Skip to content

R-SIG-Finance October 2014

|

Alec Schmidt

Last active: Oct 13, 2014
1 msg
Alec Schmidt a problem with stockPortfolio without short selling Oct 13, 2014

Alexios Ghalanos

Last active: Oct 29, 2014
4 msgs
Alexios Ghalanos seasonality in rugarch Oct 1, 2014 Alexios Ghalanos EGARCH help - writing out the model Oct 2, 2014 Alexios Ghalanos Performance Analytics: table.CAPM Oct 21, 2014 Alexios Ghalanos Conflicting "spd" function estimates Oct 29, 2014

Anshul Pandey

Last active: Oct 17, 2014
2 msgs
Anshul Pandey Popular stock forecasting/prediction algorithms in R Oct 17, 2014 Anshul Pandey Popular stock forecasting/prediction algorithms in R Oct 17, 2014

Arne Henningsen

Last active: Oct 21, 2014
1 msg
Arne Henningsen maxbfgs Oct 21, 2014

Brian G. Peterson

Last active: Oct 21, 2014
8 msgs
Brian G. Peterson blotter tradeStats Profit.factor is Infinite ? Oct 7, 2014 Brian G. Peterson 'Defaults' removed from CRAN? (2014-10-03) Oct 7, 2014 Brian G. Peterson Return.rebalancing contemporaneous calculation Oct 8, 2014 Brian G. Peterson quantstrat - model transactions on specific dates Oct 9, 2014 Brian G. Peterson quantstrat - model transactions on specific dates Oct 9, 2014 Brian G. Peterson Blotter package would it work for cross currencies Oct 12, 2014 Brian G. Peterson quantstrat - trailingStop offsets? Oct 13, 2014 Brian G. Peterson maxbfgs Oct 21, 2014

Charles Duranceau

Last active: Oct 21, 2014
5 msgs
Charles Duranceau Return.rebalancing contemporaneous calculation Oct 8, 2014 Charles Duranceau Return.rebalancing contemporaneous calculation Oct 14, 2014 Charles Duranceau Performance Analytics: table.CAPM Oct 15, 2014 Charles Duranceau PerformanceAnalytics: CAPM.alpha vs CAPM.jensenAlpha Oct 15, 2014 Charles Duranceau Performance Analytics: table.CAPM Oct 21, 2014

DEBASISH MAITRA

Last active: Oct 25, 2014
1 msg
DEBASISH MAITRA Package for BEKK Multivariate GARCH Oct 25, 2014

Daniel Cegiełka

Last active: Oct 31, 2014
5 msgs
Daniel Cegiełka blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014 Daniel Cegiełka blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014 Daniel Cegiełka 'Defaults' removed from CRAN? (2014-10-03) Oct 7, 2014 Daniel Cegiełka 'Defaults' removed from CRAN? (2014-10-03) Oct 8, 2014 Daniel Cegiełka blotter_0.9.1643 pennyPerShare() not reflecting addTxn usage Oct 31, 2014

Derek Wong

Last active: Oct 22, 2014
1 msg
Derek Wong quantstrat help - simple combine error using windows and walk.forward Oct 22, 2014

Eric (YEN-LIN) CHIU

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

G See

Last active: Oct 29, 2014
3 msgs
G See 'Defaults' removed from CRAN? (2014-10-03) Oct 8, 2014 G See How can I get Japanese Stock Daily Data in R? Oct 17, 2014 G See RFC: quantmod::getSymbols.MySQL Oct 29, 2014

Gareth McEwan

Last active: Oct 29, 2014
5 msgs
Gareth McEwan EGARCH help - writing out the model Oct 1, 2014 Gareth McEwan EGARCH help - writing out the model Oct 1, 2014 Gareth McEwan (no subject) Oct 22, 2014 Gareth McEwan Combining a kernel density interior + GPD tailed CDF Oct 22, 2014 Gareth McEwan Conflicting "spd" function estimates Oct 29, 2014

Gei Lin

Last active: Oct 30, 2014
1 msg
Gei Lin blotter_0.9.1643 pennyPerShare() not reflecting addTxn usage Oct 30, 2014

Gmail

Last active: Oct 21, 2014
2 msgs
Gmail SPA test in ttr Test Oct 7, 2014 Gmail maxbfgs Oct 21, 2014

Ilya Kipnis

Last active: Oct 17, 2014
7 msgs
Ilya Kipnis blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014 Ilya Kipnis blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014 Ilya Kipnis blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014 Ilya Kipnis Possible graphical bug in PerfA Oct 13, 2014 Ilya Kipnis quantstrat help Oct 17, 2014 Ilya Kipnis quantstrat help Oct 17, 2014 Ilya Kipnis Popular stock forecasting/prediction algorithms in R Oct 17, 2014

