R-SIG-Finance July 2014

Apparent Discrepancy

2 msgs Jul 30

J

JAKE WHITE Apparent Discrepancy Jul 30, 2014

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Alexios Ghalanos Apparent Discrepancy Jul 30, 2014

(no subject)

1 msg Jul 30

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lkatsets at nbg.gr (no subject) Jul 30, 2014

Optimization

1 msg Jul 29

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walmir-rodrigues Optimization Jul 29, 2014

Optimization

3 msgs Jul 29

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walmir-rodrigues Optimization Jul 29, 2014

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Bob Optimization Jul 29, 2014

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Peterson Owusu Junior Optimization Jul 29, 2014

Optimization

2 msgs Jul 29

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walmir-rodrigues Optimization Jul 29, 2014

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Bob Optimization Jul 29, 2014

simple GARCH model

1 msg Jul 28

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Jdiego simple GARCH model Jul 28, 2014

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

1 msg Jul 26

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Joshua Ulrich Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? Jul 26, 2014

Trouble Installing Quantmod

2 msgs Jul 25

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Peter Caya Trouble Installing Quantmod Jul 25, 2014

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Joshua Ulrich Trouble Installing Quantmod Jul 25, 2014

stochastic oscillator OBOS - intraday data & optimization

2 msgs Jul 24

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Andylu stochastic oscillator OBOS - intraday data & optimization Jul 23, 2014

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amarjit chandhial stochastic oscillator OBOS - intraday data & optimization Jul 24, 2014

appending new data to a file with the mmap package

2 msgs Jul 23

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Claymore Marshall appending new data to a file with the mmap package Jul 23, 2014

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Daniel Cegiełka appending new data to a file with the mmap package Jul 23, 2014

demo("luxor.8.walk.forward") Error in if (!all(i <= 0)) stop("only zeros may be mixed with negative subscripts") : missing value where TRUE/FALSE needed

1 msg Jul 22

R

Richard Long demo("luxor.8.walk.forward") Error in if (!all(i <= 0)) stop("only zeros may be mixed with negative subscripts") : missing value where TRUE/FALSE needed Jul 22, 2014

demo("luxor.8.walk.forward") Error in if (!all(i <= 0)) stop("only zeros may be mixed with negative subscripts") : missing value where TRUE/FALSE needed

2 msgs Jul 22

R

Richard Long demo("luxor.8.walk.forward") Error in if (!all(i <= 0)) stop("only zeros may be mixed with negative subscripts") : missing value where TRUE/FALSE needed Jul 22, 2014

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Joshua Ulrich demo("luxor.8.walk.forward") Error in if (!all(i <= 0)) stop("only zeros may be mixed with negative subscripts") : missing value where TRUE/FALSE needed Jul 22, 2014

A problem of parameter set can not be effect

4 msgs Jul 22

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Andy Lu A problem of parameter set can not be effect Jul 21, 2014

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Ilya Kipnis A problem of parameter set can not be effect Jul 21, 2014

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Andy Lu A problem of parameter set can not be effect Jul 21, 2014

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Ilya Kipnis A problem of parameter set can not be effect Jul 22, 2014

Receiving market data by iBroker and implementing strategy

1 msg Jul 18

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ce Receiving market data by iBroker and implementing strategy Jul 18, 2014

Self Organisin Map / kohonen package

1 msg Jul 18

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Pierre Org Self Organisin Map / kohonen package Jul 18, 2014

Receiving market data by iBroker and implementing strategy

1 msg Jul 18

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Eric (YEN-LIN) CHIU Receiving market data by iBroker and implementing strategy Jul 18, 2014

Performance Analytics Package Questions

1 msg Jul 16

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Joe W. Byers Performance Analytics Package Questions Jul 16, 2014

understanding an error from ugarchfit

7 msgs Jul 16

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Ole Bueker understanding an error from ugarchfit Jul 16, 2014

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Alexios Ghalanos understanding an error from ugarchfit Jul 16, 2014

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Ole Bueker understanding an error from ugarchfit Jul 16, 2014

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Alexios Ghalanos understanding an error from ugarchfit Jul 16, 2014

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Ole Bueker understanding an error from ugarchfit Jul 16, 2014

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Alexios Ghalanos understanding an error from ugarchfit Jul 16, 2014

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tvernay understanding an error from ugarchfit Jul 16, 2014

Calibration of Heston Model in R

2 msgs Jul 15

S

Shivam Calibration of Heston Model in R Jul 13, 2014

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Enrico Schumann Calibration of Heston Model in R Jul 15, 2014

parma - What kind of portfolio do I get ?

