R-SIG-Finance November 2016

Thread Subject Author Date

30 messages in 12 threads

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Coherent Datafeed R Package for Thomson Reuters Elektron version 1.0.9 Released Today

1 msg · Nov 1

Thomas Fuller Coherent Datafeed R Package for Thomson Reuters Elektron version 1.0.9 Released Today Nov 1, 2016

Continuous Wavelet tranform in Biwavelet Package

3 msgs · Nov 3 – Nov 8

FMH Continuous Wavelet tranform in Biwavelet Package Nov 3, 2016 R. Michael Weylandt Continuous Wavelet tranform in Biwavelet Package Nov 4, 2016 R. Michael Weylandt Continuous Wavelet tranform in Biwavelet Package Nov 8, 2016

Error Check on Yahoo Data

1 msg · Nov 8

Daniel Mack Error Check on Yahoo Data Nov 8, 2016

Function ugarchroll in Package rugarch

1 msg · Nov 7

Wei-han Liu Function ugarchroll in Package rugarch Nov 7, 2016

How to add new data to be predicted with fGarch?

4 msgs · Nov 1 – Nov 2

Be Water How to add new data to be predicted with fGarch? Nov 1, 2016 R. Michael Weylandt How to add new data to be predicted with fGarch? Nov 1, 2016 Be Water How to add new data to be predicted with fGarch? Nov 2, 2016 R. Michael Weylandt How to add new data to be predicted with fGarch? Nov 2, 2016

Portfolio Attributino example with one common benchmark

2 msgs · Nov 9 – Nov 10

Bos, Roger Portfolio Attributino example with one common benchmark Nov 9, 2016 fceci Portfolio Attributino example with one common benchmark Nov 10, 2016

Properly making a xts object from csv file

2 msgs · Nov 15 – Nov 15

Colton Smith Properly making a xts object from csv file Nov 15, 2016 Joshua Ulrich Properly making a xts object from csv file Nov 15, 2016

Quantstrat Exit Signal by Time from Enter

1 msg · Nov 18

Diego Peroni Quantstrat Exit Signal by Time from Enter Nov 18, 2016

Rblapi

3 msgs · Nov 21 – Nov 21

Oleg Mubarakshin Rblapi Nov 21, 2016 Whit Armstrong Rblapi Nov 21, 2016 Oleg Mubarakshin Rblapi Nov 21, 2016

Uneven time series

1 msg · Nov 4

Luis Damiano Uneven time series Nov 4, 2016

blotter updatePortf

9 msgs · Nov 5 – Nov 11

Michael Chen blotter updatePortf Nov 5, 2016 Ilya Kipnis blotter updatePortf Nov 5, 2016 Joshua Ulrich blotter updatePortf Nov 5, 2016 Cameron McLean blotter updatePortf Nov 6, 2016 Brian G. Peterson blotter updatePortf Nov 6, 2016 Michael Chen blotter updatePortf Nov 8, 2016 Brian G. Peterson blotter updatePortf Nov 9, 2016 Michael Chen blotter updatePortf Nov 11, 2016 Brian G. Peterson blotter updatePortf Nov 11, 2016

fPortfolio minimum variance optimisation under constraints

2 msgs · Nov 1 – Nov 1

pierre.lequeux at hsbc.com fPortfolio minimum variance optimisation under constraints Nov 1, 2016 R. Michael Weylandt fPortfolio minimum variance optimisation under constraints Nov 1, 2016