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R-SIG-Finance December 2015

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Backtesting VaR model

1 msg
Nayden Valev Backtesting VaR model Dec 21, 2015

CUSIP Data in R

1 msg
Thomas Fuller CUSIP Data in R Dec 15, 2015

Coherent Datafeed: Thomson Reuters Elektron Edition

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

How to suppress getSymbols error message

3 msgs
George Kumar How to suppress getSymbols error message Dec 28, 2015 R. Michael Weylandt How to suppress getSymbols error message Dec 29, 2015 George Kumar How to suppress getSymbols error message Dec 29, 2015

LIBOR Yield Curve.

4 msgs
Keith S Weintraub LIBOR Yield Curve. Dec 18, 2015 Whit Armstrong LIBOR Yield Curve. Dec 18, 2015 Keith S Weintraub LIBOR Yield Curve. Dec 18, 2015 Matt Considine LIBOR Yield Curve. Dec 19, 2015

Not able to install fOptions R package on ec2 spark cluster

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

Not able to install fOptions R package on ec2 spark cluster

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

Quantstrat code works for long position but not short position

2 msgs
Damon Verial Quantstrat code works for long position but not short position Dec 15, 2015 Joshua Ulrich Quantstrat code works for long position but not short position Dec 15, 2015

R-Fiddle

3 msgs
Oleksandr Anufriyev R-Fiddle Dec 23, 2015 Joshua Ulrich R-Fiddle Dec 23, 2015 Oleksandr Anufriyev R-Fiddle Dec 23, 2015

R-Forge TradeAnalytics packages for R 3.2.2

2 msgs
Erol Biceroglu R-Forge TradeAnalytics packages for R 3.2.2 Dec 1, 2015 Joshua Ulrich R-Forge TradeAnalytics packages for R 3.2.2 Dec 5, 2015

Trailing stop in Andreas Clenow trend-following system

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

rugarch package: VaR exceedances plot

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

solnp Problem Inverting Hessian

13 msgs
Michael Ashton solnp Problem Inverting Hessian Dec 14, 2015 R. Michael Weylandt solnp Problem Inverting Hessian Dec 14, 2015 Michael Ashton solnp Problem Inverting Hessian Dec 14, 2015 Krishna Kumar solnp Problem Inverting Hessian Dec 14, 2015 R. Michael Weylandt solnp Problem Inverting Hessian Dec 14, 2015 Michael Ashton solnp Problem Inverting Hessian Dec 14, 2015 R. Michael Weylandt solnp Problem Inverting Hessian Dec 14, 2015 Paul Gilbert solnp Problem Inverting Hessian Dec 15, 2015 Michael Ashton solnp Problem Inverting Hessian Dec 15, 2015 Paul Gilbert solnp Problem Inverting Hessian Dec 15, 2015 Michael Ashton solnp Problem Inverting Hessian Dec 15, 2015 Paul Gilbert solnp Problem Inverting Hessian Dec 15, 2015 Krishna Kumar solnp Problem Inverting Hessian Dec 15, 2015

xts timeBasedSeq

4 msgs
Rods xts timeBasedSeq Dec 22, 2015 Joshua Ulrich xts timeBasedSeq Dec 22, 2015 Tom Clifford xts timeBasedSeq Dec 23, 2015 Rods xts timeBasedSeq Dec 23, 2015