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R-SIG-Finance July 2012

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Abhishek Gupta

Last active: Jul 19, 2012
1 msg
Abhishek Gupta rugarch vs fgarch Jul 19, 2012

Achim Zeileis

Last active: Jul 10, 2012
1 msg
Achim Zeileis yahoo dates Jul 10, 2012

Aidan Corcoran

Last active: Jul 6, 2012
2 msgs
Aidan Corcoran specify currency in rbloomberg bdp call Jul 5, 2012 Aidan Corcoran specify currency in rbloomberg bdp call Jul 6, 2012

Alexios Ghalanos

Last active: Jul 26, 2012
4 msgs
Alexios Ghalanos RUGARCH eGARCH and variance targeting Jul 2, 2012 Alexios Ghalanos rugarch vs fgarch Jul 19, 2012 Alexios Ghalanos ugarchfit-class methods (rugarch) Jul 25, 2012 Alexios Ghalanos RUGARCH ugarchfilter Jul 26, 2012

Andreas Voellenklee

Last active: Jul 25, 2012
1 msg
Andreas Voellenklee PerformanceAnalytics issue Jul 25, 2012

Ben quant

Last active: Jul 3, 2012
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

Brian G. Peterson

Last active: Jul 28, 2012
5 msgs
Brian G. Peterson Hasbroucks Information Share in R Jul 11, 2012 Brian G. Peterson quantstrat maCross demo problem Jul 12, 2012 Brian G. Peterson quantstrat maCross demo problem Jul 13, 2012 Brian G. Peterson PerformanceAnalytics issue Jul 25, 2012 Brian G. Peterson quantstrat order execution Jul 28, 2012

Costas Vorlow

Last active: Jul 13, 2012
1 msg
Costas Vorlow XTS plot of intra-daily stock prices Jul 13, 2012

Doug Edmunds

Last active: Jul 11, 2012
1 msg
Doug Edmunds TSE ticker problems Jul 11, 2012

Drew Harris

Last active: Jul 10, 2012
3 msgs
Drew Harris Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Jul 2, 2012 Drew Harris Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Jul 3, 2012 Drew Harris Hasbroucks Information Share in R Jul 10, 2012

Eric Zivot

Last active: Jul 26, 2012
1 msg
Eric Zivot RUGARCH ugarchfilter Jul 26, 2012

Francois Cocquemas

Last active: Jul 22, 2012
1 msg
Francois Cocquemas RDatastream released, feedback wanted Jul 22, 2012

G See

Last active: Jul 19, 2012
17 msgs
G See addTxns addfees Jul 4, 2012 G See addTxns addfees Jul 4, 2012 G See addTxns addfees Jul 4, 2012 G See addTxns addfees Jul 4, 2012 G See yahoo dates Jul 9, 2012 G See blotter updatePortf issues Jul 10, 2012 G See blotter updatePortf issues Jul 10, 2012 G See TSE ticker problems Jul 11, 2012 G See TSE ticker problems Jul 11, 2012 G See TSE ticker problems Jul 11, 2012 G See TSE ticker problems Jul 11, 2012 G See yahoo dates Jul 12, 2012 G See qsiblive, how to debug code with source() as sub procedure Jul 14, 2012 G See IBrokers : quotes from futures combo and reqIds Jul 19, 2012 G See IBrokers : quotes from futures combo and reqIds Jul 19, 2012 G See IBrokers : quotes from futures combo and reqIds Jul 19, 2012 G See qsiblive, how to debug code with source() as sub procedure Jul 19, 2012

Geoffrey Smith

Last active: Jul 25, 2012
1 msg
Geoffrey Smith ugarchfit-class methods (rugarch) Jul 25, 2012

Gordon Morrison

Last active: Jul 3, 2012
1 msg
Gordon Morrison Rbbg - curious performance of bdh? Jul 3, 2012

Heling Yao

Last active: Jul 1, 2012
3 msgs
Heling Yao adapting quantstrat/demo/luxor code Jul 1, 2012 Heling Yao adapting quantstrat/demo/luxor code Jul 1, 2012 Heling Yao adapting quantstrat/demo/luxor code Jul 1, 2012

Hideyoshi Maeda

Last active: Jul 9, 2012
5 msgs
Hideyoshi Maeda addTxns addfees Jul 4, 2012 Hideyoshi Maeda addTxns addfees Jul 4, 2012 Hideyoshi Maeda addTxns addfees Jul 4, 2012 Hideyoshi Maeda addTxns addfees Jul 4, 2012 Hideyoshi Maeda blotter updatePortf issues Jul 9, 2012

Jeff Ryan

Last active: Jul 29, 2012
7 msgs
Jeff Ryan twsFuture in reqContractDetails Jul 6, 2012 Jeff Ryan TSE ticker problems Jul 11, 2012 Jeff Ryan XTS plot of intra-daily stock prices Jul 13, 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 Jeff Ryan IBrokers : quotes from futures combo and reqIds Jul 29, 2012

John Laing

Last active: Jul 5, 2012
1 msg
John Laing specify currency in rbloomberg bdp call Jul 5, 2012

Joshua Ulrich

Last active: Jul 8, 2012
1 msg
Joshua Ulrich Interesting issue in MACD calculation Jul 8, 2012

