R-SIG-Finance November 2013

Thursday, November 28, 2013 3 emails

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Joshua Ulrich addATR() and addTA(ATR()) generate different plots

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Joshua Ulrich addATR() and addTA(ATR()) generate different plots

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manojit_roy at comcast.net addATR() and addTA(ATR()) generate different plots

Wednesday, November 27, 2013 7 emails

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veepsirtt Introducing TFX: An R Interface to the TrueFX Web API

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G See Introducing TFX: An R Interface to the TrueFX Web API

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veepsirtt Introducing TFX: An R Interface to the TrueFX Web API

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G See Introducing TFX: An R Interface to the TrueFX Web API

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veepsirtt Introducing TFX: An R Interface to the TrueFX Web API

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veepsirtt Introducing TFX: An R Interface to the TrueFX Web API

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ce blotter package, can't add new symbol to existing portfolio

Tuesday, November 26, 2013 11 emails

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Daniel ploting time series

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Daniel ploting time series

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Mark Knecht ploting time series

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fernando ploting time series

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Alexios Ghalanos error in ugarchfit due to external regressors

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R. Michael Weylandt ploting time series

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G See Introducing TFX: An R Interface to the TrueFX Web API

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tvernay error in ugarchfit due to external regressors

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Patrick Burns ploting time series

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veepsirtt Introducing TFX: An R Interface to the TrueFX Web API

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Alexios Ghalanos error in ugarchfit due to external regressors

Monday, November 25, 2013 3 emails

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tvernay error in ugarchfit due to external regressors

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Alexios Ghalanos error in ugarchfit due to external regressors

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tvernay error in ugarchfit due to external regressors

Sunday, November 24, 2013 2 emails

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Mark Knecht ploting time series

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fernando ploting time series

Thursday, November 21, 2013 4 emails

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Mark Knecht blotter->chart.Posn -- 'no transactions/position to chart'

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Joshua Ulrich blotter->chart.Posn -- 'no transactions/position to chart'

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Mark Knecht blotter->chart.Posn -- 'no transactions/position to chart'

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Mark Knecht blotter->chart.Posn -- 'no transactions/position to chart'

Tuesday, November 19, 2013 4 emails

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Alexios Ghalanos AGARCH + rugarch

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michael.weylandt at gmail.com (R. Michael Weylandt AGARCH + rugarch

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Alexios Ghalanos AGARCH + rugarch

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michael.weylandt at gmail.com (R. Michael Weylandt AGARCH + rugarch

Monday, November 18, 2013 2 emails

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Alexios Ghalanos racd package

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Wei-han Liu racd package

Sunday, November 17, 2013 2 emails

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Alexios Ghalanos Error In roll forecasting - rugarch

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leopoldo.catania Error In roll forecasting - rugarch

Wednesday, November 13, 2013 3 emails

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Mark Knecht R-3.0.2 - FinancialInstrument/blotter/quantstrat

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Brian G. Peterson R-3.0.2 - FinancialInstrument/blotter/quantstrat

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Mark Knecht R-3.0.2 - FinancialInstrument/blotter/quantstrat

Tuesday, November 12, 2013 2 emails

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Brian G. Peterson HELP!: multivariate copula

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widmo HELP!: multivariate copula

Monday, November 11, 2013 2 emails

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Robert Iquiapaza Rmetrics - Litzenberger and Ramaswamy (1979) MLE estimators in R?

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nooldor Rmetrics - Litzenberger and Ramaswamy (1979) MLE estimators in R?

Sunday, November 10, 2013 4 emails

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Suzie The family GARCH model equation

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Alexios Ghalanos The family GARCH model equation

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Suzie The family GARCH model equation

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Eric Thungstom Using forecasted data in fportfolio

Saturday, November 9, 2013 1 email

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Shannon Callan chart.TimeSeries

Friday, November 8, 2013 3 emails

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Peter Carl chart.TimeSeries

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matt at considine.net Using forecasted data in fportfolio

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Costas Vorlow chart.TimeSeries

Thursday, November 7, 2013 2 emails

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eric Using forecasted data in fportfolio

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Enrico Schumann European options in r3

Tuesday, November 5, 2013 8 emails

A

Alexios Ghalanos Parameter estimation for GARCH model in rugarch package

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Yanru Zhang Parameter estimation for GARCH model in rugarch package

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Alexios Ghalanos External regressors in rugarch filter / predefine residuals in fit

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michael.weylandt at gmail.com (R. Michael Weylandt European options in r3

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Stefan.Jaeschke at rwe.com External regressors in rugarch filter / predefine residuals in fit

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Dominykas Grigonis European options in r3

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Oleg Mubarakshin European options in r3

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Vishnu B European options in r3

Monday, November 4, 2013 3 emails

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Alexios Ghalanos Using own simulations in package rugarch

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nooldor Litzenberger and Ramaswamy (1979) MLE estimators in R?

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Stefan.Jaeschke at rwe.com Using own simulations in package rugarch

Saturday, November 2, 2013 4 emails

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Dirk Eddelbuettel RQuantLib/Quantlib for R-3.0.2 (Linux) ?

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Mark Knecht RQuantLib/Quantlib for R-3.0.2 (Linux) ?

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Dirk Eddelbuettel RQuantLib/Quantlib for R-3.0.2 (Linux) ?

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Mark Knecht RQuantLib/Quantlib for R-3.0.2 (Linux) ?

Friday, November 1, 2013 2 emails

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nooldor Litzenberger and Ramaswamy (1979) MLE estimators in R?

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Raghuraman Ramachandran Ranking XTS based on quantiles