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R-SIG-Finance October 2015

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Akane Fortuna

Last active: Oct 3, 2015
1 msg
Akane Fortuna Using custom TxnFee function with apply.paramset() Oct 3, 2015

Alexey Zemnitskiy

Last active: Oct 11, 2015
1 msg
Alexey Zemnitskiy Reading the GSW spot rates from fed 2006 website Oct 11, 2015

Alexios Ghalanos

Last active: Oct 18, 2015
2 msgs
Alexios Ghalanos Starting value of conditional mean and variance Oct 5, 2015 Alexios Ghalanos Error check on "pspd" function from SPD package Oct 18, 2015

Am Gut

Last active: Oct 28, 2015
8 msgs
Am Gut Creating an index based on a time variable Oct 21, 2015 Am Gut Creating an index based on a time variable Oct 22, 2015 Am Gut Calculating trailing returns Oct 26, 2015 Am Gut Calculating trailing returns Oct 26, 2015 Am Gut Calculating trailing returns Oct 27, 2015 Am Gut Subsetting Second to Last Day of the Month Oct 28, 2015 Am Gut Subsetting Second to Last Day of the Month Oct 28, 2015 Am Gut Subsetting Second to Last Day of the Month Oct 28, 2015

Amelia Marsh

Last active: Oct 26, 2015
1 msg
Amelia Marsh Monte Carlo Convergence test Oct 26, 2015

Bos, Roger

Last active: Oct 26, 2015
1 msg
Bos, Roger parallel processing Oct 26, 2015

Brian G. Peterson

Last active: Oct 21, 2015
3 msgs
Brian G. Peterson Rugarch non convergent forecasts. Oct 1, 2015 Brian G. Peterson Using custom TxnFee function with apply.paramset() Oct 3, 2015 Brian G. Peterson Creating an index based on a time variable Oct 21, 2015

Eric Zivot

Last active: Oct 26, 2015
1 msg
Eric Zivot VAR identified by sign restrictions Oct 26, 2015

Erol Biceroglu

Last active: Oct 27, 2015
1 msg
Erol Biceroglu parallel processing Oct 27, 2015

Evgeny Laba

Last active: Oct 2, 2015
2 msgs
Evgeny Laba Rugarch non convergent forecasts. Oct 1, 2015 Evgeny Laba Rugarch non convergent forecasts. Oct 2, 2015

Felipe Bergamin Boralli

Last active: Oct 26, 2015
1 msg
Felipe Bergamin Boralli VAR identified by sign restrictions Oct 26, 2015

G See

Last active: Oct 11, 2015
1 msg
G See Reading the GSW spot rates from fed 2006 website Oct 11, 2015

Gambulator Gambulator

Last active: Oct 28, 2015
9 msgs
Gambulator Gambulator sample code for a custom rule to replace ruleSignal Oct 17, 2015 Gambulator Gambulator sample code for a custom rule to replace ruleSignal Oct 17, 2015 Gambulator Gambulator How to find out if a signal was active within the last X days Oct 22, 2015 Gambulator Gambulator How to find out if a signal was active within the last X days Oct 22, 2015 Gambulator Gambulator parallel processing Oct 26, 2015 Gambulator Gambulator parallel processing Oct 26, 2015 Gambulator Gambulator parallel processing Oct 26, 2015 Gambulator Gambulator parallel processing Oct 27, 2015 Gambulator Gambulator parallel processing Oct 28, 2015

Gareth McEwan

Last active: Oct 14, 2015
1 msg
Gareth McEwan Error check on "pspd" function from SPD package Oct 14, 2015

Gutemberg schiessl

Last active: Oct 16, 2015
1 msg
Gutemberg schiessl DATABASE Oct 16, 2015

Hannah Linder

Last active: Oct 21, 2015
1 msg
Hannah Linder GARCH convergence error in for-loop Oct 21, 2015

Ilya Kipnis

Last active: Oct 28, 2015
5 msgs
Ilya Kipnis How to find out if a signal was active within the last X days Oct 22, 2015 Ilya Kipnis Subsetting Second to Last Day of the Month Oct 28, 2015 Ilya Kipnis Subsetting Second to Last Day of the Month Oct 28, 2015 Ilya Kipnis Subsetting Second to Last Day of the Month Oct 28, 2015 Ilya Kipnis Subsetting Second to Last Day of the Month Oct 28, 2015

Johannes Lips

Last active: Oct 27, 2015
2 msgs
Johannes Lips Extension of Johansen Procedure ca.jo Oct 16, 2015 Johannes Lips Extension of Johansen Procedure ca.jo Oct 27, 2015

Joshua Ulrich

Last active: Oct 26, 2015
7 msgs
Joshua Ulrich How to get data from another source when the first one fails... Oct 1, 2015 Joshua Ulrich segfault while running quantstrat Oct 9, 2015 Joshua Ulrich segfault while running quantstrat Oct 9, 2015 Joshua Ulrich segfault while running quantstrat Oct 11, 2015 Joshua Ulrich R/Finance 2016 Call for Papers Oct 15, 2015 Joshua Ulrich R/Finance 2016 Call for Papers Oct 15, 2015 Joshua Ulrich parallel processing Oct 26, 2015

Mahmoud Shammaa

Last active: Oct 11, 2015
1 msg
Mahmoud Shammaa Reading the GSW spot rates from fed 2006 website Oct 11, 2015

Nicholas Manganaro

Last active: Oct 12, 2015
1 msg
Nicholas Manganaro Congrats!RE: Reading the GSW spot rates from fed 2006 website Oct 12, 2015

Patrick Burns

Last active: Oct 4, 2015
2 msgs
Patrick Burns Starting value of conditional mean and variance Oct 4, 2015 Patrick Burns Starting value of conditional mean and variance Oct 4, 2015

R. Michael Weylandt

Last active: Oct 26, 2015
3 msgs
R. Michael Weylandt Monte Carlo Convergence test Oct 26, 2015 R. Michael Weylandt Calculating trailing returns Oct 26, 2015 R. Michael Weylandt Calculating trailing returns Oct 26, 2015

Samit Paul

Last active: Oct 6, 2015
4 msgs
Samit Paul Starting value of conditional mean and variance Oct 4, 2015 Samit Paul Starting value of conditional mean and variance Oct 4, 2015 Samit Paul Starting value of conditional mean and variance Oct 5, 2015 Samit Paul Multivariate dependence with copula Oct 6, 2015

Tsvetan Stoyanov

Last active: Oct 11, 2015
3 msgs
Tsvetan Stoyanov segfault while running quantstrat Oct 9, 2015 Tsvetan Stoyanov segfault while running quantstrat Oct 9, 2015 Tsvetan Stoyanov segfault while running quantstrat Oct 11, 2015