Second quarter 2016 Archives by author
Starting: Fri Apr 1 06:06:27 CEST 2016
Ending: Thu Jun 30 01:45:23 CEST 2016
Messages: 153
- [R-SIG-Finance] Default Premium
Pankaj K Agarwal
- [R-SIG-Finance] Default Premium
Pankaj K Agarwal
- [R-SIG-Finance] Imputing Missing Values
Pankaj K Agarwal
- [R-SIG-Finance] Imputing Missing Values
Pankaj K Agarwal
- [R-SIG-Finance] Imputing Missing Values
Pankaj K Agarwal
- [R-SIG-Finance] GMM
Pankaj K Agarwal
- [R-SIG-Finance] CEV Model & MC simulation
Francesco Bianchi
- [R-SIG-Finance] Processing time of backtests on a single computer
Erol Biceroglu
- [R-SIG-Finance] ugarchspec: external regressors
FAKIR CHARLES
- [R-SIG-Finance] ugarchspec: external regressors
FAKIR CHARLES
- [R-SIG-Finance] ugarchfit: Error in temp$h : $ operator is invalid for atomic vectors
FAKIR CHARLES
- [R-SIG-Finance] IBrokers - functions: eWrapper and CALLBACKS
Stephen Choularton
- [R-SIG-Finance] IBrokers - functions: eWrapper and CALLBACKS
Stephen Choularton
- [R-SIG-Finance] problem placing order
Stephen Choularton
- [R-SIG-Finance] problem placing order
Stephen Choularton
- [R-SIG-Finance] problem placing order
Stephen Choularton
- [R-SIG-Finance] rule delays
Stephen Choularton
- [R-SIG-Finance] rule delays
Stephen Choularton
- [R-SIG-Finance] rule delays
Stephen Choularton
- [R-SIG-Finance] reqNewsBulletins
Stephen Choularton
- [R-SIG-Finance] Fwd: Re: This isn't base R so it must be a package -- maybe IBrokers (?)... Would be good to identify it as such
Stephen Choularton
- [R-SIG-Finance] GetOrders with Quantstrat
Ryan Crawford
- [R-SIG-Finance] [VC++ calling R] How to create a real-time interactive ticking time-series chart using dygraph via RInside?
Mike Deanza
- [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
- [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
- [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
- [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
- [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
- [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
- [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
- [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
- [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
- [R-SIG-Finance] Processing time of backtests on a singlecomputer
Jersey Fanatic
- [R-SIG-Finance] Processing time of backtests on a singlecomputer
Jersey Fanatic
- [R-SIG-Finance] Processing time of backtests on a singlecomputer
Frank
- [R-SIG-Finance] Processing time of backtests on a singlecomputer
Frank
- [R-SIG-Finance] Default Premium
Frank
- [R-SIG-Finance] Option pricing, basic question
Frank
- [R-SIG-Finance] Option pricing, basic question
Frank
- [R-SIG-Finance] Imputing Missing Values
Frank
- [R-SIG-Finance] Option pricing, basic question
Adam Ginensky
- [R-SIG-Finance] Importing batch tickers from Bloomberg to R for Rblpapi use
Jason Hart
- [R-SIG-Finance] Importing batch tickers from Bloomberg to R for Rblpapi use
Jason Hart
- [R-SIG-Finance] dynamic copula using rmgarch package (ignore previous question, don't know how to delete it)
Robert Iquiapaza
- [R-SIG-Finance] Imposing restrictions in vecm in r
Prabhdeep Kaur
- [R-SIG-Finance] entries/exits based on candlestick recognition
Ilya Kipnis
- [R-SIG-Finance] Long Enter Position do not "block" Short Enter Orders
Ilya Kipnis
- [R-SIG-Finance] Long Enter Position do not "block" Short Enter Orders
Ilya Kipnis
- [R-SIG-Finance] Long Enter Position do not "block" Short Enter Orders
Ilya Kipnis
- [R-SIG-Finance] Adding transaction fees to Return.portfolio
Ilya Kipnis
- [R-SIG-Finance] Adding transaction fees to Return.portfolio
Ilya Kipnis
- [R-SIG-Finance] Adding transaction fees to Return.portfolio
Ilya Kipnis
