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R-SIG-Finance November 2020

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Partial profits and moving SL to breakeven in Quantstrat
1 msg
oliver Partial profits and moving SL to breakeven in Quantstrat Nov 26, 2020
Quantstrat Position Accounting System: Netting vs Hedging Systems
8 msgs
Ayhan yuksel Quantstrat Position Accounting System: Netting vs Hedging Systems Nov 7, 2020
Ilya Kipnis Quantstrat Position Accounting System: Netting vs Hedging Systems Nov 7, 2020
Ayhan yuksel Quantstrat Position Accounting System: Netting vs Hedging Systems Nov 8, 2020
Ilya Kipnis Quantstrat Position Accounting System: Netting vs Hedging Systems Nov 8, 2020
Ayhan yuksel Quantstrat Position Accounting System: Netting vs Hedging Systems Nov 9, 2020
Ayhan yuksel Quantstrat Position Accounting System: Netting vs Hedging Systems Nov 12, 2020
Brian G. Peterson Quantstrat Position Accounting System: Netting vs Hedging Systems Nov 12, 2020
Ayhan yuksel Quantstrat Position Accounting System: Netting vs Hedging Systems Nov 12, 2020
How can I calculate annualized log returns when the year is different from a calendar year
2 msgs
Maulik Bhatt How can I calculate annualized log returns when the year is different from a calendar year Nov 9, 2020
Brian G. Peterson How can I calculate annualized log returns when the year is different from a calendar year Nov 9, 2020
dccfit (RMGARCH): using uGARCHmultifit
3 msgs
borkrese@rch m@iii@g oii gm@ii@com dccfit (RMGARCH): using uGARCHmultifit Nov 4, 2020
Alexios Ghalanos dccfit (RMGARCH): using uGARCHmultifit Nov 4, 2020
borkrese@rch m@iii@g oii gm@ii@com dccfit (RMGARCH): using uGARCHmultifit Nov 5, 2020