R-SIG-Finance — 2022

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OT: Intraday data and close (was: Entry + exit on the same bar?) Frank, Mike +1

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Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Joshua Ulrich, Daniel Cegiełka +1

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PortfolioAnalytics: "Upper volatility bound"-constraint Brian G. Peterson, Jarno Bergmeier

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chart.EfficientFrontier in PortfolioAnalytics Package Pankaj K Agarwal, Enrico Schumann +1

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Generation of synthetic financial data Andri Schnider, Patrick Burns +1

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PortfolioAnalytics: Out-of-sample optimization with transaction cost constraint Jarno Bergmeier, Pankaj K Agarwal

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Riingo package H

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In rugarch, is Johnson's SU distribution properly scaled to mean=0, variance=1? Richard Hardy, Alexios Ghalanos

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Entry + exit on the same bar? allowMagicalThinking? Mike, Brian G. Peterson

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Delayed orders Mike, Jasen Mackie

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lmForc package Nelson Rayl

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charts.PerformanceAnalytics plotting glitchy Joshua Ulrich

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Riingo package H

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Ask for assistance for the 3 littles problems i'm facing in my R web scraping function Koffi Sessie

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PortfolioAnalytics: "Upper volatility bound"-constraint Jarno Bergmeier

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Qbar in rmgarch dcc Leonardo Bargigli

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Issue with external regressors in rugarch model Jyoti Nair

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Problem with external regressors Jyoti Nair

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Wrong execution time Mike

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R/Finance 2023: Call for Presentations Joshua Ulrich

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