Skip to content

R-SIG-Finance August 2012

|
Technical understanding for backtesting
3 msgs
Raghuraman Ramachandran Technical understanding for backtesting Aug 30, 2012
Max Frisch Creating an array from correlation matrices Aug 31, 2012
julien cuisinier Creating an array from correlation matrices Aug 31, 2012
Tr: IBrokers - Instable TWS ? - No idea ?
2 msgs
omerle Tr: IBrokers - Instable TWS ? - No idea ? Aug 27, 2012
Jeff Ryan Tr: IBrokers - Instable TWS ? - No idea ? Aug 27, 2012
Free Course "Introduction to, Computational Finance and Financial Econometrics"
1 msg
Stefan Janse van Rensburg Free Course "Introduction to, Computational Finance and Financial Econometrics" Aug 27, 2012
RQuantLib DiscountFactor
1 msg
Krassimir Kostadinov RQuantLib DiscountFactor Aug 27, 2012
Quantstrat - external parameters
2 msgs
Jaeyoung Ahn Quantstrat - external parameters Aug 25, 2012
Brian G. Peterson Quantstrat - external parameters Aug 26, 2012
Free Course "Introduction to Computational Finance and Financial Econometrics"
2 msgs
Smith, Dale (Norcross) Free Course "Introduction to Computational Finance and Financial Econometrics" Aug 24, 2012
Eric Zivot Free Course "Introduction to Computational Finance and Financial Econometrics" Aug 24, 2012
FinancialInstrument functions output / side effect variables
3 msgs
Doug Edmunds FinancialInstrument functions output / side effect variables Aug 24, 2012
G See FinancialInstrument functions output / side effect variables Aug 24, 2012
G See FinancialInstrument functions output / side effect variables Aug 24, 2012
Free Course "Introduction to Computational Finance and Financial Econometrics"
1 msg
Smith, Dale (Norcross) Free Course "Introduction to Computational Finance and Financial Econometrics" Aug 24, 2012
Bug in chart.CumReturns (PerformanceAnalytics)
5 msgs
Chris de Bleu Bug in chart.CumReturns (PerformanceAnalytics) Aug 22, 2012
Peter Carl Bug in chart.CumReturns (PerformanceAnalytics) Aug 22, 2012
Chris de Bleu Bug in chart.CumReturns (PerformanceAnalytics) Aug 22, 2012
Peter Carl Bug in chart.CumReturns (PerformanceAnalytics) Aug 22, 2012
G See Bug in chart.CumReturns (PerformanceAnalytics) Aug 22, 2012
Rbbg - heap error fix
1 msg
John Laing Rbbg - heap error fix Aug 22, 2012
IBrokers - Instable TWS ?
1 msg
omerle IBrokers - Instable TWS ? Aug 22, 2012
(no subject)
1 msg
Zany Z (no subject) Aug 21, 2012
1 msg
Zany Z Aug 19, 2012
quantstrat issues and patches?
3 msgs
Joel quantstrat issues and patches? Aug 19, 2012
Brian G. Peterson quantstrat issues and patches? Aug 19, 2012
Opentrades quantstrat issues and patches? Aug 19, 2012
Threshold/Crossover
2 msgs
William Rechtin Threshold/Crossover Aug 18, 2012
Brian G. Peterson Threshold/Crossover Aug 19, 2012
SMI Net.Trading of single asset
2 msgs
William Rechtin SMI Net.Trading of single asset Aug 18, 2012
Brian G. Peterson SMI Net.Trading of single asset Aug 18, 2012
P&L Calculation
3 msgs
Nikos Rachmanis P&L Calculation Aug 16, 2012
Joshua Ulrich P&L Calculation Aug 16, 2012
Nikos Rachmanis P&L Calculation Aug 16, 2012
Rbbg package problem
2 msgs
Stathis Metsovitis Rbbg package problem Aug 16, 2012
John Laing Rbbg package problem Aug 16, 2012
plot.xts
1 msg
R. Michael Weylandt plot.xts Aug 14, 2012
finding the date by subtracting a number from a given date excluding weekends
2 msgs
Raghuraman Ramachandran finding the date by subtracting a number from a given date excluding weekends Aug 12, 2012
Brian G. Peterson finding the date by subtracting a number from a given date excluding weekends Aug 12, 2012
R Quantstrat
3 msgs
William Rechtin R Quantstrat Aug 12, 2012
Sven Duve R Quantstrat Aug 12, 2012
Ilya Kipnis R Quantstrat Aug 12, 2012
R Blotter
2 msgs
William Rechtin R Blotter Aug 11, 2012
OpenTrades R Blotter Aug 11, 2012
help with quantmod and addTA
3 msgs
Olivier MARTIN help with quantmod and addTA Aug 10, 2012
G See help with quantmod and addTA Aug 10, 2012
Olivier MARTIN help with quantmod and addTA Aug 10, 2012
mean reversion process in GARCH mean equation
1 msg
Jonesmus Mutua mean reversion process in GARCH mean equation Aug 9, 2012
getEndOfMonth and getEndOfBizWeek in RcppBDT broken?
