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R-SIG-Finance December 2014

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Alexios Ghalanos

Last active: Dec 4, 2014
2 msgs
Alexios Ghalanos Optimization of ARFIMA in rugarch - Quick question and context Dec 2, 2014 Alexios Ghalanos Optimization of ARFIMA in rugarch - Quick question and context Dec 4, 2014

Andreas Voellenklee

Last active: Dec 15, 2014
1 msg
Andreas Voellenklee selecting specific rows from an xts object Dec 15, 2014

Brian G. Peterson

Last active: Dec 30, 2014
1 msg
Brian G. Peterson Period.Unrealized.PL always sums to 0 after a transaction, why? - Blotter/ Quantstrat Dec 30, 2014

David Reiner

Last active: Dec 15, 2014
1 msg
David Reiner selecting specific rows from an xts object Dec 15, 2014

Derek Wong

Last active: Dec 30, 2014
3 msgs
Derek Wong Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help Dec 10, 2014 Derek Wong Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help Dec 21, 2014 Derek Wong Period.Unrealized.PL always sums to 0 after a transaction, why? - Blotter/ Quantstrat Dec 30, 2014

Dirk Eddelbuettel

Last active: Dec 31, 2014
1 msg
Dirk Eddelbuettel Quantitative Trading with R: Understanding Mathematical and ... Dec 31, 2014

Gei Lin

Last active: Dec 10, 2014
1 msg
Gei Lin Bug in ruleOrderProc - txnfees is not a numeric? Dec 10, 2014

Ilya Kipnis

Last active: Dec 31, 2014
3 msgs
Ilya Kipnis Help replicating a paper Dec 19, 2014 Ilya Kipnis Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help Dec 21, 2014 Ilya Kipnis Quantitative Trading with R: Understanding Mathematical and ... Dec 31, 2014

Ivan Popivanov

Last active: Dec 21, 2014
3 msgs
Ivan Popivanov A good proxy for close to close volatility? Dec 9, 2014 Ivan Popivanov Prototyped support for "partial" and parallelism to rollapply.xts Dec 19, 2014 Ivan Popivanov Prototyped support for "partial" and parallelism to rollapply.xts Dec 21, 2014

Joshua Ulrich

Last active: Dec 21, 2014
3 msgs
Joshua Ulrich Reply to: How can I get Japanese Stock Daily Data in R? Dec 7, 2014 Joshua Ulrich Prototyped support for "partial" and parallelism to rollapply.xts Dec 21, 2014 Joshua Ulrich Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help Dec 21, 2014

Karthik Raju

Last active: Dec 5, 2014
1 msg
Karthik Raju Preparing data for Superior predictive ability (SPA) test Dec 5, 2014

Lasse Thorst

Last active: Dec 8, 2014
1 msg
Lasse Thorst Violation of underlying assumptions - ARMA-GARCH Dec 8, 2014

Luca Trapin

Last active: Dec 9, 2014
1 msg
Luca Trapin Rugarch external regressor estimation Dec 9, 2014

Marco Sun

Last active: Dec 4, 2014
4 msgs
Marco Sun how to rename stock codes? Dec 3, 2014 Marco Sun how to rename stock codes? Dec 3, 2014 Marco Sun rename a large number of stock codes Dec 4, 2014 Marco Sun rename a large number of stock codes Dec 4, 2014

Mark Knecht

Last active: Dec 31, 2014
1 msg
Mark Knecht Quantitative Trading with R: Understanding Mathematical and ... Dec 31, 2014

Nicholas Manganaro

Last active: Dec 2, 2014
2 msgs
Nicholas Manganaro Optimization of ARFIMA in rugarch - Quick question and context Dec 2, 2014 Nicholas Manganaro Optimization of ARFIMA in rugarch - Quick question and context Dec 2, 2014

Nick

Last active: Dec 4, 2014
1 msg
Nick rename a large number of stock codes Dec 4, 2014

Raghuraman Ramachandran

Last active: Dec 12, 2014
1 msg
Raghuraman Ramachandran Interactive Brokers - Adjustable trailing stop using API? Dec 12, 2014

Robert Schien

Last active: Dec 15, 2014
2 msgs
Robert Schien IBrokers question Dec 1, 2014 Robert Schien selecting specific rows from an xts object Dec 15, 2014

cen six

Last active: Dec 1, 2014
1 msg
cen six IBrokers question Dec 1, 2014