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R-SIG-Finance May 2014

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Adam Ginensky

Last active: May 9, 2014
1 msg
Adam Ginensky Volume data May 9, 2014

Aidan Corcoran

Last active: May 1, 2014
1 msg
Aidan Corcoran rbbg connection problem May 1, 2014

Albert Darenberg

Last active: May 14, 2014
3 msgs
Albert Darenberg fPortfolio and minimum variance portfolio May 12, 2014 Albert Darenberg fPortfolio and Matlab: Different results for the tagency portfolio May 14, 2014 Albert Darenberg fPortfolio and Matlab: Different results for the tagency portfolio May 14, 2014

Alec Schmidt

Last active: May 2, 2014
2 msgs
Alec Schmidt preserving dates in output of tseries May 1, 2014 Alec Schmidt preserving dates in output of tseries May 2, 2014

Alexios Ghalanos

Last active: May 28, 2014
16 msgs
Alexios Ghalanos timout using "evalWithTimeout" in looped rugarch estimation May 10, 2014 Alexios Ghalanos timout using "evalWithTimeout" in looped rugarch estimation May 10, 2014 Alexios Ghalanos timout using "evalWithTimeout" in looped rugarch estimation May 10, 2014 Alexios Ghalanos GARCH fitted parametric distributions for copula fitting May 12, 2014 Alexios Ghalanos (no subject) May 13, 2014 Alexios Ghalanos Changing (seasonal) conditional distribution in a fGarch model May 19, 2014 Alexios Ghalanos Changing (seasonal) conditional distribution in a fGarch model May 20, 2014 Alexios Ghalanos SIgn Bias Test May 24, 2014 Alexios Ghalanos understanding an error from ugarchfit May 27, 2014 Alexios Ghalanos Time Varying Higher Moments - racd? May 27, 2014 Alexios Ghalanos understanding an error from ugarchfit May 27, 2014 Alexios Ghalanos Time Varying Higher Moments - racd? May 27, 2014 Alexios Ghalanos Time Varying Higher Moments - racd? May 28, 2014 Alexios Ghalanos Simulating returns using copula and SPD distribution May 28, 2014 Alexios Ghalanos Simulating returns using copula and SPD distribution May 28, 2014 Alexios Ghalanos Time Varying Higher Moments - racd? May 28, 2014

BBands

Last active: May 7, 2014
1 msg
BBands clustering May 7, 2014

Chinmay Patil

Last active: May 8, 2014
2 msgs
Chinmay Patil preserving dates in output of tseries May 1, 2014 Chinmay Patil Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? May 8, 2014

Christofer Bogaso

Last active: May 15, 2014
1 msg
Christofer Bogaso A question on Time series analysis May 15, 2014

Dirk Eddelbuettel

Last active: May 22, 2014
3 msgs
Dirk Eddelbuettel Mode list to mode numerical.... fast.. May 1, 2014 Dirk Eddelbuettel R/Finance 2014 slides May 22, 2014 Dirk Eddelbuettel R/Finance 2014 slides May 22, 2014

Dominykas Grigonis

Last active: May 15, 2014
2 msgs
Dominykas Grigonis A question on Time series analysis May 15, 2014 Dominykas Grigonis A question on Time series analysis May 15, 2014

Francis X. Diebold

Last active: May 20, 2014
1 msg
Francis X. Diebold Changing (seasonal) conditional distribution May 20, 2014

Guillaume PEALAT

Last active: May 28, 2014
2 msgs
Guillaume PEALAT Simulating returns using copula and SPD distribution May 28, 2014 Guillaume PEALAT Simulating returns using copula and SPD distribution May 28, 2014

Ilya Kipnis

Last active: May 6, 2014
2 msgs
Ilya Kipnis Writing sell rules with quantstrat May 4, 2014 Ilya Kipnis getSymbols not properly accounting for GOOGL's stock split. May 6, 2014

Ivan Popivanov

Last active: May 6, 2014
1 msg
Ivan Popivanov Is TTR::volatility(..., calc="close") correct? May 6, 2014

Johannes Moser

Last active: May 16, 2014
8 msgs
Johannes Moser moments (and/or density) for "std" in the "rugarch"-package or "TF2" in the "gamlss.dist"-package May 2, 2014 Johannes Moser timout using "evalWithTimeout" in looped rugarch estimation May 9, 2014 Johannes Moser timout using "evalWithTimeout" in looped rugarch estimation May 10, 2014 Johannes Moser timout using "evalWithTimeout" in looped rugarch estimation May 10, 2014 Johannes Moser timout using "evalWithTimeout" in looped rugarch estimation May 10, 2014 Johannes Moser timout using "evalWithTimeout" in looped rugarch estimation May 10, 2014 Johannes Moser change-point detection in highly dependent time series May 16, 2014 Johannes Moser change-point detection in highly dependent time series May 16, 2014

Joshua Ulrich

Last active: May 27, 2014
7 msgs
Joshua Ulrich Mode list to mode numerical.... fast.. May 1, 2014 Joshua Ulrich Writing sell rules with quantstrat May 4, 2014 Joshua Ulrich getSymbols not properly accounting for GOOGL's stock split. May 7, 2014 Joshua Ulrich Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? May 8, 2014 Joshua Ulrich Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? May 9, 2014 Joshua Ulrich quantstrat - object 'prefer' not found? May 19, 2014 Joshua Ulrich Time Varying Higher Moments - racd? May 27, 2014

