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R-SIG-Finance May 2017

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RQuantLib FixedRateBondYield close to maturity
5 msgs
Charles Duranceau RQuantLib FixedRateBondYield close to maturity May 26, 2017
Terry Leitch RQuantLib FixedRateBondYield close to maturity May 26, 2017
Charles Duranceau RQuantLib FixedRateBondYield close to maturity May 26, 2017
Terry Leitch RQuantLib FixedRateBondYield close to maturity May 27, 2017
Charles Duranceau RQuantLib FixedRateBondYield close to maturity May 30, 2017
RQuantLib: AmericanOptionImpliedVolatility bug
5 msgs
Charles Duranceau RQuantLib: AmericanOptionImpliedVolatility bug May 26, 2017
Bob RQuantLib: AmericanOptionImpliedVolatility bug May 26, 2017
Charles Duranceau RQuantLib: AmericanOptionImpliedVolatility bug May 26, 2017
Bob RQuantLib: AmericanOptionImpliedVolatility bug May 27, 2017
Charles Duranceau RQuantLib: AmericanOptionImpliedVolatility bug May 30, 2017
Entropy Pooling Meucci
1 msg
Adrian Trapletti Entropy Pooling Meucci May 29, 2017
Return.portfolio issue
5 msgs
ROUX, Nicolas Return.portfolio issue May 29, 2017
Brian G. Peterson Return.portfolio issue May 29, 2017
Ilya Kipnis Return.portfolio issue May 29, 2017
ROUX, Nicolas Return.portfolio issue May 29, 2017
Ilya Kipnis Return.portfolio issue May 29, 2017
getting a subset corresponding to a list element
4 msgs
Michael Ashton getting a subset corresponding to a list element May 26, 2017
Bob getting a subset corresponding to a list element May 26, 2017
Daniel Cegiełka getting a subset corresponding to a list element May 26, 2017
Enrico Schumann getting a subset corresponding to a list element May 29, 2017
Adding "Stoploss disabled" to the parameter distribution for apply.paramset
2 msgs
Atakan Okan Adding "Stoploss disabled" to the parameter distribution for apply.paramset May 27, 2017
Atakan Okan Adding "Stoploss disabled" to the parameter distribution for apply.paramset May 27, 2017
Adding "Stoploss disabled" to the parameter distribution for apply.paramset
2 msgs
Atakan Okan Adding "Stoploss disabled" to the parameter distribution for apply.paramset May 26, 2017
Brian G. Peterson Adding "Stoploss disabled" to the parameter distribution for apply.paramset May 26, 2017
Error in addTxn - Quantstrat
6 msgs
John Kumar Error in addTxn - Quantstrat May 24, 2017
Joshua Ulrich Error in addTxn - Quantstrat May 24, 2017
Daniel Cegiełka Error in addTxn - Quantstrat May 24, 2017
Joshua Ulrich Error in addTxn - Quantstrat May 24, 2017
John Kumar Error in addTxn - Quantstrat May 24, 2017
Joshua Ulrich Error in addTxn - Quantstrat May 25, 2017
Error in addTxn - Quantstrat
2 msgs
Daniel Cegiełka Error in addTxn - Quantstrat May 24, 2017
Joshua Ulrich Error in addTxn - Quantstrat May 24, 2017
[Fwd: Performance Analytics internal multivariateMoments calculations]
2 msgs
Joe W. Byers [Fwd: Performance Analytics internal multivariateMoments calculations] May 23, 2017
Brian G. Peterson ] May 23, 2017
Performance Analytics internal multivariateMoments calculations
1 msg
Joe W. Byers Performance Analytics internal multivariateMoments calculations May 22, 2017
References for Performance Analytics CVAR calculations
1 msg
Joe W. Byers References for Performance Analytics CVAR calculations May 22, 2017
Yahoo Finance API change
5 msgs
Joshua Ulrich Yahoo Finance API change May 16, 2017
Alec Schmidt Yahoo Finance API change May 16, 2017
Joshua Ulrich Yahoo Finance API change May 16, 2017
Joshua Ulrich Yahoo Finance API change May 17, 2017
Daniel Cegiełka Yahoo Finance API change May 20, 2017
blotter failed to build status
2 msgs
John Kumar blotter failed to build status May 19, 2017
Joshua Ulrich blotter failed to build status May 19, 2017
R/Finance 2017: Live streamed
1 msg
Joshua Ulrich R/Finance 2017: Live streamed May 19, 2017
Question / Bug Report with quantmod
1 msg
Joshua Ulrich Question / Bug Report with quantmod May 17, 2017
Question / Bug Report with quantmod
2 msgs
rsherry8 Question / Bug Report with quantmod May 17, 2017
Joshua Ulrich Question / Bug Report with quantmod May 17, 2017
RQuantlib on OSX
1 msg
Luca Passalacqua RQuantlib on OSX May 16, 2017
Yahoo Did not update
12 msgs
Daniel Mack Yahoo Did not update May 16, 2017
roger bos Yahoo Did not update May 16, 2017
R P Herrold Yahoo Did not update May 16, 2017
Alec Schmidt Yahoo Did not update May 16, 2017
R P Herrold Yahoo Did not update May 16, 2017
Ilya Kipnis Yahoo Did not update May 16, 2017
R P Herrold Yahoo Did not update May 16, 2017
roger bos Yahoo Did not update May 16, 2017
Alec Schmidt Yahoo Did not update May 16, 2017
Erol Biceroglu Yahoo Did not update May 16, 2017
Joshua Ulrich Yahoo Did not update May 16, 2017
Erol Biceroglu Yahoo Did not update May 16, 2017
blotter package funciton addTxns
2 msgs
Bos, Roger blotter package funciton addTxns May 16, 2017
Brian G. Peterson blotter package funciton addTxns May 16, 2017
Quantstrat - extracting current symbol
5 msgs
Oskar Gottlieb Quantstrat - extracting current symbol May 12, 2017
Brian G. Peterson Quantstrat - extracting current symbol May 12, 2017
Oskar Gottlieb Quantstrat - extracting current symbol May 12, 2017
Brian G. Peterson Quantstrat - extracting current symbol May 12, 2017
Oskar Gottlieb Quantstrat - extracting current symbol May 15, 2017
turning returns back into an index
2 msgs
blank turning returns back into an index May 14, 2017
Pierre Lapointe turning returns back into an index May 14, 2017
Trying to Extract Option Quotes with R
5 msgs
rsherry8 Trying to Extract Option Quotes with R May 12, 2017
Frank Trying to Extract Option Quotes with R May 12, 2017
Joshua Ulrich Trying to Extract Option Quotes with R May 12, 2017
rsherry8 Trying to Extract Option Quotes with R May 12, 2017
Joshua Ulrich Trying to Extract Option Quotes with R May 13, 2017
"Creditr" package: spread to upfront conversions
1 msg
Monica Phang "Creditr" package: spread to upfront conversions May 11, 2017
Account object not updating. Ending Equity remains the same.
2 msgs
Brian Aaron Account object not updating. Ending Equity remains the same. May 10, 2017
Bos, Roger Account object not updating. Ending Equity remains the same. May 11, 2017
R/Finance 2017 Update
3 msgs
Joshua Ulrich R/Finance 2017 Update May 1, 2017
Joshua Ulrich R/Finance 2017 Update May 5, 2017
Joshua Ulrich R/Finance 2017 Update May 9, 2017
Blotter, how to add account transactions
1 msg
Bos, Roger Blotter, how to add account transactions May 5, 2017
Blotter returns question, portfolio vs account
1 msg
Bos, Roger Blotter returns question, portfolio vs account May 5, 2017