- [R-SIG-Finance] Fwd: dataset to xts conversion issue with timeseries data
Ilya Kipnis
- [R-SIG-Finance] rule delays
Ilya Kipnis
- [R-SIG-Finance] Position Limits
Ilya Kipnis
- [R-SIG-Finance] entries/exits based on candlestick recognition
Dmitry Kishkinev
- [R-SIG-Finance] Position Limits
John Klingensmith
- [R-SIG-Finance] Estimating gumbel copula parameter
Sachin Kuruvithadam
- [R-SIG-Finance] Dynamic copula simulation with 'rmgarch' package
Sachin Kuruvithadam
- [R-SIG-Finance] Copula-EVT-GARCH with rmgarch package (reproducible code)
Sachin Kuruvithadam
- [R-SIG-Finance] dynamic copula using rmgarch package (ignore previous question, don't know how to delete it)
Sachin Kuruvithadam
- [R-SIG-Finance] dynamic copula using rmgarch package (ignore previous question, don't know how to delete it)
Sachin Kuruvithadam
- [R-SIG-Finance] GMM
Mark Leeds
- [R-SIG-Finance] GMM
Mark Leeds
- [R-SIG-Finance] getOptionChain function in quantmod
Benno Longobardolino
- [R-SIG-Finance] R-SIG-Finance
Nelio Machado
- [R-SIG-Finance] Help on getSymbols
Dan Mack
- [R-SIG-Finance] Help on getSymbols
Dan Mack
- [R-SIG-Finance] Calculating VaR
Daniel Melendez
- [R-SIG-Finance] Option pricing, basic question
Oleg Mubarakshin
- [R-SIG-Finance] Remove first two weeks of data in half hourly resolution
Peter Neumaier
- [R-SIG-Finance] rbind and duplicates in monthly futures
Peter Neumaier
- [R-SIG-Finance] rbind and duplicates in monthly futures
Peter Neumaier
- [R-SIG-Finance] rbind and duplicates in monthly futures
Peter Neumaier
- [R-SIG-Finance] Custom Txnfee function in apply.paramset vs applyStrategy
Atakan Okan
- [R-SIG-Finance] Custom Txnfee function in apply.paramset vs applyStrategy
Atakan Okan
- [R-SIG-Finance] Custom Txnfee function in apply.paramset vs applyStrategy
Atakan Okan
- [R-SIG-Finance] Custom Txnfee function in apply.paramset vs applyStrategy
Atakan Okan
- [R-SIG-Finance] Custom Txnfee function in apply.paramset vs applyStrategy
Atakan Okan
- [R-SIG-Finance] Custom Txnfee function in apply.paramset vs applyStrategy
Atakan Okan
- [R-SIG-Finance] Trailing Stop Loss Execution at Custom Levels
Atakan Okan
- [R-SIG-Finance] Passing two distributions to one parameter
Atakan Okan
- [R-SIG-Finance] Passing two distributions to one parameter
Atakan Okan
- [R-SIG-Finance] Fwd: dataset to xts conversion issue with timeseries data
Aritra Pan
- [R-SIG-Finance] Fwd: dataset to xts conversion issue with timeseries data
Aritra Pan
- [R-SIG-Finance] Fwd: dataset to xts conversion issue with timeseries data
Aritra Pan
- [R-SIG-Finance] Fwd: dataset to xts conversion issue with timeseries data
Aritra Pan
- [R-SIG-Finance] stoplimit market price with OHLC
Diego Peroni
- [R-SIG-Finance] Long Enter Position do not "block" Short Enter Orders
Diego Peroni
- [R-SIG-Finance] Long Enter Position do not "block" Short Enter Orders
Diego Peroni
- [R-SIG-Finance] Long Enter Position do not "block" Short Enter Orders
Diego Peroni
- [R-SIG-Finance] Exit Order By Current Position Info
Diego Peroni
- [R-SIG-Finance] Exit Order By Current Position Info
Diego Peroni
- [R-SIG-Finance] Processing time of backtests on a single computer
Brian G. Peterson
- [R-SIG-Finance] Processing time of backtests on a single computer
Brian G. Peterson
- [R-SIG-Finance] Processing time of backtests on a single computer
Brian G. Peterson
- [R-SIG-Finance] rbind and duplicates in monthly futures
Brian G. Peterson
- [R-SIG-Finance] Processing time of backtests on a single computer
Brian G. Peterson
- [R-SIG-Finance] adjustOHLC.R issues
Brian G. Peterson
- [R-SIG-Finance] Exit Order By Current Position Info
Brian G. Peterson
- [R-SIG-Finance] Fwd: dataset to xts conversion issue with timeseries data
Brian G. Peterson
