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R-SIG-Finance March 2015

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Alex Badoi

Last active: Mar 3, 2015
1 msg
Alex Badoi How to omit NA values in TTR package + Jeff Cooper's 5 day MOM Mar 3, 2015

Alexios Ghalanos

Last active: Mar 25, 2015
3 msgs
Alexios Ghalanos rmgarch - dccforecast function Mar 6, 2015 Alexios Ghalanos ugarchfit: Weighted Ljung-Box Test Mar 24, 2015 Alexios Ghalanos ugarchfit: Weighted Ljung-Box Test Mar 25, 2015

Andreas Voellenklee

Last active: Mar 15, 2015
1 msg
Andreas Voellenklee Weird behavior of getSymbols for symbol PLL and PL Mar 15, 2015

Brian G. Peterson

Last active: Mar 17, 2015
2 msgs
Brian G. Peterson How to omit NA values in TTR package + Jeff Cooper's 5 day MOM Mar 3, 2015 Brian G. Peterson Online Hayashi-Yoshida estimator Mar 17, 2015

Charles Duranceau

Last active: Mar 25, 2015
2 msgs
Charles Duranceau validation of DrawdownPeak in PerformanceAnalytics package Mar 23, 2015 Charles Duranceau validation of DrawdownPeak in PerformanceAnalytics package Mar 25, 2015

Chien, Josh-CH

Last active: Mar 12, 2015
1 msg
Chien, Josh-CH Kalman Filter Method in R library to Estimate and Forecast the Diebold-Li Yield Curve Mar 12, 2015

Daniel Cegiełka

Last active: Mar 20, 2015
1 msg
Daniel Cegiełka problem subsetting xts object with yearmon time index Mar 20, 2015

Eric Zivot

Last active: Mar 20, 2015
3 msgs
Eric Zivot problem subsetting xts object with yearmon time index Mar 20, 2015 Eric Zivot Online trading systems development courses using R at University of Washington Mar 20, 2015 Eric Zivot problem subsetting xts object with yearmon time index Mar 20, 2015

Fernando Martins Diniz

Last active: Mar 6, 2015
1 msg
Fernando Martins Diniz rmgarch - dccforecast function Mar 6, 2015

G See

Last active: Mar 15, 2015
1 msg
G See Weird behavior of getSymbols for symbol PLL and PL Mar 15, 2015

Gareth McEwan

Last active: Mar 4, 2015
1 msg
Gareth McEwan Help specifying "ugarchsim" function Mar 4, 2015

Hasan Diwan

Last active: Mar 16, 2015
1 msg
Hasan Diwan Online Hayashi-Yoshida estimator Mar 16, 2015

Ilya Kipnis

Last active: Mar 3, 2015
1 msg
Ilya Kipnis How to omit NA values in TTR package + Jeff Cooper's 5 day MOM Mar 3, 2015

Jaimie Villanueva

Last active: Mar 24, 2015
1 msg
Jaimie Villanueva ugarchfit: Weighted Ljung-Box Test Mar 24, 2015

Joshua Ulrich

Last active: Mar 31, 2015
11 msgs
Joshua Ulrich How to omit NA values in TTR package + Jeff Cooper's 5 day MOM Mar 3, 2015 Joshua Ulrich quantmod EMA and SMA Mar 9, 2015 Joshua Ulrich quantmod EMA and SMA Mar 14, 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 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 Joshua Ulrich Problem using Quantmod and MySQL Mar 29, 2015 Joshua Ulrich Problem using Quantmod and MySQL Mar 30, 2015 Joshua Ulrich Problem using Quantmod and MySQL Mar 30, 2015 Joshua Ulrich R/Finance 2015 registration now open Mar 31, 2015

Mark Knecht

Last active: Mar 30, 2015
3 msgs
Mark Knecht Problem using Quantmod and MySQL Mar 29, 2015 Mark Knecht Problem using Quantmod and MySQL Mar 30, 2015 Mark Knecht Problem using Quantmod and MySQL Mar 30, 2015

Nick

Last active: Mar 12, 2015
1 msg
Nick analyzing monthly portfolio holdings of 250 funds across 10 years. Mar 12, 2015

Olivier MARTIN

Last active: Mar 9, 2015
1 msg
Olivier MARTIN quantmod EMA and SMA Mar 9, 2015

Pankaj K Agarwal

Last active: Mar 27, 2015
2 msgs
Pankaj K Agarwal analyzing monthly portfolio holdings of 250 funds across 10 years. Mar 12, 2015 Pankaj K Agarwal Problem in output of "countMonthlyRecords" in Package "timeSeries" Mar 27, 2015

Peter Carl

Last active: Mar 23, 2015
1 msg
Peter Carl validation of DrawdownPeak in PerformanceAnalytics package Mar 23, 2015

R. Michael Weylandt

Last active: Mar 28, 2015
1 msg
R. Michael Weylandt Problem in output of "countMonthlyRecords" in Package "timeSeries" Mar 28, 2015

Robert A'gata

Last active: Mar 18, 2015
3 msgs
Robert A'gata Online Hayashi-Yoshida estimator Mar 16, 2015 Robert A'gata Online Hayashi-Yoshida estimator Mar 16, 2015 Robert A'gata Online Hayashi-Yoshida estimator Mar 18, 2015

Shimura, Tetsuro

Last active: Mar 12, 2015
1 msg
Shimura, Tetsuro Kalman Filter Method in R library to Estimate and Forecast the Diebold-Li Yield Curve Mar 12, 2015

Thomas Fuller

Last active: Mar 11, 2015
1 msg
Thomas Fuller CUSIP Data question and a sneak-peak at two packages Mar 11, 2015

Ueli Hofstetter

Last active: Mar 29, 2015
1 msg
Ueli Hofstetter Problem using Quantmod and MySQL Mar 29, 2015

david hilton shanabrook

Last active: Mar 7, 2015
1 msg
david hilton shanabrook Calculating ROI correctly and using chart.CumReturns() Mar 7, 2015

曹鼎贤

Last active: Mar 17, 2015
1 msg
曹鼎贤 Error when Using fPortfolio to plot the fitting Mar 17, 2015