R-SIG-Finance — 2020

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PairTrading package Daniel Cegiełka, Jasen Mackie +6

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Using optimize.portfolio Ilya Kipnis, Alexios Ghalanos +3

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Back testing leo sea, Daniel Cegiełka +5

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A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Henrique Ramos, Adam Ginensky +5

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Valuation of FID Christofer Bogaso, Eric Berger +2

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Empty indicator / plot.window: need finite 'ylim' values Mike, Rasmus Liland +2

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Quantstrat Position Accounting System: Netting vs Hedging Systems Ilya Kipnis, Ayhan yuksel +1

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Yahoo Finance Stock data (FTSEMIB.MI) Issue Christopher Kromm, Daniel Cegiełka +2

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Multivariate random number generation for skewed distribution of asset class returns shawn tan, Ilya Kipnis +2

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R quantstrat - filter consecutive entries Andreas Henneck, Jasen Mackie

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query on adjRatios() function from TTR package Pitabas Mohanty, Joshua Ulrich +1

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Bollinger Band Pedro páramo, Frank

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effects of events that happened at the same time Alec Schmidt, Brian G. Peterson

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Please remove this email from your distribution list John C Frain, Sacha Tihanyi

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Select best worst Pedro páramo, Brian G. Peterson +1

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Extracting data from a web Pedro páramo, Mario +1

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hist from a data frame that is a list Brian G. Peterson, Pedro páramo

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periodReturn at the acutual day Pedro páramo, Brian G. Peterson

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dccfit (RMGARCH): using uGARCHmultifit borkrese@rch m@iii@g oii gm@ii@com, Alexios Ghalanos

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IBrokers - reqMktData - snapshot diego peroni, Joshua Ulrich

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