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R-SIG-Finance July 2012

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RUGARCH multi-period ahead forecasting
1 msg
stoyan.stoyanov RUGARCH multi-period ahead forecasting Jul 30, 2012
IBrokers : quotes from futures combo and reqIds
3 msgs
omerle IBrokers : quotes from futures combo and reqIds Jul 25, 2012
Stergios Marinopoulos IBrokers : quotes from futures combo and reqIds Jul 29, 2012
Jeff Ryan IBrokers : quotes from futures combo and reqIds Jul 29, 2012
quantstrat order execution
4 msgs
Samo Pahor quantstrat order execution Jul 22, 2012
OpenTrades quantstrat order execution Jul 22, 2012
Samo Pahor quantstrat order execution Jul 28, 2012
Brian G. Peterson quantstrat order execution Jul 28, 2012
RUGARCH ugarchfilter
5 msgs
stoyan.stoyanov RUGARCH ugarchfilter Jul 26, 2012
Alexios Ghalanos RUGARCH ugarchfilter Jul 26, 2012
Eric Zivot RUGARCH ugarchfilter Jul 26, 2012
stoyan.stoyanov RUGARCH ugarchfilter Jul 26, 2012
stoyan.stoyanov RUGARCH ugarchfilter Jul 26, 2012
IBrokers : quotes from futures combo and reqIds (omerle)
1 msg
Lloyd Spencer IBrokers : quotes from futures combo and reqIds (omerle) Jul 26, 2012
PerformanceAnalytics issue
6 msgs
Julien Dargent PerformanceAnalytics issue Jul 24, 2012
julien cuisinier PerformanceAnalytics issue Jul 25, 2012
Peter Carl PerformanceAnalytics issue Jul 25, 2012
Brian G. Peterson PerformanceAnalytics issue Jul 25, 2012
Andreas Voellenklee PerformanceAnalytics issue Jul 25, 2012
Julien Dargent PerformanceAnalytics issue Jul 26, 2012
ugarchfit-class methods (rugarch)
2 msgs
Geoffrey Smith ugarchfit-class methods (rugarch) Jul 25, 2012
Alexios Ghalanos ugarchfit-class methods (rugarch) Jul 25, 2012
blotter updatePortf issues
5 msgs
Hideyoshi Maeda blotter updatePortf issues Jul 9, 2012
OpenTrades blotter updatePortf issues Jul 10, 2012
G See blotter updatePortf issues Jul 10, 2012
G See blotter updatePortf issues Jul 10, 2012
unsown blotter updatePortf issues Jul 23, 2012
RDatastream released, feedback wanted
1 msg
Francois Cocquemas RDatastream released, feedback wanted Jul 22, 2012
quantstrat order execution
2 msgs
Samo Pahor quantstrat order execution Jul 19, 2012
OpenTrades quantstrat order execution Jul 20, 2012
qsiblive, how to debug code with source() as sub procedure
7 msgs
unsown qsiblive, how to debug code with source() as sub procedure Jul 14, 2012
G See qsiblive, how to debug code with source() as sub procedure Jul 14, 2012
unsown qsiblive, how to debug code with source() as sub procedure Jul 14, 2012
Me qsiblive, how to debug code with source() as sub procedure Jul 16, 2012
unsown qsiblive, how to debug code with source() as sub procedure Jul 19, 2012
G See qsiblive, how to debug code with source() as sub procedure Jul 19, 2012
Laser Yuan qsiblive, how to debug code with source() as sub procedure Jul 19, 2012
rugarch vs fgarch
13 msgs
Abhishek Gupta rugarch vs fgarch Jul 19, 2012
omerle IBrokers : quotes from futures combo and reqIds Jul 19, 2012
Alexios Ghalanos rugarch vs fgarch Jul 19, 2012
G See IBrokers : quotes from futures combo and reqIds Jul 19, 2012
Stergios Marinopoulos IBrokers : quotes from futures combo and reqIds Jul 19, 2012
G See IBrokers : quotes from futures combo and reqIds Jul 19, 2012
Stergios Marinopoulos IBrokers : quotes from futures combo and reqIds Jul 19, 2012
Me IBrokers : quotes from futures combo and reqIds Jul 19, 2012
G See IBrokers : quotes from futures combo and reqIds Jul 19, 2012
Stergios Marinopoulos IBrokers : quotes from futures combo and reqIds Jul 19, 2012
Jeff Ryan IBrokers : quotes from futures combo and reqIds Jul 19, 2012
Jeff Ryan IBrokers : quotes from futures combo and reqIds Jul 19, 2012
Jeff Ryan IBrokers : quotes from futures combo and reqIds Jul 19, 2012
Question on Backtest package
1 msg
Julien Dargent Question on Backtest package Jul 18, 2012
Application of forecasting result in GARCH model
3 msgs
tung110891 Application of forecasting result in GARCH model Jul 15, 2012
