R-SIG-Finance — 2016

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Processing time of backtests on a single computer Jersey Fanatic, Joshua Ulrich +6

25

B

D

J

need apply.paramset logging Brian G. Peterson, Diego Peroni +1

11

N

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D

Rblpapi connection issue Nick, John Laing +2

8

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B

R

PortfolioAnalytics question re: showing results matt at considine.net, Brian G. Peterson +1

8

A

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Option pricing, basic question Adam Ginensky, Oleg Mubarakshin +3

8

B

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M

CVaR and Penalty Augmented objective function Brian G. Peterson, R. Michael Weylandt +1

8

E

A

comparing solve.pq and nloptr for min variance portfolio Enrico Schumann, Alec Schmidt

7

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M

B

Solver for a generic optimal portfolio Patrick Burns, Mark Leeds +2

7

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A

B

dataset to xts conversion issue with timeseries data Ilya Kipnis, Aritra Pan +2

7

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A

B

Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL' Joshua Ulrich, AIE ATUMA +2

7

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racd installation Le Hai Trung KNH, Alexios Ghalanos +4

7

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Add.Distribution on signal "BBands" ? Peter Neumaier, Joshua Ulrich

6

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A

Custom Txnfee function in apply.paramset vs applyStrategy Joshua Ulrich, Atakan Okan

6

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Help on getSymbols Dan Mack, Joshua Ulrich +2

6

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B

rbind and duplicates in monthly futures Peter Neumaier, Joshua Ulrich +1

6

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Adding transaction fees to Return.portfolio Ilya Kipnis, Robert Wages

6

A

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B

PortfolioAnalytics: Custom Constraint Abhay Bhadani, Ross Bennett +1

6

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B

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blotter updatePortf Cameron McLean, Brian G. Peterson +1

6

M

B

M

Quantstrat - applystrategy on subset of mktdata Mayank Singhal, Brian G. Peterson +1

6

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F

M

probability of 50% profit on short options trade David L. Van Brunt, Ph.D., Frank +1

6