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R-SIG-Finance July 2012

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Monday, July 30, 2012 1 email
stoyan.stoyanov RUGARCH multi-period ahead forecasting
Sunday, July 29, 2012 2 emails
Jeff Ryan IBrokers : quotes from futures combo and reqIds Stergios Marinopoulos IBrokers : quotes from futures combo and reqIds
Saturday, July 28, 2012 2 emails
Brian G. Peterson quantstrat order execution Samo Pahor quantstrat order execution
Thursday, July 26, 2012 7 emails
stoyan.stoyanov RUGARCH ugarchfilter stoyan.stoyanov RUGARCH ugarchfilter Eric Zivot RUGARCH ugarchfilter Alexios Ghalanos RUGARCH ugarchfilter stoyan.stoyanov RUGARCH ugarchfilter Lloyd Spencer IBrokers : quotes from futures combo and reqIds (omerle) Julien Dargent PerformanceAnalytics issue
Wednesday, July 25, 2012 7 emails
Andreas Voellenklee PerformanceAnalytics issue Alexios Ghalanos ugarchfit-class methods (rugarch) Geoffrey Smith ugarchfit-class methods (rugarch) omerle IBrokers : quotes from futures combo and reqIds Brian G. Peterson PerformanceAnalytics issue Peter Carl PerformanceAnalytics issue julien cuisinier PerformanceAnalytics issue
Tuesday, July 24, 2012 1 email
Julien Dargent PerformanceAnalytics issue
Monday, July 23, 2012 1 email
unsown blotter updatePortf issues
Sunday, July 22, 2012 3 emails
OpenTrades quantstrat order execution Samo Pahor quantstrat order execution Francois Cocquemas RDatastream released, feedback wanted
Friday, July 20, 2012 1 email
OpenTrades quantstrat order execution
Thursday, July 19, 2012 17 emails
Laser Yuan qsiblive, how to debug code with source() as sub procedure G See qsiblive, how to debug code with source() as sub procedure unsown qsiblive, how to debug code with source() as sub procedure Samo Pahor quantstrat order execution Jeff Ryan IBrokers : quotes from futures combo and reqIds Jeff Ryan IBrokers : quotes from futures combo and reqIds Jeff Ryan IBrokers : quotes from futures combo and reqIds Stergios Marinopoulos IBrokers : quotes from futures combo and reqIds G See IBrokers : quotes from futures combo and reqIds Me IBrokers : quotes from futures combo and reqIds Stergios Marinopoulos IBrokers : quotes from futures combo and reqIds G See IBrokers : quotes from futures combo and reqIds Stergios Marinopoulos IBrokers : quotes from futures combo and reqIds G See IBrokers : quotes from futures combo and reqIds Alexios Ghalanos rugarch vs fgarch omerle IBrokers : quotes from futures combo and reqIds Abhishek Gupta rugarch vs fgarch
Wednesday, July 18, 2012 1 email
Julien Dargent Question on Backtest package
Monday, July 16, 2012 2 emails
manulemalin Application of forecasting result in GARCH model Me qsiblive, how to debug code with source() as sub procedure
Sunday, July 15, 2012 2 emails
tung110891 Application of forecasting result in GARCH model tung110891 Application of forecasting result in GARCH model
Saturday, July 14, 2012 3 emails
unsown qsiblive, how to debug code with source() as sub procedure G See qsiblive, how to debug code with source() as sub procedure unsown qsiblive, how to debug code with source() as sub procedure
Friday, July 13, 2012 4 emails
R. Michael Weylandt XTS plot of intra-daily stock prices Jeff Ryan XTS plot of intra-daily stock prices Costas Vorlow XTS plot of intra-daily stock prices Brian G. Peterson quantstrat maCross demo problem
Thursday, July 12, 2012 3 emails
hifin quantstrat maCross demo problem Brian G. Peterson quantstrat maCross demo problem G See yahoo dates
Wednesday, July 11, 2012 13 emails
hifin quantstrat maCross demo problem Paul Gilbert TSE ticker problems G See TSE ticker problems Jeff Ryan TSE ticker problems G See TSE ticker problems Doug Edmunds TSE ticker problems G See TSE ticker problems R. Michael Weylandt Hasbroucks Information Share in R Paul Gilbert TSE ticker problems G See TSE ticker problems R. Michael Weylandt TSE ticker problems Paul Gilbert TSE ticker problems Brian G. Peterson Hasbroucks Information Share in R
Tuesday, July 10, 2012 6 emails
Drew Harris Hasbroucks Information Share in R hifin quantstrat maCross demo problem G See blotter updatePortf issues G See blotter updatePortf issues Achim Zeileis yahoo dates OpenTrades blotter updatePortf issues
Monday, July 9, 2012 3 emails
Hideyoshi Maeda blotter updatePortf issues G See yahoo dates Wei-han Liu (no subject)
Sunday, July 8, 2012 3 emails
Joshua Ulrich Interesting issue in MACD calculation Pierre Lapointe Portfolio turnover ratio calculation Raghuraman Ramachandran Interesting issue in MACD calculation
Friday, July 6, 2012 3 emails
Jeff Ryan twsFuture in reqContractDetails omerle twsFuture in reqContractDetails Aidan Corcoran specify currency in rbloomberg bdp call
Thursday, July 5, 2012 4 emails
Motley Fool yahoo dates John Laing specify currency in rbloomberg bdp call Paul Gilbert yahoo dates Aidan Corcoran specify currency in rbloomberg bdp call
Wednesday, July 4, 2012 8 emails
Hideyoshi Maeda addTxns addfees G See addTxns addfees Hideyoshi Maeda addTxns addfees G See addTxns addfees G See addTxns addfees Hideyoshi Maeda addTxns addfees G See addTxns addfees Hideyoshi Maeda addTxns addfees
Tuesday, July 3, 2012 6 emails
Drew Harris Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Ben quant financial data on flat matrix Ben quant financial data on flat matrix Ben quant financial data on flat matrix julien cuisinier Rbbg - curious performance of bdh? Gordon Morrison Rbbg - curious performance of bdh?
Monday, July 2, 2012 3 emails
Drew Harris Calculating Hasbrouck's information share and Gonzalo-Granger weights on R Alexios Ghalanos RUGARCH eGARCH and variance targeting stoyan.stoyanov RUGARCH eGARCH and variance targeting
Sunday, July 1, 2012 6 emails
Heling Yao adapting quantstrat/demo/luxor code ankur singh multivariate egarch question OpenTrades adapting quantstrat/demo/luxor code Heling Yao adapting quantstrat/demo/luxor code OpenTrades adapting quantstrat/demo/luxor code Heling Yao adapting quantstrat/demo/luxor code