpapi connection issue   Will Oswald
  • [R-SIG-Finance] Rblpapi connection issue   Nick White
    • [R-SIG-Finance] Rblpapi connection issue   Will Oswald
      • [R-SIG-Finance] Rblpapi connection issue   John Laing
      • [R-SIG-Finance] Rblpapi connection issue   Will Oswald
      • [R-SIG-Finance] Rblpapi connection issue   John Laing
      • [R-SIG-Finance] Rblpapi connection issue   Dirk Eddelbuettel
      • [R-SIG-Finance] Rblpapi connection issue   Will Oswald
• [R-SIG-Finance] Problem understanding the code of dse::simulate   Degang WU
  • [R-SIG-Finance] Problem understanding the code of dse::simulate   Paul Gilbert
    • [R-SIG-Finance] Problem understanding the code of dse::simulate   Degang WU
• [R-SIG-Finance] reqHistory   Stephen Choularton
• [R-SIG-Finance] get financial data from morningstar.com with rvest   Stefano
• [R-SIG-Finance] Error in autoarfima output   Nicholas Manganaro
• [R-SIG-Finance] high/low prices   aschmid1
• [R-SIG-Finance] Could you please take me off your mailing list?   Magnus Metz
  • [R-SIG-Finance] Could you please take me off your mailing list?   Pasha Zulfugarli
    • [R-SIG-Finance] Could you please take me off your mailing list?   Nils Tobias Kramer
• [R-SIG-Finance] apply.paramset trade-by-trade PnL data   Jersey Fanatic
  • [R-SIG-Finance] apply.paramset trade-by-trade PnL data   Jersey Fanatic
    • [R-SIG-Finance] apply.paramset trade-by-trade PnL data   Jersey Fanatic
      • [R-SIG-Finance] apply.paramset trade-by-trade PnL data   Brian G. Peterson
• [R-SIG-Finance] tick data database   Daniel Cegiełka
  • [R-SIG-Finance] tick data database   Daniel Krizian
• [R-SIG-Finance] gmm error   T.
• [R-SIG-Finance] Option Quotes   Robert Sherry
• [R-SIG-Finance] Approach to predict balance of account in retail bank   Biswarup Ghosh
  • [R-SIG-Finance] Approach to predict balance of account in retail bank   Daniel Melendez
    • [R-SIG-Finance] Approach to predict balance of account in retail bank   Biswarup Ghosh
      • [R-SIG-Finance] Approach to predict balance of account in retail bank   Biswarup Ghosh
• [R-SIG-Finance] Using the market (SPY) as an indicator in Quanstrat   Smith Jimmy
  • [R-SIG-Finance] Using the market (SPY) as an indicator in Quanstrat   Brian G. Peterson
• [R-SIG-Finance] CONFERENCE: R in Insurance, London, 11 July 2015   Gesmann, Markus
• [R-SIG-Finance] New Package PortfolioEffectEstim   Andrey Kostin
• [R-SIG-Finance] Quantstrat - Entering a limit order below the open price   Smith Jimmy
  • [R-SIG-Finance] Quantstrat - Entering a limit order below the open price   Brian G. Peterson
• [R-SIG-Finance] Tangency portfolio in "fPortfolio" package   Samit Paul
• [R-SIG-Finance] stoptrailing mechanics question in MACD example - Quantstrat   Derek Wong
  • [R-SIG-Finance] stoptrailing mechanics question in MACD example - Quantstrat   Joshua Ulrich
    • [R-SIG-Finance] stoptrailing mechanics question in MACD example - Quantstrat   Derek Wong
• [R-SIG-Finance] Rugarch fitted values lag by 1   Hannah Linder
• [R-SIG-Finance] How to Draw a Candle Chart using ggplot2?   Hsiao-nan Cheung
• [R-SIG-Finance] RStudio Crashes when using quantmod's chartSeries()   Hsiao-nan Cheung
  • [R-SIG-Finance] RStudio Crashes when using quantmod's chartSeries()   Maxim Fomin
    • [R-SIG-Finance] RStudio Crashes when using quantmod's chartSeries()   Hsiao-nan Cheung
      • [R-SIG-Finance] RStudio Crashes when using quantmod's chartSeries()   John Williams
      • [R-SIG-Finance] RStudio Crashes when using quantmod's chartSeries()   Hsiao-nan Cheung
• [R-SIG-Finance] IBrokers reqOpenOrders - getting data into a program   Stephen Choularton
