R-SIG-Finance — 2012
1,973 messages
644 threads
12 active months
Monthly Activity
Top Threads in 2012
Equities Data
Jun Zhu, julien cuisinier +7
27
Are there genetic algorithm for trading strategy evolution in R?
Sofian Hadiwijaya, Zachary Mayer +10
18
date to index
Me, Jeff Ryan +3
16
How do I intersecttwo time series?
Michael, Brian G. Peterson +4
15
How do I bin data into 5 min bins and compute the medians in the bins?
Jeff Ryan, Michael +2
13
data manipulation to for quantmod function
KTD Services, Yuanhang Wang +6
13
xts objects and speed
E D, michael.weylandt at gmail.com (R. Michael Weylandt +4
13
rugarch vs fgarch
Abhishek Gupta, omerle +5
13
RBLOOMBERG--conn=blpConnect(iface="COM") PROBLEMS
Juan José Fernández García, R. Michael Weylandt +2
12
copula with rmgarch
Alex Fei, Gmail +1
12
xts and Sys.time() - very stange behaviour
Jeff Ryan, Me +4
12
Introducing TFX: An R Interface to the TrueFX Web API
Dennis Lee, G See +3
12
exponentially weighted linear regression
Zachary Mayer, riccardo visca +2
11
Causal version of HP filter and Kernel Smoothing in R?
Brian G. Peterson, Michael +4
11
Using abline with chartSeries
Joshua Ulrich, acquitaine +2
11
java.lang.OutOfMemoryError: unable to create new native thread
julien cuisinier, George Foster +6
11
quantstrat: getting an error when using many symbols and %-based order sizing function
G See, Sergey Pisarenko
10
Writing sell rules with quantstrat
Brian G. Peterson, Sergey Pisarenko
10
Spread discovery and backtester code
mail at chrisbird.com, Whit Armstrong +4
10
quanstrat rule to exit same day close (using daily data)
G See, Brian G. Peterson +2
10