R-SIG-Finance May 2014

Friday, May 30, 2014 1 email

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walmir-rodrigues simple question

Wednesday, May 28, 2014 9 emails

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Mark Knecht Time Varying Higher Moments - racd?

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Alexios Ghalanos Time Varying Higher Moments - racd?

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Alexios Ghalanos Simulating returns using copula and SPD distribution

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Mark Knecht Time Varying Higher Moments - racd?

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Guillaume PEALAT Simulating returns using copula and SPD distribution

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Alexios Ghalanos Simulating returns using copula and SPD distribution

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Alexios Ghalanos Time Varying Higher Moments - racd?

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Guillaume PEALAT Simulating returns using copula and SPD distribution

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Mark Knecht Time Varying Higher Moments - racd?

Tuesday, May 27, 2014 9 emails

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Alexios Ghalanos Time Varying Higher Moments - racd?

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Mark Knecht Time Varying Higher Moments - racd?

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Alexios Ghalanos understanding an error from ugarchfit

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Alexios Ghalanos Time Varying Higher Moments - racd?

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firhat.nawfan.h understanding an error from ugarchfit

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Joshua Ulrich Time Varying Higher Moments - racd?

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Mark Knecht Time Varying Higher Moments - racd?

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Alexios Ghalanos understanding an error from ugarchfit

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firhat.nawfan.h understanding an error from ugarchfit

Monday, May 26, 2014 2 emails

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amarjit chandhial stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS

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Thomas Fuller R Bitcoin Charts API packge 1.0.1 released

Saturday, May 24, 2014 3 emails

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Zirael SIgn Bias Test

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Alexios Ghalanos SIgn Bias Test

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Zirael SIgn Bias Test

Thursday, May 22, 2014 4 emails

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Sarran, Paul Rbbg (formerly RBloomberg) -- Pulling portfolio data

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Matt Sundquist Collaborative R, Python, MATLAB, and Excel plotting. Also Streaming Graphs.

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Dirk Eddelbuettel R/Finance 2014 slides

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Dirk Eddelbuettel R/Finance 2014 slides

Wednesday, May 21, 2014 1 email

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Oleg Mubarakshin R/Finance 2014 photos

Tuesday, May 20, 2014 3 emails

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Francis X. Diebold Changing (seasonal) conditional distribution

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amarjit chandhial stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS

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Alexios Ghalanos Changing (seasonal) conditional distribution in a fGarch model

Monday, May 19, 2014 5 emails

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PoddyOne Changing (seasonal) conditional distribution in a fGarch model

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PoddyOne Changing (seasonal) conditional distribution in a fGarch model

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Alexios Ghalanos Changing (seasonal) conditional distribution in a fGarch model

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PoddyOne Changing (seasonal) conditional distribution in a fGarch model

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Joshua Ulrich quantstrat - object 'prefer' not found?

Sunday, May 18, 2014 1 email

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amarjit chandhial stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS

Friday, May 16, 2014 5 emails

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Johannes Moser change-point detection in highly dependent time series

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cen six change-point detection in highly dependent time series

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amarjit chandhial stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS

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amarjit chandhial stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS

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Johannes Moser change-point detection in highly dependent time series

Thursday, May 15, 2014 5 emails

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Wei-han Liu generalized beta G distribution

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Dominykas Grigonis A question on Time series analysis

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Dominykas Grigonis A question on Time series analysis

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Christofer Bogaso A question on Time series analysis

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Wei-han Liu (no subject)

Wednesday, May 14, 2014 4 emails

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allbert.darenberg fPortfolio and tangency portfolio for two assets

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Albert Darenberg fPortfolio and Matlab: Different results for the tagency portfolio

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Albert Darenberg fPortfolio and Matlab: Different results for the tagency portfolio

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Katherine Gobin Excel price function

Tuesday, May 13, 2014 2 emails

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amarjit chandhial fPortfolio and minimum variance portfolio

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Alexios Ghalanos (no subject)

Monday, May 12, 2014 4 emails

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Wei-han Liu (no subject)

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Albert Darenberg fPortfolio and minimum variance portfolio

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Alexios Ghalanos GARCH fitted parametric distributions for copula fitting

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Sebastian Ivanciu GARCH fitted parametric distributions for copula fitting

Saturday, May 10, 2014 9 emails

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Pablo Rios Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?

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Johannes Moser timout using "evalWithTimeout" in looped rugarch estimation

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Alexios Ghalanos timout using "evalWithTimeout" in looped rugarch estimation

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amarjit chandhial Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?

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Johannes Moser timout using "evalWithTimeout" in looped rugarch estimation

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Alexios Ghalanos timout using "evalWithTimeout" in looped rugarch estimation

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Johannes Moser timout using "evalWithTimeout" in looped rugarch estimation

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Alexios Ghalanos timout using "evalWithTimeout" in looped rugarch estimation

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Johannes Moser timout using "evalWithTimeout" in looped rugarch estimation

Friday, May 9, 2014 6 emails

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stefano iacus YUIMA package on CRAN

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stefano iacus Scaling and Clustering of Financial Data

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max nissman Volume data

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Adam Ginensky Volume data

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Johannes Moser timout using "evalWithTimeout" in looped rugarch estimation

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

Thursday, May 8, 2014 8 emails

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Chinmay Patil Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?

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Pablo Rios Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?

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Pablo Rios Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?

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Oleg Mubarakshin Implied Volatility

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Neil Tiffin clustering

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Katherine Gobin Implied Volatility

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

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rPaulS quantstrat - object 'prefer' not found?

Wednesday, May 7, 2014 3 emails

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fc_11 Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?

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BBands clustering

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Joshua Ulrich getSymbols not properly accounting for GOOGL's stock split.

Tuesday, May 6, 2014 3 emails

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Ilya Kipnis getSymbols not properly accounting for GOOGL's stock split.

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Pablo Rios Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?

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Ivan Popivanov Is TTR::volatility(..., calc="close") correct?

Monday, May 5, 2014 1 email

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P. Henaff Paris R/Rmetrics Conference registration deadline - 15 May 2014

Sunday, May 4, 2014 2 emails

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Ilya Kipnis Writing sell rules with quantstrat

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Joshua Ulrich Writing sell rules with quantstrat

Saturday, May 3, 2014 1 email

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fc_11 Writing sell rules with quantstrat

Friday, May 2, 2014 2 emails

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Alec Schmidt preserving dates in output of tseries

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Johannes Moser moments (and/or density) for "std" in the "rugarch"-package or "TF2" in the "gamlss.dist"-package

Thursday, May 1, 2014 9 emails

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Chinmay Patil preserving dates in output of tseries

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sean fallon preserving dates in output of tseries

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Alec Schmidt preserving dates in output of tseries

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Mustafa Baydogan Mode list to mode numerical.... fast..

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Mustafa Baydogan Mode list to mode numerical.... fast..

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Dirk Eddelbuettel Mode list to mode numerical.... fast..

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Joshua Ulrich Mode list to mode numerical.... fast..

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Steve Greiner Mode list to mode numerical.... fast..

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Aidan Corcoran rbbg connection problem