R-SIG-Finance January 2018

Thread Subject Author Date

21 messages in 8 threads

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Apparent bug in rmgarch

3 msgs · Jan 23 – Jan 26

Josh Segal Apparent bug in rmgarch Jan 23, 2018 Alexios Ghalanos Apparent bug in rmgarch Jan 24, 2018 Josh Segal Apparent bug in rmgarch Jan 26, 2018

Is IBroker suitable/robust for FX-Trading?

2 msgs · Jan 16 – Jan 23

Samuel.meichtry Is IBroker suitable/robust for FX-Trading? Jan 16, 2018 ce Is IBroker suitable/robust for FX-Trading? Jan 23, 2018

PortfolioAnalytics Package Questions on Initial Weights & Group Constraints

3 msgs · Jan 26 – Jan 28

Ed Herranz PortfolioAnalytics Package Questions on Initial Weights & Group Constraints Jan 26, 2018 Brian G. Peterson PortfolioAnalytics Package Questions on Initial Weights & Group Constraints Jan 28, 2018 Ed Herranz PortfolioAnalytics Package Questions on Initial Weights & Group Constraints Jan 28, 2018

PortfolioAnalytics with turnover constraint

3 msgs · Jan 18 – Jan 18

Bos, Roger PortfolioAnalytics with turnover constraint Jan 18, 2018 Ross Bennett PortfolioAnalytics with turnover constraint Jan 18, 2018 Bos, Roger PortfolioAnalytics with turnover constraint Jan 18, 2018

R and Bloomberg Data License

2 msgs · Jan 30 – Jan 31

Rassenti, Luca R and Bloomberg Data License Jan 30, 2018 Enrico Schumann R and Bloomberg Data License Jan 31, 2018

R finance conference question

3 msgs · Jan 19 – Jan 19

Daniel Melendez R finance conference question Jan 19, 2018 Joshua Ulrich R finance conference question Jan 19, 2018 Daniel Melendez R finance conference question Jan 19, 2018

R/Finance 2018: Call for Papers

1 msg · Jan 9

Joshua Ulrich R/Finance 2018: Call for Papers Jan 9, 2018

quantstrat parameter prefer = 'Open" question

4 msgs · Jan 29 – Jan 29

Andre Mikulec quantstrat parameter prefer = 'Open" question Jan 29, 2018 Ilya Kipnis quantstrat parameter prefer = 'Open" question Jan 29, 2018 Andre Mikulec quantstrat parameter prefer = 'Open" question Jan 29, 2018 Andre Mikulec quantstrat parameter prefer = 'Open" question Jan 29, 2018