R-SIG-Finance October 2014

blotter_0.9.1643 pennyPerShare() not reflecting addTxn usage

2 msgs Oct 31

G

Gei Lin blotter_0.9.1643 pennyPerShare() not reflecting addTxn usage Oct 30, 2014

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Daniel Cegiełka blotter_0.9.1643 pennyPerShare() not reflecting addTxn usage Oct 31, 2014

IBroker: Attempt to call placeOrder() gives socket i/o error?

3 msgs Oct 30

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spy sixoneone IBroker: Attempt to call placeOrder() gives socket i/o error? Oct 30, 2014

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spy sixoneone IBroker: Attempt to call placeOrder() gives socket i/o error? Oct 30, 2014

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Joshua Ulrich IBroker: Attempt to call placeOrder() gives socket i/o error? Oct 30, 2014

RFC: quantmod::getSymbols.MySQL

10 msgs Oct 29

J

Joshua Ulrich RFC: quantmod::getSymbols.MySQL Oct 29, 2014

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G See RFC: quantmod::getSymbols.MySQL Oct 29, 2014

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Mark Knecht RFC: quantmod::getSymbols.MySQL Oct 29, 2014

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Zachary Deane-Mayer RFC: quantmod::getSymbols.MySQL Oct 29, 2014

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Joshua Ulrich RFC: quantmod::getSymbols.MySQL Oct 29, 2014

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Mark Knecht RFC: quantmod::getSymbols.MySQL Oct 29, 2014

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Paul Gilbert RFC: quantmod::getSymbols.MySQL Oct 29, 2014

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Mark Knecht RFC: quantmod::getSymbols.MySQL Oct 29, 2014

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Mark Knecht RFC: quantmod::getSymbols.MySQL Oct 29, 2014

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Paul Gilbert RFC: quantmod::getSymbols.MySQL Oct 29, 2014

Conflicting "spd" function estimates

2 msgs Oct 29

G

Gareth McEwan Conflicting "spd" function estimates Oct 29, 2014

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Alexios Ghalanos Conflicting "spd" function estimates Oct 29, 2014

'Defaults' removed from CRAN? (2014-10-03)

9 msgs Oct 29

D

Daniel Cegiełka 'Defaults' removed from CRAN? (2014-10-03) Oct 7, 2014

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Brian G. Peterson 'Defaults' removed from CRAN? (2014-10-03) Oct 7, 2014

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Joshua Ulrich 'Defaults' removed from CRAN? (2014-10-03) Oct 7, 2014

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Mark Knecht 'Defaults' removed from CRAN? (2014-10-03) Oct 8, 2014

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Daniel Cegiełka 'Defaults' removed from CRAN? (2014-10-03) Oct 8, 2014

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Mark Knecht 'Defaults' removed from CRAN? (2014-10-03) Oct 8, 2014

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G See 'Defaults' removed from CRAN? (2014-10-03) Oct 8, 2014

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Mark Knecht 'Defaults' removed from CRAN? (2014-10-03) Oct 8, 2014

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Joshua Ulrich 'Defaults' removed from CRAN? (2014-10-03) Oct 29, 2014

Plotting live charts with Yahoo Finance data and ggplot2 in R

1 msg Oct 27

A

amarjit chandhial Plotting live charts with Yahoo Finance data and ggplot2 in R Oct 27, 2014

Need help to find an R-code

2 msgs Oct 25

A

adarsh paul Need help to find an R-code Oct 25, 2014

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Joshua Ulrich Need help to find an R-code Oct 25, 2014

Package for BEKK Multivariate GARCH

1 msg Oct 25

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DEBASISH MAITRA Package for BEKK Multivariate GARCH Oct 25, 2014

Combining a kernel density interior + GPD tailed CDF

1 msg Oct 22

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Gareth McEwan Combining a kernel density interior + GPD tailed CDF Oct 22, 2014

(no subject)

1 msg Oct 22

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Gareth McEwan (no subject) Oct 22, 2014

