R-SIG-Finance February 2016

Time in Force conditions with Quantstrat

1 msg Feb 28

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Ryan Time in Force conditions with Quantstrat Feb 28, 2016

quartstrat applyStrategy error when starting one month earlier (endDate not found)

1 msg Feb 26

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Bos, Roger quartstrat applyStrategy error when starting one month earlier (endDate not found) Feb 26, 2016

RStudio Crashes when using quantmod's chartSeries()

5 msgs Feb 23

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Hsiao-nan Cheung RStudio Crashes when using quantmod's chartSeries() Feb 21, 2016

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Maxim Fomin RStudio Crashes when using quantmod's chartSeries() Feb 22, 2016

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Hsiao-nan Cheung RStudio Crashes when using quantmod's chartSeries() Feb 23, 2016

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John Williams RStudio Crashes when using quantmod's chartSeries() Feb 23, 2016

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Hsiao-nan Cheung RStudio Crashes when using quantmod's chartSeries() Feb 23, 2016

IBrokers reqOpenOrders - getting data into a program

1 msg Feb 23

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Stephen Choularton IBrokers reqOpenOrders - getting data into a program Feb 23, 2016

How to Draw a Candle Chart using ggplot2?

1 msg Feb 21

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Hsiao-nan Cheung How to Draw a Candle Chart using ggplot2? Feb 21, 2016

Rugarch fitted values lag by 1

1 msg Feb 20

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Hannah Linder Rugarch fitted values lag by 1 Feb 20, 2016

stoptrailing mechanics question in MACD example - Quantstrat

1 msg Feb 17

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Derek Wong stoptrailing mechanics question in MACD example - Quantstrat Feb 17, 2016

Tangency portfolio in "fPortfolio" package

1 msg Feb 15

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Samit Paul Tangency portfolio in "fPortfolio" package Feb 15, 2016

Quantstrat - Entering a limit order below the open price

2 msgs Feb 11

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Smith Jimmy Quantstrat - Entering a limit order below the open price Feb 10, 2016

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Brian G. Peterson Quantstrat - Entering a limit order below the open price Feb 11, 2016

New Package PortfolioEffectEstim

1 msg Feb 10

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Andrey Kostin New Package PortfolioEffectEstim Feb 10, 2016

CONFERENCE: R in Insurance, London, 11 July 2015

1 msg Feb 9

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Gesmann, Markus CONFERENCE: R in Insurance, London, 11 July 2015 Feb 9, 2016

Using the market (SPY) as an indicator in Quanstrat

2 msgs Feb 9

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Smith Jimmy Using the market (SPY) as an indicator in Quanstrat Feb 9, 2016

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Brian G. Peterson Using the market (SPY) as an indicator in Quanstrat Feb 9, 2016

Approach to predict balance of account in retail bank

1 msg Feb 7

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Biswarup Ghosh Approach to predict balance of account in retail bank Feb 7, 2016

Approach to predict balance of account in retail bank

3 msgs Feb 6

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Biswarup Ghosh Approach to predict balance of account in retail bank Feb 6, 2016

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Daniel Melendez Approach to predict balance of account in retail bank Feb 6, 2016

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Biswarup Ghosh Approach to predict balance of account in retail bank Feb 6, 2016

Option Quotes

1 msg Feb 5

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rsherry8 Option Quotes Feb 5, 2016

gmm error

1 msg Feb 4

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T. gmm error Feb 4, 2016

tick data database

2 msgs Feb 2

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Daniel Cegiełka tick data database Feb 2, 2016

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Daniel Krizian tick data database Feb 2, 2016

apply.paramset trade-by-trade PnL data

4 msgs Feb 2

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Jersey Fanatic apply.paramset trade-by-trade PnL data Jan 31, 2016

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Jersey Fanatic apply.paramset trade-by-trade PnL data Feb 1, 2016

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Jersey Fanatic apply.paramset trade-by-trade PnL data Feb 2, 2016

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Brian G. Peterson apply.paramset trade-by-trade PnL data Feb 2, 2016