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R-SIG-Finance May 2015

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Alexios Ghalanos

Last active: May 21, 2015
1 msg
Alexios Ghalanos RUGARCH - non-negativity constraints on coefficients for exogenous variables in GARCH? May 21, 2015

Bob Jansen

Last active: May 27, 2015
1 msg
Bob Jansen Quadratic programming solve.QP's Lagrangians May 27, 2015

Brian G. Peterson

Last active: May 19, 2015
2 msgs
Brian G. Peterson TickData Backtesting in R, is it able now? May 17, 2015 Brian G. Peterson strategy classes supported by quanstrat May 19, 2015

Chien, Josh-CH

Last active: May 7, 2015
1 msg
Chien, Josh-CH Gaussian Copula Simulation May 7, 2015

Christian Borelli-Kjær

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

E Pan

Last active: May 29, 2015
1 msg
E Pan chart_Series.R question May 29, 2015

Enrico Schumann

Last active: May 18, 2015
2 msgs
Enrico Schumann Finding the strike price of an option from all other data May 17, 2015 Enrico Schumann assetsLPM from fAssets and 0.moment May 18, 2015

Erol Biceroglu

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

George Matysiak

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

Ilya Kipnis

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

John Williams

Last active: May 18, 2015
1 msg
John Williams strategy classes supported by quanstrat May 18, 2015

Joshua Ulrich

Last active: May 15, 2015
2 msgs
Joshua Ulrich R/Finance 2015 registration now open May 1, 2015 Joshua Ulrich R/Finance 2015 registration now open May 15, 2015

Kunal Shah

Last active: May 16, 2015
1 msg
Kunal Shah Finding the strike price of an option from all other data May 16, 2015

Nils Tobias Kramer

Last active: May 19, 2015
2 msgs
Nils Tobias Kramer assetsLPM from fAssets and 0.moment May 12, 2015 Nils Tobias Kramer assetsLPM from fAssets and 0.moment May 19, 2015

R Vince

Last active: May 17, 2015
1 msg
R Vince Finding the strike price of an option from all other data May 17, 2015

Saji Ren

Last active: May 18, 2015
3 msgs
Saji Ren TickData Backtesting in R, is it able now? May 17, 2015 Saji Ren 回复: TickData Backtesting in R, is it able now? May 17, 2015 Saji Ren 回复: TickData Backtesting in R, is it able now? May 18, 2015

Ton Jean-Claude

Last active: May 27, 2015
1 msg
Ton Jean-Claude Quadratic programming solve.QP's Lagrangians May 27, 2015

WEN SONG-QIAO

Last active: May 24, 2015
1 msg
WEN SONG-QIAO How to extract the standardized residuals tests from the summary report May 24, 2015

stefano iacus

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