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R-SIG-Finance March 2013

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Aidan Corcoran

Last active: Mar 6, 2013
2 msgs
Aidan Corcoran getting semi annual data in rbbg bdh call Mar 6, 2013 Aidan Corcoran getting semi annual data in rbbg bdh call Mar 6, 2013

Alexios Ghalanos

Last active: Mar 21, 2013
11 msgs
Alexios Ghalanos rugarch - estimation problem with an external regressor in the GARCH(1, 1) model Mar 1, 2013 Alexios Ghalanos "rugarch" and external regressors Mar 3, 2013 Alexios Ghalanos "rugarch" and external regressors Mar 3, 2013 Alexios Ghalanos apARCH forecast using rugarch Mar 3, 2013 Alexios Ghalanos RUGARCH Question Mar 14, 2013 Alexios Ghalanos rugarch package / VaR Duration Test / Size Property Mar 14, 2013 Alexios Ghalanos rugarch package / VaR Duration Test / Size Property Mar 15, 2013 Alexios Ghalanos rmgarch package Mar 19, 2013 Alexios Ghalanos a trivial question on rugarch package Mar 20, 2013 Alexios Ghalanos rugarch problem Mar 20, 2013 Alexios Ghalanos rugarch problem Mar 21, 2013

Bastian Offermann

Last active: Mar 11, 2013
1 msg
Bastian Offermann intraday historical data Mar 11, 2013

Bill Blount

Last active: Mar 11, 2013
2 msgs
Bill Blount intraday historical data Mar 11, 2013 Bill Blount intraday historical data Mar 11, 2013

Bob Schmidt

Last active: Mar 12, 2013
3 msgs
Bob Schmidt Quantstrat problem Mar 8, 2013 Bob Schmidt Quantstrat problem Mar 8, 2013 Bob Schmidt intraday historical data Mar 12, 2013

Brian G. Peterson

Last active: Mar 23, 2013
4 msgs
Brian G. Peterson quantstrat newbie sigFormula example Mar 17, 2013 Brian G. Peterson quantstrat applyStrategy error Mar 19, 2013 Brian G. Peterson quantstrat custom intraday Mar 22, 2013 Brian G. Peterson Google data download with getSymbols - is there a limit/quota ? Mar 23, 2013

Christian Langkamp

Last active: Mar 1, 2013
1 msg
Christian Langkamp Where can I obtain newer correlation matrices for the R CreditMetrics Package ? Mar 1, 2013

Daniel Cegiełka

Last active: Mar 20, 2013
2 msgs
Daniel Cegiełka intraday historical data Mar 12, 2013 Daniel Cegiełka Hands-on Webinar: Advances in Regression: Modern Ensemble and Data Mining Approaches (no charge) Mar 20, 2013

Dirk Eddelbuettel

Last active: Mar 29, 2013
5 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 R/Finance 2013 Agenda posted Mar 17, 2013 Dirk Eddelbuettel Hands-on Webinar Series (no charge) The Evolution of Regression from Classical Linear Regression to Modern Ensembles Mar 20, 2013 Dirk Eddelbuettel R/Finance 2012 Registration now open Mar 29, 2013 Dirk Eddelbuettel R/Finance 2013 Registration now open Mar 29, 2013

Enrico Schumann

Last active: Mar 20, 2013
1 msg
Enrico Schumann ibrokers - problems retrieving Indices/ETFs Mar 20, 2013

G See

Last active: Mar 15, 2013
2 msgs
G See intraday historical data Mar 12, 2013 G See qmao installation failure Mar 15, 2013

Gideon Jansen van Vuuren

Last active: Mar 1, 2013
1 msg
Gideon Jansen van Vuuren mutual fund historical data.... Mar 1, 2013

Harald Weiss

Last active: Mar 1, 2013
1 msg
Harald Weiss rugarch - estimation problem with an external regressor in the GARCH(1, 1) model Mar 1, 2013

