R-SIG-Finance September 2014

quantstrat help - simple combine error using windows and walk.forward

7 msgs Sep 30

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Derek Wong quantstrat help - simple combine error using windows and walk.forward Sep 24, 2014

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Derek Wong quantstrat help - simple combine error using windows and walk.forward Sep 30, 2014

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Mark Knecht quantstrat help - simple combine error using windows and walk.forward Sep 30, 2014

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Derek Wong quantstrat help - simple combine error using windows and walk.forward Sep 30, 2014

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Brian G. Peterson quantstrat help - simple combine error using windows and walk.forward Sep 30, 2014

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Joshua Ulrich quantstrat help - simple combine error using windows and walk.forward Sep 30, 2014

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Derek Wong quantstrat help - simple combine error using windows and walk.forward Sep 30, 2014

seasonality in rugarch

1 msg Sep 30

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Alec Schmidt seasonality in rugarch Sep 30, 2014

time format convert

2 msgs Sep 28

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Gmail time format convert Sep 28, 2014

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Chirag Anand time format convert Sep 28, 2014

How to download options data in R from a csv list of underlying stock symbols?

8 msgs Sep 28

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Liu How to download options data in R from a csv list of underlying stock symbols? Sep 28, 2014

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Mark Knecht How to download options data in R from a csv list of underlying stock symbols? Sep 28, 2014

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G See How to download options data in R from a csv list of underlying stock symbols? Sep 28, 2014

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Liu How to download options data in R from a csv list of underlying stock symbols? Sep 28, 2014

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Liu How to download options data in R from a csv list of underlying stock symbols? Sep 28, 2014

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G See How to download options data in R from a csv list of underlying stock symbols? Sep 28, 2014

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Liu How to download options data in R from a csv list of underlying stock symbols? Sep 28, 2014

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G See How to download options data in R from a csv list of underlying stock symbols? Sep 28, 2014

Converting to weekly timestamps removes years from chart.TimeSeries (and its extensions)

4 msgs Sep 28

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Ilya Kipnis Converting to weekly timestamps removes years from chart.TimeSeries (and its extensions) Sep 28, 2014

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Brian G. Peterson Converting to weekly timestamps removes years from chart.TimeSeries (and its extensions) Sep 28, 2014

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Joshua Ulrich Converting to weekly timestamps removes years from chart.TimeSeries (and its extensions) Sep 28, 2014

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Ilya Kipnis Converting to weekly timestamps removes years from chart.TimeSeries (and its extensions) Sep 28, 2014

What happens to IBrokers package if overloaded ?

3 msgs Sep 28

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ce What happens to IBrokers package if overloaded ? Sep 25, 2014

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cen six What happens to IBrokers package if overloaded ? Sep 28, 2014

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amarjit chandhial What happens to IBrokers package if overloaded ? Sep 28, 2014

what is the best fixed income platform?

2 msgs Sep 27

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Kevin Owens what is the best fixed income platform? Sep 27, 2014

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Ilya Kipnis what is the best fixed income platform? Sep 27, 2014

RFinanceYJ and getSymbols for Yahoo Japan

1 msg Sep 27

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Wouter Thielen RFinanceYJ and getSymbols for Yahoo Japan Sep 27, 2014

tradeStats - Avg.Daily.PL/Med.Daily.PL question

5 msgs Sep 25

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Mark Knecht tradeStats - Avg.Daily.PL/Med.Daily.PL question Sep 25, 2014

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Brian G. Peterson tradeStats - Avg.Daily.PL/Med.Daily.PL question Sep 25, 2014

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Mark Knecht tradeStats - Avg.Daily.PL/Med.Daily.PL question Sep 25, 2014

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Ilya Kipnis tradeStats - Avg.Daily.PL/Med.Daily.PL question Sep 25, 2014

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Mark Knecht tradeStats - Avg.Daily.PL/Med.Daily.PL question Sep 25, 2014

questions about adaptive indicator, intra-day trading and package 'parallel'

8 msgs Sep 25

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domodo questions about adaptive indicator, intra-day trading and package 'parallel' Sep 5, 2014

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domodo questions about adaptive indicator, intra-day trading and package 'parallel' Sep 5, 2014

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Ilya Kipnis questions about adaptive indicator, intra-day trading and package 'parallel' Sep 5, 2014

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domodo questions about adaptive indicator, intra-day trading and package 'parallel' Sep 13, 2014

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Brian G. Peterson questions about adaptive indicator, intra-day trading and package 'parallel' Sep 13, 2014

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domodo questions about adaptive indicator, intra-day trading and package 'parallel' Sep 13, 2014

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domodo questions about adaptive indicator, intra-day trading and package 'parallel' Sep 14, 2014

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amarjit chandhial questions about adaptive indicator, intra-day trading and package 'parallel' Sep 25, 2014

GBSVolatility not working on vectors?