• [R-SIG-Finance] quartstrat applyStrategy error when starting one month earlier (endDate not found)   Bos, Roger
  • [R-SIG-Finance] quartstrat applyStrategy error when starting one month earlier (endDate not found)   Joshua Ulrich
• [R-SIG-Finance] Time in Force conditions with Quantstrat   Ryan
  • [R-SIG-Finance] Time in Force conditions with Quantstrat   Joshua Ulrich
• [R-SIG-Finance] addTA not working   George Schmoll
  • [R-SIG-Finance] addTA not working   Joshua Ulrich
    • [R-SIG-Finance] addTA not working   George Schmoll
• [R-SIG-Finance] tick data and one minute bar data appear out of line (IBrokers)   Stephen Choularton
  • [R-SIG-Finance] tick data and one minute bar data appear out of line (IBrokers)   Joshua Ulrich
    • [R-SIG-Finance] tick data and one minute bar data appear out of line (IBrokers)   Stephen Choularton
      • [R-SIG-Finance] tick data and one minute bar data appear out of line (IBrokers)   Joshua Ulrich
• [R-SIG-Finance] Copula-GARCH with rmgarch package   Le Hoang Van
• [R-SIG-Finance] Trailing stop not working in R (Luxor example)   Peter Neumaier
  • [R-SIG-Finance] Trailing stop not working in R (Luxor example)   Derek Wong
    • [R-SIG-Finance] Trailing stop not working in R (Luxor example)   Joshua Ulrich
• [R-SIG-Finance] Rblpapi 'rc' 0.3.2.5 available for testing   Dirk Eddelbuettel
• [R-SIG-Finance] Coherent Data Adapter: CUSIP Global Services Web Edition   Thomas Fuller
• [R-SIG-Finance] Position size in order book   Peter Neumaier
  • [R-SIG-Finance] Position size in order book   Brian G. Peterson
    • [R-SIG-Finance] Position size in order book   Peter Neumaier
• [R-SIG-Finance] Tax consideration when calling Return.portfolio   Amod Karve (अमोद)
• [R-SIG-Finance] Add.Distribution on signal "BBands" ?   Peter Neumaier
  • [R-SIG-Finance] Add.Distribution on signal "BBands" ?   Joshua Ulrich
    • [R-SIG-Finance] Add.Distribution on signal "BBands" ?   Peter Neumaier
      • [R-SIG-Finance] Add.Distribution on signal "BBands" ?   Joshua Ulrich
      • [R-SIG-Finance] Add.Distribution on signal "BBands" ?   Peter Neumaier
      • [R-SIG-Finance] Add.Distribution on signal "BBands" ?   Joshua Ulrich
• [R-SIG-Finance] Convert double to date   Peter Neumaier
• [R-SIG-Finance] write.csv conversion problem   Peter Neumaier
  • [R-SIG-Finance] write.csv conversion problem   Roger J. Bos
    • [R-SIG-Finance] write.csv conversion problem   Martin Maechler
  • [R-SIG-Finance] write.csv conversion problem   Joshua Ulrich
    • [R-SIG-Finance] write.csv conversion problem   Peter Neumaier
• [R-SIG-Finance] Sum volume by day and plot in xts   Peter Neumaier
  • [R-SIG-Finance] Sum volume by day and plot in xts   Joshua Ulrich
• [R-SIG-Finance] Solver for a generic optimal portfolio   Alec Schmidt
  • [R-SIG-Finance] Solver for a generic optimal portfolio   Patrick Burns
  • [R-SIG-Finance] Solver for a generic optimal portfolio   Mark Leeds
  • [R-SIG-Finance] Solver for a generic optimal portfolio   Brian G. Peterson
    • [R-SIG-Finance] Solver for a generic optimal portfolio   Alec Schmidt
      • [R-SIG-Finance] Solver for a generic optimal portfolio   Brian G. Peterson
      • [R-SIG-Finance] Solver for a generic optimal portfolio   Alec Schmidt
• [R-SIG-Finance] Unexpected StopLoss order placed and triggered   Peter Neumaier
• [R-SIG-Finance] PortfolioAnalytics question re: showing results   matt at considine.net
  • [R-SIG-Finance] PortfolioAnalytics question re: showing results   Ilya Kipnis
    • [R-SIG-Finance] PortfolioAnalytics question re: showing results   matt at considine.net
  • [R-SIG-Finance] PortfolioAnalytics question re: showing results   Brian G. Peterson
