R-SIG-Finance October 2013

Quantstrat - paramset

1 msg Oct 31

L

Li, Huachen Quantstrat - paramset Oct 31, 2013

Ranking XTS based on quantiles

1 msg Oct 31

G

Gopi Goswami Ranking XTS based on quantiles Oct 31, 2013

Ranking XTS based on quantiles

3 msgs Oct 31

R

Raghuraman Ramachandran Ranking XTS based on quantiles Oct 31, 2013

J

Joshua Ulrich Ranking XTS based on quantiles Oct 31, 2013

R

Raghuraman Ramachandran Ranking XTS based on quantiles Oct 31, 2013

Simple portfolio management - anything in R?

6 msgs Oct 31

M

Mark Knecht Simple portfolio management - anything in R? Oct 25, 2013

P

Peter Carl Simple portfolio management - anything in R? Oct 25, 2013

M

Mark Knecht Simple portfolio management - anything in R? Oct 25, 2013

P

Peter Carl Simple portfolio management - anything in R? Oct 25, 2013

M

Mark Knecht Simple portfolio management - anything in R? Oct 25, 2013

R

Radek Maciaszek Simple portfolio management - anything in R? Oct 31, 2013

xts Correl on subset

2 msgs Oct 29

M

Martin Bauer xts Correl on subset Oct 29, 2013

R

R. Michael Weylandt xts Correl on subset Oct 29, 2013

Quantstrat: Setting the column name in add.indicator?

1 msg Oct 28

O

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

Using forecasted returns and cov matrix in fportfolio

1 msg Oct 26

E

eric Using forecasted returns and cov matrix in fportfolio Oct 26, 2013

Quantstrat and total equity-aware order sizing

1 msg Oct 25

G

Gergely Temesi Quantstrat and total equity-aware order sizing Oct 25, 2013

Asset labels in fportfolio

1 msg Oct 19

E

Eric Thungstom Asset labels in fportfolio Oct 19, 2013

clarification on bug in addPosLimit

1 msg Oct 18

I

Ilya Kipnis clarification on bug in addPosLimit Oct 18, 2013

blotter 0.8.17 addPosLimit function fix

2 msgs Oct 18

I

Ilya Kipnis blotter 0.8.17 addPosLimit function fix Oct 18, 2013

J

Joshua Ulrich blotter 0.8.17 addPosLimit function fix Oct 18, 2013

MARSS for Kalman Filter Mean Reverting

1 msg Oct 17

N

nserdar MARSS for Kalman Filter Mean Reverting Oct 17, 2013

Importing and exporting portfolio with blotter

2 msgs Oct 16

A

Alan Pardew Importing and exporting portfolio with blotter Oct 16, 2013

B

Brian G. Peterson Importing and exporting portfolio with blotter Oct 16, 2013

R/Finance and overview on latest results

1 msg Oct 15

W

Wildi Marc (wlmr) R/Finance and overview on latest results Oct 15, 2013

Place limit orders using IBrokers

1 msg Oct 15

Q

Qi Li Place limit orders using IBrokers Oct 15, 2013

Portfolio Optimization with tawny package

1 msg Oct 15

R

Ross Bennett Portfolio Optimization with tawny package Oct 15, 2013

R/Finance 2014 Call for Papers

1 msg Oct 15

B

Brian G. Peterson R/Finance 2014 Call for Papers Oct 15, 2013

Portfolio Optimization with tawny package

2 msgs Oct 15

E

Eric Thungstom Portfolio Optimization with tawny package Oct 14, 2013

B

Brian Lee Yung Rowe Portfolio Optimization with tawny package Oct 15, 2013

Contract Work

1 msg Oct 15

R

Raghuraman Ramachandran Contract Work Oct 15, 2013

How to interpret this formula?

4 msgs Oct 12

A

Arun Kumar Saha How to interpret this formula? Oct 12, 2013

M

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

J

Joe W. Byers How to interpret this formula? Oct 12, 2013

B

BBands How to interpret this formula? Oct 12, 2013

Code for FOptions GBS Greeks based on Haug 2nd Ed.

1 msg Oct 11

J

Joe W. Byers Code for FOptions GBS Greeks based on Haug 2nd Ed. Oct 11, 2013

perTradeStats in quantstrat messed up

1 msg Oct 10

I

Ilya Kipnis perTradeStats in quantstrat messed up Oct 10, 2013

Several quantstrat questions

1 msg Oct 10

I

Ilya Kipnis Several quantstrat questions Oct 10, 2013

AdMit Package

1 msg Oct 10

S

Steve Greiner AdMit Package Oct 10, 2013

Options solution?

2 msgs Oct 9

K

Krishna Kumar Options solution? Oct 8, 2013

B

BBands Options solution? Oct 9, 2013

Value of risk (system) conditional the event bank=value at risk level

2 msgs Oct 8

S

schloni Value of risk (system) conditional the event bank=value at risk level Oct 5, 2013

K

Krishna Kumar Value of risk (system) conditional the event bank=value at risk level Oct 8, 2013

Questions about IBrokers package

1 msg Oct 8

R

Robert Schien Questions about IBrokers package Oct 8, 2013

fPortfolio and tangency portfolio for two assets

1 msg Oct 6

D

Diffform fPortfolio and tangency portfolio for two assets Oct 6, 2013

multistage gibbs sampler

1 msg Oct 4

S

Steve Greiner multistage gibbs sampler Oct 4, 2013

a problem with external regressors in rugarch

2 msgs Oct 4

A

Alec Schmidt a problem with external regressors in rugarch Oct 3, 2013

A

Alexios Ghalanos a problem with external regressors in rugarch Oct 4, 2013

Options solution?

3 msgs Oct 3

B

BBands Options solution? Oct 3, 2013

J

Joshua Ulrich Options solution? Oct 3, 2013

B

BBands Options solution? Oct 3, 2013

Crosses above, crosses below

2 msgs Oct 2

J

Joshua Ulrich Crosses above, crosses below Oct 2, 2013

M

Mark Knecht Crosses above, crosses below Oct 2, 2013

Parma Package QP optimization Failing and Ignoring Leverage Constraint

1 msg Oct 1

A

Alexios Ghalanos Parma Package QP optimization Failing and Ignoring Leverage Constraint Oct 1, 2013

Stay in touch with me through LinkedIn

1 msg Sep 30

J

José Fernando Moreno Gutiérrez Stay in touch with me through LinkedIn Sep 30, 2013

Question on IBrokers

1 msg Sep 30

Question on IBrokers

1 msg Sep 30

C

Chinmay Patil Question on IBrokers Sep 30, 2013

Question on IBrokers

1 msg Sep 30

Parma Package QP optimization Failing and Ignoring Leverage Constraint

1 msg Sep 30

A

Alexios Ghalanos Parma Package QP optimization Failing and Ignoring Leverage Constraint Sep 30, 2013