Second quarter 2016 Archives by date

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Starting: Fri Apr 1 06:06:27 CEST 2016
Ending: Thu Jun 30 01:45:23 CEST 2016
Messages: 153

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

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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