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R-SIG-Finance October 2013

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Alan Pardew

Last active: Oct 16, 2013
1 msg
Alan Pardew Importing and exporting portfolio with blotter Oct 16, 2013

Alec Schmidt

Last active: Oct 3, 2013
1 msg
Alec Schmidt a problem with external regressors in rugarch Oct 3, 2013

Alexios Ghalanos

Last active: Oct 4, 2013
3 msgs
Alexios Ghalanos Parma Package QP optimization Failing and Ignoring Leverage Constraint Sep 30, 2013 Alexios Ghalanos Parma Package QP optimization Failing and Ignoring Leverage Constraint Oct 1, 2013 Alexios Ghalanos a problem with external regressors in rugarch Oct 4, 2013

Arun Kumar Saha

Last active: Oct 12, 2013
1 msg
Arun Kumar Saha How to interpret this formula? Oct 12, 2013

BBands

Last active: Oct 12, 2013
4 msgs
BBands Options solution? Oct 3, 2013 BBands Options solution? Oct 3, 2013 BBands Options solution? Oct 9, 2013 BBands How to interpret this formula? Oct 12, 2013

Brian G. Peterson

Last active: Oct 16, 2013
2 msgs
Brian G. Peterson R/Finance 2014 Call for Papers Oct 15, 2013 Brian G. Peterson Importing and exporting portfolio with blotter Oct 16, 2013

Brian Lee Yung Rowe

Last active: Oct 15, 2013
1 msg
Brian Lee Yung Rowe Portfolio Optimization with tawny package Oct 15, 2013

Chinmay Patil

Last active: Sep 30, 2013
1 msg
Chinmay Patil Question on IBrokers Sep 30, 2013

Diffform

Last active: Oct 6, 2013
1 msg
Diffform fPortfolio and tangency portfolio for two assets Oct 6, 2013

Eric Thungstom

Last active: Oct 19, 2013
2 msgs
Eric Thungstom Portfolio Optimization with tawny package Oct 14, 2013 Eric Thungstom Asset labels in fportfolio Oct 19, 2013

Gergely Temesi

Last active: Oct 25, 2013
1 msg
Gergely Temesi Quantstrat and total equity-aware order sizing Oct 25, 2013

Gopi Goswami

Last active: Oct 31, 2013
1 msg
Gopi Goswami Ranking XTS based on quantiles Oct 31, 2013

Ilya Kipnis

Last active: Oct 18, 2013
4 msgs
Ilya Kipnis Several quantstrat questions Oct 10, 2013 Ilya Kipnis perTradeStats in quantstrat messed up Oct 10, 2013 Ilya Kipnis blotter 0.8.17 addPosLimit function fix Oct 18, 2013 Ilya Kipnis clarification on bug in addPosLimit Oct 18, 2013

Joe W. Byers

Last active: Oct 12, 2013
2 msgs
Joe W. Byers Code for FOptions GBS Greeks based on Haug 2nd Ed. Oct 11, 2013 Joe W. Byers How to interpret this formula? Oct 12, 2013

Joshua Ulrich

Last active: Oct 31, 2013
4 msgs
Joshua Ulrich Crosses above, crosses below Oct 2, 2013 Joshua Ulrich Options solution? Oct 3, 2013 Joshua Ulrich blotter 0.8.17 addPosLimit function fix Oct 18, 2013 Joshua Ulrich Ranking XTS based on quantiles Oct 31, 2013

José Fernando Moreno Gutiérrez

Last active: Sep 30, 2013
1 msg
José Fernando Moreno Gutiérrez Stay in touch with me through LinkedIn Sep 30, 2013

Krishna Kumar

Last active: Oct 8, 2013
2 msgs
Krishna Kumar Options solution? Oct 8, 2013 Krishna Kumar Value of risk (system) conditional the event bank=value at risk level Oct 8, 2013

Li, Huachen

Last active: Oct 31, 2013
1 msg
Li, Huachen Quantstrat - paramset Oct 31, 2013

Mark Knecht

Last active: Oct 25, 2013
4 msgs
Mark Knecht Crosses above, crosses below Oct 2, 2013 Mark Knecht Simple portfolio management - anything in R? Oct 25, 2013 Mark Knecht Simple portfolio management - anything in R? Oct 25, 2013 Mark Knecht Simple portfolio management - anything in R? Oct 25, 2013

Martin Bauer

Last active: Oct 29, 2013
1 msg
Martin Bauer xts Correl on subset Oct 29, 2013

Ollmar, Fridthjof

Last active: Oct 28, 2013
1 msg
Ollmar, Fridthjof Quantstrat: Setting the column name in add.indicator? Oct 28, 2013

Peter Carl

Last active: Oct 25, 2013
2 msgs
Peter Carl Simple portfolio management - anything in R? Oct 25, 2013 Peter Carl Simple portfolio management - anything in R? Oct 25, 2013

Qi Li

Last active: Oct 15, 2013
1 msg
Qi Li Place limit orders using IBrokers Oct 15, 2013

R. Michael Weylandt

Last active: Oct 29, 2013
1 msg
R. Michael Weylandt xts Correl on subset Oct 29, 2013

Radek Maciaszek

Last active: Oct 31, 2013
1 msg
Radek Maciaszek Simple portfolio management - anything in R? Oct 31, 2013

Raghuraman Ramachandran

Last active: Oct 31, 2013
3 msgs
Raghuraman Ramachandran Contract Work Oct 15, 2013 Raghuraman Ramachandran Ranking XTS based on quantiles Oct 31, 2013 Raghuraman Ramachandran Ranking XTS based on quantiles Oct 31, 2013

Robert Schien

Last active: Oct 8, 2013
1 msg
Robert Schien Questions about IBrokers package Oct 8, 2013

Ross Bennett

Last active: Oct 15, 2013
1 msg
Ross Bennett Portfolio Optimization with tawny package Oct 15, 2013

Steve Greiner

Last active: Oct 10, 2013
2 msgs
Steve Greiner multistage gibbs sampler Oct 4, 2013 Steve Greiner AdMit Package Oct 10, 2013

Wildi Marc (wlmr)

Last active: Oct 15, 2013
1 msg
Wildi Marc (wlmr) R/Finance and overview on latest results Oct 15, 2013

eric

Last active: Oct 26, 2013
1 msg
eric Using forecasted returns and cov matrix in fportfolio Oct 26, 2013

michael.weylandt at gmail.com (R. Michael Weylandt

Last active: Oct 12, 2013
1 msg
michael.weylandt at gmail.com (R. Michael Weylandt How to interpret this formula? Oct 12, 2013

nserdar

Last active: Oct 17, 2013
1 msg
nserdar MARSS for Kalman Filter Mean Reverting Oct 17, 2013

schloni

Last active: Oct 5, 2013
1 msg
schloni Value of risk (system) conditional the event bank=value at risk level Oct 5, 2013