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

1 msg Oct 22

D

Derek Wong quantstrat help - simple combine error using windows and walk.forward Oct 22, 2014

Performance Analytics: table.CAPM

4 msgs Oct 21

C

Charles Duranceau Performance Analytics: table.CAPM Oct 15, 2014

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Joshua Ulrich Performance Analytics: table.CAPM Oct 16, 2014

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Charles Duranceau Performance Analytics: table.CAPM Oct 21, 2014

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Alexios Ghalanos Performance Analytics: table.CAPM Oct 21, 2014

maxbfgs

3 msgs Oct 21

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Gmail maxbfgs Oct 21, 2014

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Brian G. Peterson maxbfgs Oct 21, 2014

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Arne Henningsen maxbfgs Oct 21, 2014

Reply to: How can I get Japanese Stock Daily Data in R?

1 msg Oct 19

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Wouter Thielen Reply to: How can I get Japanese Stock Daily Data in R? Oct 19, 2014

quantstrat help

9 msgs Oct 18

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Raghuraman Ramachandran quantstrat help Oct 17, 2014

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Joshua Ulrich quantstrat help Oct 17, 2014

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Raghuraman Ramachandran quantstrat help Oct 17, 2014

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Ilya Kipnis quantstrat help Oct 17, 2014

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Joshua Ulrich quantstrat help Oct 17, 2014

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Nick quantstrat help Oct 17, 2014

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Ilya Kipnis quantstrat help Oct 17, 2014

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Raghuraman Ramachandran quantstrat help Oct 17, 2014

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Raghuraman Ramachandran quantstrat help Oct 18, 2014

Blotter package would it work for cross currencies

1 msg Oct 17

C

ce Blotter package would it work for cross currencies Oct 17, 2014

How can I get Japanese Stock Daily Data in R?

3 msgs Oct 17

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Eric (YEN-LIN) CHIU How can I get Japanese Stock Daily Data in R? Oct 17, 2014

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Qi Li How can I get Japanese Stock Daily Data in R? Oct 17, 2014

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G See How can I get Japanese Stock Daily Data in R? Oct 17, 2014

Popular stock forecasting/prediction algorithms in R

3 msgs Oct 17

A

Anshul Pandey Popular stock forecasting/prediction algorithms in R Oct 17, 2014

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Ilya Kipnis Popular stock forecasting/prediction algorithms in R Oct 17, 2014

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Anshul Pandey Popular stock forecasting/prediction algorithms in R Oct 17, 2014

PerformanceAnalytics: CAPM.alpha vs CAPM.jensenAlpha

1 msg Oct 15

C

Charles Duranceau PerformanceAnalytics: CAPM.alpha vs CAPM.jensenAlpha Oct 15, 2014

Return.rebalancing contemporaneous calculation

4 msgs Oct 14

C

Charles Duranceau Return.rebalancing contemporaneous calculation Oct 8, 2014

B

Brian G. Peterson Return.rebalancing contemporaneous calculation Oct 8, 2014

C

Charles Duranceau Return.rebalancing contemporaneous calculation Oct 14, 2014

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Ross Bennett Return.rebalancing contemporaneous calculation Oct 14, 2014

a problem with stockPortfolio without short selling

1 msg Oct 13

A

Alec Schmidt a problem with stockPortfolio without short selling Oct 13, 2014

Possible graphical bug in PerfA

1 msg Oct 13

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Ilya Kipnis Possible graphical bug in PerfA Oct 13, 2014

quantstrat - trailingStop offsets?

4 msgs Oct 13

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Mark Knecht quantstrat - trailingStop offsets? Oct 13, 2014

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Mark Knecht quantstrat - trailingStop offsets? Oct 13, 2014

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Brian G. Peterson quantstrat - trailingStop offsets? Oct 13, 2014

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Mark Knecht quantstrat - trailingStop offsets? Oct 13, 2014

hans123 for intraday-data in R ?

