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R-SIG-Finance March 2016

Thread Subject Author Date
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Thursday, March 31, 2016 4 emails
Eric Huang Passing external regressors to rugarchspec G See Remove first two weeks of data in half hourly resolution Brian G. Peterson Remove first two weeks of data in half hourly resolution Peter Neumaier Remove first two weeks of data in half hourly resolution
Tuesday, March 29, 2016 3 emails
Alexios Ghalanos Asymmetry parameter misspecification in EGARCH model using the rugarch package Diego Peroni stoplimit market price with OHLC Joakim Lindboe Brüchmann . Asymmetry parameter misspecification in EGARCH model using the rugarch package
Wednesday, March 23, 2016 5 emails
Ray Bao Optimizing Quanstrat MACD with apply.paramset returns combine error Johannes Lips Time-Varying Cointegration in R Diego Peroni need apply.paramset logging Brian G. Peterson need apply.paramset logging Diego Peroni need apply.paramset logging
Tuesday, March 22, 2016 13 emails
Joshua Ulrich Optimizing Quanstrat MACD with apply.paramset returns combine error Ray Bao Optimizing Quanstrat MACD with apply.paramset returns combine error Paul Gilbert Time-Varying Cointegration in R Brian G. Peterson need apply.paramset logging Diego Peroni need apply.paramset logging Alec Schmidt comparing solve.pq and nloptr for min variance portfolio: nloptr needs resampling Joshua Ulrich need apply.paramset logging Diego Peroni need apply.paramset logging Brian G. Peterson need apply.paramset logging Diego Peroni need apply.paramset logging Johannes Lips Time-Varying Cointegration in R Brian G. Peterson need apply.paramset logging Diego Peroni need apply.paramset logging
Monday, March 21, 2016 5 emails
Whit Armstrong Rblpapi - Fundamental Data Keith Sabol Rblpapi - Fundamental Data Ross Bennett PortfolioAnalytics question re: showing results Brian G. Peterson PortfolioAnalytics question re: showing results matt at considine.net PortfolioAnalytics question re: showing results
Saturday, March 19, 2016 1 email
Enrico Schumann comparing solve.pq and nloptr for min variance portfolio
Friday, March 18, 2016 10 emails
Brian G. Peterson PortfolioAnalytics question re: showing results Ross Bennett PortfolioAnalytics question re: showing results matt at considine.net PortfolioAnalytics question re: showing results Ross Bennett PortfolioAnalytics question re: showing results Alec Schmidt comparing solve.pq and nloptr for min variance portfolio Enrico Schumann comparing solve.pq and nloptr for min variance portfolio Alec Schmidt comparing solve.pq and nloptr for min variance portfolio Enrico Schumann comparing solve.pq and nloptr for min variance portfolio Alec Schmidt comparing solve.pq and nloptr for min variance portfolio matt at considine.net PortfolioAnalytics question re: showing results
Thursday, March 17, 2016 4 emails
Dirk Eddelbuettel Ubuntu Installation R Vince Ubuntu Installation R Vince Ubuntu Installation R Vince Ubuntu Installation
Wednesday, March 16, 2016 4 emails
Brian G. Peterson PortfolioAnalytics question re: showing results matt at considine.net PortfolioAnalytics question re: showing results Ilya Kipnis PortfolioAnalytics question re: showing results matt at considine.net PortfolioAnalytics question re: showing results
Tuesday, March 15, 2016 1 email
Peter Neumaier Unexpected StopLoss order placed and triggered
Saturday, March 12, 2016 11 emails
Alec Schmidt Solver for a generic optimal portfolio Brian G. Peterson Solver for a generic optimal portfolio Alec Schmidt Solver for a generic optimal portfolio Brian G. Peterson Solver for a generic optimal portfolio Mark Leeds Solver for a generic optimal portfolio Patrick Burns Solver for a generic optimal portfolio Alec Schmidt Solver for a generic optimal portfolio Joshua Ulrich quartstrat applyStrategy error when starting one month earlier (endDate not found) Joshua Ulrich Time in Force conditions with Quantstrat Joshua Ulrich Sum volume by day and plot in xts Peter Neumaier Sum volume by day and plot in xts
Friday, March 11, 2016 3 emails
Derek Wong stoptrailing mechanics question in MACD example - Quantstrat Joshua Ulrich Trailing stop not working in R (Luxor example) Joshua Ulrich stoptrailing mechanics question in MACD example - Quantstrat
Thursday, March 10, 2016 6 emails
Peter Neumaier write.csv conversion problem Martin Maechler write.csv conversion problem Joshua Ulrich write.csv conversion problem roger bos write.csv conversion problem Peter Neumaier write.csv conversion problem Peter Neumaier Convert double to date
Wednesday, March 9, 2016 6 emails
Joshua Ulrich Add.Distribution on signal "BBands" ? Peter Neumaier Add.Distribution on signal "BBands" ? Joshua Ulrich Add.Distribution on signal "BBands" ? Peter Neumaier Add.Distribution on signal "BBands" ? Joshua Ulrich Add.Distribution on signal "BBands" ? Peter Neumaier Add.Distribution on signal "BBands" ?
Tuesday, March 8, 2016 5 emails
Amod Karve (अमोद) Tax consideration when calling Return.portfolio Peter Neumaier Position size in order book Brian G. Peterson Position size in order book Peter Neumaier Position size in order book Thomas Fuller Coherent Data Adapter: CUSIP Global Services Web Edition
Monday, March 7, 2016 1 email
Joshua Ulrich tick data and one minute bar data appear out of line (IBrokers)
Sunday, March 6, 2016 4 emails
Dirk Eddelbuettel Rblpapi 'rc' 0.3.2.5 available for testing Derek Wong Trailing stop not working in R (Luxor example) Peter Neumaier Trailing stop not working in R (Luxor example) Le Hoang Van Copula-GARCH with rmgarch package
Thursday, March 3, 2016 6 emails
Stephen Choularton tick data and one minute bar data appear out of line (IBrokers) Joshua Ulrich tick data and one minute bar data appear out of line (IBrokers) Stephen Choularton tick data and one minute bar data appear out of line (IBrokers) George Schmoll addTA not working Joshua Ulrich addTA not working George Schmoll addTA not working