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R-SIG-Finance January 2015

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Saturday, January 31, 2015 1 email
Joshua Ulrich Help with quantstrat
Thursday, January 29, 2015 7 emails
Samit Paul S4 Class Error in fitCopula Samit Paul S4 Class Error in fitCopula Harry Prabandham Resource for company relationship Anshul Pandey Resource for company relationship Ilya Kipnis Resource for company relationship Brian G. Peterson Resource for company relationship Anshul Pandey Resource for company relationship
Wednesday, January 28, 2015 3 emails
amol gupta Number of data points required for Cointigration Anil Bishnoie Number of data points required for Cointigration Paul Teetor Number of data points required for Cointigration
Tuesday, January 27, 2015 9 emails
Mark Leeds Number of data points required for Cointigration Eric Zivot Number of data points required for Cointigration Mark Leeds Number of data points required for Cointigration Eric Zivot Number of data points required for Cointigration amol gupta Number of data points required for Cointigration Aidan Corcoran rbbg connection issue: failed to connect server John Laing rbbg connection issue: failed to connect server Aidan Corcoran rbbg connection issue: failed to connect server John C Frain Number of data points required for Cointigration
Monday, January 26, 2015 6 emails
Samit Paul racd package Paul Teetor Number of data points required for Cointigration Daniel Cegiełka problems Juanjo Fdez problems Daniel Cegiełka problems Juanjo Fdez problems
Saturday, January 24, 2015 3 emails
Samit Paul racd package Alexios Ghalanos racd package Samit Paul racd package
Friday, January 23, 2015 7 emails
Pierre Org Portfolio Optimisation as a function of targeted Risk rather than return. Alexios Ghalanos Portfolio Optimisation as a function of targeted Risk rather than return. Pierre Org Portfolio Optimisation as a function of targeted Risk rather than return. Isak Engdahl Signal and Rule question in Quantstrat Alexios Ghalanos Portfolio Optimisation as a function of targeted Risk rather than return. Pierre Org Portfolio Optimisation as a function of targeted Risk rather than return. amol gupta Number of data points required for Cointigration
Wednesday, January 21, 2015 16 emails
Amos B. Elberg CUSIP Numbers Anshul Pandey CUSIP Numbers ce IBrokers Package: wrong Clientid returns ? G See CUSIP Numbers Daniel Cegiełka CUSIP Numbers Alec Schmidt CUSIP Numbers James Ho CUSIP Numbers cen six IBrokers Package: wrong Clientid returns ? Pierre Org Portfolio Optimisation as a function of targeted Risk rather than return. Ilya Kipnis Portfolio Optimisation as a function of targeted Risk rather than return. Anshul Pandey CUSIP Numbers Andreas Keller Leth Laursen Passing optim.control arima arguments to ugarchfit in rugarch Alexios Ghalanos Passing optim.control arima arguments to ugarchfit in rugarch Pierre Org Portfolio Optimisation as a function of targeted Risk rather than return. Andreas Keller Leth Laursen Passing optim.control arima arguments to ugarchfit in rugarch Olivier MARTIN Help with quantstrat
Tuesday, January 20, 2015 4 emails
ce IBrokers Package: wrong Clientid returns ? ce IBrokers Package: wrong Clientid returns ? cen six IBrokers Package: wrong Clientid returns ? Joshua Ulrich R/Finance 2015 Call for Papers
Monday, January 19, 2015 3 emails
ce IBrokers Package: wrong Clientid returns ? Ilya Kipnis Extract Fama and French coefficients at each t point in time on one asset Alex Badoi Extract Fama and French coefficients at each t point in time on one asset
Saturday, January 17, 2015 2 emails
Ludovic Mbakop Yopa VaR with ARMA-GARCH innovations in fGarch Ludovic Mbakop Yopa VaR with ARMA and Garch
Tuesday, January 13, 2015 2 emails
Dirk Eddelbuettel RQuantLib - Discount Curve Object Chien, Josh-CH RQuantLib - Discount Curve Object
Monday, January 12, 2015 2 emails
Lisa Solomon Tomorrow Webinar: Enter a KDD Cup or Kaggle Competition without being an expert! Thomas Fuller Thomson Reuters Eikon
Sunday, January 11, 2015 2 emails
Hasan Diwan (no subject) Frank (no subject)
Saturday, January 10, 2015 2 emails
Olivier MARTIN Help with quantstrat.. correction Olivier MARTIN Help with quantstrat
Wednesday, January 7, 2015 1 email
Thomas Quinn R-SIG-Finance Digest, Vol 128, Issue 5
Monday, January 5, 2015 1 email
Gmail gogarch with multivariate t distribution
Saturday, January 3, 2015 2 emails
Alexios Ghalanos gogarch with multivariate t distribution Gmail gogarch with multivariate t distribution
Friday, January 2, 2015 1 email
Wouter Thielen Reply to: How can I get Japanese Stock Daily Data in R?
Thursday, January 1, 2015 4 emails
Joshua Ulrich Reply to: How can I get Japanese Stock Daily Data in R? Joshua Ulrich How can I get Japanese Stock Daily Data in R? Joshua Ulrich RFinanceYJ and getSymbols for Yahoo Japan Joshua Ulrich RFC: quantmod::getSymbols.MySQL