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R-SIG-Finance November 2020

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Alexios Ghalanos

Last active: Nov 4, 2020
1 msg
Alexios Ghalanos dccfit (RMGARCH): using uGARCHmultifit Nov 4, 2020

Ayhan yuksel

Last active: Nov 12, 2020
5 msgs
Ayhan yuksel Quantstrat Position Accounting System: Netting vs Hedging Systems Nov 7, 2020 Ayhan yuksel 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 Ayhan yuksel Quantstrat Position Accounting System: Netting vs Hedging Systems Nov 12, 2020

Brian G. Peterson

Last active: Nov 12, 2020
2 msgs
Brian G. Peterson How can I calculate annualized log returns when the year is different from a calendar year Nov 9, 2020 Brian G. Peterson Quantstrat Position Accounting System: Netting vs Hedging Systems Nov 12, 2020

Ilya Kipnis

Last active: Nov 8, 2020
2 msgs
Ilya Kipnis Quantstrat Position Accounting System: Netting vs Hedging Systems Nov 7, 2020 Ilya Kipnis Quantstrat Position Accounting System: Netting vs Hedging Systems Nov 8, 2020

Maulik Bhatt

Last active: Nov 9, 2020
1 msg
Maulik Bhatt How can I calculate annualized log returns when the year is different from a calendar year Nov 9, 2020

borkrese@rch m@iii@g oii gm@ii@com

Last active: Nov 5, 2020
2 msgs
borkrese@rch m@iii@g oii gm@ii@com dccfit (RMGARCH): using uGARCHmultifit Nov 4, 2020 borkrese@rch m@iii@g oii gm@ii@com dccfit (RMGARCH): using uGARCHmultifit Nov 5, 2020

oliver

Last active: Nov 26, 2020
1 msg
oliver Partial profits and moving SL to breakeven in Quantstrat Nov 26, 2020