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R-SIG-Finance September 2013

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