R-SIG-Finance August 2016

Rugarch package using external regressors

2 msgs Aug 29

L

Luigi Maria Briglia Rugarch package using external regressors Aug 29, 2016

A

Alexios Ghalanos Rugarch package using external regressors Aug 29, 2016

Multi-Asset Portfolio Performance Attribution

2 msgs Aug 25

O

Olasunkanmi Obanubi Multi-Asset Portfolio Performance Attribution Aug 24, 2016

B

Brian G. Peterson Multi-Asset Portfolio Performance Attribution Aug 25, 2016

Quantstrat Parameter Optimization

1 msg Aug 24

C

Colton Smith Quantstrat Parameter Optimization Aug 24, 2016

Coherent Datafeed R Package for Thomson Reuters Elektron version 1.0.8 Released Today

1 msg Aug 22

T

Thomas Fuller Coherent Datafeed R Package for Thomson Reuters Elektron version 1.0.8 Released Today Aug 22, 2016

Backtesting without long-only constraint

2 msgs Aug 19

D

d.indjic at iee.org Backtesting without long-only constraint Aug 19, 2016

B

Brian G. Peterson Backtesting without long-only constraint Aug 19, 2016

Attempting to switch between instruments in quantstrat

1 msg Aug 12

E

Erol Biceroglu Attempting to switch between instruments in quantstrat Aug 12, 2016

Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL'

7 msgs Aug 12

G

golam sakline Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL' Aug 8, 2016

J

Joshua Ulrich Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL' Aug 8, 2016

J

Joshua Ulrich Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL' Aug 9, 2016

A

AIE ATUMA Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL' Aug 10, 2016

B

Brian G. Peterson Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL' Aug 10, 2016

A

AIE ATUMA Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL' Aug 10, 2016

G

golam sakline Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL' Aug 12, 2016

Quantstrat - Triggering chain rule with lag period

4 msgs Aug 3

M

Mayank Singhal Quantstrat - Triggering chain rule with lag period Aug 1, 2016

I

Ilya Kipnis Quantstrat - Triggering chain rule with lag period Aug 1, 2016

M

Mayank Singhal Quantstrat - Triggering chain rule with lag period Aug 1, 2016

M

Mayank Singhal Quantstrat - Triggering chain rule with lag period Aug 3, 2016

apply.paramset.signal.analysis error

4 msgs Aug 2

E

Erol Biceroglu apply.paramset.signal.analysis error Aug 1, 2016

J

Joshua Ulrich apply.paramset.signal.analysis error Aug 2, 2016

J

Joshua Ulrich apply.paramset.signal.analysis error Aug 2, 2016

E

Erol Biceroglu apply.paramset.signal.analysis error Aug 2, 2016

Help required in getting SMA triggered entry with quantstrat add.rule

1 msg Aug 1

B

Brian G. Peterson Help required in getting SMA triggered entry with quantstrat add.rule Aug 1, 2016

Help required in getting SMA triggered entry with quantstrat add.rule

2 msgs Aug 1

G

golam sakline Help required in getting SMA triggered entry with quantstrat add.rule Aug 1, 2016

B

Brian G. Peterson Help required in getting SMA triggered entry with quantstrat add.rule Aug 1, 2016