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R-SIG-Finance July 2014

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Thursday, July 31, 2014 1 email
Cabot_Bear rugarch convergence problem
Wednesday, July 30, 2014 3 emails
Alexios Ghalanos Apparent Discrepancy JAKE WHITE Apparent Discrepancy lkatsets at nbg.gr (no subject)
Tuesday, July 29, 2014 6 emails
walmir-rodrigues Optimization Peterson Owusu Junior Optimization Bob Optimization walmir-rodrigues Optimization Bob Optimization walmir-rodrigues Optimization
Monday, July 28, 2014 1 email
Jdiego simple GARCH model
Saturday, July 26, 2014 1 email
Joshua Ulrich Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?
Friday, July 25, 2014 2 emails
Joshua Ulrich Trouble Installing Quantmod Peter Caya Trouble Installing Quantmod
Thursday, July 24, 2014 1 email
amarjit chandhial stochastic oscillator OBOS - intraday data & optimization
Wednesday, July 23, 2014 3 emails
Andylu stochastic oscillator OBOS - intraday data & optimization Daniel Cegiełka appending new data to a file with the mmap package Claymore Marshall appending new data to a file with the mmap package
Tuesday, July 22, 2014 4 emails
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 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 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 Ilya Kipnis A problem of parameter set can not be effect
Monday, July 21, 2014 3 emails
Andy Lu A problem of parameter set can not be effect Ilya Kipnis A problem of parameter set can not be effect Andy Lu A problem of parameter set can not be effect
Friday, July 18, 2014 3 emails
ce Receiving market data by iBroker and implementing strategy Pierre Org Self Organisin Map / kohonen package Eric (YEN-LIN) CHIU Receiving market data by iBroker and implementing strategy
Wednesday, July 16, 2014 8 emails
Joe W. Byers Performance Analytics Package Questions tvernay understanding an error from ugarchfit Alexios Ghalanos understanding an error from ugarchfit Ole Bueker understanding an error from ugarchfit Alexios Ghalanos understanding an error from ugarchfit Ole Bueker understanding an error from ugarchfit Alexios Ghalanos understanding an error from ugarchfit Ole Bueker understanding an error from ugarchfit
Tuesday, July 15, 2014 2 emails
Enrico Schumann Calibration of Heston Model in R u0055 at wolke7.net parma - What kind of portfolio do I get ?
Monday, July 14, 2014 5 emails
Alexios Ghalanos Is there a general solution (package) for a portfolio optimization ? Alexios Ghalanos Slight Discrepancy between ugarchfit and by hand calculation Tevlin, Dylan Slight Discrepancy between ugarchfit and by hand calculation R. Michael Weylandt Is there a general solution (package) for a portfolio optimization ? u0055 at wolke7.net Is there a general solution (package) for a portfolio optimization ?
Sunday, July 13, 2014 3 emails
Joshua Ulrich Behavior of sigThreshold() stergios marinopoulos Behavior of sigThreshold() Shivam Calibration of Heston Model in R
Friday, July 11, 2014 1 email
Krishna Kumar A question on Forward Price
Thursday, July 10, 2014 6 emails
Berk Orbay Getting historical stock prices from irregular tickers in Quantmod package Joshua Ulrich Getting historical stock prices from irregular tickers in Quantmod package Berk Orbay Getting historical stock prices from irregular tickers in Quantmod package Alexios Ghalanos rugarch - question w.r.t. (robust) SE and bias in estimates of a particular MA(1)-eGARCH(1, 1)-STD model u0055 at wolke7.net FPortfolio / MAxReturnPortfolio Johannes Moser rugarch - question w.r.t. (robust) SE and bias in estimates of a particular MA(1)-eGARCH(1, 1)-STD model
Wednesday, July 9, 2014 2 emails
Alexios Ghalanos FPortfolio / MAxReturnPortfolio u0055 at wolke7.net FPortfolio / MAxReturnPortfolio
Tuesday, July 8, 2014 3 emails
Raghuraman Ramachandran Help With Principal Component Analysis Alexios Ghalanos FPortfolio / MAxReturnPortfolio u0055 at wolke7.net FPortfolio / MAxReturnPortfolio
Monday, July 7, 2014 4 emails
Pierre Org FPortfolio / MAxReturnPortfolio Alexios Ghalanos FPortfolio / MAxReturnPortfolio Pierre Org FPortfolio / MAxReturnPortfolio Ryan Lanham Quant Job
Saturday, July 5, 2014 4 emails
Patrick Burns Is there a general solution (package) for a portfolio optimization ? u0055 at wolke7.net Is there a general solution (package) for a portfolio optimization ? Patrick Burns Is there a general solution (package) for a portfolio optimization ? u0055 at wolke7.net Is there a general solution (package) for a portfolio optimization ?
Thursday, July 3, 2014 1 email
u0055 at wolke7.net fPortfolio - why getting a zero vector as weights for my portfolio
Tuesday, July 1, 2014 2 emails
Uday Maitra How to return milliseconds? nvirani Beginner in R, need help writing a script for "Average" metric.