3 msgs Sep 25

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Shivam GBSVolatility not working on vectors? Sep 25, 2014

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Joachim Breit GBSVolatility not working on vectors? Sep 25, 2014

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Joachim Breit GBSVolatility not working on vectors? Sep 25, 2014

GBSVolatility not working on vectors?

3 msgs Sep 25

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Joachim Breit GBSVolatility not working on vectors? Sep 25, 2014

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Joe W. Byers GBSVolatility not working on vectors? Sep 25, 2014

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Joachim Breit GBSVolatility not working on vectors? Sep 25, 2014

Update of rugarch package yields different results / questions on stationarity conditions

9 msgs Sep 24

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Stefan.Jaeschke at rwe.com Update of rugarch package yields different results / questions on stationarity conditions Sep 24, 2014

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Alexios Ghalanos Update of rugarch package yields different results / questions on stationarity conditions Sep 24, 2014

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Alexios Ghalanos Update of rugarch package yields different results / questions on stationarity conditions Sep 24, 2014

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Stefan.Jaeschke at rwe.com Update of rugarch package yields different results / questions on stationarity conditions Sep 24, 2014

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Stefan.Jaeschke at rwe.com Update of rugarch package yields different results / questions on stationarity conditions Sep 24, 2014

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Alexios Ghalanos Update of rugarch package yields different results / questions on stationarity conditions Sep 24, 2014

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Alexios Ghalanos Update of rugarch package yields different results / questions on stationarity conditions Sep 24, 2014

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Stefan.Jaeschke at rwe.com Update of rugarch package yields different results / questions on stationarity conditions Sep 24, 2014

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Alexios Ghalanos Update of rugarch package yields different results / questions on stationarity conditions Sep 24, 2014

Duplicated indexes in blotter

2 msgs Sep 24

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Mark Knecht Duplicated indexes in blotter Sep 19, 2014

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Joshua Ulrich Duplicated indexes in blotter Sep 24, 2014

Calculating Proportions & Appending New Column?

3 msgs Sep 23

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Jason Eyerly Calculating Proportions & Appending New Column? Sep 22, 2014

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Ilya Kipnis Calculating Proportions & Appending New Column? Sep 22, 2014

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Arnaud Gaboury Calculating Proportions & Appending New Column? Sep 23, 2014

What happened to IBrokers Package ?

3 msgs Sep 22

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ce What happened to IBrokers Package ? Sep 21, 2014

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Jeff Ryan What happened to IBrokers Package ? Sep 21, 2014

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Joshua Ulrich What happened to IBrokers Package ? Sep 22, 2014

Rugarch: How to do Iterated n-ahead Multistep Out-of-Sample GARCH Forecasts?

2 msgs Sep 21

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Don Brady Rugarch: How to do Iterated n-ahead Multistep Out-of-Sample GARCH Forecasts? Sep 20, 2014

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Alexios Ghalanos Rugarch: How to do Iterated n-ahead Multistep Out-of-Sample GARCH Forecasts? Sep 21, 2014

Different results using "rugarch" and "fGarch" packages

4 msgs Sep 19

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Gareth McEwan Different results using "rugarch" and "fGarch" packages Sep 19, 2014

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Wildi Marc (wlmr) Different results using "rugarch" and "fGarch" packages Sep 19, 2014

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Wildi Marc (wlmr) Different results using "rugarch" and "fGarch" packages Sep 19, 2014

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Alexios Ghalanos Different results using "rugarch" and "fGarch" packages Sep 19, 2014

In highfrequency package `convert` function creates folder structure, but no .RData file with TickData.com data

2 msgs Sep 18

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Nick In highfrequency package `convert` function creates folder structure, but no .RData file with TickData.com data Sep 17, 2014

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Joshua Ulrich In highfrequency package `convert` function creates folder structure, but no .RData file with TickData.com data Sep 18, 2014

ANN ARIMA or ANN ES Examples ?

