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R-SIG-Finance September 2015

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A simple variant of Luxor strategy with Dukascopy data

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

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

2 msgs
Amod Karve (अमोद) Bug in ruleOrderProc (as.Date(tif.xts) Sep 1, 2015 Joshua Ulrich Bug in ruleOrderProc (as.Date(tif.xts) Sep 2, 2015

Career

2 msgs
Ravi Kumar Career Sep 19, 2015 Brian G. Peterson Career Sep 19, 2015

Cholesky Decomposition in Impulse Response Functions

4 msgs
Johannes Lips Cholesky Decomposition in Impulse Response Functions Sep 2, 2015 Brian G. Peterson Cholesky Decomposition in Impulse Response Functions Sep 2, 2015 Johannes Lips Cholesky Decomposition in Impulse Response Functions Sep 2, 2015 Johannes Lips Cholesky Decomposition in Impulse Response Functions Sep 2, 2015

Constant maturity Futures

3 msgs
Ilya Kipnis Constant maturity Futures Sep 8, 2015 G See Constant maturity Futures Sep 8, 2015 Jorge Hernandez Constant maturity Futures Sep 27, 2015

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

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

Dowd package on CRAN

1 msg
Peter Carl Dowd package on CRAN Sep 9, 2015

Excel Price function in R for Bonds

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

Failure of solve.QP in portfolio modeling

6 msgs
Alec Schmidt Failure of solve.QP in portfolio modeling Sep 22, 2015 Ilya Kipnis Failure of solve.QP in portfolio modeling Sep 22, 2015 Enrico Schumann Failure of solve.QP in portfolio modeling Sep 22, 2015 Patrick Burns Failure of solve.QP in portfolio modeling Sep 22, 2015 Patrick Burns Failure of solve.QP in portfolio modeling Sep 22, 2015 Alexandre Shannon Failure of solve.QP in portfolio modeling Sep 29, 2015

How to get data from another source when the first one fails...

1 msg
George Kumar How to get data from another source when the first one fails... Sep 30, 2015

Importance Sampling

2 msgs
Daniel Melendez Importance Sampling Sep 18, 2015 Dominic Steinitz Importance Sampling Sep 19, 2015

Inquiry

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Shawkat Hammoudeh Inquiry Sep 27, 2015

Principal Component Analysis in Credit Risk

5 msgs
Amelia Marsh Principal Component Analysis in Credit Risk Sep 16, 2015 Daniel Melendez Principal Component Analysis in Credit Risk Sep 16, 2015 Chien, Josh-CH Principal Component Analysis in Credit Risk Sep 16, 2015 Patrick Caldon Principal Component Analysis in Credit Risk Sep 16, 2015 Jason Curole Principal Component Analysis in Credit Risk Sep 16, 2015

Quantstrat OSfun

2 msgs
Harry McGraw Quantstrat OSfun Sep 17, 2015 Joshua Ulrich Quantstrat OSfun Sep 17, 2015

RCurl post request implement problem.

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

RQuantLib Library on Mac OS Yosemite

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

Recipes for simple state-space models

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

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

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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

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

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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 Whit Armstrong What's are some go-to packages in R/Finance for detecting shocks in financial time series? Sep 28, 2015 Alexey Zemnitskiy What's are some go-to packages in R/Finance for detecting shocks in financial time series? Sep 28, 2015 Ilya Kipnis What's are some go-to packages in R/Finance for detecting shocks in financial time series? Sep 28, 2015 Alexey Zemnitskiy What's are some go-to packages in R/Finance for detecting shocks in financial time series? Sep 28, 2015 Oleg Mubarakshin What's are some go-to packages in R/Finance for detecting shocks in financial time series? Sep 29, 2015

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

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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

dataonderivatives: Easily Source Publicly Available Data on Derivatives

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

merging tseries with a table

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Alec Schmidt merging tseries with a table Sep 29, 2015 Brian G. Peterson merging tseries with a table Sep 29, 2015 Joshua Ulrich merging tseries with a table Sep 29, 2015 Alec Schmidt merging tseries with a table Sep 29, 2015

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

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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

rugarch n.ahead forecasts

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Eliano Marques rugarch n.ahead forecasts Sep 29, 2015