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R-SIG-Finance March 2013

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R/Finance 2012 Registration now open
2 msgs
Dirk Eddelbuettel R/Finance 2012 Registration now open Mar 29, 2013
Dirk Eddelbuettel R/Finance 2013 Registration now open Mar 29, 2013
Backtesting
1 msg
alonbrag Backtesting Mar 28, 2013
quantstrat - monthly/daily trade execution
1 msg
Ivan Popivanov quantstrat - monthly/daily trade execution Mar 27, 2013
Google data download with getSymbols - is there a limit/quota ?
5 msgs
Me Google data download with getSymbols - is there a limit/quota ? Mar 23, 2013
Brian G. Peterson Google data download with getSymbols - is there a limit/quota ? Mar 23, 2013
Me Google data download with getSymbols - is there a limit/quota ? Mar 23, 2013
Joshua Ulrich Google data download with getSymbols - is there a limit/quota ? Mar 23, 2013
Me Google data download with getSymbols - is there a limit/quota ? Mar 25, 2013
quantstrat newbie indicators example
1 msg
Rob Schmidt quantstrat newbie indicators example Mar 22, 2013
quantstrat custom intraday
6 msgs
Marteau quantstrat custom intraday Mar 22, 2013
Brian G. Peterson quantstrat custom intraday Mar 22, 2013
Niklas K quantstrat custom intraday Mar 22, 2013
Marteau quantstrat custom intraday Mar 22, 2013
Rob Schmidt quantstrat custom intraday Mar 22, 2013
Marteau quantstrat custom intraday Mar 22, 2013
ibrokers - problems retrieving Indices/ETFs
3 msgs
Matti Zemack ibrokers - problems retrieving Indices/ETFs Mar 19, 2013
Enrico Schumann ibrokers - problems retrieving Indices/ETFs Mar 20, 2013
Matti Zemack ibrokers - problems retrieving Indices/ETFs Mar 21, 2013
Hands-on Webinar: Advances in Regression: Modern Ensemble and Data Mining Approaches (no charge)
1 msg
Rory Winston Hands-on Webinar: Advances in Regression: Modern Ensemble and Data Mining Approaches (no charge) Mar 21, 2013
rugarch problem
2 msgs
fernando rugarch problem Mar 20, 2013
Alexios Ghalanos rugarch problem Mar 21, 2013
rugarch problem
2 msgs
fernando rugarch problem Mar 20, 2013
Alexios Ghalanos rugarch problem Mar 20, 2013
Hands-on Webinar Series (no charge) The Evolution of Regression from Classical Linear Regression to Modern Ensembles
2 msgs
Dirk Eddelbuettel Hands-on Webinar Series (no charge) The Evolution of Regression from Classical Linear Regression to Modern Ensembles Mar 11, 2013
Dirk Eddelbuettel Hands-on Webinar Series (no charge) The Evolution of Regression from Classical Linear Regression to Modern Ensembles Mar 20, 2013
Hands-on Webinar: Advances in Regression: Modern Ensemble and Data Mining Approaches (no charge)
2 msgs
Lisa Solomon Hands-on Webinar: Advances in Regression: Modern Ensemble and Data Mining Approaches (no charge) Mar 20, 2013
Daniel Cegiełka Hands-on Webinar: Advances in Regression: Modern Ensemble and Data Mining Approaches (no charge) Mar 20, 2013
a trivial question on rugarch package
2 msgs
fernando a trivial question on rugarch package Mar 20, 2013
Alexios Ghalanos a trivial question on rugarch package Mar 20, 2013
quantstrat applyStrategy error
2 msgs
Ross Bennett quantstrat applyStrategy error Mar 19, 2013
Marteau quantstrat applyStrategy error Mar 19, 2013
rmgarch package
2 msgs
Iaa Maa rmgarch package Mar 19, 2013
Alexios Ghalanos rmgarch package Mar 19, 2013
quantstrat applyStrategy error
3 msgs
Marteau quantstrat applyStrategy error Mar 19, 2013
Rob Schmidt quantstrat applyStrategy error Mar 19, 2013
Brian G. Peterson quantstrat applyStrategy error Mar 19, 2013
quantstrat newbie sigFormula example
5 msgs
Rob Schmidt quantstrat newbie sigFormula example Mar 16, 2013
Brian G. Peterson quantstrat newbie sigFormula example Mar 17, 2013
Rob Schmidt quantstrat newbie sigFormula example Mar 17, 2013
Rob Schmidt quantstrat newbie sigFormula example Mar 18, 2013
Rob Schmidt quantstrat newbie sigFormula example Mar 18, 2013
R/Finance 2013 Agenda posted
1 msg
Dirk Eddelbuettel R/Finance 2013 Agenda posted Mar 17, 2013
TTR Yang-Zhang volatility bug?