- [R-SIG-Finance] Trailing Stop Loss Execution at Custom Levels
Brian G. Peterson
- [R-SIG-Finance] Trailing Stop Loss Execution at Custom Levels
Brian G. Peterson
- [R-SIG-Finance] rule delays
Brian G. Peterson
- [R-SIG-Finance] Imputing Missing Values
Brian G. Peterson
- [R-SIG-Finance] FixedRateBondYield in Rquantlib
Kevin Ramoutar
- [R-SIG-Finance] Creating regression tables for objects returned from ugarchfit
Philipp Reich
- [R-SIG-Finance] IBrokers - functions: eWrapper and CALLBACKS
Robert Schien
- [R-SIG-Finance] adjustOHLC.R issues
Ernie Stokely
- [R-SIG-Finance] adjustOHLC.R issues
Ernie Stokely
- [R-SIG-Finance] adjustOHLC.R issues
Ernie Stokely
- [R-SIG-Finance] Calculating VaR
T.Riedle
- [R-SIG-Finance] Help on getSymbols
Paul Teetor
- [R-SIG-Finance] Help on getSymbols
Paul Teetor
- [R-SIG-Finance] Help on getSymbols
Wouter Thielen
- [R-SIG-Finance] FW: Re: racd package
Trung.BA
- [R-SIG-Finance] stoplimit market price with OHLC
Joshua Ulrich
- [R-SIG-Finance] getOptionChain function in quantmod
Joshua Ulrich
- [R-SIG-Finance] rbind and duplicates in monthly futures
Joshua Ulrich
- [R-SIG-Finance] GetOrders with Quantstrat
Joshua Ulrich
- [R-SIG-Finance] GetOrders with Quantstrat
Joshua Ulrich
- [R-SIG-Finance] rbind and duplicates in monthly futures
Joshua Ulrich
- [R-SIG-Finance] Processing time of backtests on a single computer
Joshua Ulrich
- [R-SIG-Finance] Processing time of backtests on a single computer
Joshua Ulrich
- [R-SIG-Finance] Help on getSymbols
Joshua Ulrich
- [R-SIG-Finance] R/Finance 2016 registration now open
Joshua Ulrich
- [R-SIG-Finance] [VC++ calling R] How to create a real-time interactive ticking time-series chart using dygraph via RInside?
Joshua Ulrich
- [R-SIG-Finance] adjustOHLC.R issues
Joshua Ulrich
- [R-SIG-Finance] Custom Txnfee function in apply.paramset vs applyStrategy
Joshua Ulrich
- [R-SIG-Finance] R/Finance 2016 registration now open
Joshua Ulrich
- [R-SIG-Finance] Fwd: dataset to xts conversion issue with timeseries data
Joshua Ulrich
- [R-SIG-Finance] Passing two distributions to one parameter
Joshua Ulrich
- [R-SIG-Finance] Position Limits
Joshua Ulrich
- [R-SIG-Finance] Option pricing, basic question
Joshua Ulrich
- [R-SIG-Finance] Adding transaction fees to Return.portfolio
Robert Wages
- [R-SIG-Finance] Adding transaction fees to Return.portfolio
Robert Wages
- [R-SIG-Finance] Adding transaction fees to Return.portfolio
Robert Wages
- [R-SIG-Finance] Importing batch tickers from Bloomberg to R for Rblpapi use
Nick White
- [R-SIG-Finance] How are errors terms calculated in GARCH model by rugarch package?
Xie Yijun
- [R-SIG-Finance] Option pricing, basic question
Hong Yu
- [R-SIG-Finance] GMM
Eric Zivot
- [R-SIG-Finance] Calculating VaR
Eric Zivot
- [R-SIG-Finance] Fwd: Re: This isn't base R so it must be a package -- maybe IBrokers (?)... Would be good to identify it as such
ce
- [R-SIG-Finance] FW: Re: racd package
alexios galanos
- [R-SIG-Finance] ugarchspec: external regressors
alexios galanos
- [R-SIG-Finance] How are errors terms calculated in GARCH model by rugarch package?
alexios galanos
- [R-SIG-Finance] Creating regression tables for objects returned from ugarchfit
alexios galanos
- [R-SIG-Finance] FW: Contract R Position in DC
terry leitch
- [R-SIG-Finance] Option pricing, basic question
thp
- [R-SIG-Finance] Option pricing, basic question
thp
- [R-SIG-Finance] Option pricing, basic question
thp
- [R-SIG-Finance] Processing time of backtests on a single computer
david.jessop at ubs.com
- [R-SIG-Finance] new experience
achievingbala at viziamail.com
Last message date:
Thu Jun 30 01:45:23 CEST 2016
Archived on: Thu Jun 30 01:46:00 CEST 2016
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