R-SIG-Finance November 2014

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

1 msg Nov 30

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Бобровский Дмитрий Talking to C# API (Any reference to learn the same) Nov 30, 2014

[PerformanceAnalytics] Adding support for dollar returns?

3 msgs Nov 30

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Ilya Kipnis Adding support for dollar returns? Nov 29, 2014

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Ivan Popivanov Adding support for dollar returns? Nov 29, 2014

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Brian G. Peterson Adding support for dollar returns? Nov 30, 2014

[PerformanceAnalytics] Adding support for dollar returns?

5 msgs Nov 29

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Ivan Popivanov Adding support for dollar returns? Nov 29, 2014

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Ilya Kipnis Adding support for dollar returns? Nov 29, 2014

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Ivan Popivanov Adding support for dollar returns? Nov 29, 2014

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Ilya Kipnis Adding support for dollar returns? Nov 29, 2014

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Ivan Popivanov Adding support for dollar returns? Nov 29, 2014

Preparing data for Superior predictive ability (SPA) test

4 msgs Nov 29

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Karthik Raju Preparing data for Superior predictive ability (SPA) test Nov 27, 2014

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Brian G. Peterson Preparing data for Superior predictive ability (SPA) test Nov 28, 2014

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Karthik Raju Preparing data for Superior predictive ability (SPA) test Nov 28, 2014

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Brian G. Peterson Preparing data for Superior predictive ability (SPA) test Nov 29, 2014

GARCH Modelling of transformed series

1 msg Nov 24

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Бобровский Дмитрий GARCH Modelling of transformed series Nov 24, 2014

Bug in tradeStats function?

2 msgs Nov 23

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Nick Bug in tradeStats function? Nov 23, 2014

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Brian G. Peterson Bug in tradeStats function? Nov 23, 2014

Block Exogeneity Test

1 msg Nov 23

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John C Frain Block Exogeneity Test Nov 23, 2014

Block Exogeneity Test

4 msgs Nov 22

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Brian G. Peterson Block Exogeneity Test Nov 21, 2014

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Brian G. Peterson Block Exogeneity Test Nov 21, 2014

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John C Frain Block Exogeneity Test Nov 21, 2014

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DEBASISH MAITRA Block Exogeneity Test Nov 22, 2014

Block Exogeneity Test

2 msgs Nov 21

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DEBASISH MAITRA Block Exogeneity Test Nov 21, 2014

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Brian G. Peterson Block Exogeneity Test Nov 21, 2014

RBloomberg

2 msgs Nov 19

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Larry Shank RBloomberg Nov 19, 2014

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John Laing RBloomberg Nov 19, 2014

R/Finance 2015 Call for Papers

1 msg Nov 18

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Joshua Ulrich R/Finance 2015 Call for Papers Nov 18, 2014

heston model simulation

2 msgs Nov 18

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Gmail heston model simulation Nov 15, 2014

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stefano iacus heston model simulation Nov 18, 2014

incorrectly storing results from `blotter` when using `foreach`

2 msgs Nov 17

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Nick incorrectly storing results from `blotter` when using `foreach` Nov 17, 2014

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Brian G. Peterson incorrectly storing results from `blotter` when using `foreach` Nov 17, 2014

Heston Simulation

2 msgs Nov 16

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P. Henaff Heston Simulation Nov 16, 2014

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Gmail Heston Simulation Nov 16, 2014

R-SIG-Financ

1 msg Nov 12

A

adarshpl7 at gmail.com R-SIG-Financ Nov 12, 2014

Specifying an expected mu and Sigma for fPortfolio

2 msgs Nov 12

T

Thomas Chevrier Specifying an expected mu and Sigma for fPortfolio Nov 12, 2014

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elliot noma Specifying an expected mu and Sigma for fPortfolio Nov 12, 2014

Fitting Arma-garch models to my troublesome data

2 msgs Nov 12

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Lasse Thorst Fitting Arma-garch models to my troublesome data Nov 12, 2014

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Alexios Ghalanos Fitting Arma-garch models to my troublesome data Nov 12, 2014

FIGRACH

1 msg Nov 12

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DEBASISH MAITRA FIGRACH Nov 12, 2014

WTLE GARCH models

1 msg Nov 12

A

Andrea Sestu WTLE GARCH models Nov 12, 2014

Blotter Question related to addAcctTxn and updateAcct

2 msgs Nov 11

A

Alexios Ghalanos Blotter Question related to addAcctTxn and updateAcct Nov 6, 2014

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Joshua Ulrich Blotter Question related to addAcctTxn and updateAcct Nov 11, 2014

Learning statistical analysis methods and capabilities of R

3 msgs Nov 10

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Sri Burra Learning statistical analysis methods and capabilities of R Nov 10, 2014

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Ilya Kipnis Learning statistical analysis methods and capabilities of R Nov 10, 2014

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Nick Learning statistical analysis methods and capabilities of R Nov 10, 2014

Fitting qGARCH, eGARCH and nGARCH (with rugarch)

2 msgs Nov 10

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Lasse Thorst Fitting qGARCH, eGARCH and nGARCH (with rugarch) Nov 10, 2014

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Alexios Ghalanos Fitting qGARCH, eGARCH and nGARCH (with rugarch) Nov 10, 2014

[rugarch] ugarchroll returns objects structures differently

1 msg Nov 8

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Alexios Ghalanos ugarchroll returns objects structures differently Nov 8, 2014

[rugarch] ugarchroll returns objects structures differently

2 msgs Nov 8

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Ivan Popivanov ugarchroll returns objects structures differently Nov 8, 2014

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Alexios Ghalanos ugarchroll returns objects structures differently Nov 8, 2014

rmgarch gogarchFit standardized residuals

2 msgs Nov 6

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Ed Herranz rmgarch gogarchFit standardized residuals Nov 6, 2014

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Alexios Ghalanos rmgarch gogarchFit standardized residuals Nov 6, 2014

How to add lagged values to rugarch-model

5 msgs Nov 5

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Lasse Thorst How to add lagged values to rugarch-model Nov 5, 2014

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Alexios Ghalanos How to add lagged values to rugarch-model Nov 5, 2014

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Bob How to add lagged values to rugarch-model Nov 5, 2014

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Lasse Thorst How to add lagged values to rugarch-model Nov 5, 2014

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Alexios Ghalanos How to add lagged values to rugarch-model Nov 5, 2014

quantstrat::Return.rebalancing

3 msgs Nov 4

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Bos, Roger quantstrat::Return.rebalancing Nov 4, 2014

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Brian G. Peterson quantstrat::Return.rebalancing Nov 4, 2014

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Bos, Roger quantstrat::Return.rebalancing Nov 4, 2014

zero coupon yield curve estimation

1 msg Nov 2

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kw1958 zero coupon yield curve estimation Nov 2, 2014

zero coupon yield curve estimation

1 msg Oct 31

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Matthew Johnson zero coupon yield curve estimation Oct 31, 2014