4 msgs
rex TTR Yang-Zhang volatility bug? Mar 15, 2013
Joshua Ulrich TTR Yang-Zhang volatility bug? Mar 15, 2013
rex TTR Yang-Zhang volatility bug? Mar 15, 2013
Joshua Ulrich TTR Yang-Zhang volatility bug? Mar 15, 2013
qmao installation failure
2 msgs
rex qmao installation failure Mar 15, 2013
G See qmao installation failure Mar 15, 2013
covEllipsesPlot in fPortfolio
1 msg
Mikhail Beketov covEllipsesPlot in fPortfolio Mar 15, 2013
rugarch package / VaR Duration Test / Size Property
4 msgs
TobiB rugarch package / VaR Duration Test / Size Property Mar 14, 2013
Alexios Ghalanos rugarch package / VaR Duration Test / Size Property Mar 14, 2013
TobiB rugarch package / VaR Duration Test / Size Property Mar 15, 2013
Alexios Ghalanos rugarch package / VaR Duration Test / Size Property Mar 15, 2013
quantstrat: executing stoplimit orders on the same bar as entry
1 msg
scott gmail quantstrat: executing stoplimit orders on the same bar as entry Mar 14, 2013
use rows and cols of a matrix as dates
4 msgs
Sven D use rows and cols of a matrix as dates Mar 14, 2013
Joshua Ulrich use rows and cols of a matrix as dates Mar 14, 2013
Sven D use rows and cols of a matrix as dates Mar 14, 2013
Joshua Ulrich use rows and cols of a matrix as dates Mar 14, 2013
RUGARCH Question
3 msgs
Ranjodh Singh RUGARCH Question Mar 13, 2013
Alexios Ghalanos RUGARCH Question Mar 14, 2013
Paul Gilbert RUGARCH Question Mar 14, 2013
R-SIG-Finance Digest, Vol 106, Issue 11
1 msg
Marc E Levitt R-SIG-Finance Digest, Vol 106, Issue 11 Mar 14, 2013
intraday historical data
8 msgs
Bill Blount intraday historical data Mar 11, 2013
R. Michael Weylandt intraday historical data Mar 11, 2013
Bill Blount intraday historical data Mar 11, 2013
Bastian Offermann intraday historical data Mar 11, 2013
OpenTrades intraday historical data Mar 11, 2013
Bob Schmidt intraday historical data Mar 12, 2013
G See intraday historical data Mar 12, 2013
Daniel Cegiełka intraday historical data Mar 12, 2013
Hands-on Webinar Series (no charge) The Evolution of Regression from Classical Linear Regression to Modern Ensembles
1 msg
Lisa Solomon Hands-on Webinar Series (no charge) The Evolution of Regression from Classical Linear Regression to Modern Ensembles Mar 11, 2013
IBrokers, TWS and eWrapper.data.Last.R
1 msg
Niklas K IBrokers, TWS and eWrapper.data.Last.R Mar 11, 2013
using garchFit function
1 msg
fernando using garchFit function Mar 10, 2013
R-SIG-Finance Digest, Vol 106, Issue 8
1 msg
kempnicklin R-SIG-Finance Digest, Vol 106, Issue 8 Mar 9, 2013
Quantstrat problem
4 msgs
Robert Schien Quantstrat problem Mar 8, 2013
Bob Schmidt Quantstrat problem Mar 8, 2013
Bob Schmidt Quantstrat problem Mar 8, 2013
OpenTrades Quantstrat problem Mar 9, 2013
error message in PLM:
2 msgs
Wei-han Liu error message in PLM: Mar 6, 2013
Joshua Ulrich error message in PLM: Mar 7, 2013
getting semi annual data in rbbg bdh call
3 msgs
Aidan Corcoran getting semi annual data in rbbg bdh call Mar 6, 2013
John Laing getting semi annual data in rbbg bdh call Mar 6, 2013
Aidan Corcoran getting semi annual data in rbbg bdh call Mar 6, 2013
please help me
2 msgs
pantea hafezian please help me Mar 6, 2013
Ulrich Staudinger please help me Mar 6, 2013
mutual fund historical data....
