Fourth quarter 2016 Archives by author

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Starting: Tue Oct 4 13:04:50 CEST 2016
Ending: Thu Dec 29 11:16:00 CET 2016
Messages: 96

• [R-SIG-Finance] Basket stop loss implementation quantstrat   Aaron
• [R-SIG-Finance] Basket stop loss implementation quantstrat   Aaron
• [R-SIG-Finance] Basket stop loss implementation quantstrat   Aaron
• [R-SIG-Finance] Proposal for PerformanceAnalytics::Omega, method = "interp"   Anton Antonov
• [R-SIG-Finance] Fw: Rblapi   Whit Armstrong
• [R-SIG-Finance] probability of 50% profit on short options trade   Michael Ashton
• [R-SIG-Finance] rugarch: memory not mapped error   Sebastian Bayer
• [R-SIG-Finance] rugarch: memory not mapped error   Sebastian Bayer
• [R-SIG-Finance] Portfolio Attributino example with one common benchmark   Bos, Roger
• [R-SIG-Finance] Loop For - ARMA model estimation and selection   Andrea Bosio
• [R-SIG-Finance] Loop For - ARMA+GARCH Model estimation and selection   Andrea Bosio
• [R-SIG-Finance] Loop For - ARMA+GARCH Model estimation and selection   Andrea Bosio
• [R-SIG-Finance] number of observations - rugarch   Patrick Burns
• [R-SIG-Finance] PortfolioAttribution   Daniel Cegiełka
• [R-SIG-Finance] Search Function   Michael Chen
• [R-SIG-Finance] blotter updatePortf   Michael Chen
• [R-SIG-Finance] blotter updatePortf   Michael Chen
• [R-SIG-Finance] blotter updatePortf   Michael Chen
• [R-SIG-Finance] Clarification on trailing stop.   Michael Chen
• [R-SIG-Finance] Clarification on trailing stop.   Michael Chen
• [R-SIG-Finance] Uneven time series   Luis Damiano
• [R-SIG-Finance] probability of 50% profit on short options trade   David L. Van Brunt, Ph.D.
• [R-SIG-Finance] probability of 50% profit on short options trade   David L. Van Brunt, Ph.D.
• [R-SIG-Finance] probability of 50% profit on short options trade   David L. Van Brunt, Ph.D.
• [R-SIG-Finance] using quantstrat with custom data   Kevin Dhingra
• [R-SIG-Finance] RBLPAPI Subscribe( )   Dirk Eddelbuettel
• [R-SIG-Finance] Continuous Wavelet tranform in Biwavelet Package   FMH
• [R-SIG-Finance] probability of 50% profit on short options trade   Frank
• [R-SIG-Finance] probability of 50% profit on short options trade   Frank
• [R-SIG-Finance] Coherent Datafeed R Package for Thomson Reuters Elektron version 1.0.9 Released Today   Thomas Fuller
• [R-SIG-Finance] Problem with forecast se in the forecast package   Adam Ginensky
• [R-SIG-Finance] using quantstrat with custom data   Jon Golenbock
• [R-SIG-Finance] using quantstrat with custom data   Jon Golenbock
• [R-SIG-Finance] using quantstrat with custom data   Jon Golenbock
• [R-SIG-Finance] Quantstrat to backtest portfolio strategy. User Defined Weights   Vineet Gupta
• [R-SIG-Finance] Quantstrat to backtest portfolio strategy. User Defined Weights   Vineet Gupta
• [R-SIG-Finance] Need help with replication of a strategy using 'Quantstrat' & 'IKTrading' packages   Adarsh KP
• [R-SIG-Finance] Need help with replication of a strategy using 'Quantstrat' & 'IKTrading' packages   Adarsh KP
• [R-SIG-Finance] Closest weekly endpoint to the fifteenth of the month   Ilya Kipnis
• [R-SIG-Finance] using quantstrat with custom data   Ilya Kipnis
• [R-SIG-Finance] blotter updatePortf   Ilya Kipnis
• [R-SIG-Finance] Constrained portfolio optimization with DEoptim   Kristian Lind
• [R-SIG-Finance] Constrained portfolio optimization with DEoptim   Kristian Lind
• [R-SIG-Finance] Function ugarchroll in Package rugarch   Wei-han Liu
• [R-SIG-Finance] Error Check on Yahoo Data   Daniel Mack
• [R-SIG-Finance] CVaR and Penalty Augmented objective function   Marco Mastrangeli
• [R-SIG-Finance] CVaR and Penalty Augmented objective function   Marco Mastrangeli
• [R-SIG-Finance] CVaR and Penalty Augmented objective function   Marco Mastrangeli