Iaa Maa

Last active: Mar 19, 2013
1 msg
Iaa Maa rmgarch package Mar 19, 2013

Ivan Popivanov

Last active: Mar 27, 2013
1 msg
Ivan Popivanov quantstrat - monthly/daily trade execution Mar 27, 2013

Jeff Ryan

Last active: Mar 2, 2013
1 msg
Jeff Ryan Return.rebalancing and rebalancing on consecutive days Mar 2, 2013

Jesper Hybel Pedersen

Last active: Mar 3, 2013
1 msg
Jesper Hybel Pedersen apARCH forecast using rugarch Mar 3, 2013

John Laing

Last active: Mar 6, 2013
1 msg
John Laing getting semi annual data in rbbg bdh call Mar 6, 2013

Joshua Ulrich

Last active: Mar 23, 2013
7 msgs
Joshua Ulrich mutual fund historical data.... Mar 4, 2013 Joshua Ulrich error message in PLM: Mar 7, 2013 Joshua Ulrich 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 Joshua Ulrich TTR Yang-Zhang volatility bug? Mar 15, 2013 Joshua Ulrich TTR Yang-Zhang volatility bug? Mar 15, 2013 Joshua Ulrich Google data download with getSymbols - is there a limit/quota ? Mar 23, 2013

Lisa Solomon

Last active: Mar 20, 2013
2 msgs
Lisa Solomon Hands-on Webinar Series (no charge) The Evolution of Regression from Classical Linear Regression to Modern Ensembles Mar 11, 2013 Lisa Solomon Hands-on Webinar: Advances in Regression: Modern Ensemble and Data Mining Approaches (no charge) Mar 20, 2013

M M

Last active: Mar 1, 2013
1 msg
M M Lag and rank selection in nonstationary VAR Mar 1, 2013

Marc E Levitt

Last active: Mar 14, 2013
1 msg
Marc E Levitt R-SIG-Finance Digest, Vol 106, Issue 11 Mar 14, 2013

Marteau

Last active: Mar 22, 2013
5 msgs
Marteau quantstrat applyStrategy error Mar 19, 2013 Marteau quantstrat applyStrategy error Mar 19, 2013 Marteau quantstrat custom intraday Mar 22, 2013 Marteau quantstrat custom intraday Mar 22, 2013 Marteau quantstrat custom intraday Mar 22, 2013

Matthieu Stigler

Last active: Mar 1, 2013
1 msg
Matthieu Stigler Lag and rank selection in nonstationary VAR Mar 1, 2013

Matti Zemack

Last active: Mar 21, 2013
2 msgs
Matti Zemack ibrokers - problems retrieving Indices/ETFs Mar 19, 2013 Matti Zemack ibrokers - problems retrieving Indices/ETFs Mar 21, 2013

Max Alletsee

Last active: Mar 3, 2013
2 msgs
Max Alletsee "rugarch" and external regressors Mar 3, 2013 Max Alletsee "rugarch" and external regressors Mar 3, 2013

Me

Last active: Mar 25, 2013
3 msgs
Me 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 Me Google data download with getSymbols - is there a limit/quota ? Mar 25, 2013

Mikhail Beketov

Last active: Mar 15, 2013
1 msg
Mikhail Beketov covEllipsesPlot in fPortfolio Mar 15, 2013

Niklas K

Last active: Mar 22, 2013
2 msgs
Niklas K IBrokers, TWS and eWrapper.data.Last.R Mar 11, 2013 Niklas K quantstrat custom intraday Mar 22, 2013

OpenTrades

Last active: Mar 11, 2013
2 msgs
OpenTrades Quantstrat problem Mar 9, 2013 OpenTrades intraday historical data Mar 11, 2013

