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R-SIG-Finance December 2014

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Wednesday, December 31, 2014 3 emails
Ilya Kipnis Quantitative Trading with R: Understanding Mathematical and ... Dirk Eddelbuettel Quantitative Trading with R: Understanding Mathematical and ... Mark Knecht Quantitative Trading with R: Understanding Mathematical and ...
Tuesday, December 30, 2014 2 emails
Brian G. Peterson Period.Unrealized.PL always sums to 0 after a transaction, why? - Blotter/ Quantstrat Derek Wong Period.Unrealized.PL always sums to 0 after a transaction, why? - Blotter/ Quantstrat
Sunday, December 21, 2014 5 emails
Derek Wong Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help Ivan Popivanov Prototyped support for "partial" and parallelism to rollapply.xts Ilya Kipnis Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help Joshua Ulrich Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help Joshua Ulrich Prototyped support for "partial" and parallelism to rollapply.xts
Friday, December 19, 2014 2 emails
Ivan Popivanov Prototyped support for "partial" and parallelism to rollapply.xts Ilya Kipnis Help replicating a paper
Monday, December 15, 2014 3 emails
David Reiner selecting specific rows from an xts object Andreas Voellenklee selecting specific rows from an xts object Robert Schien selecting specific rows from an xts object
Friday, December 12, 2014 1 email
Raghuraman Ramachandran Interactive Brokers - Adjustable trailing stop using API?
Wednesday, December 10, 2014 2 emails
Derek Wong Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help Gei Lin Bug in ruleOrderProc - txnfees is not a numeric?
Tuesday, December 9, 2014 2 emails
Ivan Popivanov A good proxy for close to close volatility? Luca Trapin Rugarch external regressor estimation
Monday, December 8, 2014 1 email
Lasse Thorst Violation of underlying assumptions - ARMA-GARCH
Sunday, December 7, 2014 1 email
Joshua Ulrich Reply to: How can I get Japanese Stock Daily Data in R?
Friday, December 5, 2014 1 email
Karthik Raju Preparing data for Superior predictive ability (SPA) test
Thursday, December 4, 2014 4 emails
Marco Sun rename a large number of stock codes Alexios Ghalanos Optimization of ARFIMA in rugarch - Quick question and context Nick rename a large number of stock codes Marco Sun rename a large number of stock codes
Wednesday, December 3, 2014 2 emails
Marco Sun how to rename stock codes? Marco Sun how to rename stock codes?
Tuesday, December 2, 2014 3 emails
Nicholas Manganaro Optimization of ARFIMA in rugarch - Quick question and context Alexios Ghalanos Optimization of ARFIMA in rugarch - Quick question and context Nicholas Manganaro Optimization of ARFIMA in rugarch - Quick question and context
Monday, December 1, 2014 2 emails
cen six IBrokers question Robert Schien IBrokers question