1 msg Sep 18

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ce ANN ARIMA or ANN ES Examples ? Sep 18, 2014

Problem with estimation results of ARMAX-GARCHX

6 msgs Sep 18

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Philipp Lammers Problem with estimation results of ARMAX-GARCHX Sep 18, 2014

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Alexios Ghalanos Problem with estimation results of ARMAX-GARCHX Sep 18, 2014

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Philipp Lammers Problem with estimation results of ARMAX-GARCHX Sep 18, 2014

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Alexios Ghalanos Problem with estimation results of ARMAX-GARCHX Sep 18, 2014

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Philipp Lammers Problem with estimation results of ARMAX-GARCHX Sep 18, 2014

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Alexios Ghalanos Problem with estimation results of ARMAX-GARCHX Sep 18, 2014

quantmod and yahoo historical data download error - did yahoo changed the url?

4 msgs Sep 18

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Samo Pahor quantmod and yahoo historical data download error - did yahoo changed the url? Sep 18, 2014

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Daniel Cegiełka quantmod and yahoo historical data download error - did yahoo changed the url? Sep 18, 2014

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Samo Pahor quantmod and yahoo historical data download error - did yahoo changed the url? Sep 18, 2014

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Daniel Cegiełka quantmod and yahoo historical data download error - did yahoo changed the url? Sep 18, 2014

Guy Yollin's blotter.pdf Example

4 msgs Sep 17

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stergios marinopoulos Guy Yollin's blotter.pdf Example Sep 16, 2014

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Guy Yollin Guy Yollin's blotter.pdf Example Sep 16, 2014

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Brian G. Peterson Guy Yollin's blotter.pdf Example Sep 16, 2014

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stergios marinopoulos Guy Yollin's blotter.pdf Example Sep 17, 2014

Unusually large t-values from ugarchfit

3 msgs Sep 17

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Gareth McEwan Unusually large t-values from ugarchfit Sep 17, 2014

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Alexios Ghalanos Unusually large t-values from ugarchfit Sep 17, 2014

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Alexios Ghalanos Unusually large t-values from ugarchfit Sep 17, 2014

Error using quantstrat walk.forward on windows, pls help.

3 msgs Sep 16

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Derek Wong Error using quantstrat walk.forward on windows, pls help. Sep 16, 2014

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Joshua Ulrich Error using quantstrat walk.forward on windows, pls help. Sep 16, 2014

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Derek Wong Error using quantstrat walk.forward on windows, pls help. Sep 16, 2014

Errors with Quanstrat-IV Demo

5 msgs Sep 12

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George Chang Errors with Quanstrat-IV Demo Sep 5, 2014

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Guy Yollin Errors with Quanstrat-IV Demo Sep 6, 2014

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Mark Knecht Errors with Quanstrat-IV Demo Sep 8, 2014

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amarjit chandhial Errors with Quanstrat-IV Demo Sep 9, 2014

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George Chang Errors with Quanstrat-IV Demo Sep 12, 2014

quantstrat faber.R: where is the money at the start?

2 msgs Sep 12

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Andre Mikulec quantstrat faber.R: where is the money at the start? Sep 12, 2014

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Brian G. Peterson quantstrat faber.R: where is the money at the start? Sep 12, 2014

CARMA models with Yuima package

1 msg Sep 11

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stefano iacus CARMA models with Yuima package Sep 11, 2014

quantstrat - Guy Yollin blotter 2014 presentation

8 msgs Sep 11

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amarjit chandhial quantstrat - Guy Yollin blotter 2014 presentation Sep 10, 2014

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Guy Yollin quantstrat - Guy Yollin blotter 2014 presentation Sep 11, 2014

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Brian G. Peterson quantstrat - Guy Yollin blotter 2014 presentation Sep 11, 2014

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amarjit chandhial quantstrat - Guy Yollin blotter 2014 presentation Sep 11, 2014

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amarjit chandhial quantstrat - Guy Yollin blotter 2014 presentation Sep 11, 2014

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Joshua Ulrich quantstrat - Guy Yollin blotter 2014 presentation Sep 11, 2014

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amarjit chandhial quantstrat - Guy Yollin blotter 2014 presentation Sep 11, 2014

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Joshua Ulrich quantstrat - Guy Yollin blotter 2014 presentation Sep 11, 2014

quantstrat - Guy Yollin: walk-forward (WFA) presentation

2 msgs Sep 11

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amarjit chandhial quantstrat - Guy Yollin: walk-forward (WFA) presentation Sep 10, 2014

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amarjit chandhial quantstrat - Guy Yollin: walk-forward (WFA) presentation Sep 11, 2014

An easy way to run the quantstrat faber.R demo within an R function?