Paul Gilbert

Last active: Mar 14, 2013
1 msg
Paul Gilbert RUGARCH Question Mar 14, 2013

Paul Ramer

Last active: Mar 2, 2013
3 msgs
Paul Ramer Return.rebalancing and rebalancing on consecutive days Mar 2, 2013 Paul Ramer Return.rebalancing and rebalancing on consecutive days Mar 2, 2013 Paul Ramer Return.rebalancing and rebalancing on consecutive days Mar 2, 2013

Peter Carl

Last active: Mar 2, 2013
1 msg
Peter Carl Return.rebalancing and rebalancing on consecutive days Mar 2, 2013

R. Michael Weylandt

Last active: Mar 11, 2013
1 msg
R. Michael Weylandt intraday historical data Mar 11, 2013

Ranjodh Singh

Last active: Mar 13, 2013
1 msg
Ranjodh Singh RUGARCH Question Mar 13, 2013

Rob Schmidt

Last active: Mar 22, 2013
7 msgs
Rob Schmidt quantstrat newbie sigFormula example Mar 16, 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 Rob Schmidt quantstrat applyStrategy error Mar 19, 2013 Rob Schmidt quantstrat custom intraday Mar 22, 2013 Rob Schmidt quantstrat newbie indicators example Mar 22, 2013

Robert Schien

Last active: Mar 8, 2013
1 msg
Robert Schien Quantstrat problem Mar 8, 2013

Rory Winston

Last active: Mar 21, 2013
1 msg
Rory Winston Hands-on Webinar: Advances in Regression: Modern Ensemble and Data Mining Approaches (no charge) Mar 21, 2013

Ross Bennett

Last active: Mar 19, 2013
1 msg
Ross Bennett quantstrat applyStrategy error Mar 19, 2013

ShyhWeir Tzang

Last active: Feb 28, 2013
1 msg
ShyhWeir Tzang mutual fund historical data.... Feb 28, 2013

Stefan Janse van Rensburg

Last active: Mar 1, 2013
2 msgs
Stefan Janse van Rensburg R-SIG-Finance Digest, Vol 106, Issue 1 Mar 1, 2013 Stefan Janse van Rensburg Komogrov-Smirov dominance test and Wilcoxon rank sum and, signed rank test (Wei-han Liu) Mar 1, 2013

Sven D

Last active: Mar 14, 2013
2 msgs
Sven D 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

TobiB

Last active: Mar 15, 2013
2 msgs
TobiB rugarch package / VaR Duration Test / Size Property Mar 14, 2013 TobiB rugarch package / VaR Duration Test / Size Property Mar 15, 2013

Tomas Note

Last active: Mar 1, 2013
1 msg
Tomas Note GMM for dynamic mdels: what if all models never passes Sargan test? Mar 1, 2013

Ulrich Staudinger

Last active: Mar 6, 2013
1 msg
Ulrich Staudinger please help me Mar 6, 2013

Wei-han Liu

Last active: Mar 6, 2013
1 msg
Wei-han Liu error message in PLM: Mar 6, 2013

alonbrag

Last active: Mar 28, 2013
1 msg
alonbrag Backtesting Mar 28, 2013

fernando

Last active: Mar 20, 2013
4 msgs
fernando using garchFit function Mar 10, 2013 fernando a trivial question on rugarch package Mar 20, 2013 fernando rugarch problem Mar 20, 2013 fernando rugarch problem Mar 20, 2013

kempnicklin

Last active: Mar 9, 2013
1 msg
kempnicklin R-SIG-Finance Digest, Vol 106, Issue 8 Mar 9, 2013

pantea hafezian

Last active: Mar 6, 2013
1 msg
pantea hafezian please help me Mar 6, 2013

rex

Last active: Mar 15, 2013
3 msgs
rex TTR Yang-Zhang volatility bug? Mar 15, 2013 rex TTR Yang-Zhang volatility bug? Mar 15, 2013 rex qmao installation failure Mar 15, 2013

scott gmail

Last active: Mar 14, 2013
1 msg
scott gmail quantstrat: executing stoplimit orders on the same bar as entry Mar 14, 2013