R-SIG-Finance October 2016

PortfolioAttribution

4 msgs Oct 29

F

fceci PortfolioAttribution Oct 28, 2016

D

Daniel Cegiełka PortfolioAttribution Oct 28, 2016

J

Joshua Ulrich PortfolioAttribution Oct 28, 2016

F

fceci PortfolioAttribution Oct 29, 2016

using quantstrat with custom data

5 msgs Oct 24

J

Jon Golenbock using quantstrat with custom data Oct 24, 2016

I

Ilya Kipnis using quantstrat with custom data Oct 24, 2016

K

Kevin Dhingra using quantstrat with custom data Oct 24, 2016

J

Jon Golenbock using quantstrat with custom data Oct 24, 2016

J

Jon Golenbock using quantstrat with custom data Oct 24, 2016

Closest weekly endpoint to the fifteenth of the month

1 msg Oct 20

C

ce Closest weekly endpoint to the fifteenth of the month Oct 20, 2016

Closest weekly endpoint to the fifteenth of the month

1 msg Oct 20

I

Ilya Kipnis Closest weekly endpoint to the fifteenth of the month Oct 20, 2016

Constrained portfolio optimization with DEoptim

3 msgs Oct 20

K

Kristian Lind Constrained portfolio optimization with DEoptim Oct 4, 2016

B

Brian G. Peterson Constrained portfolio optimization with DEoptim Oct 4, 2016

K

Kristian Lind Constrained portfolio optimization with DEoptim Oct 20, 2016

rugarch: memory not mapped error

2 msgs Oct 19

S

Sebastian Bayer rugarch: memory not mapped error Oct 18, 2016

S

Sebastian Bayer rugarch: memory not mapped error Oct 19, 2016

Loop For - ARMA+GARCH Model estimation and selection

2 msgs Oct 16

A

Andrea Bosio Loop For - ARMA+GARCH Model estimation and selection Oct 16, 2016

A

Andrea Bosio Loop For - ARMA+GARCH Model estimation and selection Oct 16, 2016

Loop For - ARMA model estimation and selection

1 msg Oct 16

A

Andrea Bosio Loop For - ARMA model estimation and selection Oct 16, 2016

number of observations - rugarch

2 msgs Oct 15

C

Carolina Magda Roma number of observations - rugarch Oct 15, 2016

P

Patrick Burns number of observations - rugarch Oct 15, 2016

CVaR and Penalty Augmented objective function

8 msgs Oct 14

M

Marco Mastrangeli CVaR and Penalty Augmented objective function Oct 11, 2016

R

R. Michael Weylandt CVaR and Penalty Augmented objective function Oct 11, 2016

M

Marco Mastrangeli CVaR and Penalty Augmented objective function Oct 12, 2016

B

Brian G. Peterson CVaR and Penalty Augmented objective function Oct 12, 2016

M

Marco Mastrangeli CVaR and Penalty Augmented objective function Oct 12, 2016

R

R. Michael Weylandt CVaR and Penalty Augmented objective function Oct 13, 2016

B

Brian G. Peterson CVaR and Penalty Augmented objective function Oct 13, 2016

M

Marco Mastrangeli CVaR and Penalty Augmented objective function Oct 14, 2016

Search Function

2 msgs Oct 9

M

Michael Chen Search Function Oct 8, 2016

B

Brian G. Peterson Search Function Oct 9, 2016

Error:subscript out of bounds: no column name containing "Close

2 msgs Oct 9

R

Ramesh Error:subscript out of bounds: no column name containing "Close Oct 8, 2016

B

Brian G. Peterson Error:subscript out of bounds: no column name containing "Close Oct 9, 2016