tung110891 Application of forecasting result in GARCH model Jul 15, 2012
manulemalin Application of forecasting result in GARCH model Jul 16, 2012
XTS plot of intra-daily stock prices
3 msgs
Costas Vorlow XTS plot of intra-daily stock prices Jul 13, 2012
Jeff Ryan XTS plot of intra-daily stock prices Jul 13, 2012
R. Michael Weylandt XTS plot of intra-daily stock prices Jul 13, 2012
quantstrat maCross demo problem
5 msgs
hifin quantstrat maCross demo problem Jul 10, 2012
hifin quantstrat maCross demo problem Jul 11, 2012
Brian G. Peterson quantstrat maCross demo problem Jul 12, 2012
hifin quantstrat maCross demo problem Jul 12, 2012
Brian G. Peterson quantstrat maCross demo problem Jul 13, 2012
yahoo dates
5 msgs
Paul Gilbert yahoo dates Jul 5, 2012
Motley Fool yahoo dates Jul 5, 2012
G See yahoo dates Jul 9, 2012
Achim Zeileis yahoo dates Jul 10, 2012
G See yahoo dates Jul 12, 2012
TSE ticker problems
4 msgs
Doug Edmunds TSE ticker problems Jul 11, 2012
G See TSE ticker problems Jul 11, 2012
Jeff Ryan TSE ticker problems Jul 11, 2012
Paul Gilbert TSE ticker problems Jul 11, 2012
TSE ticker problems
6 msgs
Paul Gilbert TSE ticker problems Jul 11, 2012
R. Michael Weylandt TSE ticker problems Jul 11, 2012
G See TSE ticker problems Jul 11, 2012
Paul Gilbert TSE ticker problems Jul 11, 2012
G See TSE ticker problems Jul 11, 2012
G See TSE ticker problems Jul 11, 2012
Hasbroucks Information Share in R
3 msgs
Drew Harris Hasbroucks Information Share in R Jul 10, 2012
Brian G. Peterson Hasbroucks Information Share in R Jul 11, 2012
R. Michael Weylandt Hasbroucks Information Share in R Jul 11, 2012
(no subject)
1 msg
Wei-han Liu (no subject) Jul 9, 2012
Interesting issue in MACD calculation
2 msgs
Raghuraman Ramachandran Interesting issue in MACD calculation Jul 8, 2012
Joshua Ulrich Interesting issue in MACD calculation Jul 8, 2012
Portfolio turnover ratio calculation
1 msg
Pierre Lapointe Portfolio turnover ratio calculation Jul 8, 2012
twsFuture in reqContractDetails
2 msgs
omerle twsFuture in reqContractDetails Jul 6, 2012
Jeff Ryan twsFuture in reqContractDetails Jul 6, 2012
specify currency in rbloomberg bdp call
3 msgs
Aidan Corcoran specify currency in rbloomberg bdp call Jul 5, 2012
John Laing specify currency in rbloomberg bdp call Jul 5, 2012
Aidan Corcoran specify currency in rbloomberg bdp call Jul 6, 2012
addTxns addfees
8 msgs
Hideyoshi Maeda addTxns addfees Jul 4, 2012
G See addTxns addfees Jul 4, 2012
Hideyoshi Maeda addTxns addfees Jul 4, 2012
G See addTxns addfees Jul 4, 2012
G See addTxns addfees Jul 4, 2012
Hideyoshi Maeda addTxns addfees Jul 4, 2012
G See addTxns addfees Jul 4, 2012
Hideyoshi Maeda addTxns addfees Jul 4, 2012
Calculating Hasbrouck's information share and Gonzalo-Granger weights on R
1 msg
Drew Harris Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Jul 3, 2012
financial data on flat matrix
3 msgs
Ben quant financial data on flat matrix Jul 3, 2012
Ben quant financial data on flat matrix Jul 3, 2012
Ben quant financial data on flat matrix Jul 3, 2012
Rbbg - curious performance of bdh?
2 msgs
Gordon Morrison Rbbg - curious performance of bdh? Jul 3, 2012
julien cuisinier Rbbg - curious performance of bdh? Jul 3, 2012
Calculating Hasbrouck's information share and Gonzalo-Granger weights on R
1 msg
Drew Harris Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Jul 2, 2012
RUGARCH eGARCH and variance targeting
2 msgs
stoyan.stoyanov RUGARCH eGARCH and variance targeting Jul 2, 2012
Alexios Ghalanos RUGARCH eGARCH and variance targeting Jul 2, 2012
adapting quantstrat/demo/luxor code
5 msgs
Heling Yao adapting quantstrat/demo/luxor code Jul 1, 2012
OpenTrades adapting quantstrat/demo/luxor code Jul 1, 2012
Heling Yao adapting quantstrat/demo/luxor code Jul 1, 2012
OpenTrades adapting quantstrat/demo/luxor code Jul 1, 2012
Heling Yao adapting quantstrat/demo/luxor code Jul 1, 2012
multivariate egarch question
1 msg
ankur singh multivariate egarch question Jul 1, 2012