Third quarter 2016 Archives by author
Starting: Tue Jul 5 20:42:34 CEST 2016
Ending: Wed Sep 28 02:57:52 CEST 2016
Messages: 66
- [R-SIG-Finance] Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL'
AIE ATUMA
- [R-SIG-Finance] Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL'
AIE ATUMA
- [R-SIG-Finance] GMM
Pankaj K Agarwal
- [R-SIG-Finance] Wald test for time-varying OLS parameters
Pankaj K Agarwal
- [R-SIG-Finance] Wald test for time-varying OLS parameters
Pankaj K Agarwal
- [R-SIG-Finance] PortfolioAnalytics: Custom Constraint
Ross Bennett
- [R-SIG-Finance] PortfolioAnalytics: Custom Constraint
Abhay Bhadani
- [R-SIG-Finance] PortfolioAnalytics: Custom Constraint
Abhay Bhadani
- [R-SIG-Finance] PortfolioAnalytics: Custom Constraint
Abhay Bhadani
- [R-SIG-Finance] apply.paramset.signal.analysis error
Erol Biceroglu
- [R-SIG-Finance] apply.paramset.signal.analysis error
Erol Biceroglu
- [R-SIG-Finance] Attempting to switch between instruments in quantstrat
Erol Biceroglu
- [R-SIG-Finance] Does autoarfima from rugarch only work with external regressors in "full" mode?
Maximilian Bredendiek
- [R-SIG-Finance] Rugarch package using external regressors
Luigi Maria Briglia
- [R-SIG-Finance] racd installation
Vis Chen
- [R-SIG-Finance] Optimum bandwidth for Parzen's kernel using highfrequency
Luis Damiano
- [R-SIG-Finance] RQuantLib Holiday Calendar
Charles Duranceau
- [R-SIG-Finance] racd installation
Dirk Eddelbuettel
- [R-SIG-Finance] PortfolioAnalytics: unused argument error
Dirk Eddelbuettel
- [R-SIG-Finance] Coherent Datafeed R Package for Thomson Reuters Elektron version 1.0.8 Released Today
Thomas Fuller
- [R-SIG-Finance] racd installation
Alexios Ghalanos
- [R-SIG-Finance] PortfolioAnalytics: Custom Constraint
Jason Hart
- [R-SIG-Finance] PortfolioAnalytics: unused argument error
Jason Hart
- [R-SIG-Finance] an opinion question
Erin Hodgess
- [R-SIG-Finance] racd installation
Open Business Management Solutions JSC
- [R-SIG-Finance] racd installation
Le Hai Trung KNH
- [R-SIG-Finance] Quantstrat - Triggering chain rule with lag period
Ilya Kipnis
- [R-SIG-Finance] Fitting multivariate skew-t distribution with "sn" package
Sachin Kuruvithadam
- [R-SIG-Finance] Estimating parameters of asymmetric dynamic conditional correlation (aDCC)
Sachin Kuruvithadam
- [R-SIG-Finance] an opinion question
Mark Leeds
- [R-SIG-Finance] Question on Capturing Open, High, Low, Close, with a timestamp
Daniel Mack
- [R-SIG-Finance] Estar Models
George Matysiak
- [R-SIG-Finance] Estar Models
George Matysiak
- [R-SIG-Finance] Question on Capturing Open, High, Low, Close, with a timestamp
Mark McClellan
- [R-SIG-Finance] Rblpapi
Oleg Mubarakshin
- [R-SIG-Finance] Rblpapi
Oleg Mubarakshin
- [R-SIG-Finance] Fwd: Multi-Asset Portfolio Performance Attribution
Olasunkanmi Obanubi
- [R-SIG-Finance] Error while using ugarchsim in Rugarch function --> error in calling in c function
ASHWINI PAL
- [R-SIG-Finance] Help required in getting SMA triggered entry with quantstrat add.rule
Brian G. Peterson
- [R-SIG-Finance] Help required in getting SMA triggered entry with quantstrat add.rule
Brian G. Peterson
- [R-SIG-Finance] Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL'
Brian G. Peterson
- [R-SIG-Finance] Backtesting without long-only constraint
Brian G. Peterson
- [R-SIG-Finance] Fwd: Multi-Asset Portfolio Performance Attribution
Brian G. Peterson
- [R-SIG-Finance] PortfolioAnalytics: Custom Constraint
Brian G. Peterson
- [R-SIG-Finance] PortfolioAnalytics: Custom Constraint
Brian G. Peterson
- [R-SIG-Finance] PortfolioAnalytics: unused argument error
Brian G. Peterson
- [R-SIG-Finance] Question on Capturing Open, High, Low, Close, with a timestamp
Brian G. Peterson
- [R-SIG-Finance] Quantstrat - Triggering chain rule with lag period
Mayank Singhal
- [R-SIG-Finance] Quantstrat - Triggering chain rule with lag period
Mayank Singhal
- [R-SIG-Finance] Quantstrat - Triggering chain rule with lag period
Mayank Singhal
- [R-SIG-Finance] Quantstrat Parameter Optimization
Colton Smith
- [R-SIG-Finance] Rblpapi
Scott at Statblocks
- [R-SIG-Finance] racd installation
Trung.HVNH
- [R-SIG-Finance] apply.paramset.signal.analysis error
Joshua Ulrich
- [R-SIG-Finance] apply.paramset.signal.analysis error
Joshua Ulrich
- [R-SIG-Finance] Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL'
Joshua Ulrich
- [R-SIG-Finance] Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL'
Joshua Ulrich
- [R-SIG-Finance] Estar Models
Eric Zivot
- [R-SIG-Finance] Rugarch package using external regressors
alexios galanos
- [R-SIG-Finance] racd installation
alexios galanos
- [R-SIG-Finance] a question about highfrequency
yuanchaowen at gmail.com
- [R-SIG-Finance] Backtesting without long-only constraint
d.indjic at iee.org
- [R-SIG-Finance] oh, what a surprise!
omerle
- [R-SIG-Finance] Help required in getting SMA triggered entry with quantstrat add.rule
golam sakline
- [R-SIG-Finance] Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL'
golam sakline
- [R-SIG-Finance] Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL'
golam sakline
Last message date:
Wed Sep 28 02:57:52 CEST 2016
Archived on: Wed Sep 28 02:58:11 CEST 2016
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