R-SIG-Finance May 2014

(no subject)

W

A

3 msgs · May 12 – May 15

W

Wei-han Liu (no subject) May 12, 2014

A

Alexios Ghalanos (no subject) May 13, 2014

W

Wei-han Liu (no subject) May 15, 2014

A question on Time series analysis

C

D

3 msgs · May 15 – May 15

C

Christofer Bogaso A question on Time series analysis May 15, 2014

D

Dominykas Grigonis A question on Time series analysis May 15, 2014

D

Dominykas Grigonis A question on Time series analysis May 15, 2014

Changing (seasonal) conditional distribution

F

1 msg · May 20

F

Francis X. Diebold Changing (seasonal) conditional distribution May 20, 2014

Changing (seasonal) conditional distribution in a fGarch model

P

A

5 msgs · May 19 – May 20

P

PoddyOne Changing (seasonal) conditional distribution in a fGarch model May 19, 2014

A

Alexios Ghalanos Changing (seasonal) conditional distribution in a fGarch model May 19, 2014

P

PoddyOne Changing (seasonal) conditional distribution in a fGarch model May 19, 2014

P

PoddyOne Changing (seasonal) conditional distribution in a fGarch model May 19, 2014

A

Alexios Ghalanos Changing (seasonal) conditional distribution in a fGarch model May 20, 2014

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

M

1 msg · May 22

M

Matt Sundquist Collaborative R, Python, MATLAB, and Excel plotting. Also Streaming Graphs. May 22, 2014

Excel price function

K

1 msg · May 14

K

Katherine Gobin Excel price function May 14, 2014

GARCH fitted parametric distributions for copula fitting

S

A

2 msgs · May 12 – May 12

S

Sebastian Ivanciu GARCH fitted parametric distributions for copula fitting May 12, 2014

A

Alexios Ghalanos GARCH fitted parametric distributions for copula fitting May 12, 2014

Implied Volatility

K

O

2 msgs · May 8 – May 8

K

Katherine Gobin Implied Volatility May 8, 2014

O

Oleg Mubarakshin Implied Volatility May 8, 2014

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

I

1 msg · May 6

I

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

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

P

F

J

9 msgs · May 6 – May 10

P

Pablo Rios Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? May 6, 2014

F

fc_11 Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? May 7, 2014

J

Joshua Ulrich Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? May 8, 2014

P

Pablo Rios Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? May 8, 2014

P

Pablo Rios Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? May 8, 2014

C

Chinmay Patil Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? May 8, 2014

J

Joshua Ulrich Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? May 9, 2014

A

amarjit chandhial Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? May 10, 2014

P

Pablo Rios Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? May 10, 2014

Mode list to mode numerical.... fast..

S

J

D

5 msgs · May 1 – May 1

S

Steve Greiner Mode list to mode numerical.... fast.. May 1, 2014

J

Joshua Ulrich Mode list to mode numerical.... fast.. May 1, 2014

D

Dirk Eddelbuettel Mode list to mode numerical.... fast.. May 1, 2014

M

Mustafa Baydogan Mode list to mode numerical.... fast.. May 1, 2014

M

Mustafa Baydogan Mode list to mode numerical.... fast.. May 1, 2014

Paris R/Rmetrics Conference registration deadline - 15 May 2014

P

1 msg · May 5

P

P. Henaff Paris R/Rmetrics Conference registration deadline - 15 May 2014 May 5, 2014

R Bitcoin Charts API packge 1.0.1 released

T

1 msg · May 26

T

Thomas Fuller R Bitcoin Charts API packge 1.0.1 released May 26, 2014

R/Finance 2014 photos

O

1 msg · May 21

O

Oleg Mubarakshin R/Finance 2014 photos May 21, 2014

R/Finance 2014 slides

D

2 msgs · May 22 – May 22

D

Dirk Eddelbuettel R/Finance 2014 slides May 22, 2014

D

Dirk Eddelbuettel R/Finance 2014 slides May 22, 2014

Rbbg (formerly RBloomberg) -- Pulling portfolio data

S

1 msg · May 22

S

Sarran, Paul Rbbg (formerly RBloomberg) -- Pulling portfolio data May 22, 2014

SIgn Bias Test

Z

A

3 msgs · May 24 – May 24

Z

Zirael SIgn Bias Test May 24, 2014

A

Alexios Ghalanos SIgn Bias Test May 24, 2014

Z

Zirael SIgn Bias Test May 24, 2014

Scaling and Clustering of Financial Data

S

1 msg · May 9

S

stefano iacus Scaling and Clustering of Financial Data May 9, 2014

Simulating returns using copula and SPD distribution

G

A

4 msgs · May 28 – May 28

G

Guillaume PEALAT Simulating returns using copula and SPD distribution May 28, 2014

A

Alexios Ghalanos Simulating returns using copula and SPD distribution May 28, 2014

G

Guillaume PEALAT Simulating returns using copula and SPD distribution May 28, 2014

A

Alexios Ghalanos Simulating returns using copula and SPD distribution May 28, 2014

Time Varying Higher Moments - racd?

