R-SIG-Finance September 2015

A simple variant of Luxor strategy with Dukascopy data

2 msgs Sep 29

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Tsvetan Stoyanov A simple variant of Luxor strategy with Dukascopy data Sep 29, 2015

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Brian G. Peterson A simple variant of Luxor strategy with Dukascopy data Sep 29, 2015

merging tseries with a table

4 msgs Sep 29

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Alec Schmidt merging tseries with a table Sep 29, 2015

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Brian G. Peterson merging tseries with a table Sep 29, 2015

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Joshua Ulrich merging tseries with a table Sep 29, 2015

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Alec Schmidt merging tseries with a table Sep 29, 2015

rugarch n.ahead forecasts

1 msg Sep 29

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Eliano Marques rugarch n.ahead forecasts Sep 29, 2015

What's are some go-to packages in R/Finance for detecting shocks in financial time series?

8 msgs Sep 29

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Ilya Kipnis What's are some go-to packages in R/Finance for detecting shocks in financial time series? Sep 28, 2015

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Whit Armstrong What's are some go-to packages in R/Finance for detecting shocks in financial time series? Sep 28, 2015

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Alexey Zemnitskiy What's are some go-to packages in R/Finance for detecting shocks in financial time series? Sep 28, 2015

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Ilya Kipnis What's are some go-to packages in R/Finance for detecting shocks in financial time series? Sep 28, 2015

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Alexey Zemnitskiy What's are some go-to packages in R/Finance for detecting shocks in financial time series? Sep 28, 2015

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Oleg Mubarakshin What's are some go-to packages in R/Finance for detecting shocks in financial time series? Sep 29, 2015

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Dirk Eddelbuettel What's are some go-to packages in R/Finance for detecting shocks in financial time series? Sep 29, 2015

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Oleg Mubarakshin What's are some go-to packages in R/Finance fordetecting shocks in financial time series? Sep 29, 2015

Failure of solve.QP in portfolio modeling

6 msgs Sep 29

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Alec Schmidt Failure of solve.QP in portfolio modeling Sep 22, 2015

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Ilya Kipnis Failure of solve.QP in portfolio modeling Sep 22, 2015

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Enrico Schumann Failure of solve.QP in portfolio modeling Sep 22, 2015

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Patrick Burns Failure of solve.QP in portfolio modeling Sep 22, 2015

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Patrick Burns Failure of solve.QP in portfolio modeling Sep 22, 2015

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Alexandre Shannon Failure of solve.QP in portfolio modeling Sep 29, 2015

Inquiry

1 msg Sep 27

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Shawkat Hammoudeh Inquiry Sep 27, 2015

Recipes for simple state-space models

2 msgs Sep 27

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Paul Teetor Recipes for simple state-space models Sep 27, 2015

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Mark Knecht Recipes for simple state-space models Sep 27, 2015

Excel Price function in R for Bonds

1 msg Sep 27

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Amelia Marsh Excel Price function in R for Bonds Sep 27, 2015

Constant maturity Futures

1 msg Sep 27

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Jorge Hernandez Constant maturity Futures Sep 27, 2015

RCurl post request implement problem.

2 msgs Sep 24

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Arbor wang RCurl post request implement problem. Sep 24, 2015

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Joshua Ulrich RCurl post request implement problem. Sep 24, 2015

quantmod - How to have addTA() not print legend when the indicator is overlaid on another chart?

1 msg Sep 23

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Joshua Ulrich quantmod - How to have addTA() not print legend when the indicator is overlaid on another chart? Sep 23, 2015

Career

2 msgs Sep 19

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Ravi Kumar Career Sep 19, 2015

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Brian G. Peterson Career Sep 19, 2015

Importance Sampling

1 msg Sep 19

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Dominic Steinitz Importance Sampling Sep 19, 2015

Importance Sampling

1 msg Sep 18

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Daniel Melendez Importance Sampling Sep 18, 2015

Quantstrat OSfun

2 msgs Sep 17

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Harry McGraw Quantstrat OSfun Sep 17, 2015

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Joshua Ulrich Quantstrat OSfun Sep 17, 2015

Principal Component Analysis in Credit Risk

5 msgs Sep 16

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Amelia Marsh Principal Component Analysis in Credit Risk Sep 16, 2015

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Daniel Melendez Principal Component Analysis in Credit Risk Sep 16, 2015

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Chien, Josh-CH Principal Component Analysis in Credit Risk Sep 16, 2015

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Patrick Caldon Principal Component Analysis in Credit Risk Sep 16, 2015

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Jason Curole Principal Component Analysis in Credit Risk Sep 16, 2015

RQuantLib Library on Mac OS Yosemite

1 msg Sep 16

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Chien, Josh-CH RQuantLib Library on Mac OS Yosemite Sep 16, 2015

Different results on Garch(1, 1) with regressors: Eviews vs rugarch

6 msgs Sep 10

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Eliano Marques Different results on Garch(1, 1) with regressors: Eviews vs rugarch Sep 10, 2015

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Alexios Ghalanos Different results on Garch(1, 1) with regressors: Eviews vs rugarch Sep 10, 2015

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Eliano Marques Different results on Garch(1, 1) with regressors: Eviews vs rugarch Sep 10, 2015

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Eliano Marques Different results on Garch(1, 1) with regressors: Eviews vs rugarch Sep 10, 2015

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Eliano Marques Different results on Garch(1, 1) with regressors: Eviews vs rugarch Sep 10, 2015

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Alexios Ghalanos Different results on Garch(1, 1) with regressors: Eviews vs rugarch Sep 10, 2015

[ANN] dataonderivatives: Easily Source Publicly Available Data on Derivatives

1 msg Sep 10

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Imanuel Costigan dataonderivatives: Easily Source Publicly Available Data on Derivatives Sep 10, 2015

Dowd package on CRAN

1 msg Sep 9

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Peter Carl Dowd package on CRAN Sep 9, 2015

Constant maturity Futures

2 msgs Sep 8

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Ilya Kipnis Constant maturity Futures Sep 8, 2015

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G See Constant maturity Futures Sep 8, 2015

Cholesky Decomposition in Impulse Response Functions

4 msgs Sep 2

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Johannes Lips Cholesky Decomposition in Impulse Response Functions Sep 2, 2015

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Brian G. Peterson Cholesky Decomposition in Impulse Response Functions Sep 2, 2015

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Johannes Lips Cholesky Decomposition in Impulse Response Functions Sep 2, 2015

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Johannes Lips Cholesky Decomposition in Impulse Response Functions Sep 2, 2015

Bug in ruleOrderProc (as.Date(tif.xts)

2 msgs Sep 2

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Amod Karve (अमोद) Bug in ruleOrderProc (as.Date(tif.xts) Sep 1, 2015

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Joshua Ulrich Bug in ruleOrderProc (as.Date(tif.xts) Sep 2, 2015