2 msgs Sep 11

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Andre Mikulec An easy way to run the quantstrat faber.R demo within an R function? Sep 11, 2014

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Mark Knecht An easy way to run the quantstrat faber.R demo within an R function? Sep 11, 2014

Rugarch update

2 msgs Sep 11

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Ludovic Theate Rugarch update Sep 11, 2014

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Alexios Ghalanos Rugarch update Sep 11, 2014

quantstrat - problems adding multiple indicators

3 msgs Sep 10

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Mark Knecht quantstrat - problems adding multiple indicators Sep 10, 2014

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Brian G. Peterson quantstrat - problems adding multiple indicators Sep 10, 2014

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Mark Knecht quantstrat - problems adding multiple indicators Sep 10, 2014

retire from listing

2 msgs Sep 9

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Imane Elouadghiri retire from listing Sep 9, 2014

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Joshua Ulrich retire from listing Sep 9, 2014

quantstrat faber.R transactions?

3 msgs Sep 9

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Andre Mikulec quantstrat faber.R transactions? Sep 9, 2014

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Brian G. Peterson quantstrat faber.R transactions? Sep 9, 2014

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Martin Maechler quantstrat faber.R transactions? Sep 9, 2014

An easy way to run the quantstrat faber.R demo within an R function?

2 msgs Sep 9

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Andre Mikulec An easy way to run the quantstrat faber.R demo within an R function? Sep 9, 2014

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Brian G. Peterson An easy way to run the quantstrat faber.R demo within an R function? Sep 9, 2014

Adding Stop Loss to pair_trade example

1 msg Sep 8

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Derek Wong Adding Stop Loss to pair_trade example Sep 8, 2014

Error in (ur.df) function

1 msg Sep 8

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mamuash bukana Error in (ur.df) function Sep 8, 2014

quantstrat luxor.4, timespan optimization

2 msgs Sep 6

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amarjit chandhial quantstrat luxor.4, timespan optimization Sep 5, 2014

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Joshua Ulrich quantstrat luxor.4, timespan optimization Sep 6, 2014

Help With Library Install...

4 msgs Sep 5

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Jason Eyerly Help With Library Install... Sep 5, 2014

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Thomas Fuller Help With Library Install... Sep 5, 2014

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Thomas Fuller Help With Library Install... Sep 5, 2014

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Jason Eyerly Help With Library Install... Sep 5, 2014

How to get chart.CumReturns to return dataframe of cumulative returns

2 msgs Sep 4

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George Kumar How to get chart.CumReturns to return dataframe of cumulative returns Sep 4, 2014

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Brian G. Peterson How to get chart.CumReturns to return dataframe of cumulative returns Sep 4, 2014

AIC and deeper insight into model comparison

2 msgs Sep 4

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Gareth McEwan AIC and deeper insight into model comparison Sep 4, 2014

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Alexios Ghalanos AIC and deeper insight into model comparison Sep 4, 2014

questions about order price and timestamp in quantstrat

3 msgs Sep 3

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domodo questions about order price and timestamp in quantstrat Sep 3, 2014

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Ilya Kipnis questions about order price and timestamp in quantstrat Sep 3, 2014

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domodo questions about order price and timestamp in quantstrat Sep 3, 2014

quantstrat - luxor.8 periodic optimization & walk-forward procedure

1 msg Sep 3

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amarjit chandhial quantstrat - luxor.8 periodic optimization & walk-forward procedure Sep 3, 2014

function 'addtxn' in blotter package can't add intraday trade into account?

5 msgs Sep 2

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domodo function 'addtxn' in blotter package can't add intraday trade into account? Sep 1, 2014

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Joshua Ulrich function 'addtxn' in blotter package can't add intraday trade into account? Sep 1, 2014

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domodo function 'addtxn' in blotter package can't add intraday trade into account? Sep 1, 2014

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Brian G. Peterson function 'addtxn' in blotter package can't add intraday trade into account? Sep 2, 2014

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domodo function 'addtxn' in blotter package can't add intraday trade into account? Sep 2, 2014

quantstrat - luxor.8 periodic optimization & walk-forward procedure

2 msgs Sep 1

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amarjit chandhial quantstrat - luxor.8 periodic optimization & walk-forward procedure Sep 1, 2014

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amarjit chandhial quantstrat - luxor.8 periodic optimization & walk-forward procedure Sep 1, 2014

function 'addtxn' in blotter package can't add intraday trade into account?

1 msg Sep 1

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Joshua Ulrich function 'addtxn' in blotter package can't add intraday trade into account? Sep 1, 2014

function 'addtxn' in blotter package can't add intraday trade into account?

1 msg Aug 31