R-SIG-Finance — 2014

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Formely known Rbloomberg package Arnaud Gaboury, Dirk Eddelbuettel +6

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A question on Forward Price R. Michael Weylandt, Christofer Bogaso +1

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Time Varying Higher Moments - racd? Joshua Ulrich, Alexios Ghalanos +1

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RFC: quantmod::getSymbols.MySQL G See, Mark Knecht +3

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Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? fc_11, Joshua Ulrich +3

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Update of rugarch package yields different results / questions on stationarity conditions Alexios Ghalanos, Stefan.Jaeschke at rwe.com

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'Defaults' removed from CRAN? (2014-10-03) Brian G. Peterson, Mark Knecht +3

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quantstrat help Joshua Ulrich, Nick +2

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meaning of IBroker mktData information Stephen Choularton, Arnaud Gaboury +2

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timout using "evalWithTimeout" in looped rugarch estimation Johannes Moser, Alexios Ghalanos

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FPortfolio / MAxReturnPortfolio Pierre Org, u0055 at wolke7.net +1

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RQuantLib on OS X Mavericks? Dirk Eddelbuettel, Keith Weintraub +3

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How to download options data in R from a csv list of underlying stock symbols? Mark Knecht, Liu +1

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questions about adaptive indicator, intra-day trading and package 'parallel' Ilya Kipnis, Brian G. Peterson +2

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quantstrat - Guy Yollin blotter 2014 presentation Guy Yollin, Brian G. Peterson +2

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student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Alexios Ghalanos, Johannes Moser

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understanding an error from ugarchfit Ole Bueker, Alexios Ghalanos +1

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Need help getting stop-loss and take-profit orders to work with indicators Ilya Kipnis, Mark Knecht +1

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quantstrat help - simple combine error using windows and walk.forward Mark Knecht, Brian G. Peterson +2

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quantstrat - model transactions on specific dates Mark Knecht, Brian G. Peterson +1

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