R-SIG-Finance May 2015

chart_Series.R question

1 msg May 29

E

E Pan chart_Series.R question May 29, 2015

Quadratic programming solve.QP's Lagrangians

2 msgs May 27

T

Ton Jean-Claude Quadratic programming solve.QP's Lagrangians May 27, 2015

B

Bob Jansen Quadratic programming solve.QP's Lagrangians May 27, 2015

How to extract the standardized residuals tests from the summary report

1 msg May 24

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WEN SONG-QIAO How to extract the standardized residuals tests from the summary report May 24, 2015

RUGARCH - non-negativity constraints on coefficients for exogenous variables in GARCH?

2 msgs May 21

C

Christian Borelli-Kjær RUGARCH - non-negativity constraints on coefficients for exogenous variables in GARCH? May 21, 2015

A

Alexios Ghalanos RUGARCH - non-negativity constraints on coefficients for exogenous variables in GARCH? May 21, 2015

COGARCH(p, q): Simulation and Inference with Yuima package

1 msg May 20

S

stefano iacus COGARCH(p, q): Simulation and Inference with Yuima package May 20, 2015

strategy classes supported by quanstrat

2 msgs May 19

J

John Williams strategy classes supported by quanstrat May 18, 2015

B

Brian G. Peterson strategy classes supported by quanstrat May 19, 2015

assetsLPM from fAssets and 0.moment

3 msgs May 19

N

Nils Tobias Kramer assetsLPM from fAssets and 0.moment May 12, 2015

E

Enrico Schumann assetsLPM from fAssets and 0.moment May 18, 2015

N

Nils Tobias Kramer assetsLPM from fAssets and 0.moment May 19, 2015

回复: TickData Backtesting in R, is it able now?

3 msgs May 18

S

Saji Ren 回复: TickData Backtesting in R, is it able now? May 17, 2015

S

Saji Ren 回复: TickData Backtesting in R, is it able now? May 18, 2015

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Ilya Kipnis 回复: TickData Backtesting in R, is it able now? May 18, 2015

Finding the strike price of an option from all other data

3 msgs May 17

K

Kunal Shah Finding the strike price of an option from all other data May 16, 2015

R

R Vince Finding the strike price of an option from all other data May 17, 2015

E

Enrico Schumann Finding the strike price of an option from all other data May 17, 2015

TickData Backtesting in R, is it able now?

2 msgs May 17

S

Saji Ren TickData Backtesting in R, is it able now? May 17, 2015

B

Brian G. Peterson TickData Backtesting in R, is it able now? May 17, 2015

R/Finance 2015 registration now open

2 msgs May 15

J

Joshua Ulrich R/Finance 2015 registration now open May 1, 2015

J

Joshua Ulrich R/Finance 2015 registration now open May 15, 2015

!SPAM: Re: Documentation and functions under tradesys, blotter, quantstrat etc?

2 msgs May 14

G

George Matysiak !SPAM: Re: Documentation and functions under tradesys, blotter, quantstrat etc? May 14, 2015

E

Erol Biceroglu !SPAM: Re: Documentation and functions under tradesys, blotter, quantstrat etc? May 14, 2015

Gaussian Copula Simulation

1 msg May 7

C

Chien, Josh-CH Gaussian Copula Simulation May 7, 2015