M

J

A

10 msgs · May 27 – May 28

M

Mark Knecht Time Varying Higher Moments - racd? May 27, 2014

J

Joshua Ulrich Time Varying Higher Moments - racd? May 27, 2014

A

Alexios Ghalanos Time Varying Higher Moments - racd? May 27, 2014

M

Mark Knecht Time Varying Higher Moments - racd? May 27, 2014

A

Alexios Ghalanos Time Varying Higher Moments - racd? May 27, 2014

M

Mark Knecht Time Varying Higher Moments - racd? May 28, 2014

A

Alexios Ghalanos Time Varying Higher Moments - racd? May 28, 2014

M

Mark Knecht Time Varying Higher Moments - racd? May 28, 2014

A

Alexios Ghalanos Time Varying Higher Moments - racd? May 28, 2014

M

Mark Knecht Time Varying Higher Moments - racd? May 28, 2014

Volume data

A

M

2 msgs · May 9 – May 9

A

Adam Ginensky Volume data May 9, 2014

M

max nissman Volume data May 9, 2014

Writing sell rules with quantstrat

F

J

I

3 msgs · May 3 – May 4

F

fc_11 Writing sell rules with quantstrat May 3, 2014

J

Joshua Ulrich Writing sell rules with quantstrat May 4, 2014

I

Ilya Kipnis Writing sell rules with quantstrat May 4, 2014

YUIMA package on CRAN

S

1 msg · May 9

S

stefano iacus YUIMA package on CRAN May 9, 2014

change-point detection in highly dependent time series

J

C

3 msgs · May 16 – May 16

J

Johannes Moser change-point detection in highly dependent time series May 16, 2014

C

cen six change-point detection in highly dependent time series May 16, 2014

J

Johannes Moser change-point detection in highly dependent time series May 16, 2014

clustering

B

N

2 msgs · May 7 – May 8

B

BBands clustering May 7, 2014

N

Neil Tiffin clustering May 8, 2014

fPortfolio and Matlab: Different results for the tagency portfolio

A

2 msgs · May 14 – May 14

A

Albert Darenberg fPortfolio and Matlab: Different results for the tagency portfolio May 14, 2014

A

Albert Darenberg fPortfolio and Matlab: Different results for the tagency portfolio May 14, 2014

fPortfolio and minimum variance portfolio

A

A

2 msgs · May 12 – May 13

A

Albert Darenberg fPortfolio and minimum variance portfolio May 12, 2014

A

amarjit chandhial fPortfolio and minimum variance portfolio May 13, 2014

fPortfolio and tangency portfolio for two assets

A

1 msg · May 14

A

allbert.darenberg fPortfolio and tangency portfolio for two assets May 14, 2014

generalized beta G distribution

W

1 msg · May 15

W

Wei-han Liu generalized beta G distribution May 15, 2014

getSymbols not properly accounting for GOOGL's stock split.

I

J

2 msgs · May 6 – May 7

I

Ilya Kipnis getSymbols not properly accounting for GOOGL's stock split. May 6, 2014

J

Joshua Ulrich getSymbols not properly accounting for GOOGL's stock split. May 7, 2014

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

J

1 msg · May 2

J

Johannes Moser moments (and/or density) for "std" in the "rugarch"-package or "TF2" in the "gamlss.dist"-package May 2, 2014

preserving dates in output of tseries

A

S

C

4 msgs · May 1 – May 2

A

Alec Schmidt preserving dates in output of tseries May 1, 2014

S

sean fallon preserving dates in output of tseries May 1, 2014

C

Chinmay Patil preserving dates in output of tseries May 1, 2014

A

Alec Schmidt preserving dates in output of tseries May 2, 2014

quantstrat - object 'prefer' not found?

R

J

2 msgs · May 8 – May 19

R

rPaulS quantstrat - object 'prefer' not found? May 8, 2014

J

Joshua Ulrich quantstrat - object 'prefer' not found? May 19, 2014

rbbg connection problem

A

1 msg · May 1

A

Aidan Corcoran rbbg connection problem May 1, 2014

simple question

W

1 msg · May 30

W

walmir-rodrigues simple question May 30, 2014

stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS

A

1 msg · May 26

A

amarjit chandhial stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS May 26, 2014

stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS

A

4 msgs · May 16 – May 20

A

amarjit chandhial stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS May 16, 2014

A

amarjit chandhial stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS May 16, 2014

A

amarjit chandhial stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS May 18, 2014

A

amarjit chandhial stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS May 20, 2014

timout using "evalWithTimeout" in looped rugarch estimation

J

A

8 msgs · May 9 – May 10

J

Johannes Moser timout using "evalWithTimeout" in looped rugarch estimation May 9, 2014

J

Johannes Moser timout using "evalWithTimeout" in looped rugarch estimation May 10, 2014

A

Alexios Ghalanos timout using "evalWithTimeout" in looped rugarch estimation May 10, 2014

J

Johannes Moser timout using "evalWithTimeout" in looped rugarch estimation May 10, 2014

A

Alexios Ghalanos timout using "evalWithTimeout" in looped rugarch estimation May 10, 2014

J

Johannes Moser timout using "evalWithTimeout" in looped rugarch estimation May 10, 2014

A

Alexios Ghalanos timout using "evalWithTimeout" in looped rugarch estimation May 10, 2014

J

Johannes Moser timout using "evalWithTimeout" in looped rugarch estimation May 10, 2014

understanding an error from ugarchfit

F

A

4 msgs · May 27 – May 27

F

firhat.nawfan.h understanding an error from ugarchfit May 27, 2014

A

Alexios Ghalanos understanding an error from ugarchfit May 27, 2014

F

firhat.nawfan.h understanding an error from ugarchfit May 27, 2014

A

Alexios Ghalanos understanding an error from ugarchfit May 27, 2014