R-SIG-Finance - October 2014 - Subject View

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

9 msgs · Oct 7 – Oct 29

(no subject)

1 msg · Oct 22

Gareth McEwan (no subject) Oct 22, 2014

Blotter package would it work for cross currencies

1 msg · Oct 17

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

Blotter package would it work for cross currencies

3 msgs · Oct 12 – Oct 12

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

Combining a kernel density interior + GPD tailed CDF

1 msg · Oct 22

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

Conflicting "spd" function estimates

2 msgs · Oct 29 – Oct 29

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

EGARCH help - writing out the model

3 msgs · Oct 1 – Oct 2

Gareth McEwan EGARCH help - writing out the model Oct 1, 2014 Gareth McEwan EGARCH help - writing out the model Oct 1, 2014 Alexios Ghalanos EGARCH help - writing out the model Oct 2, 2014

How can I get Japanese Stock Daily Data in R?

3 msgs · Oct 17 – Oct 17

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

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

3 msgs · Oct 30 – Oct 30

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

Need help to find an R-code

2 msgs · Oct 25 – Oct 25

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

Order book / mktdata cbind issue (offset?)

3 msgs · Oct 1 – Oct 6

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

Package for BEKK Multivariate GARCH

1 msg · Oct 25

DEBASISH MAITRA Package for BEKK Multivariate GARCH Oct 25, 2014

Performance Analytics: table.CAPM

4 msgs · Oct 15 – Oct 21

Charles Duranceau Performance Analytics: table.CAPM Oct 15, 2014 Joshua Ulrich Performance Analytics: table.CAPM Oct 16, 2014 Charles Duranceau Performance Analytics: table.CAPM Oct 21, 2014 Alexios Ghalanos Performance Analytics: table.CAPM Oct 21, 2014

PerformanceAnalytics: CAPM.alpha vs CAPM.jensenAlpha

1 msg · Oct 15

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

Plotting live charts with Yahoo Finance data and ggplot2 in R

1 msg · Oct 27

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

Popular stock forecasting/prediction algorithms in R

3 msgs · Oct 17 – Oct 17

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

Possible graphical bug in PerfA

1 msg · Oct 13

Ilya Kipnis Possible graphical bug in PerfA Oct 13, 2014

R Open Secrets API 1.0.0 Released

1 msg · Oct 10

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

RES: GBSVolatility not working on vectors?

1 msg · Oct 1

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

RFC: quantmod::getSymbols.MySQL

10 msgs · Oct 29 – Oct 29

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

1 msg · Oct 19

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

Return.rebalancing contemporaneous calculation

4 msgs · Oct 8 – Oct 14

Charles Duranceau Return.rebalancing contemporaneous calculation Oct 8, 2014 Brian G. Peterson Return.rebalancing contemporaneous calculation Oct 8, 2014 Charles Duranceau Return.rebalancing contemporaneous calculation Oct 14, 2014 Ross Bennett Return.rebalancing contemporaneous calculation Oct 14, 2014

SPA test in ttr Test

1 msg · Oct 7

Gmail SPA test in ttr Test Oct 7, 2014

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

5 msgs · Oct 11 – Oct 12

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

a problem with stockPortfolio without short selling

1 msg · Oct 13

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

blotter tradeStats Profit.factor is Infinite ?

11 msgs · Oct 6 – Oct 7

blotter_0.9.1643 pennyPerShare() not reflecting addTxn usage

2 msgs · Oct 30 – Oct 31

Gei Lin blotter_0.9.1643 pennyPerShare() not reflecting addTxn usage Oct 30, 2014 Daniel Cegiełka blotter_0.9.1643 pennyPerShare() not reflecting addTxn usage Oct 31, 2014

hans123 for intraday-data in R ?

2 msgs · Oct 13 – Oct 13

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

maxbfgs

3 msgs · Oct 21 – Oct 21

Gmail maxbfgs Oct 21, 2014 Brian G. Peterson maxbfgs Oct 21, 2014 Arne Henningsen maxbfgs Oct 21, 2014

plm package: variable lengths differ

1 msg · Oct 8

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

quantstrat - model transactions on specific dates

7 msgs · Oct 9 – Oct 9

Mark Knecht quantstrat - model transactions on specific dates Oct 9, 2014 Mark Knecht quantstrat - model transactions on specific dates Oct 9, 2014 Brian G. Peterson quantstrat - model transactions on specific dates Oct 9, 2014 Joshua Ulrich quantstrat - model transactions on specific dates Oct 9, 2014 Mark Knecht quantstrat - model transactions on specific dates Oct 9, 2014 Brian G. Peterson quantstrat - model transactions on specific dates Oct 9, 2014 Mark Knecht quantstrat - model transactions on specific dates Oct 9, 2014

quantstrat - trailingStop offsets?

4 msgs · Oct 13 – Oct 13

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

quantstrat help

9 msgs · Oct 17 – Oct 18

Raghuraman Ramachandran quantstrat help Oct 17, 2014 Joshua Ulrich quantstrat help Oct 17, 2014 Raghuraman Ramachandran quantstrat help Oct 17, 2014 Ilya Kipnis quantstrat help Oct 17, 2014 Joshua Ulrich quantstrat help Oct 17, 2014 Nick quantstrat help Oct 17, 2014 Ilya Kipnis quantstrat help Oct 17, 2014 Raghuraman Ramachandran quantstrat help Oct 17, 2014 Raghuraman Ramachandran quantstrat help Oct 18, 2014

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

1 msg · Oct 22

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

seasonality in rugarch

1 msg · Oct 1

Alexios Ghalanos seasonality in rugarch Oct 1, 2014

subsetting based on date and time of an xts?

2 msgs · Oct 2 – Oct 2

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

R-SIG-Finance October 2014

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

(no subject)

Blotter package would it work for cross currencies

Blotter package would it work for cross currencies

Combining a kernel density interior + GPD tailed CDF

Conflicting "spd" function estimates

EGARCH help - writing out the model

How can I get Japanese Stock Daily Data in R?

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

Need help to find an R-code

Order book / mktdata cbind issue (offset?)

Package for BEKK Multivariate GARCH

Performance Analytics: table.CAPM

PerformanceAnalytics: CAPM.alpha vs CAPM.jensenAlpha

Plotting live charts with Yahoo Finance data and ggplot2 in R

Popular stock forecasting/prediction algorithms in R

Possible graphical bug in PerfA

R Open Secrets API 1.0.0 Released

RES: GBSVolatility not working on vectors?

RFC: quantmod::getSymbols.MySQL

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

Return.rebalancing contemporaneous calculation

SPA test in ttr Test

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

a problem with stockPortfolio without short selling

blotter tradeStats Profit.factor is Infinite ?

blotter_0.9.1643 pennyPerShare() not reflecting addTxn usage

hans123 for intraday-data in R ?

maxbfgs

plm package: variable lengths differ

quantstrat - model transactions on specific dates

quantstrat - trailingStop offsets?

quantstrat help

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

seasonality in rugarch

subsetting based on date and time of an xts?