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R-SIG-Finance June 2020

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Back testing

3 msgs
Christofer Bogaso Back testing Jun 10, 2020 leo sea Back testing Jun 10, 2020 Christofer Bogaso Back testing Jun 13, 2020

Back testing Expected Shortfall

8 msgs
Brian G. Peterson Back testing Expected Shortfall Jun 10, 2020 Daniel Cegiełka Back testing Expected Shortfall Jun 10, 2020 Brian G. Peterson Back testing Expected Shortfall Jun 10, 2020 Alexios Ghalanos Back testing Expected Shortfall Jun 10, 2020 Daniel Cegiełka Back testing Expected Shortfall Jun 10, 2020 Pit Götz Back testing Expected Shortfall Jun 15, 2020 Alexios Ghalanos Back testing Expected Shortfall Jun 15, 2020 Sebastian Bayer Back testing Expected Shortfall Jun 16, 2020

Event studies package

1 msg
Ajay Shah Event studies package Jun 3, 2020

GARCH models that use range data

1 msg
Vivek Rao GARCH models that use range data Jun 22, 2020

Hi everyone C# - R - and igraph library

1 msg
Emanuele Cecere Hi everyone C# - R - and igraph library Jun 16, 2020

Using optimize.portfolio

13 msgs
roger bos Using optimize.portfolio Jun 5, 2020 Ilya Kipnis Using optimize.portfolio Jun 5, 2020 Brian G. Peterson Using optimize.portfolio Jun 5, 2020 roger bos Using optimize.portfolio Jun 5, 2020 Alexios Ghalanos Using optimize.portfolio Jun 5, 2020 Enrico Schumann Using optimize.portfolio Jun 6, 2020 Brian G. Peterson Using optimize.portfolio Jun 6, 2020 roger bos Using optimize.portfolio Jun 7, 2020 Alexios Ghalanos Using optimize.portfolio Jun 7, 2020 roger bos Using optimize.portfolio Jun 7, 2020 Brian G. Peterson Using optimize.portfolio Jun 7, 2020 roger bos Using optimize.portfolio Jun 8, 2020 roger bos Using optimize.portfolio Jun 8, 2020

Valuation of FID

8 msgs
Christofer Bogaso Valuation of FID Jun 21, 2020 Eric Berger Valuation of FID Jun 21, 2020 Brian G. Peterson Valuation of FID Jun 22, 2020 Eric Berger Valuation of FID Jun 22, 2020 Brian G. Peterson Valuation of FID Jun 22, 2020 Christofer Bogaso Valuation of FID Jun 23, 2020 Eric Berger Valuation of FID Jun 23, 2020 Enrico Schumann Valuation of FID Jun 23, 2020

Yahoo Finance Stock data (FTSEMIB.MI) Issue

7 msgs
Christopher Kromm Yahoo Finance Stock data (FTSEMIB.MI) Issue Jun 18, 2020 Daniel Cegiełka Yahoo Finance Stock data (FTSEMIB.MI) Issue Jun 18, 2020 Rasmus Liland Yahoo Finance Stock data (FTSEMIB.MI) Issue Jun 18, 2020 Daniel Cegiełka Yahoo Finance Stock data (FTSEMIB.MI) Issue Jun 18, 2020 Mark McClellan Yahoo Finance Stock data (FTSEMIB.MI) Issue Jun 18, 2020 Christopher Kromm Yahoo Finance Stock data (FTSEMIB.MI) Issue Jun 18, 2020 Rasmus Liland Yahoo Finance Stock data (FTSEMIB.MI) Issue Jun 19, 2020

query on adjRatios() function from TTR package

4 msgs
Pitabas Mohanty query on adjRatios() function from TTR package Jun 8, 2020 Joshua Ulrich query on adjRatios() function from TTR package Jun 8, 2020 Enrico Schumann query on adjRatios() function from TTR package Jun 8, 2020 Pitabas Mohanty query on adjRatios() function from TTR package Jun 9, 2020