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R-SIG-Finance March 2015

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CUSIP Data question and a sneak-peak at two packages

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Thomas Fuller CUSIP Data question and a sneak-peak at two packages Mar 11, 2015

Calculating ROI correctly and using chart.CumReturns()

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david hilton shanabrook Calculating ROI correctly and using chart.CumReturns() Mar 7, 2015

Error when Using fPortfolio to plot the fitting

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曹鼎贤 Error when Using fPortfolio to plot the fitting Mar 17, 2015

Help specifying "ugarchsim" function

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Gareth McEwan Help specifying "ugarchsim" function Mar 4, 2015

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

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

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

Online trading systems development courses using R at University of Washington

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Eric Zivot Online trading systems development courses using R at University of Washington Mar 20, 2015

Problem in output of "countMonthlyRecords" in Package "timeSeries"

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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

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

R/Finance 2015 registration now open

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Joshua Ulrich R/Finance 2015 registration now open Mar 31, 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

analyzing monthly portfolio holdings of 250 funds across 10 years.

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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

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

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

rmgarch - dccforecast function

2 msgs
Fernando Martins Diniz rmgarch - dccforecast function Mar 6, 2015 Alexios Ghalanos rmgarch - dccforecast function Mar 6, 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

validation of DrawdownPeak in PerformanceAnalytics package

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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