1 msg Jul 15

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u0055 at wolke7.net parma - What kind of portfolio do I get ? Jul 15, 2014

Is there a general solution (package) for a portfolio optimization ?

3 msgs Jul 14

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u0055 at wolke7.net Is there a general solution (package) for a portfolio optimization ? Jul 14, 2014

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R. Michael Weylandt Is there a general solution (package) for a portfolio optimization ? Jul 14, 2014

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Alexios Ghalanos Is there a general solution (package) for a portfolio optimization ? Jul 14, 2014

Slight Discrepancy between ugarchfit and by hand calculation

2 msgs Jul 14

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Tevlin, Dylan Slight Discrepancy between ugarchfit and by hand calculation Jul 14, 2014

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Alexios Ghalanos Slight Discrepancy between ugarchfit and by hand calculation Jul 14, 2014

Behavior of sigThreshold()

2 msgs Jul 13

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stergios marinopoulos Behavior of sigThreshold() Jul 13, 2014

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Joshua Ulrich Behavior of sigThreshold() Jul 13, 2014

A question on Forward Price

1 msg Jul 11

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Krishna Kumar A question on Forward Price Jul 11, 2014

Getting historical stock prices from irregular tickers in Quantmod package

3 msgs Jul 10

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Berk Orbay Getting historical stock prices from irregular tickers in Quantmod package Jul 10, 2014

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Joshua Ulrich Getting historical stock prices from irregular tickers in Quantmod package Jul 10, 2014

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Berk Orbay Getting historical stock prices from irregular tickers in Quantmod package Jul 10, 2014

rugarch - question w.r.t. (robust) SE and bias in estimates of a particular MA(1)-eGARCH(1, 1)-STD model

2 msgs Jul 10

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Johannes Moser rugarch - question w.r.t. (robust) SE and bias in estimates of a particular MA(1)-eGARCH(1, 1)-STD model Jul 10, 2014

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Alexios Ghalanos rugarch - question w.r.t. (robust) SE and bias in estimates of a particular MA(1)-eGARCH(1, 1)-STD model Jul 10, 2014

FPortfolio / MAxReturnPortfolio

8 msgs Jul 10

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Pierre Org FPortfolio / MAxReturnPortfolio Jul 7, 2014

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Alexios Ghalanos FPortfolio / MAxReturnPortfolio Jul 7, 2014

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Pierre Org FPortfolio / MAxReturnPortfolio Jul 7, 2014

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u0055 at wolke7.net FPortfolio / MAxReturnPortfolio Jul 8, 2014

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Alexios Ghalanos FPortfolio / MAxReturnPortfolio Jul 8, 2014

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u0055 at wolke7.net FPortfolio / MAxReturnPortfolio Jul 9, 2014

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Alexios Ghalanos FPortfolio / MAxReturnPortfolio Jul 9, 2014

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u0055 at wolke7.net FPortfolio / MAxReturnPortfolio Jul 10, 2014

Help With Principal Component Analysis

1 msg Jul 8

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Raghuraman Ramachandran Help With Principal Component Analysis Jul 8, 2014

Quant Job

1 msg Jul 7

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Ryan Lanham Quant Job Jul 7, 2014

Is there a general solution (package) for a portfolio optimization ?

4 msgs Jul 5

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u0055 at wolke7.net Is there a general solution (package) for a portfolio optimization ? Jul 5, 2014

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Patrick Burns Is there a general solution (package) for a portfolio optimization ? Jul 5, 2014

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u0055 at wolke7.net Is there a general solution (package) for a portfolio optimization ? Jul 5, 2014

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Patrick Burns Is there a general solution (package) for a portfolio optimization ? Jul 5, 2014

fPortfolio - why getting a zero vector as weights for my portfolio

1 msg Jul 3

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u0055 at wolke7.net fPortfolio - why getting a zero vector as weights for my portfolio Jul 3, 2014

How to return milliseconds?

1 msg Jul 1

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Uday Maitra How to return milliseconds? Jul 1, 2014

Beginner in R, need help writing a script for "Average" metric.

1 msg Jul 1

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nvirani Beginner in R, need help writing a script for "Average" metric. Jul 1, 2014