R-SIG-Finance December 2016

Thread Subject Author Date

32 messages in 12 threads

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Assignment to global data frame

1 msg · Dec 23

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

Basket stop loss implementation quantstrat

5 msgs · Dec 12 – Dec 14

Aaron Basket stop loss implementation quantstrat Dec 12, 2016 Brian G. Peterson Basket stop loss implementation quantstrat Dec 12, 2016 Aaron Basket stop loss implementation quantstrat Dec 13, 2016 Brian G. Peterson Basket stop loss implementation quantstrat Dec 13, 2016 Aaron Basket stop loss implementation quantstrat Dec 14, 2016

Clarification on trailing stop.

4 msgs · Dec 27 – Dec 28

Michael Chen Clarification on trailing stop. Dec 27, 2016 Brian G. Peterson Clarification on trailing stop. Dec 27, 2016 Michael Chen Clarification on trailing stop. Dec 27, 2016 Brian G. Peterson Clarification on trailing stop. Dec 28, 2016

Cochrane-Piazzesi model in R

1 msg · Nov 30

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

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

3 msgs · Dec 12 – Dec 13

Adarsh KP Need help with replication of a strategy using 'Quantstrat' & 'IKTrading' packages Dec 12, 2016 Brian G. Peterson Need help with replication of a strategy using 'Quantstrat' & 'IKTrading' packages Dec 12, 2016 Adarsh KP Need help with replication of a strategy using 'Quantstrat' & 'IKTrading' packages Dec 13, 2016

Problem with forecast se in the forecast package

3 msgs · Dec 26 – Dec 27

Ajay Shah Problem with forecast se in the forecast package Dec 26, 2016 Adam Ginensky Problem with forecast se in the forecast package Dec 27, 2016 Ajay Shah Problem with forecast se in the forecast package Dec 27, 2016

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

1 msg · Dec 29

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

Quantstrat - applystrategy on subset of mktdata

2 msgs · Dec 14 – Dec 15

Mayank Singhal Quantstrat - applystrategy on subset of mktdata Dec 14, 2016 Brian G. Peterson Quantstrat - applystrategy on subset of mktdata Dec 15, 2016

Quantstrat to backtest portfolio strategy. User Defined Weights

3 msgs · Dec 14 – Dec 14

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

RBLPAPI Subscribe( )

2 msgs · Dec 26 – Dec 26

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

probability of 50% profit on short options trade

6 msgs · Dec 22 – Dec 25

David L. Van Brunt, Ph.D. probability of 50% profit on short options trade Dec 22, 2016 Frank probability of 50% profit on short options trade Dec 23, 2016 David L. Van Brunt, Ph.D. probability of 50% profit on short options trade Dec 25, 2016 Frank probability of 50% profit on short options trade Dec 25, 2016 David L. Van Brunt, Ph.D. probability of 50% profit on short options trade Dec 25, 2016 Michael Ashton probability of 50% profit on short options trade Dec 25, 2016

rugarch and gosolnp

1 msg · Dec 15

Geoffrey Smith rugarch and gosolnp Dec 15, 2016