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R-SIG-Finance September 2013

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Monday, September 30, 2013 18 emails
Preston Li Parma Package QP optimization Failing and Ignoring Leverage Constraint Qi Li Question on IBrokers Qi Li Question on IBrokers R. Michael Weylandt Parma Package QP optimization Failing and Ignoring Leverage Constraint Alexios Ghalanos Parma Package QP optimization Failing and Ignoring Leverage Constraint Preston Li Parma Package QP optimization Failing and Ignoring Leverage Constraint Brian G. Peterson problem with quantstrat Alexios Ghalanos Reading MetaStock data format in R Mark Knecht Crosses above, crosses below Peter Fertig Reading MetaStock data format in R Alexios Ghalanos Reading MetaStock data format in R Paul Gilbert Reading MetaStock data format in R michael.weylandt at gmail.com (R. Michael Weylandt Reading MetaStock data format in R Frank Reading MetaStock data format in R Peter Fertig Reading MetaStock data format in R Soledad De Esteban Trivigno Ann: Course CART and Neural networks with R, 4-7 November, Barcelona (Spain). michael.weylandt at gmail.com (R. Michael Weylandt Reading MetaStock data format in R Peter Fertig Reading MetaStock data format in R
Sunday, September 29, 2013 2 emails
Gmail question about the high frequency package Joshua Ulrich Trying to add custom indicators to chart.Posn
Saturday, September 28, 2013 1 email
Ilya Kipnis Trying to add custom indicators to chart.Posn
Friday, September 27, 2013 3 emails
Mark Knecht Crosses above, crosses below Joshua Ulrich Crosses above, crosses below Mark Knecht Crosses above, crosses below
Thursday, September 26, 2013 3 emails
OpenTrades problem with quantstrat Dominykas Grigonis problem with quantstrat Olivier MARTIN problem with quantstrat
Monday, September 23, 2013 3 emails
fernando Kalman filter (astsa package) Alexios Ghalanos rugarch by processing with plyr Geoffrey Smith rugarch by processing with plyr
Sunday, September 22, 2013 6 emails
Brian G. Peterson How to obtain the algorithm for ugarchspec() and ugarchfit() functions? aparna roy How to obtain the algorithm for ugarchspec() and ugarchfit() functions? AparnaRoy How to obtain the algorithm for garch() and garchFit() functions? aparna roy How to get the algorithm for ARMA() function in R? AparnaRoy Is there any function in R which can estimate a GARCH model with only selective lags and exogenous variables? aparna roy Is there any function which will allow me to take selective lags of ARMA modelling part while doing ARMAX?
Saturday, September 21, 2013 2 emails
Brian G. Peterson Setting a new method for generic function correctly? Mikhail Beketov Setting a new method for generic function correctly?
Sunday, September 15, 2013 3 emails
Aidan Corcoran unexpected output from filtering with mFilter package Wildi Marc (wlmr) unexpected output from filtering with mFilter package Aidan Corcoran unexpected output from filtering with mFilter package
Monday, September 9, 2013 2 emails
Alexios Ghalanos A question regarding the mcsGARCH model coding Yanru Zhang A question regarding the mcsGARCH model coding
Saturday, September 7, 2013 2 emails
Alexios Ghalanos Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch leopoldo.catania Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch
Friday, September 6, 2013 2 emails
Alexios Ghalanos rugarch memory overload Geoffrey Smith rugarch memory overload
Tuesday, September 3, 2013 5 emails
leopoldo.catania Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch Alexios Ghalanos Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch leopoldo.catania Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch Alexios Ghalanos Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch leopoldo.catania Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch
Monday, September 2, 2013 5 emails
Ralph Vince Bloomberg Data Brian G. Peterson Bloomberg Data Ralph Vince Bloomberg Data Alexios Ghalanos rmgarch: dccforecast() and mregfor Cedric Membrez rmgarch: dccforecast() and mregfor