R-SIG-Finance - November 2013 - Subject View

AGARCH + rugarch

4 msgs · Nov 19 – Nov 19

michael.weylandt at gmail.com (R. Michael Weylandt AGARCH + rugarch Nov 19, 2013 Alexios Ghalanos AGARCH + rugarch Nov 19, 2013 michael.weylandt at gmail.com (R. Michael Weylandt AGARCH + rugarch Nov 19, 2013 Alexios Ghalanos AGARCH + rugarch Nov 19, 2013

Error In roll forecasting - rugarch

2 msgs · Nov 17 – Nov 17

leopoldo.catania Error In roll forecasting - rugarch Nov 17, 2013 Alexios Ghalanos Error In roll forecasting - rugarch Nov 17, 2013

European options in r3

5 msgs · Nov 5 – Nov 7

Vishnu B European options in r3 Nov 5, 2013 Oleg Mubarakshin European options in r3 Nov 5, 2013 Dominykas Grigonis European options in r3 Nov 5, 2013 michael.weylandt at gmail.com (R. Michael Weylandt European options in r3 Nov 5, 2013 Enrico Schumann European options in r3 Nov 7, 2013

External regressors in rugarch filter / predefine residuals in fit

2 msgs · Nov 5 – Nov 5

Stefan.Jaeschke at rwe.com External regressors in rugarch filter / predefine residuals in fit Nov 5, 2013 Alexios Ghalanos External regressors in rugarch filter / predefine residuals in fit Nov 5, 2013

HELP!: multivariate copula

2 msgs · Nov 12 – Nov 12

widmo HELP!: multivariate copula Nov 12, 2013 Brian G. Peterson HELP!: multivariate copula Nov 12, 2013

Introducing TFX: An R Interface to the TrueFX Web API

8 msgs · Nov 26 – Nov 27

Litzenberger and Ramaswamy (1979) MLE estimators in R?

2 msgs · Nov 1 – Nov 4

nooldor Litzenberger and Ramaswamy (1979) MLE estimators in R? Nov 1, 2013 nooldor Litzenberger and Ramaswamy (1979) MLE estimators in R? Nov 4, 2013

Parameter estimation for GARCH model in rugarch package

2 msgs · Nov 5 – Nov 5

Yanru Zhang Parameter estimation for GARCH model in rugarch package Nov 5, 2013 Alexios Ghalanos Parameter estimation for GARCH model in rugarch package Nov 5, 2013

R-3.0.2 - FinancialInstrument/blotter/quantstrat

3 msgs · Nov 13 – Nov 13

Mark Knecht R-3.0.2 - FinancialInstrument/blotter/quantstrat Nov 13, 2013 Brian G. Peterson R-3.0.2 - FinancialInstrument/blotter/quantstrat Nov 13, 2013 Mark Knecht R-3.0.2 - FinancialInstrument/blotter/quantstrat Nov 13, 2013

RQuantLib/Quantlib for R-3.0.2 (Linux) ?

4 msgs · Nov 2 – Nov 2

Mark Knecht RQuantLib/Quantlib for R-3.0.2 (Linux) ? Nov 2, 2013 Dirk Eddelbuettel RQuantLib/Quantlib for R-3.0.2 (Linux) ? Nov 2, 2013 Mark Knecht RQuantLib/Quantlib for R-3.0.2 (Linux) ? Nov 2, 2013 Dirk Eddelbuettel RQuantLib/Quantlib for R-3.0.2 (Linux) ? Nov 2, 2013

Ranking XTS based on quantiles

1 msg · Nov 1

Raghuraman Ramachandran Ranking XTS based on quantiles Nov 1, 2013

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

2 msgs · Nov 11 – Nov 11

nooldor Rmetrics - Litzenberger and Ramaswamy (1979) MLE estimators in R? Nov 11, 2013 Robert Iquiapaza Rmetrics - Litzenberger and Ramaswamy (1979) MLE estimators in R? Nov 11, 2013

The family GARCH model equation

3 msgs · Nov 10 – Nov 10

Suzie The family GARCH model equation Nov 10, 2013 Alexios Ghalanos The family GARCH model equation Nov 10, 2013 Suzie The family GARCH model equation Nov 10, 2013

Using forecasted data in fportfolio

3 msgs · Nov 7 – Nov 10

eric Using forecasted data in fportfolio Nov 7, 2013 matt at considine.net Using forecasted data in fportfolio Nov 8, 2013 Eric Thungstom Using forecasted data in fportfolio Nov 10, 2013

Using own simulations in package rugarch

2 msgs · Nov 4 – Nov 4

Stefan.Jaeschke at rwe.com Using own simulations in package rugarch Nov 4, 2013 Alexios Ghalanos Using own simulations in package rugarch Nov 4, 2013

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

3 msgs · Nov 28 – Nov 28

manojit_roy at comcast.net addATR() and addTA(ATR()) generate different plots Nov 28, 2013 Joshua Ulrich addATR() and addTA(ATR()) generate different plots Nov 28, 2013 Joshua Ulrich addATR() and addTA(ATR()) generate different plots Nov 28, 2013

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

1 msg · Nov 27

ce blotter package, can't add new symbol to existing portfolio Nov 27, 2013

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

4 msgs · Nov 21 – Nov 21

Mark Knecht blotter->chart.Posn -- 'no transactions/position to chart' Nov 21, 2013 Mark Knecht blotter->chart.Posn -- 'no transactions/position to chart' Nov 21, 2013 Joshua Ulrich blotter->chart.Posn -- 'no transactions/position to chart' Nov 21, 2013 Mark Knecht blotter->chart.Posn -- 'no transactions/position to chart' Nov 21, 2013

chart.TimeSeries

3 msgs · Nov 8 – Nov 9

Costas Vorlow chart.TimeSeries Nov 8, 2013 Peter Carl chart.TimeSeries Nov 8, 2013 Shannon Callan chart.TimeSeries Nov 9, 2013

error in ugarchfit due to external regressors

6 msgs · Nov 25 – Nov 26

tvernay error in ugarchfit due to external regressors Nov 25, 2013 Alexios Ghalanos error in ugarchfit due to external regressors Nov 25, 2013 tvernay error in ugarchfit due to external regressors Nov 25, 2013 Alexios Ghalanos error in ugarchfit due to external regressors Nov 26, 2013 tvernay error in ugarchfit due to external regressors Nov 26, 2013 Alexios Ghalanos error in ugarchfit due to external regressors Nov 26, 2013

ploting time series

8 msgs · Nov 24 – Nov 26

fernando ploting time series Nov 24, 2013 Mark Knecht ploting time series Nov 24, 2013 Patrick Burns ploting time series Nov 26, 2013 R. Michael Weylandt ploting time series Nov 26, 2013 fernando ploting time series Nov 26, 2013 Mark Knecht ploting time series Nov 26, 2013 Daniel ploting time series Nov 26, 2013 Daniel ploting time series Nov 26, 2013

racd package

2 msgs · Nov 18 – Nov 18

Wei-han Liu racd package Nov 18, 2013 Alexios Ghalanos racd package Nov 18, 2013

R-SIG-Finance November 2013