R-SIG-Finance May 2017

"Creditr" package: spread to upfront conversions

M

1 msg · May 11

M

Monica Phang "Creditr" package: spread to upfront conversions May 11, 2017

Account object not updating. Ending Equity remains the same.

B

1 msg · May 11

B

Bos, Roger Account object not updating. Ending Equity remains the same. May 11, 2017

Account object not updating. Ending Equity remains the same.

B

1 msg · May 10

B

Brian Aaron Account object not updating. Ending Equity remains the same. May 10, 2017

Adding "Stoploss disabled" to the parameter distribution for apply.paramset

A

B

4 msgs · May 26 – May 27

A

Atakan Okan Adding "Stoploss disabled" to the parameter distribution for apply.paramset May 26, 2017

B

Brian G. Peterson Adding "Stoploss disabled" to the parameter distribution for apply.paramset May 26, 2017

A

Atakan Okan Adding "Stoploss disabled" to the parameter distribution for apply.paramset May 27, 2017

A

Atakan Okan Adding "Stoploss disabled" to the parameter distribution for apply.paramset May 27, 2017

Blotter returns question, portfolio vs account

B

1 msg · May 5

B

Bos, Roger Blotter returns question, portfolio vs account May 5, 2017

Blotter, how to add account transactions

B

1 msg · May 5

B

Bos, Roger Blotter, how to add account transactions May 5, 2017

Entropy Pooling Meucci

A

1 msg · May 29

A

Adrian Trapletti Entropy Pooling Meucci May 29, 2017

Error in addTxn - Quantstrat

J

J

D

8 msgs · May 24 – May 25

J

John Kumar Error in addTxn - Quantstrat May 24, 2017

J

Joshua Ulrich Error in addTxn - Quantstrat May 24, 2017

D

Daniel Cegiełka Error in addTxn - Quantstrat May 24, 2017

D

Daniel Cegiełka Error in addTxn - Quantstrat May 24, 2017

J

Joshua Ulrich Error in addTxn - Quantstrat May 24, 2017

J

Joshua Ulrich Error in addTxn - Quantstrat May 24, 2017

J

John Kumar Error in addTxn - Quantstrat May 24, 2017

J

Joshua Ulrich Error in addTxn - Quantstrat May 25, 2017

Performance Analytics internal multivariateMoments calculations

J

1 msg · May 22

J

Joe W. Byers Performance Analytics internal multivariateMoments calculations May 22, 2017