5 msgs
David Reiner getEndOfMonth and getEndOfBizWeek in RcppBDT broken? Aug 8, 2012
Dirk Eddelbuettel getEndOfMonth and getEndOfBizWeek in RcppBDT broken? Aug 8, 2012
Dirk Eddelbuettel getEndOfMonth and getEndOfBizWeek in RcppBDT broken? Aug 8, 2012
David Reiner getEndOfMonth and getEndOfBizWeek in RcppBDT broken? Aug 8, 2012
Dirk Eddelbuettel getEndOfMonth and getEndOfBizWeek in RcppBDT broken? Aug 8, 2012
Modeling sharp drops in volatility
1 msg
Valapet Badri Modeling sharp drops in volatility Aug 8, 2012
quantmod bug ?
5 msgs
Olivier MARTIN quantmod bug ? Aug 8, 2012
Brian G. Peterson quantmod bug ? Aug 8, 2012
G See quantmod bug ? Aug 8, 2012
G See quantmod bug ? Aug 8, 2012
Jeff Ryan quantmod bug ? Aug 8, 2012
Fiscal year version of table.CalendarReturns from PerformanceAnalytics
1 msg
matt at considine.net Fiscal year version of table.CalendarReturns from PerformanceAnalytics Aug 8, 2012
Conditional Regression in Gnu R?
3 msgs
Samuel.Meichtry at bkw-fmb.ch Conditional Regression in Gnu R? Aug 8, 2012
julien cuisinier Conditional Regression in Gnu R? Aug 8, 2012
Samuel.Meichtry at bkw-fmb.ch Conditional Regression in Gnu R? Aug 8, 2012
about quantmod and shaded region
1 msg
Olivier MARTIN about quantmod and shaded region Aug 7, 2012
pennyPerShare function not working with Quantstrat rules
2 msgs
Danny D pennyPerShare function not working with Quantstrat rules Aug 6, 2012
Brian G. Peterson pennyPerShare function not working with Quantstrat rules Aug 7, 2012
Modeling sharp drops in volatility
1 msg
stoyan.stoyanov Modeling sharp drops in volatility Aug 6, 2012
Differences between data sources
2 msgs
Doug Edmunds Differences between data sources Aug 4, 2012
Jun Zhu Differences between data sources Aug 4, 2012
Downloading data from ALFRED (ArchivaL FRED)
1 msg
Matt Considine Downloading data from ALFRED (ArchivaL FRED) Aug 4, 2012
Would you be interested in testing an R package for receiving market data from Thomson Reuters?
5 msgs
Thomas P. Fuller Would you be interested in testing an R package for receiving market data from Thomson Reuters? Aug 2, 2012
Joshua Ulrich Would you be interested in testing an R package for receiving market data from Thomson Reuters? Aug 2, 2012
Thomas P. Fuller Would you be interested in testing an R package for receiving market data from Thomson Reuters? Aug 3, 2012
Paul Gilbert Would you be interested in testing an R package for receiving market data from Thomson Reuters? Aug 3, 2012
Thomas P. Fuller Would you be interested in testing an R package for receiving market data from Thomson Reuters? Aug 3, 2012
Downloading data from ALFRED (ArchivaL FRED)
4 msgs
Bos, Roger Downloading data from ALFRED (ArchivaL FRED) Aug 3, 2012
Paul Gilbert Downloading data from ALFRED (ArchivaL FRED) Aug 3, 2012
Zachary Mayer Downloading data from ALFRED (ArchivaL FRED) Aug 3, 2012
Thomas P. Fuller Downloading data from ALFRED (ArchivaL FRED) Aug 3, 2012
Quantstrat's TxnFees argument providing error when pennyPerShare function is passed
1 msg
Danny D Quantstrat's TxnFees argument providing error when pennyPerShare function is passed Aug 2, 2012
Better Hedge Ratios for Spread Trading
1 msg
sgreenl2 Better Hedge Ratios for Spread Trading Aug 2, 2012
Rbbg Java out-of-heap-space error
2 msgs
John Kerpel Rbbg Java out-of-heap-space error Aug 2, 2012
John Laing Rbbg Java out-of-heap-space error Aug 2, 2012
xts and Sys.time() - very stange behaviour
12 msgs
Me xts and Sys.time() - very stange behaviour Aug 1, 2012
Jeff Ryan xts and Sys.time() - very stange behaviour Aug 1, 2012
Me xts and Sys.time() - very stange behaviour Aug 1, 2012
Jeff Ryan xts and Sys.time() - very stange behaviour Aug 1, 2012
Me xts and Sys.time() - very stange behaviour Aug 1, 2012
Jeff Ryan xts and Sys.time() - very stange behaviour Aug 1, 2012
Joshua Ulrich xts and Sys.time() - very stange behaviour Aug 1, 2012
Brian G. Peterson xts and Sys.time() - very stange behaviour Aug 1, 2012
Me xts and Sys.time() - very stange behaviour Aug 1, 2012
Jeff Ryan xts and Sys.time() - very stange behaviour Aug 1, 2012
Daniel Cegiełka xts and Sys.time() - very stange behaviour Aug 1, 2012
Heling Yao xts and Sys.time() - very stange behaviour Aug 1, 2012
Can Anybody Give Me A Help:Using R As a Trade Platform in *nix OS, and even In console/terminal/commandline?
2 msgs
Xin Chou Can Anybody Give Me A Help:Using R As a Trade Platform in *nix OS, and even In console/terminal/commandline? Aug 1, 2012
Jeff Ryan Can Anybody Give Me A Help:Using R As a Trade Platform in *nix OS, and even In console/terminal/commandline? Aug 1, 2012
(no subject)
1 msg
FX Going (no subject) Aug 1, 2012