Katherine Gobin

Last active: May 14, 2014
2 msgs
Katherine Gobin Implied Volatility May 8, 2014 Katherine Gobin Excel price function May 14, 2014

Mark Knecht

Last active: May 28, 2014
5 msgs
Mark Knecht Time Varying Higher Moments - racd? May 27, 2014 Mark Knecht Time Varying Higher Moments - racd? May 27, 2014 Mark Knecht Time Varying Higher Moments - racd? May 28, 2014 Mark Knecht Time Varying Higher Moments - racd? May 28, 2014 Mark Knecht Time Varying Higher Moments - racd? May 28, 2014

Matt Sundquist

Last active: May 22, 2014
1 msg
Matt Sundquist Collaborative R, Python, MATLAB, and Excel plotting. Also Streaming Graphs. May 22, 2014

Mustafa Baydogan

Last active: May 1, 2014
2 msgs
Mustafa Baydogan Mode list to mode numerical.... fast.. May 1, 2014 Mustafa Baydogan Mode list to mode numerical.... fast.. May 1, 2014

Neil Tiffin

Last active: May 8, 2014
1 msg
Neil Tiffin clustering May 8, 2014

Oleg Mubarakshin

Last active: May 21, 2014
2 msgs
Oleg Mubarakshin Implied Volatility May 8, 2014 Oleg Mubarakshin R/Finance 2014 photos May 21, 2014

P. Henaff

Last active: May 5, 2014
1 msg
P. Henaff Paris R/Rmetrics Conference registration deadline - 15 May 2014 May 5, 2014

Pablo Rios

Last active: May 10, 2014
4 msgs
Pablo Rios Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? May 6, 2014 Pablo Rios Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? May 8, 2014 Pablo Rios Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? May 8, 2014 Pablo Rios Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? May 10, 2014

PoddyOne

Last active: May 19, 2014
3 msgs
PoddyOne Changing (seasonal) conditional distribution in a fGarch model May 19, 2014 PoddyOne Changing (seasonal) conditional distribution in a fGarch model May 19, 2014 PoddyOne Changing (seasonal) conditional distribution in a fGarch model May 19, 2014

Sarran, Paul

Last active: May 22, 2014
1 msg
Sarran, Paul Rbbg (formerly RBloomberg) -- Pulling portfolio data May 22, 2014

Sebastian Ivanciu

Last active: May 12, 2014
1 msg
Sebastian Ivanciu GARCH fitted parametric distributions for copula fitting May 12, 2014

Steve Greiner

Last active: May 1, 2014
1 msg
Steve Greiner Mode list to mode numerical.... fast.. May 1, 2014

Thomas Fuller

Last active: May 26, 2014
1 msg
Thomas Fuller R Bitcoin Charts API packge 1.0.1 released May 26, 2014

Wei-han Liu

Last active: May 15, 2014
3 msgs
Wei-han Liu (no subject) May 12, 2014 Wei-han Liu (no subject) May 15, 2014 Wei-han Liu generalized beta G distribution May 15, 2014

Zirael

Last active: May 24, 2014
2 msgs
Zirael SIgn Bias Test May 24, 2014 Zirael SIgn Bias Test May 24, 2014

allbert.darenberg

Last active: May 14, 2014
1 msg
allbert.darenberg fPortfolio and tangency portfolio for two assets May 14, 2014

amarjit chandhial

Last active: May 26, 2014
7 msgs
amarjit chandhial Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? May 10, 2014 amarjit chandhial fPortfolio and minimum variance portfolio May 13, 2014 amarjit chandhial stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS May 16, 2014 amarjit chandhial stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS May 16, 2014 amarjit chandhial stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS May 18, 2014 amarjit chandhial stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS May 20, 2014 amarjit chandhial stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS May 26, 2014

cen six

Last active: May 16, 2014
1 msg
cen six change-point detection in highly dependent time series May 16, 2014

fc_11

Last active: May 7, 2014
2 msgs
fc_11 Writing sell rules with quantstrat May 3, 2014 fc_11 Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? May 7, 2014

firhat.nawfan.h

Last active: May 27, 2014
2 msgs
firhat.nawfan.h understanding an error from ugarchfit May 27, 2014 firhat.nawfan.h understanding an error from ugarchfit May 27, 2014

max nissman

Last active: May 9, 2014
1 msg
max nissman Volume data May 9, 2014

rPaulS

Last active: May 8, 2014
1 msg
rPaulS quantstrat - object 'prefer' not found? May 8, 2014

sean fallon

Last active: May 1, 2014
1 msg
sean fallon preserving dates in output of tseries May 1, 2014

stefano iacus

Last active: May 9, 2014
2 msgs
stefano iacus Scaling and Clustering of Financial Data May 9, 2014 stefano iacus YUIMA package on CRAN May 9, 2014

walmir-rodrigues

Last active: May 30, 2014
1 msg
walmir-rodrigues simple question May 30, 2014