R-SIG-Finance - March 2016 - Subject View

Add.Distribution on signal "BBands" ?

6 msgs · Mar 9 – Mar 9

Peter Neumaier Add.Distribution on signal "BBands" ? Mar 9, 2016 Joshua Ulrich Add.Distribution on signal "BBands" ? Mar 9, 2016 Peter Neumaier Add.Distribution on signal "BBands" ? Mar 9, 2016 Joshua Ulrich Add.Distribution on signal "BBands" ? Mar 9, 2016 Peter Neumaier Add.Distribution on signal "BBands" ? Mar 9, 2016 Joshua Ulrich Add.Distribution on signal "BBands" ? Mar 9, 2016

Asymmetry parameter misspecification in EGARCH model using the rugarch package

2 msgs · Mar 29 – Mar 29

Joakim Lindboe Brüchmann . Asymmetry parameter misspecification in EGARCH model using the rugarch package Mar 29, 2016 Alexios Ghalanos Asymmetry parameter misspecification in EGARCH model using the rugarch package Mar 29, 2016

Coherent Data Adapter: CUSIP Global Services Web Edition

1 msg · Mar 8

Thomas Fuller Coherent Data Adapter: CUSIP Global Services Web Edition Mar 8, 2016

Convert double to date

1 msg · Mar 10

Peter Neumaier Convert double to date Mar 10, 2016

Copula-GARCH with rmgarch package

1 msg · Mar 6

Le Hoang Van Copula-GARCH with rmgarch package Mar 6, 2016

Optimizing Quanstrat MACD with apply.paramset returns combine error

3 msgs · Mar 22 – Mar 23

Ray Bao Optimizing Quanstrat MACD with apply.paramset returns combine error Mar 22, 2016 Joshua Ulrich 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

Passing external regressors to rugarchspec

1 msg · Mar 31

Eric Huang Passing external regressors to rugarchspec Mar 31, 2016

PortfolioAnalytics question re: showing results

12 msgs · Mar 16 – Mar 21

Position size in order book

3 msgs · Mar 8 – Mar 8

Peter Neumaier Position size in order book Mar 8, 2016 Brian G. Peterson Position size in order book Mar 8, 2016 Peter Neumaier Position size in order book Mar 8, 2016

Rblpapi 'rc' 0.3.2.5 available for testing

1 msg · Mar 6

Dirk Eddelbuettel Rblpapi 'rc' 0.3.2.5 available for testing Mar 6, 2016

Rblpapi - Fundamental Data

2 msgs · Mar 21 – Mar 21

Keith Sabol Rblpapi - Fundamental Data Mar 21, 2016 Whit Armstrong Rblpapi - Fundamental Data Mar 21, 2016

Remove first two weeks of data in half hourly resolution

3 msgs · Mar 31 – Mar 31

Peter Neumaier Remove first two weeks of data in half hourly resolution Mar 31, 2016 Brian G. Peterson Remove first two weeks of data in half hourly resolution Mar 31, 2016 G See Remove first two weeks of data in half hourly resolution Mar 31, 2016

Solver for a generic optimal portfolio

7 msgs · Mar 12 – Mar 12

Alec Schmidt Solver for a generic optimal portfolio Mar 12, 2016 Patrick Burns Solver for a generic optimal portfolio Mar 12, 2016 Mark Leeds Solver for a generic optimal portfolio Mar 12, 2016 Brian G. Peterson Solver for a generic optimal portfolio Mar 12, 2016 Alec Schmidt Solver for a generic optimal portfolio Mar 12, 2016 Brian G. Peterson Solver for a generic optimal portfolio Mar 12, 2016 Alec Schmidt Solver for a generic optimal portfolio Mar 12, 2016

Sum volume by day and plot in xts

2 msgs · Mar 12 – Mar 12

Peter Neumaier Sum volume by day and plot in xts Mar 12, 2016 Joshua Ulrich Sum volume by day and plot in xts Mar 12, 2016

Tax consideration when calling Return.portfolio

1 msg · Mar 8

Amod Karve (अमोद) Tax consideration when calling Return.portfolio Mar 8, 2016

Time in Force conditions with Quantstrat

1 msg · Mar 12

Joshua Ulrich Time in Force conditions with Quantstrat Mar 12, 2016

Time-Varying Cointegration in R

3 msgs · Mar 22 – Mar 23

Johannes Lips Time-Varying Cointegration in R Mar 22, 2016 Paul Gilbert Time-Varying Cointegration in R Mar 22, 2016 Johannes Lips Time-Varying Cointegration in R Mar 23, 2016

Trailing stop not working in R (Luxor example)

3 msgs · Mar 6 – Mar 11

Peter Neumaier Trailing stop not working in R (Luxor example) Mar 6, 2016 Derek Wong Trailing stop not working in R (Luxor example) Mar 6, 2016 Joshua Ulrich Trailing stop not working in R (Luxor example) Mar 11, 2016

Ubuntu Installation

4 msgs · Mar 17 – Mar 17

R Vince Ubuntu Installation Mar 17, 2016 R Vince Ubuntu Installation Mar 17, 2016 R Vince Ubuntu Installation Mar 17, 2016 Dirk Eddelbuettel Ubuntu Installation Mar 17, 2016

Unexpected StopLoss order placed and triggered

1 msg · Mar 15

Peter Neumaier Unexpected StopLoss order placed and triggered Mar 15, 2016

addTA not working

3 msgs · Mar 3 – Mar 3

George Schmoll addTA not working Mar 3, 2016 Joshua Ulrich addTA not working Mar 3, 2016 George Schmoll addTA not working Mar 3, 2016

comparing solve.pq and nloptr for min variance portfolio

6 msgs · Mar 18 – Mar 19

Alec Schmidt 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 Alec Schmidt 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 Alec Schmidt 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

comparing solve.pq and nloptr for min variance portfolio: nloptr needs resampling

1 msg · Mar 22

Alec Schmidt comparing solve.pq and nloptr for min variance portfolio: nloptr needs resampling Mar 22, 2016

need apply.paramset logging

11 msgs · Mar 22 – Mar 23

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

1 msg · Mar 12

Joshua Ulrich quartstrat applyStrategy error when starting one month earlier (endDate not found) Mar 12, 2016

stoplimit market price with OHLC

1 msg · Mar 29

Diego Peroni stoplimit market price with OHLC Mar 29, 2016

stoptrailing mechanics question in MACD example - Quantstrat

2 msgs · Mar 11 – Mar 11

Joshua Ulrich stoptrailing mechanics question in MACD example - Quantstrat Mar 11, 2016 Derek Wong stoptrailing mechanics question in MACD example - Quantstrat Mar 11, 2016

tick data and one minute bar data appear out of line (IBrokers)

4 msgs · Mar 3 – Mar 7

Stephen Choularton 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 3, 2016 Stephen Choularton 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

write.csv conversion problem

5 msgs · Mar 10 – Mar 10

Peter Neumaier write.csv conversion problem Mar 10, 2016 roger bos write.csv conversion problem Mar 10, 2016 Joshua Ulrich write.csv conversion problem Mar 10, 2016 Martin Maechler write.csv conversion problem Mar 10, 2016 Peter Neumaier write.csv conversion problem Mar 10, 2016

R-SIG-Finance March 2016