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R-SIG-Finance March 2015

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R/Finance 2015 registration now open
1 msg
Joshua Ulrich R/Finance 2015 registration now open Mar 31, 2015
Problem using Quantmod and MySQL
7 msgs
Ueli Hofstetter Problem using Quantmod and MySQL Mar 29, 2015
Mark Knecht Problem using Quantmod and MySQL Mar 29, 2015
Joshua Ulrich Problem using Quantmod and MySQL Mar 29, 2015
Joshua Ulrich Problem using Quantmod and MySQL Mar 30, 2015
Mark Knecht Problem using Quantmod and MySQL Mar 30, 2015
Joshua Ulrich Problem using Quantmod and MySQL Mar 30, 2015
Mark Knecht Problem using Quantmod and MySQL Mar 30, 2015
Problem in output of "countMonthlyRecords" in Package "timeSeries"
2 msgs
Pankaj K Agarwal Problem in output of "countMonthlyRecords" in Package "timeSeries" Mar 27, 2015
R. Michael Weylandt Problem in output of "countMonthlyRecords" in Package "timeSeries" Mar 28, 2015
validation of DrawdownPeak in PerformanceAnalytics package
3 msgs
Charles Duranceau validation of DrawdownPeak in PerformanceAnalytics package Mar 23, 2015
Peter Carl validation of DrawdownPeak in PerformanceAnalytics package Mar 23, 2015
Charles Duranceau validation of DrawdownPeak in PerformanceAnalytics package Mar 25, 2015
ugarchfit: Weighted Ljung-Box Test
3 msgs
Jaimie Villanueva ugarchfit: Weighted Ljung-Box Test Mar 24, 2015
Alexios Ghalanos ugarchfit: Weighted Ljung-Box Test Mar 24, 2015
Alexios Ghalanos ugarchfit: Weighted Ljung-Box Test Mar 25, 2015
problem subsetting xts object with yearmon time index
7 msgs
Eric Zivot problem subsetting xts object with yearmon time index Mar 20, 2015
Joshua Ulrich problem subsetting xts object with yearmon time index Mar 20, 2015
Daniel Cegiełka problem subsetting xts object with yearmon time index Mar 20, 2015
Joshua Ulrich problem subsetting xts object with yearmon time index Mar 20, 2015
Joshua Ulrich problem subsetting xts object with yearmon time index Mar 20, 2015
Eric Zivot problem subsetting xts object with yearmon time index Mar 20, 2015
Joshua Ulrich problem subsetting xts object with yearmon time index Mar 20, 2015
Online trading systems development courses using R at University of Washington
1 msg
Eric Zivot Online trading systems development courses using R at University of Washington Mar 20, 2015
Online Hayashi-Yoshida estimator
5 msgs
Robert A'gata Online Hayashi-Yoshida estimator Mar 16, 2015
Hasan Diwan Online Hayashi-Yoshida estimator Mar 16, 2015
Robert A'gata Online Hayashi-Yoshida estimator Mar 16, 2015
Brian G. Peterson Online Hayashi-Yoshida estimator Mar 17, 2015
Robert A'gata Online Hayashi-Yoshida estimator Mar 18, 2015
Error when Using fPortfolio to plot the fitting
1 msg
曹鼎贤 Error when Using fPortfolio to plot the fitting Mar 17, 2015
Weird behavior of getSymbols for symbol PLL and PL
2 msgs
Andreas Voellenklee Weird behavior of getSymbols for symbol PLL and PL Mar 15, 2015
G See Weird behavior of getSymbols for symbol PLL and PL Mar 15, 2015
quantmod EMA and SMA
3 msgs
Olivier MARTIN quantmod EMA and SMA Mar 9, 2015
Joshua Ulrich quantmod EMA and SMA Mar 9, 2015
Joshua Ulrich quantmod EMA and SMA Mar 14, 2015
analyzing monthly portfolio holdings of 250 funds across 10 years.
2 msgs
Pankaj K Agarwal analyzing monthly portfolio holdings of 250 funds across 10 years. Mar 12, 2015
Nick analyzing monthly portfolio holdings of 250 funds across 10 years. Mar 12, 2015
Kalman Filter Method in R library to Estimate and Forecast the Diebold-Li Yield Curve
2 msgs
Chien, Josh-CH Kalman Filter Method in R library to Estimate and Forecast the Diebold-Li Yield Curve Mar 12, 2015
Shimura, Tetsuro Kalman Filter Method in R library to Estimate and Forecast the Diebold-Li Yield Curve Mar 12, 2015
CUSIP Data question and a sneak-peak at two packages
1 msg
Thomas Fuller CUSIP Data question and a sneak-peak at two packages Mar 11, 2015
Calculating ROI correctly and using chart.CumReturns()
1 msg
david hilton shanabrook Calculating ROI correctly and using chart.CumReturns() Mar 7, 2015
rmgarch - dccforecast function
2 msgs
Fernando Martins Diniz rmgarch - dccforecast function Mar 6, 2015
Alexios Ghalanos rmgarch - dccforecast function Mar 6, 2015
Help specifying "ugarchsim" function
1 msg
Gareth McEwan Help specifying "ugarchsim" function Mar 4, 2015
[Q] How to omit NA values in TTR package + Jeff Cooper's 5 day MOM
4 msgs
Alex Badoi How to omit NA values in TTR package + Jeff Cooper's 5 day MOM Mar 3, 2015
Ilya Kipnis How to omit NA values in TTR package + Jeff Cooper's 5 day MOM Mar 3, 2015
Brian G. Peterson How to omit NA values in TTR package + Jeff Cooper's 5 day MOM Mar 3, 2015
Joshua Ulrich How to omit NA values in TTR package + Jeff Cooper's 5 day MOM Mar 3, 2015