Skip to content

R-SIG-Finance March 2016

Thread Subject Author Date
|

Alec Schmidt

Last active: Mar 22, 2016
7 msgs
Alec Schmidt Solver for a generic optimal portfolio Mar 12, 2016 Alec Schmidt Solver for a generic optimal portfolio Mar 12, 2016 Alec Schmidt Solver for a generic optimal portfolio Mar 12, 2016 Alec Schmidt comparing solve.pq and nloptr for min variance portfolio Mar 18, 2016 Alec Schmidt comparing solve.pq and nloptr for min variance portfolio Mar 18, 2016 Alec Schmidt comparing solve.pq and nloptr for min variance portfolio Mar 18, 2016 Alec Schmidt comparing solve.pq and nloptr for min variance portfolio: nloptr needs resampling Mar 22, 2016

Alexios Ghalanos

Last active: Mar 29, 2016
1 msg
Alexios Ghalanos Asymmetry parameter misspecification in EGARCH model using the rugarch package Mar 29, 2016

Amod Karve (अमोद)

Last active: Mar 8, 2016
1 msg
Amod Karve (अमोद) Tax consideration when calling Return.portfolio Mar 8, 2016

Brian G. Peterson

Last active: Mar 31, 2016
11 msgs
Brian G. Peterson Position size in order book Mar 8, 2016 Brian G. Peterson Solver for a generic optimal portfolio Mar 12, 2016 Brian G. Peterson Solver for a generic optimal portfolio Mar 12, 2016 Brian G. Peterson PortfolioAnalytics question re: showing results Mar 16, 2016 Brian G. Peterson PortfolioAnalytics question re: showing results Mar 18, 2016 Brian G. Peterson PortfolioAnalytics question re: showing results Mar 21, 2016 Brian G. Peterson need apply.paramset logging Mar 22, 2016 Brian G. Peterson need apply.paramset logging Mar 22, 2016 Brian G. Peterson need apply.paramset logging Mar 22, 2016 Brian G. Peterson need apply.paramset logging Mar 23, 2016 Brian G. Peterson Remove first two weeks of data in half hourly resolution Mar 31, 2016

Derek Wong

Last active: Mar 11, 2016
2 msgs
Derek Wong Trailing stop not working in R (Luxor example) Mar 6, 2016 Derek Wong stoptrailing mechanics question in MACD example - Quantstrat Mar 11, 2016

Diego Peroni

Last active: Mar 29, 2016
7 msgs
Diego Peroni need apply.paramset logging Mar 22, 2016 Diego Peroni need apply.paramset logging Mar 22, 2016 Diego Peroni need apply.paramset logging Mar 22, 2016 Diego Peroni need apply.paramset logging Mar 22, 2016 Diego Peroni need apply.paramset logging Mar 23, 2016 Diego Peroni need apply.paramset logging Mar 23, 2016 Diego Peroni stoplimit market price with OHLC Mar 29, 2016

Dirk Eddelbuettel

Last active: Mar 17, 2016
2 msgs
Dirk Eddelbuettel Rblpapi 'rc' 0.3.2.5 available for testing Mar 6, 2016 Dirk Eddelbuettel Ubuntu Installation Mar 17, 2016

Enrico Schumann

Last active: Mar 19, 2016
3 msgs
Enrico Schumann comparing solve.pq and nloptr for min variance portfolio Mar 18, 2016 Enrico Schumann comparing solve.pq and nloptr for min variance portfolio Mar 18, 2016 Enrico Schumann comparing solve.pq and nloptr for min variance portfolio Mar 19, 2016

Eric Huang

Last active: Mar 31, 2016
1 msg
Eric Huang Passing external regressors to rugarchspec Mar 31, 2016

G See

Last active: Mar 31, 2016
1 msg
G See Remove first two weeks of data in half hourly resolution Mar 31, 2016

George Schmoll

Last active: Mar 3, 2016
2 msgs
George Schmoll addTA not working Mar 3, 2016 George Schmoll addTA not working Mar 3, 2016

Ilya Kipnis

Last active: Mar 16, 2016
1 msg
Ilya Kipnis PortfolioAnalytics question re: showing results Mar 16, 2016

Joakim Lindboe Brüchmann .