Joshua Ulrich

Last active: Oct 30, 2014
13 msgs
Joshua Ulrich blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014 Joshua Ulrich 'Defaults' removed from CRAN? (2014-10-03) Oct 7, 2014 Joshua Ulrich quantstrat - model transactions on specific dates Oct 9, 2014 Joshua Ulrich Talking to C# API (Any reference to learn the same) Oct 11, 2014 Joshua Ulrich hans123 for intraday-data in R ? Oct 13, 2014 Joshua Ulrich Performance Analytics: table.CAPM Oct 16, 2014 Joshua Ulrich quantstrat help Oct 17, 2014 Joshua Ulrich quantstrat help Oct 17, 2014 Joshua Ulrich Need help to find an R-code Oct 25, 2014 Joshua Ulrich 'Defaults' removed from CRAN? (2014-10-03) Oct 29, 2014 Joshua Ulrich RFC: quantmod::getSymbols.MySQL Oct 29, 2014 Joshua Ulrich RFC: quantmod::getSymbols.MySQL Oct 29, 2014 Joshua Ulrich IBroker: Attempt to call placeOrder() gives socket i/o error? Oct 30, 2014

Kunal Shah

Last active: Oct 11, 2014
1 msg
Kunal Shah Talking to C# API (Any reference to learn the same) Oct 11, 2014

Mark Knecht

Last active: Oct 29, 2014
19 msgs
Mark Knecht Order book / mktdata cbind issue (offset?) Oct 1, 2014 Mark Knecht Order book / mktdata cbind issue (offset?) Oct 6, 2014 Mark Knecht Order book / mktdata cbind issue (offset?) Oct 6, 2014 Mark Knecht 'Defaults' removed from CRAN? (2014-10-03) Oct 8, 2014 Mark Knecht 'Defaults' removed from CRAN? (2014-10-03) Oct 8, 2014 Mark Knecht 'Defaults' removed from CRAN? (2014-10-03) Oct 8, 2014 Mark Knecht quantstrat - model transactions on specific dates Oct 9, 2014 Mark Knecht quantstrat - model transactions on specific dates Oct 9, 2014 Mark Knecht quantstrat - model transactions on specific dates Oct 9, 2014 Mark Knecht quantstrat - model transactions on specific dates Oct 9, 2014 Mark Knecht Talking to C# API (Any reference to learn the same) Oct 11, 2014 Mark Knecht Talking to C# API (Any reference to learn the same) Oct 11, 2014 Mark Knecht quantstrat - trailingStop offsets? Oct 13, 2014 Mark Knecht quantstrat - trailingStop offsets? Oct 13, 2014 Mark Knecht quantstrat - trailingStop offsets? Oct 13, 2014 Mark Knecht RFC: quantmod::getSymbols.MySQL Oct 29, 2014 Mark Knecht RFC: quantmod::getSymbols.MySQL Oct 29, 2014 Mark Knecht RFC: quantmod::getSymbols.MySQL Oct 29, 2014 Mark Knecht RFC: quantmod::getSymbols.MySQL Oct 29, 2014

Nick

Last active: Oct 17, 2014
1 msg
Nick quantstrat help Oct 17, 2014

Paul Gilbert

Last active: Oct 29, 2014
2 msgs
Paul Gilbert RFC: quantmod::getSymbols.MySQL Oct 29, 2014 Paul Gilbert RFC: quantmod::getSymbols.MySQL Oct 29, 2014

Qi Li

Last active: Oct 17, 2014
1 msg
Qi Li How can I get Japanese Stock Daily Data in R? Oct 17, 2014

Raghuraman Ramachandran

Last active: Oct 18, 2014
6 msgs
Raghuraman Ramachandran subsetting based on date and time of an xts? Oct 2, 2014 Raghuraman Ramachandran subsetting based on date and time of an xts? Oct 2, 2014 Raghuraman Ramachandran quantstrat help Oct 17, 2014 Raghuraman Ramachandran quantstrat help Oct 17, 2014 Raghuraman Ramachandran quantstrat help Oct 17, 2014 Raghuraman Ramachandran quantstrat help Oct 18, 2014

Ross Bennett

Last active: Oct 14, 2014
1 msg
Ross Bennett Return.rebalancing contemporaneous calculation Oct 14, 2014

Suresh Nageswaran

Last active: Oct 12, 2014
1 msg
Suresh Nageswaran Talking to C# API (Any reference to learn the same) Oct 12, 2014

Thomas Fuller

Last active: Oct 10, 2014
1 msg
Thomas Fuller R Open Secrets API 1.0.0 Released Oct 10, 2014

Wei-han Liu

Last active: Oct 8, 2014
1 msg
Wei-han Liu plm package: variable lengths differ Oct 8, 2014

Wilson Nascimento De Freitas

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

Wouter Thielen

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

Zachary Deane-Mayer

Last active: Oct 29, 2014
1 msg
Zachary Deane-Mayer RFC: quantmod::getSymbols.MySQL Oct 29, 2014

adarsh paul

Last active: Oct 25, 2014
1 msg
adarsh paul Need help to find an R-code Oct 25, 2014

amarjit chandhial

Last active: Oct 27, 2014
1 msg
amarjit chandhial Plotting live charts with Yahoo Finance data and ggplot2 in R Oct 27, 2014

ce

Last active: Oct 17, 2014
7 msgs
ce blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014 ce blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014 ce blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014 ce blotter tradeStats Profit.factor is Infinite ? Oct 6, 2014 ce Blotter package would it work for cross currencies Oct 12, 2014 ce Blotter package would it work for cross currencies Oct 12, 2014 ce Blotter package would it work for cross currencies Oct 17, 2014

domodo

Last active: Oct 13, 2014
1 msg
domodo hans123 for intraday-data in R ? Oct 13, 2014

spy sixoneone

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