  • [R-SIG-Finance] PortfolioAnalytics question re: showing results   matt at considine.net
    • [R-SIG-Finance] PortfolioAnalytics question re: showing results   Ross Bennett
      • [R-SIG-Finance] PortfolioAnalytics question re: showing results   matt at considine.net
      • [R-SIG-Finance] PortfolioAnalytics question re: showing results   Ross Bennett
      • [R-SIG-Finance] PortfolioAnalytics question re: showing results   Brian G. Peterson
      • [R-SIG-Finance] PortfolioAnalytics question re: showing results   matt at considine.net
      • [R-SIG-Finance] PortfolioAnalytics question re: showing results   Brian G. Peterson
      • [R-SIG-Finance] PortfolioAnalytics question re: showing results   Ross Bennett
• [R-SIG-Finance] Ubuntu Installation   R Vince
  • [R-SIG-Finance] Ubuntu Installation   R Vince
    • [R-SIG-Finance] Ubuntu Installation   R Vince
  • [R-SIG-Finance] Ubuntu Installation   Dirk Eddelbuettel
• [R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio   Alec Schmidt
  • [R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio   Enrico Schumann
    • [R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio   Alec Schmidt
      • [R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio   Enrico Schumann
      • [R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio   Alec Schmidt
      • [R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio   Enrico Schumann
      • [R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio: nloptr needs resampling   Alec Schmidt
• [R-SIG-Finance] Rblpapi - Fundamental Data   Keith Sabol
  • [R-SIG-Finance] Rblpapi - Fundamental Data   Whit Armstrong
• [R-SIG-Finance] need apply.paramset logging   Diego Peroni
  • [R-SIG-Finance] need apply.paramset logging   Brian G. Peterson
    • [R-SIG-Finance] need apply.paramset logging   Diego Peroni
      • [R-SIG-Finance] need apply.paramset logging   Brian G. Peterson
      • [R-SIG-Finance] need apply.paramset logging   Diego Peroni
      • [R-SIG-Finance] need apply.paramset logging   Joshua Ulrich
      • [R-SIG-Finance] need apply.paramset logging   Diego Peroni
      • [R-SIG-Finance] need apply.paramset logging   Brian G. Peterson
      • [R-SIG-Finance] need apply.paramset logging   Diego Peroni
      • [R-SIG-Finance] need apply.paramset logging   Brian G. Peterson
      • [R-SIG-Finance] need apply.paramset logging   Diego Peroni
• [R-SIG-Finance] Time-Varying Cointegration in R   Johannes Lips
  • [R-SIG-Finance] Time-Varying Cointegration in R   Paul Gilbert
    • [R-SIG-Finance] Time-Varying Cointegration in R   Johannes Lips
• [R-SIG-Finance] Optimizing Quanstrat MACD with apply.paramset returns combine error   Ray Bao
  • [R-SIG-Finance] Optimizing Quanstrat MACD with apply.paramset returns combine error   Joshua Ulrich
    • [R-SIG-Finance] Optimizing Quanstrat MACD with apply.paramset returns combine error   Ray Bao
• [R-SIG-Finance] Asymmetry parameter misspecification in EGARCH model using the rugarch package   Joakim Lindboe Brüchmann .
  • [R-SIG-Finance] stoplimit market price with OHLC   Diego Peroni
  • [R-SIG-Finance] Asymmetry parameter misspecification in EGARCH model using the rugarch package   Alexios Ghalanos
• [R-SIG-Finance] Remove first two weeks of data in half hourly resolution   Peter Neumaier
  • [R-SIG-Finance] Remove first two weeks of data in half hourly resolution   Brian G. Peterson
    • [R-SIG-Finance] Remove first two weeks of data in half hourly resolution   G See
• [R-SIG-Finance] Passing external regressors to rugarchspec   Eric Huang

Last message date: Thu Mar 31 20:47:16 CEST 2016
Archived on: Thu Mar 31 20:47:49 CEST 2016

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