Last active: Mar 29, 2016
1 msg
Joakim Lindboe Brüchmann . Asymmetry parameter misspecification in EGARCH model using the rugarch package Mar 29, 2016

Johannes Lips

Last active: Mar 23, 2016
2 msgs
Johannes Lips Time-Varying Cointegration in R Mar 22, 2016 Johannes Lips Time-Varying Cointegration in R Mar 23, 2016

Joshua Ulrich

Last active: Mar 22, 2016
14 msgs
Joshua Ulrich addTA not working Mar 3, 2016 Joshua Ulrich tick data and one minute bar data appear out of line (IBrokers) Mar 3, 2016 Joshua Ulrich tick data and one minute bar data appear out of line (IBrokers) Mar 7, 2016 Joshua Ulrich Add.Distribution on signal "BBands" ? Mar 9, 2016 Joshua Ulrich Add.Distribution on signal "BBands" ? Mar 9, 2016 Joshua Ulrich Add.Distribution on signal "BBands" ? Mar 9, 2016 Joshua Ulrich write.csv conversion problem Mar 10, 2016 Joshua Ulrich stoptrailing mechanics question in MACD example - Quantstrat Mar 11, 2016 Joshua Ulrich Trailing stop not working in R (Luxor example) Mar 11, 2016 Joshua Ulrich Sum volume by day and plot in xts Mar 12, 2016 Joshua Ulrich Time in Force conditions with Quantstrat Mar 12, 2016 Joshua Ulrich quartstrat applyStrategy error when starting one month earlier (endDate not found) Mar 12, 2016 Joshua Ulrich need apply.paramset logging Mar 22, 2016 Joshua Ulrich Optimizing Quanstrat MACD with apply.paramset returns combine error Mar 22, 2016

Keith Sabol

Last active: Mar 21, 2016
1 msg
Keith Sabol Rblpapi - Fundamental Data Mar 21, 2016

Le Hoang Van

Last active: Mar 6, 2016
1 msg
Le Hoang Van Copula-GARCH with rmgarch package Mar 6, 2016

Mark Leeds

Last active: Mar 12, 2016
1 msg
Mark Leeds Solver for a generic optimal portfolio Mar 12, 2016

Martin Maechler

Last active: Mar 10, 2016
1 msg
Martin Maechler write.csv conversion problem Mar 10, 2016

Patrick Burns

Last active: Mar 12, 2016
1 msg
Patrick Burns Solver for a generic optimal portfolio Mar 12, 2016

Paul Gilbert

Last active: Mar 22, 2016
1 msg
Paul Gilbert Time-Varying Cointegration in R Mar 22, 2016

Peter Neumaier

Last active: Mar 31, 2016
12 msgs
Peter Neumaier Trailing stop not working in R (Luxor example) Mar 6, 2016 Peter Neumaier Position size in order book Mar 8, 2016 Peter Neumaier Position size in order book Mar 8, 2016 Peter Neumaier Add.Distribution on signal "BBands" ? Mar 9, 2016 Peter Neumaier Add.Distribution on signal "BBands" ? Mar 9, 2016 Peter Neumaier Add.Distribution on signal "BBands" ? Mar 9, 2016 Peter Neumaier Convert double to date Mar 10, 2016 Peter Neumaier write.csv conversion problem Mar 10, 2016 Peter Neumaier write.csv conversion problem Mar 10, 2016 Peter Neumaier Sum volume by day and plot in xts Mar 12, 2016 Peter Neumaier Unexpected StopLoss order placed and triggered Mar 15, 2016 Peter Neumaier Remove first two weeks of data in half hourly resolution Mar 31, 2016

R Vince

Last active: Mar 17, 2016
3 msgs
R Vince Ubuntu Installation Mar 17, 2016 R Vince Ubuntu Installation Mar 17, 2016 R Vince Ubuntu Installation Mar 17, 2016

Ray Bao

Last active: Mar 23, 2016
2 msgs
Ray Bao Optimizing Quanstrat MACD with apply.paramset returns combine error Mar 22, 2016 Ray Bao Optimizing Quanstrat MACD with apply.paramset returns combine error Mar 23, 2016

Ross Bennett

Last active: Mar 21, 2016
3 msgs
Ross Bennett PortfolioAnalytics question re: showing results Mar 18, 2016 Ross Bennett PortfolioAnalytics question re: showing results Mar 18, 2016 Ross Bennett PortfolioAnalytics question re: showing results Mar 21, 2016

Stephen Choularton

Last active: Mar 3, 2016
2 msgs
Stephen Choularton tick data and one minute bar data appear out of line (IBrokers) Mar 3, 2016 Stephen Choularton tick data and one minute bar data appear out of line (IBrokers) Mar 3, 2016

Thomas Fuller

Last active: Mar 8, 2016
1 msg
Thomas Fuller Coherent Data Adapter: CUSIP Global Services Web Edition Mar 8, 2016

Whit Armstrong

Last active: Mar 21, 2016
1 msg
Whit Armstrong Rblpapi - Fundamental Data Mar 21, 2016

matt at considine.net

Last active: Mar 21, 2016
5 msgs
matt at considine.net PortfolioAnalytics question re: showing results Mar 16, 2016 matt at considine.net PortfolioAnalytics question re: showing results Mar 16, 2016 matt at considine.net PortfolioAnalytics question re: showing results Mar 18, 2016 matt at considine.net PortfolioAnalytics question re: showing results Mar 18, 2016 matt at considine.net PortfolioAnalytics question re: showing results Mar 21, 2016

roger bos

Last active: Mar 10, 2016
1 msg
roger bos write.csv conversion problem Mar 10, 2016