R-SIG-Finance — 2018

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Implied Volatility Christofer Bogaso, Slavo Matasovsky +5

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Minimizing tracking error with restricted number of stocks Vivek Rao, Alec Schmidt +2

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rugarch gives two different results based on the same model…how is that even possible? Alexios Ghalanos, GALIB KHAN

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Just finished Kris Boudt's course, running into errors from non-convergence in rugarch Ilya Kipnis, Alexios Ghalanos +1

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Fetching options chain using ibrokers amol gupta, Amit Mittal +1

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ugarchfit - Weighted Ljung-Box Test and ARCH LM Test Lukas Halbeisen, Josh Segal +1

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Free download for USD Spot Index Christofer Bogaso, Eric Berger +1

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Question about rugarch Andreas Bregiannis, ibrahim ergen +1

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bitbucket code prof@@mit@mitt@l m@ili@g off gm@il@com, Brian G. Peterson +1

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quantstrat parameter prefer = 'Open" question Ilya Kipnis, Andre Mikulec

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Error downloading package Ecdat Joshua Ulrich, Adam Ginensky +1

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Error using Performance Analytics package Joshua Ulrich, Pankaj K Agarwal +1

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Using quantstrat with options Sal Abbasi, Frank

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rugarch: Initializing an AR1 model fit Mickey Petersen, Eric Berger +1

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Quantstrat - running applyStrategy in a loop Ilya Kipnis, Brian G. Peterson +1

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xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing Simon Hovmark, Enrico Schumann +2

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Problem when installing quantmod package Baki UNAL, Frank +2

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optimize.portfolio.rebalancing with changing/dynamic stock universe [PortfolioAnalytics] Simon Hovmark, Eric Berger +1

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rugarch roll plot. why abs(mu) in plot? Alexios Ghalanos, Владимир Иванов

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PortfolioAnalytics Package Questions on Initial Weights & Group Constraints Brian G. Peterson, Ed Herranz

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