R-SIG-Finance May 2015

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

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E

2 msgs · May 14 – May 14

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

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

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

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1 msg · May 20

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

Finding the strike price of an option from all other data

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R

E

3 msgs · May 16 – May 17

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

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

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

Gaussian Copula Simulation

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1 msg · May 7

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

How to extract the standardized residuals tests from the summary report

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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

Quadratic programming solve.QP's Lagrangians

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B

2 msgs · May 27 – May 27

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

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

R/Finance 2015 registration now open

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2 msgs · May 1 – May 15

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

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

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

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A

2 msgs · May 21 – May 21

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

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

TickData Backtesting in R, is it able now?

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B

2 msgs · May 17 – May 17

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

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

assetsLPM from fAssets and 0.moment

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E

3 msgs · May 12 – May 19

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

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

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

chart_Series.R question

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1 msg · May 29

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E Pan chart_Series.R question May 29, 2015

strategy classes supported by quanstrat

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B

2 msgs · May 18 – May 19

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John Williams strategy classes supported by quanstrat May 18, 2015

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

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

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I

3 msgs · May 17 – May 18

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

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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