R-SIG-Finance December 2015

How to suppress getSymbols error message

3 msgs Dec 29

G

George Kumar How to suppress getSymbols error message Dec 28, 2015

R

R. Michael Weylandt How to suppress getSymbols error message Dec 29, 2015

G

George Kumar How to suppress getSymbols error message Dec 29, 2015

rugarch package: VaR exceedances plot

1 msg Dec 27

T

T.Riedle rugarch package: VaR exceedances plot Dec 27, 2015

Not able to install fOptions R package on ec2 spark cluster

2 msgs Dec 27

G

Gayatri Nesarikar Not able to install fOptions R package on ec2 spark cluster Dec 27, 2015

D

Dirk Eddelbuettel Not able to install fOptions R package on ec2 spark cluster Dec 27, 2015

xts timeBasedSeq

4 msgs Dec 23

R

Rods xts timeBasedSeq Dec 22, 2015

J

Joshua Ulrich xts timeBasedSeq Dec 22, 2015

T

Tom Clifford xts timeBasedSeq Dec 23, 2015

R

Rods xts timeBasedSeq Dec 23, 2015

R-Fiddle

3 msgs Dec 23

O

Oleksandr Anufriyev R-Fiddle Dec 23, 2015

J

Joshua Ulrich R-Fiddle Dec 23, 2015

O

Oleksandr Anufriyev R-Fiddle Dec 23, 2015

Backtesting VaR model

1 msg Dec 21

N

Nayden Valev Backtesting VaR model Dec 21, 2015

LIBOR Yield Curve.

1 msg Dec 19

M

Matt Considine LIBOR Yield Curve. Dec 19, 2015

LIBOR Yield Curve.

3 msgs Dec 18

K

Keith S Weintraub LIBOR Yield Curve. Dec 18, 2015

W

Whit Armstrong LIBOR Yield Curve. Dec 18, 2015

K

Keith S Weintraub LIBOR Yield Curve. Dec 18, 2015

solnp Problem Inverting Hessian

7 msgs Dec 15

R

R. Michael Weylandt solnp Problem Inverting Hessian Dec 14, 2015

P

Paul Gilbert solnp Problem Inverting Hessian Dec 15, 2015

M

Michael Ashton solnp Problem Inverting Hessian Dec 15, 2015

P

Paul Gilbert solnp Problem Inverting Hessian Dec 15, 2015

M

Michael Ashton solnp Problem Inverting Hessian Dec 15, 2015

P

Paul Gilbert solnp Problem Inverting Hessian Dec 15, 2015

K

Krishna Kumar solnp Problem Inverting Hessian Dec 15, 2015

CUSIP Data in R

1 msg Dec 15

T

Thomas Fuller CUSIP Data in R Dec 15, 2015

Quantstrat code works for long position but not short position

2 msgs Dec 15

D

Damon Verial Quantstrat code works for long position but not short position Dec 15, 2015

J

Joshua Ulrich Quantstrat code works for long position but not short position Dec 15, 2015

solnp Problem Inverting Hessian

6 msgs Dec 14

M

Michael Ashton solnp Problem Inverting Hessian Dec 14, 2015

R

R. Michael Weylandt solnp Problem Inverting Hessian Dec 14, 2015

M

Michael Ashton solnp Problem Inverting Hessian Dec 14, 2015

K

Krishna Kumar solnp Problem Inverting Hessian Dec 14, 2015

R

R. Michael Weylandt solnp Problem Inverting Hessian Dec 14, 2015

M

Michael Ashton solnp Problem Inverting Hessian Dec 14, 2015

R-Forge TradeAnalytics packages for R 3.2.2

2 msgs Dec 5

E

Erol Biceroglu R-Forge TradeAnalytics packages for R 3.2.2 Dec 1, 2015

J

Joshua Ulrich R-Forge TradeAnalytics packages for R 3.2.2 Dec 5, 2015

Coherent Datafeed: Thomson Reuters Elektron Edition

1 msg Dec 4

T

Thomas Fuller Coherent Datafeed: Thomson Reuters Elektron Edition Dec 4, 2015

Trailing stop in Andreas Clenow trend-following system

1 msg Dec 3

I

Ingo Boland Trailing stop in Andreas Clenow trend-following system Dec 3, 2015

fPortfolio (version 3011.81) - solveRglpk.CVAR - lower bound constraints (z_i >= 0) allows negative values

1 msg Dec 1

P

Pedro Oliveira fPortfolio (version 3011.81) - solveRglpk.CVAR - lower bound constraints (z_i >= 0) allows negative values Dec 1, 2015