Quantstrat - extracting current symbol

O

B

5 msgs · May 12 – May 15

O

Oskar Gottlieb Quantstrat - extracting current symbol May 12, 2017

B

Brian G. Peterson Quantstrat - extracting current symbol May 12, 2017

O

Oskar Gottlieb Quantstrat - extracting current symbol May 12, 2017

B

Brian G. Peterson Quantstrat - extracting current symbol May 12, 2017

O

Oskar Gottlieb Quantstrat - extracting current symbol May 15, 2017

Question / Bug Report with quantmod

R

J

3 msgs · May 17 – May 17

R

rsherry8 Question / Bug Report with quantmod May 17, 2017

J

Joshua Ulrich Question / Bug Report with quantmod May 17, 2017

J

Joshua Ulrich Question / Bug Report with quantmod May 17, 2017

R/Finance 2017 Update

J

3 msgs · May 1 – May 9

J

Joshua Ulrich R/Finance 2017 Update May 1, 2017

J

Joshua Ulrich R/Finance 2017 Update May 5, 2017

J

Joshua Ulrich R/Finance 2017 Update May 9, 2017

R/Finance 2017: Live streamed

J

1 msg · May 19

J

Joshua Ulrich R/Finance 2017: Live streamed May 19, 2017

RQuantLib FixedRateBondYield close to maturity

C

T

5 msgs · May 26 – May 30

C

Charles Duranceau RQuantLib FixedRateBondYield close to maturity May 26, 2017

T

Terry Leitch RQuantLib FixedRateBondYield close to maturity May 26, 2017

C

Charles Duranceau RQuantLib FixedRateBondYield close to maturity May 26, 2017

T

Terry Leitch RQuantLib FixedRateBondYield close to maturity May 27, 2017

C

Charles Duranceau RQuantLib FixedRateBondYield close to maturity May 30, 2017

RQuantLib: AmericanOptionImpliedVolatility bug

C

B

5 msgs · May 26 – May 30

C

Charles Duranceau RQuantLib: AmericanOptionImpliedVolatility bug May 26, 2017

B

Bob RQuantLib: AmericanOptionImpliedVolatility bug May 26, 2017

C

Charles Duranceau RQuantLib: AmericanOptionImpliedVolatility bug May 26, 2017

B

Bob RQuantLib: AmericanOptionImpliedVolatility bug May 27, 2017

C

Charles Duranceau RQuantLib: AmericanOptionImpliedVolatility bug May 30, 2017

RQuantlib on OSX

L

1 msg · May 16

L

Luca Passalacqua RQuantlib on OSX May 16, 2017

References for Performance Analytics CVAR calculations

J

1 msg · May 22

J

Joe W. Byers References for Performance Analytics CVAR calculations May 22, 2017

Return.portfolio issue

R

B

I

5 msgs · May 29 – May 29

R

ROUX, Nicolas Return.portfolio issue May 29, 2017

B

Brian G. Peterson Return.portfolio issue May 29, 2017

I

Ilya Kipnis Return.portfolio issue May 29, 2017

R

ROUX, Nicolas Return.portfolio issue May 29, 2017

I

Ilya Kipnis Return.portfolio issue May 29, 2017

Trying to Extract Option Quotes with R

R

F

J

5 msgs · May 12 – May 13

R

rsherry8 Trying to Extract Option Quotes with R May 12, 2017

F

Frank Trying to Extract Option Quotes with R May 12, 2017

J

Joshua Ulrich Trying to Extract Option Quotes with R May 12, 2017

R

rsherry8 Trying to Extract Option Quotes with R May 12, 2017

J

Joshua Ulrich Trying to Extract Option Quotes with R May 13, 2017

Yahoo Did not update

D

R

R

12 msgs · May 16 – May 16

D

Daniel Mack Yahoo Did not update May 16, 2017

R

roger bos Yahoo Did not update May 16, 2017

R

R P Herrold Yahoo Did not update May 16, 2017

A

Alec Schmidt Yahoo Did not update May 16, 2017

R

R P Herrold Yahoo Did not update May 16, 2017

I

Ilya Kipnis Yahoo Did not update May 16, 2017

R

R P Herrold Yahoo Did not update May 16, 2017

R

roger bos Yahoo Did not update May 16, 2017

A

Alec Schmidt Yahoo Did not update May 16, 2017

E

Erol Biceroglu Yahoo Did not update May 16, 2017

J

Joshua Ulrich Yahoo Did not update May 16, 2017

E

Erol Biceroglu Yahoo Did not update May 16, 2017

Yahoo Finance API change

J

A

D

5 msgs · May 16 – May 20

J

Joshua Ulrich Yahoo Finance API change May 16, 2017

A

Alec Schmidt Yahoo Finance API change May 16, 2017

J

Joshua Ulrich Yahoo Finance API change May 16, 2017

J

Joshua Ulrich Yahoo Finance API change May 17, 2017

D

Daniel Cegiełka Yahoo Finance API change May 20, 2017

[Fwd: Performance Analytics internal multivariateMoments calculations]

J

1 msg · May 23

J

Joe W. Byers [Fwd: Performance Analytics internal multivariateMoments calculations] May 23, 2017

]

B

1 msg · May 23

B

Brian G. Peterson ] May 23, 2017

blotter failed to build status

J

J

2 msgs · May 19 – May 19

J

John Kumar blotter failed to build status May 19, 2017

J

Joshua Ulrich blotter failed to build status May 19, 2017

blotter package funciton addTxns

B

B

2 msgs · May 16 – May 16

B

Bos, Roger blotter package funciton addTxns May 16, 2017

B

Brian G. Peterson blotter package funciton addTxns May 16, 2017

getting a subset corresponding to a list element

M

B

D

4 msgs · May 26 – May 29

M

Michael Ashton getting a subset corresponding to a list element May 26, 2017

B

Bob getting a subset corresponding to a list element May 26, 2017

D

Daniel Cegiełka getting a subset corresponding to a list element May 26, 2017

E

Enrico Schumann getting a subset corresponding to a list element May 29, 2017

turning returns back into an index

B

P

2 msgs · May 14 – May 14

B

blank turning returns back into an index May 14, 2017

P

Pierre Lapointe turning returns back into an index May 14, 2017