Skip to content

R-SIG-Finance January 2015

|

(no subject)

2 msgs

CUSIP Numbers

7 msgs

Extract Fama and French coefficients at each t point in time on one asset

2 msgs

Help with quantstrat

3 msgs

Help with quantstrat.. correction

1 msg

How can I get Japanese Stock Daily Data in R?

1 msg

IBrokers Package: wrong Clientid returns ?

6 msgs

Number of data points required for Cointigration

11 msgs

Passing optim.control arima arguments to ugarchfit in rugarch

3 msgs

Portfolio Optimisation as a function of targeted Risk rather than return.

8 msgs

R-SIG-Finance Digest, Vol 128, Issue 5

1 msg

R/Finance 2015 Call for Papers

1 msg

RFC: quantmod::getSymbols.MySQL

1 msg

RFinanceYJ and getSymbols for Yahoo Japan

1 msg

RQuantLib - Discount Curve Object

2 msgs

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

2 msgs

Resource for company relationship

5 msgs

S4 Class Error in fitCopula

2 msgs

Signal and Rule question in Quantstrat

1 msg

Thomson Reuters Eikon

1 msg

Tomorrow Webinar: Enter a KDD Cup or Kaggle Competition without being an expert!

1 msg

VaR with ARMA and Garch

1 msg

VaR with ARMA-GARCH innovations in fGarch

1 msg

gogarch with multivariate t distribution

3 msgs

problems

4 msgs

racd package

4 msgs

rbbg connection issue: failed to connect server

3 msgs