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R-SIG-Finance December 2014

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Quantitative Trading with R: Understanding Mathematical and ...
3 msgs
Mark Knecht Quantitative Trading with R: Understanding Mathematical and ... Dec 31, 2014
Dirk Eddelbuettel Quantitative Trading with R: Understanding Mathematical and ... Dec 31, 2014
Ilya Kipnis Quantitative Trading with R: Understanding Mathematical and ... Dec 31, 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
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
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
Help replicating a paper
1 msg
Ilya Kipnis Help replicating a paper Dec 19, 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
Interactive Brokers - Adjustable trailing stop using API?
1 msg
Raghuraman Ramachandran Interactive Brokers - Adjustable trailing stop using API? Dec 12, 2014
Bug in ruleOrderProc - txnfees is not a numeric?
1 msg
Gei Lin Bug in ruleOrderProc - txnfees is not a numeric? Dec 10, 2014
[rugarch:realGARCH] A good proxy for close to close volatility?
1 msg
Ivan Popivanov A good proxy for close to close volatility? Dec 9, 2014
Rugarch external regressor estimation
1 msg
Luca Trapin Rugarch external regressor estimation Dec 9, 2014
Violation of underlying assumptions - ARMA-GARCH
1 msg
Lasse Thorst Violation of underlying assumptions - ARMA-GARCH Dec 8, 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
Preparing data for Superior predictive ability (SPA) test
1 msg
Karthik Raju Preparing data for Superior predictive ability (SPA) test Dec 5, 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
Optimization of ARFIMA in rugarch - Quick question and context
1 msg
Alexios Ghalanos Optimization of ARFIMA in rugarch - Quick question and context Dec 4, 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
Optimization of ARFIMA in rugarch - Quick question and context
1 msg
Nicholas Manganaro Optimization of ARFIMA in rugarch - Quick question and context Dec 2, 2014
Optimization of ARFIMA in rugarch - Quick question and context
2 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
IBrokers question
2 msgs
Robert Schien IBrokers question Dec 1, 2014
cen six IBrokers question Dec 1, 2014