R-SIG-Finance March 2018

Books for FX risk management

1 msg Mar 30

C

Christofer Bogaso Books for FX risk management Mar 30, 2018

Using quantstrat with options

3 msgs Mar 29

S

Sal Abbasi Using quantstrat with options Mar 29, 2018

B

Brian G. Peterson Using quantstrat with options Mar 29, 2018

S

Sal Abbasi Using quantstrat with options Mar 29, 2018

using reqHistoricalData

2 msgs Mar 29

S

Stephen Choularton using reqHistoricalData Mar 27, 2018

S

Siegfried Köstlmeier using reqHistoricalData Mar 29, 2018

CAViaR

2 msgs Mar 28

P

Pit Götz CAViaR Mar 28, 2018

P

Pedro Albuquerque CAViaR Mar 28, 2018

Any news about the R/Finance 2018 conference?

3 msgs Mar 26

S

Sillas Gonzaga Any news about the R/Finance 2018 conference? Mar 26, 2018

B

Brian G. Peterson Any news about the R/Finance 2018 conference? Mar 26, 2018

S

Sillas Gonzaga Any news about the R/Finance 2018 conference? Mar 26, 2018

Minimizing tracking error with restricted number of stocks

10 msgs Mar 21

A

Alec Schmidt Minimizing tracking error with restricted number of stocks Mar 7, 2018

V

Vivek Rao Minimizing tracking error with restricted number of stocks Mar 7, 2018

B

Brian G. Peterson Minimizing tracking error with restricted number of stocks Mar 7, 2018

A

Alec Schmidt Minimizing tracking error with restricted number of stocks Mar 7, 2018

B

Brian G. Peterson Minimizing tracking error with restricted number of stocks Mar 7, 2018

J

Jason Hart Minimizing tracking error with restricted number of stocks Mar 8, 2018

A

Alec Schmidt Minimizing tracking error with restricted number of stocks Mar 8, 2018

B

Brian G. Peterson Minimizing tracking error with restricted number of stocks Mar 8, 2018

A

Alec Schmidt Minimizing tracking error with restricted number of stocks Mar 8, 2018

A

Alec Schmidt input parameters for optimize.portfolio.rebalancing() in PortfolioAnalytics Mar 21, 2018

Data adjustment question

1 msg Mar 20

J

Joe O Data adjustment question Mar 20, 2018

RV: replicate sigma of the function UGARCHFIT

1 msg Mar 15

于

于 喆 RV: replicate sigma of the function UGARCHFIT Mar 15, 2018

Restriction test (H0: alpha1+beta1 = 1, H1:alpha1 + beta1 ≠ 1) on GARCH model in R not working

2 msgs Mar 15

W

Woo-Young Kang Restriction test (H0: alpha1+beta1 = 1, H1:alpha1 + beta1 ≠ 1) on GARCH model in R not working Mar 14, 2018

A

Alexios Ghalanos Restriction test (H0: alpha1+beta1 = 1, H1:alpha1 + beta1 ≠ 1) on GARCH model in R not working Mar 15, 2018

Error using Performance Analytics package

4 msgs Mar 13

P

Pankaj K Agarwal Error using Performance Analytics package Mar 12, 2018

J

Joshua Ulrich Error using Performance Analytics package Mar 12, 2018

P

Pankaj K Agarwal Error using Performance Analytics package Mar 13, 2018

B

Brian G. Peterson Error using Performance Analytics package Mar 13, 2018

Error in using PerformanceAnalytics package.

1 msg Mar 13

P

Pankaj K Agarwal Error in using PerformanceAnalytics package. Mar 13, 2018

SJC copula in R

3 msgs Mar 12

G

Gus Br SJC copula in R Mar 12, 2018

E

Erol Biceroglu SJC copula in R Mar 12, 2018

G

Gus Br SJC copula in R Mar 12, 2018

Question on highfrequency package

1 msg Mar 12

S

Sal Abbasi Question on highfrequency package Mar 12, 2018

Question quadprogXT

1 msg Mar 6

B

Bob Question quadprogXT Mar 6, 2018

Question about rugarch

5 msgs Mar 1

A

Andreas Bregiannis Question about rugarch Mar 1, 2018

I

ibrahim ergen Question about rugarch Mar 1, 2018

A

Andreas Bregiannis Απ: Question about rugarch Mar 1, 2018

A

Alexios Ghalanos Απ: Question about rugarch Mar 1, 2018

A

Andreas Bregiannis Απ: Απ: Question about rugarch Mar 1, 2018