• [R-SIG-Finance] CVaR and Penalty Augmented objective function   Marco Mastrangeli
• [R-SIG-Finance] blotter updatePortf   Cameron McLean
• [R-SIG-Finance] Fw: Rblapi   Oleg Mubarakshin
• [R-SIG-Finance] Fw: Rblapi   Oleg Mubarakshin
• [R-SIG-Finance] Cochrane-Piazzesi model in R   Will Oswald
• [R-SIG-Finance] Quantstrat Exit Signal by Time from Enter   Diego Peroni
• [R-SIG-Finance] Constrained portfolio optimization with DEoptim   Brian G. Peterson
• [R-SIG-Finance] Error:subscript out of bounds: no column name containing "Close   Brian G. Peterson
• [R-SIG-Finance] Search Function   Brian G. Peterson
• [R-SIG-Finance] CVaR and Penalty Augmented objective function   Brian G. Peterson
• [R-SIG-Finance] CVaR and Penalty Augmented objective function   Brian G. Peterson
• [R-SIG-Finance] blotter updatePortf   Brian G. Peterson
• [R-SIG-Finance] blotter updatePortf   Brian G. Peterson
• [R-SIG-Finance] blotter updatePortf   Brian G. Peterson
• [R-SIG-Finance] Basket stop loss implementation quantstrat   Brian G. Peterson
• [R-SIG-Finance] Need help with replication of a strategy using 'Quantstrat' & 'IKTrading' packages   Brian G. Peterson
• [R-SIG-Finance] Basket stop loss implementation quantstrat   Brian G. Peterson
• [R-SIG-Finance] Quantstrat to backtest portfolio strategy. User Defined Weights   Brian G. Peterson
• [R-SIG-Finance] Quantstrat - applystrategy on subset of mktdata   Brian G. Peterson
• [R-SIG-Finance] Clarification on trailing stop.   Brian G. Peterson
• [R-SIG-Finance] Clarification on trailing stop.   Brian G. Peterson
• [R-SIG-Finance] Error:subscript out of bounds: no column name containing "Close   Ramesh
• [R-SIG-Finance] number of observations - rugarch   Carolina Magda Roma
• [R-SIG-Finance] Problem with forecast se in the forecast package   Ajay Shah
• [R-SIG-Finance] Problem with forecast se in the forecast package   Ajay Shah
• [R-SIG-Finance] Quantstrat - applystrategy on subset of mktdata   Mayank Singhal
• [R-SIG-Finance] Properly making a xts object from csv file   Colton Smith
• [R-SIG-Finance] rugarch and gosolnp   Geoffrey Smith
• [R-SIG-Finance] PortfolioAttribution   Joshua Ulrich
• [R-SIG-Finance] blotter updatePortf   Joshua Ulrich
• [R-SIG-Finance] Properly making a xts object from csv file   Joshua Ulrich
• [R-SIG-Finance] How to add new data to be predicted with fGarch?   Be Water
• [R-SIG-Finance] How to add new data to be predicted with fGarch?   Be Water
• [R-SIG-Finance] CVaR and Penalty Augmented objective function   Michael Weylandt
• [R-SIG-Finance] CVaR and Penalty Augmented objective function   Michael Weylandt
• [R-SIG-Finance] How to add new data to be predicted with fGarch?   Michael Weylandt
• [R-SIG-Finance] fPortfolio minimum variance optimisation under constraints   Michael Weylandt
• [R-SIG-Finance] How to add new data to be predicted with fGarch?   Michael Weylandt
• [R-SIG-Finance] Continuous Wavelet tranform in Biwavelet Package   Michael Weylandt
• [R-SIG-Finance] Continuous Wavelet tranform in Biwavelet Package   Michael Weylandt
• [R-SIG-Finance] Closest weekly endpoint to the fifteenth of the month   ce
• [R-SIG-Finance] PortfolioAttribution   fceci
• [R-SIG-Finance] PortfolioAttribution   fceci
• [R-SIG-Finance] Portfolio Attributino example with one common benchmark   fceci
• [R-SIG-Finance] Assignment to global data frame   chidley.ryan at gmail.com
• [R-SIG-Finance] RBLPAPI Subscribe( )   chidley.ryan at gmail.com
• [R-SIG-Finance] fPortfolio minimum variance optimisation under constraints   pierre.lequeux at hsbc.com
• [R-SIG-Finance] I think this is what you're looking for   s_tet

Last message date: Thu Dec 29 11:16:00 CET 2016
Archived on: Thu Dec 29 11:15:53 CET 2016

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