Third quarter 2016 Archives by thread

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Starting: Tue Jul 5 20:42:34 CEST 2016
Ending: Wed Sep 28 02:57:52 CEST 2016
Messages: 66

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

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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