Julien Dargent

Last active: Jul 26, 2012
3 msgs
Julien Dargent Question on Backtest package Jul 18, 2012 Julien Dargent PerformanceAnalytics issue Jul 24, 2012 Julien Dargent PerformanceAnalytics issue Jul 26, 2012

Laser Yuan

Last active: Jul 19, 2012
1 msg
Laser Yuan qsiblive, how to debug code with source() as sub procedure Jul 19, 2012

Lloyd Spencer

Last active: Jul 26, 2012
1 msg
Lloyd Spencer IBrokers : quotes from futures combo and reqIds (omerle) Jul 26, 2012

Me

Last active: Jul 19, 2012
2 msgs
Me qsiblive, how to debug code with source() as sub procedure Jul 16, 2012 Me IBrokers : quotes from futures combo and reqIds Jul 19, 2012

Motley Fool

Last active: Jul 5, 2012
1 msg
Motley Fool yahoo dates Jul 5, 2012

OpenTrades

Last active: Jul 22, 2012
5 msgs
OpenTrades adapting quantstrat/demo/luxor code Jul 1, 2012 OpenTrades adapting quantstrat/demo/luxor code Jul 1, 2012 OpenTrades blotter updatePortf issues Jul 10, 2012 OpenTrades quantstrat order execution Jul 20, 2012 OpenTrades quantstrat order execution Jul 22, 2012

Paul Gilbert

Last active: Jul 11, 2012
4 msgs
Paul Gilbert yahoo dates Jul 5, 2012 Paul Gilbert TSE ticker problems Jul 11, 2012 Paul Gilbert TSE ticker problems Jul 11, 2012 Paul Gilbert TSE ticker problems Jul 11, 2012

Peter Carl

Last active: Jul 25, 2012
1 msg
Peter Carl PerformanceAnalytics issue Jul 25, 2012

Pierre Lapointe

Last active: Jul 8, 2012
1 msg
Pierre Lapointe Portfolio turnover ratio calculation Jul 8, 2012

R. Michael Weylandt

Last active: Jul 13, 2012
3 msgs
R. Michael Weylandt TSE ticker problems Jul 11, 2012 R. Michael Weylandt Hasbroucks Information Share in R Jul 11, 2012 R. Michael Weylandt XTS plot of intra-daily stock prices Jul 13, 2012

Raghuraman Ramachandran

Last active: Jul 8, 2012
1 msg
Raghuraman Ramachandran Interesting issue in MACD calculation Jul 8, 2012

Samo Pahor

Last active: Jul 28, 2012
3 msgs
Samo Pahor quantstrat order execution Jul 19, 2012 Samo Pahor quantstrat order execution Jul 22, 2012 Samo Pahor quantstrat order execution Jul 28, 2012

Stergios Marinopoulos

Last active: Jul 29, 2012
4 msgs
Stergios Marinopoulos IBrokers : quotes from futures combo and reqIds Jul 19, 2012 Stergios Marinopoulos IBrokers : quotes from futures combo and reqIds Jul 19, 2012 Stergios Marinopoulos IBrokers : quotes from futures combo and reqIds Jul 19, 2012 Stergios Marinopoulos IBrokers : quotes from futures combo and reqIds Jul 29, 2012

Wei-han Liu

Last active: Jul 9, 2012
1 msg
Wei-han Liu (no subject) Jul 9, 2012

ankur singh

Last active: Jul 1, 2012
1 msg
ankur singh multivariate egarch question Jul 1, 2012

hifin

Last active: Jul 12, 2012
3 msgs
hifin quantstrat maCross demo problem Jul 10, 2012 hifin quantstrat maCross demo problem Jul 11, 2012 hifin quantstrat maCross demo problem Jul 12, 2012

julien cuisinier

Last active: Jul 25, 2012
2 msgs
julien cuisinier Rbbg - curious performance of bdh? Jul 3, 2012 julien cuisinier PerformanceAnalytics issue Jul 25, 2012

manulemalin

Last active: Jul 16, 2012
1 msg
manulemalin Application of forecasting result in GARCH model Jul 16, 2012

omerle

Last active: Jul 25, 2012
3 msgs
omerle twsFuture in reqContractDetails Jul 6, 2012 omerle IBrokers : quotes from futures combo and reqIds Jul 19, 2012 omerle IBrokers : quotes from futures combo and reqIds Jul 25, 2012

stoyan.stoyanov

Last active: Jul 30, 2012
5 msgs
stoyan.stoyanov RUGARCH eGARCH and variance targeting Jul 2, 2012 stoyan.stoyanov RUGARCH ugarchfilter Jul 26, 2012 stoyan.stoyanov RUGARCH ugarchfilter Jul 26, 2012 stoyan.stoyanov RUGARCH ugarchfilter Jul 26, 2012 stoyan.stoyanov RUGARCH multi-period ahead forecasting Jul 30, 2012

tung110891

Last active: Jul 15, 2012
2 msgs
tung110891 Application of forecasting result in GARCH model Jul 15, 2012 tung110891 Application of forecasting result in GARCH model Jul 15, 2012

unsown

Last active: Jul 23, 2012
4 msgs
unsown 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 unsown qsiblive, how to debug code with source() as sub procedure Jul 19, 2012 unsown blotter updatePortf issues Jul 23, 2012