R-SIG-Finance December 2016

Proposal for PerformanceAnalytics::Omega, method = "interp"

1 msg Dec 29

A

Anton Antonov Proposal for PerformanceAnalytics::Omega, method = "interp" Dec 29, 2016

Quantstrat - applystrategy on subset of mktdata

6 msgs Dec 28

M

Mayank Singhal Quantstrat - applystrategy on subset of mktdata Dec 14, 2016

B

Brian G. Peterson Quantstrat - applystrategy on subset of mktdata Dec 15, 2016

M

Michael Chen Clarification on trailing stop. Dec 27, 2016

B

Brian G. Peterson Clarification on trailing stop. Dec 27, 2016

M

Michael Chen Clarification on trailing stop. Dec 27, 2016

B

Brian G. Peterson Clarification on trailing stop. Dec 28, 2016

Problem with forecast se in the forecast package

3 msgs Dec 27

A

Ajay Shah Problem with forecast se in the forecast package Dec 26, 2016

A

Adam Ginensky Problem with forecast se in the forecast package Dec 27, 2016

A

Ajay Shah Problem with forecast se in the forecast package Dec 27, 2016

RBLPAPI Subscribe( )

2 msgs Dec 26

C

chidley.ryan at gmail.com RBLPAPI Subscribe( ) Dec 26, 2016

D

Dirk Eddelbuettel RBLPAPI Subscribe( ) Dec 26, 2016

probability of 50% profit on short options trade

6 msgs Dec 25

D

David L. Van Brunt, Ph.D. probability of 50% profit on short options trade Dec 22, 2016

F

Frank probability of 50% profit on short options trade Dec 23, 2016

D

David L. Van Brunt, Ph.D. probability of 50% profit on short options trade Dec 25, 2016

F

Frank probability of 50% profit on short options trade Dec 25, 2016

D

David L. Van Brunt, Ph.D. probability of 50% profit on short options trade Dec 25, 2016

M

Michael Ashton probability of 50% profit on short options trade Dec 25, 2016

Assignment to global data frame

1 msg Dec 23

C

chidley.ryan at gmail.com Assignment to global data frame Dec 23, 2016

rugarch and gosolnp

1 msg Dec 15

G

Geoffrey Smith rugarch and gosolnp Dec 15, 2016

Quantstrat to backtest portfolio strategy. User Defined Weights

3 msgs Dec 14

V

Vineet Gupta Quantstrat to backtest portfolio strategy. User Defined Weights Dec 14, 2016

B

Brian G. Peterson Quantstrat to backtest portfolio strategy. User Defined Weights Dec 14, 2016

V

Vineet Gupta Quantstrat to backtest portfolio strategy. User Defined Weights Dec 14, 2016

Basket stop loss implementation quantstrat

5 msgs Dec 14

A

Aaron Basket stop loss implementation quantstrat Dec 12, 2016

B

Brian G. Peterson Basket stop loss implementation quantstrat Dec 12, 2016

A

Aaron Basket stop loss implementation quantstrat Dec 13, 2016

B

Brian G. Peterson Basket stop loss implementation quantstrat Dec 13, 2016

A

Aaron Basket stop loss implementation quantstrat Dec 14, 2016

Need help with replication of a strategy using 'Quantstrat' & 'IKTrading' packages

3 msgs Dec 13

A

Adarsh KP Need help with replication of a strategy using 'Quantstrat' & 'IKTrading' packages Dec 12, 2016

B

Brian G. Peterson Need help with replication of a strategy using 'Quantstrat' & 'IKTrading' packages Dec 12, 2016

A

Adarsh KP Need help with replication of a strategy using 'Quantstrat' & 'IKTrading' packages Dec 13, 2016

Cochrane-Piazzesi model in R

1 msg Nov 30

W

Will Oswald Cochrane-Piazzesi model in R Nov 30, 2016