2 msgs
ShyhWeir Tzang mutual fund historical data.... Feb 28, 2013
Joshua Ulrich mutual fund historical data.... Mar 4, 2013
apARCH forecast using rugarch
2 msgs
Jesper Hybel Pedersen apARCH forecast using rugarch Mar 3, 2013
Alexios Ghalanos apARCH forecast using rugarch Mar 3, 2013
"rugarch" and external regressors
4 msgs
Max Alletsee "rugarch" and external regressors Mar 3, 2013
Alexios Ghalanos "rugarch" and external regressors Mar 3, 2013
Max Alletsee "rugarch" and external regressors Mar 3, 2013
Alexios Ghalanos "rugarch" and external regressors Mar 3, 2013
Return.rebalancing and rebalancing on consecutive days
5 msgs
Paul Ramer Return.rebalancing and rebalancing on consecutive days Mar 2, 2013
Jeff Ryan Return.rebalancing and rebalancing on consecutive days Mar 2, 2013
Paul Ramer Return.rebalancing and rebalancing on consecutive days Mar 2, 2013
Peter Carl Return.rebalancing and rebalancing on consecutive days Mar 2, 2013
Paul Ramer Return.rebalancing and rebalancing on consecutive days Mar 2, 2013
Lag and rank selection in nonstationary VAR
2 msgs
Matthieu Stigler Lag and rank selection in nonstationary VAR Mar 1, 2013
M M Lag and rank selection in nonstationary VAR Mar 1, 2013
Where can I obtain newer correlation matrices for the R CreditMetrics Package ?
1 msg
Christian Langkamp Where can I obtain newer correlation matrices for the R CreditMetrics Package ? Mar 1, 2013
mutual fund historical data....
1 msg
Gideon Jansen van Vuuren mutual fund historical data.... Mar 1, 2013
GMM for dynamic mdels: what if all models never passes Sargan test?
1 msg
Tomas Note GMM for dynamic mdels: what if all models never passes Sargan test? Mar 1, 2013
Komogrov-Smirov dominance test and Wilcoxon rank sum and, signed rank test (Wei-han Liu)
1 msg
Stefan Janse van Rensburg Komogrov-Smirov dominance test and Wilcoxon rank sum and, signed rank test (Wei-han Liu) Mar 1, 2013
rugarch - estimation problem with an external regressor in the GARCH(1, 1) model
2 msgs
Harald Weiss rugarch - estimation problem with an external regressor in the GARCH(1, 1) model Mar 1, 2013
Alexios Ghalanos rugarch - estimation problem with an external regressor in the GARCH(1, 1) model Mar 1, 2013
R-SIG-Finance Digest, Vol 106, Issue 1
1 msg
Stefan Janse van Rensburg R-SIG-Finance Digest, Vol 106, Issue 1 Mar 1, 2013