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R-SIG-Finance December 2014

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A good proxy for close to close volatility?

1 msg
Ivan Popivanov A good proxy for close to close volatility? Dec 9, 2014

Bug in ruleOrderProc - txnfees is not a numeric?

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

Help replicating a paper

1 msg
Ilya Kipnis Help replicating a paper Dec 19, 2014

IBrokers question

2 msgs
Robert Schien IBrokers question Dec 1, 2014 cen six IBrokers question Dec 1, 2014

Interactive Brokers - Adjustable trailing stop using API?

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

Optimization of ARFIMA in rugarch - Quick question and context

4 msgs
Nicholas Manganaro Optimization of ARFIMA in rugarch - Quick question and context Dec 2, 2014 Alexios Ghalanos 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 Alexios Ghalanos Optimization of ARFIMA in rugarch - Quick question and context Dec 4, 2014

Period.Unrealized.PL always sums to 0 after a transaction, why? - Blotter/ Quantstrat

2 msgs
Derek Wong Period.Unrealized.PL always sums to 0 after a transaction, why? - Blotter/ Quantstrat Dec 30, 2014 Brian G. Peterson Period.Unrealized.PL always sums to 0 after a transaction, why? - Blotter/ Quantstrat Dec 30, 2014

Preparing data for Superior predictive ability (SPA) test

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

Prototyped support for "partial" and parallelism to rollapply.xts

3 msgs
Ivan Popivanov Prototyped support for "partial" and parallelism to rollapply.xts Dec 19, 2014 Joshua Ulrich Prototyped support for "partial" and parallelism to rollapply.xts Dec 21, 2014 Ivan Popivanov Prototyped support for "partial" and parallelism to rollapply.xts Dec 21, 2014

Quantitative Trading with R: Understanding Mathematical and ...

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

Quantitative Trading with R: Understanding Mathematical and ...

2 msgs
Mark Knecht Quantitative Trading with R: Understanding Mathematical and ... Dec 31, 2014 Ilya Kipnis Quantitative Trading with R: Understanding Mathematical and ... Dec 31, 2014

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

1 msg
Joshua Ulrich Reply to: How can I get Japanese Stock Daily Data in R? Dec 7, 2014

Rugarch external regressor estimation

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

Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help

4 msgs
Derek Wong Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help Dec 10, 2014 Joshua Ulrich Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help Dec 21, 2014 Ilya Kipnis Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help Dec 21, 2014 Derek Wong Using a custom Spread to execute onto the 2 underlying instruments - Quantstrat Help Dec 21, 2014

Violation of underlying assumptions - ARMA-GARCH

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

how to rename stock codes?

2 msgs
Marco Sun how to rename stock codes? Dec 3, 2014 Marco Sun how to rename stock codes? Dec 3, 2014

rename a large number of stock codes

3 msgs
Marco Sun rename a large number of stock codes Dec 4, 2014 Nick rename a large number of stock codes Dec 4, 2014 Marco Sun rename a large number of stock codes Dec 4, 2014

selecting specific rows from an xts object

3 msgs
Robert Schien selecting specific rows from an xts object Dec 15, 2014 Andreas Voellenklee selecting specific rows from an xts object Dec 15, 2014 David Reiner selecting specific rows from an xts object Dec 15, 2014