2 msgs Oct 13

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domodo hans123 for intraday-data in R ? Oct 13, 2014

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Joshua Ulrich hans123 for intraday-data in R ? Oct 13, 2014

Blotter package would it work for cross currencies

2 msgs Oct 12

C

ce Blotter package would it work for cross currencies Oct 12, 2014

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Brian G. Peterson Blotter package would it work for cross currencies Oct 12, 2014

Blotter package would it work for cross currencies

1 msg Oct 12

C

ce Blotter package would it work for cross currencies Oct 12, 2014

Talking to C# API (Any reference to learn the same)

5 msgs Oct 12

K

Kunal Shah Talking to C# API (Any reference to learn the same) Oct 11, 2014

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Mark Knecht Talking to C# API (Any reference to learn the same) Oct 11, 2014

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Joshua Ulrich Talking to C# API (Any reference to learn the same) Oct 11, 2014

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Mark Knecht Talking to C# API (Any reference to learn the same) Oct 11, 2014

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Suresh Nageswaran Talking to C# API (Any reference to learn the same) Oct 12, 2014

R Open Secrets API 1.0.0 Released

1 msg Oct 10

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Thomas Fuller R Open Secrets API 1.0.0 Released Oct 10, 2014

quantstrat - model transactions on specific dates

7 msgs Oct 9

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Mark Knecht quantstrat - model transactions on specific dates Oct 9, 2014

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Mark Knecht quantstrat - model transactions on specific dates Oct 9, 2014

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Brian G. Peterson quantstrat - model transactions on specific dates Oct 9, 2014

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Joshua Ulrich quantstrat - model transactions on specific dates Oct 9, 2014

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Mark Knecht quantstrat - model transactions on specific dates Oct 9, 2014

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Brian G. Peterson quantstrat - model transactions on specific dates Oct 9, 2014

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Mark Knecht quantstrat - model transactions on specific dates Oct 9, 2014

plm package: variable lengths differ

1 msg Oct 8

W

Wei-han Liu plm package: variable lengths differ Oct 8, 2014

SPA test in ttr Test

1 msg Oct 7

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Gmail SPA test in ttr Test Oct 7, 2014

blotter tradeStats Profit.factor is Infinite ?

5 msgs Oct 7

C

ce blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014

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Joshua Ulrich blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014

D

Daniel Cegiełka blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014

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Daniel Cegiełka blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014

B

Brian G. Peterson blotter tradeStats Profit.factor is Infinite ? Oct 7, 2014

blotter tradeStats Profit.factor is Infinite ?

2 msgs Oct 6

C

ce blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014

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Ilya Kipnis blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014

blotter tradeStats Profit.factor is Infinite ?

2 msgs Oct 6

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ce blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014

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Ilya Kipnis blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014

blotter tradeStats Profit.factor is Infinite ?

2 msgs Oct 6

C

ce blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014

I

Ilya Kipnis blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014

Order book / mktdata cbind issue (offset?)

3 msgs Oct 6

M

Mark Knecht Order book / mktdata cbind issue (offset?) Oct 1, 2014

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Mark Knecht Order book / mktdata cbind issue (offset?) Oct 6, 2014

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Mark Knecht Order book / mktdata cbind issue (offset?) Oct 6, 2014

subsetting based on date and time of an xts?

2 msgs Oct 2

R

Raghuraman Ramachandran subsetting based on date and time of an xts? Oct 2, 2014

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Raghuraman Ramachandran subsetting based on date and time of an xts? Oct 2, 2014

EGARCH help - writing out the model

2 msgs Oct 2

G

Gareth McEwan EGARCH help - writing out the model Oct 1, 2014

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Alexios Ghalanos EGARCH help - writing out the model Oct 2, 2014

EGARCH help - writing out the model

1 msg Oct 1

G

Gareth McEwan EGARCH help - writing out the model Oct 1, 2014

seasonality in rugarch

1 msg Oct 1

A

Alexios Ghalanos seasonality in rugarch Oct 1, 2014

RES: GBSVolatility not working on vectors?

1 msg Oct 1

W

Wilson Nascimento De Freitas RES: GBSVolatility not working on vectors? Oct 1, 2014