r-sig-finance  

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• 2014/06/04 [R-SIG-Finance] MACD demo fix Evelyn Mitchell
• 2014/06/03 Re: [R-SIG-Finance] Unable to run the risk stops in the quantstrat "macd" demo? Clay .
• 2014/06/01 [R-SIG-Finance] Unable to run the risk stops in the quantstrat "macd" demo? Clay .
• 2014/05/28 Re: [R-SIG-Finance] Time Varying Higher Moments - racd? Mark Knecht
• 2014/05/28 Re: [R-SIG-Finance] Time Varying Higher Moments - racd? alexios ghalanos
• 2014/05/28 Re: [R-SIG-Finance] Simulating returns using copula and SPD distribution alexios ghalanos
• 2014/05/28 Re: [R-SIG-Finance] Time Varying Higher Moments - racd? Mark Knecht
• 2014/05/28 Re: [R-SIG-Finance] Simulating returns using copula and SPD distribution Guillaume PEALAT
• 2014/05/28 Re: [R-SIG-Finance] Simulating returns using copula and SPD distribution alexios ghalanos
• 2014/05/28 Re: [R-SIG-Finance] Time Varying Higher Moments - racd? Alexios Ghalanos
• 2014/05/28 [R-SIG-Finance] Simulating returns using copula and SPD distribution Guillaume PEALAT
• 2014/05/28 Re: [R-SIG-Finance] Time Varying Higher Moments - racd? Mark Knecht
• 2014/05/27 Re: [R-SIG-Finance] Time Varying Higher Moments - racd? alexios ghalanos
• 2014/05/27 Re: [R-SIG-Finance] Time Varying Higher Moments - racd? Mark Knecht
• 2014/05/27 Re: [R-SIG-Finance] understanding an error from ugarchfit alexios ghalanos
• 2014/05/27 Re: [R-SIG-Finance] Time Varying Higher Moments - racd? alexios ghalanos
• 2014/05/27 Re: [R-SIG-Finance] understanding an error from ugarchfit firhat.nawfan.h
• 2014/05/27 Re: [R-SIG-Finance] Time Varying Higher Moments - racd? Joshua Ulrich
• 2014/05/27 [R-SIG-Finance] Time Varying Higher Moments - racd? Mark Knecht
• 2014/05/27 Re: [R-SIG-Finance] understanding an error from ugarchfit Alexios Ghalanos
• 2014/05/27 Re: [R-SIG-Finance] understanding an error from ugarchfit firhat.nawfan.h
• 2014/05/26 [R-SIG-Finance] R Bitcoin Charts API packge 1.0.1 released Thomas Fuller
• 2014/05/24 Re: [R-SIG-Finance] [rugarch package] SIgn Bias Test Zirael
• 2014/05/24 Re: [R-SIG-Finance] [rugarch package] SIgn Bias Test alexios ghalanos
• 2014/05/24 [R-SIG-Finance] [rugarch package] SIgn Bias Test Zirael
• 2014/05/22 [R-SIG-Finance] Rbbg (formerly RBloomberg) -- Pulling portfolio data Sarran, Paul
• 2014/05/22 [R-SIG-Finance] Collaborative R, Python, MATLAB, and Excel plotting. Also Streaming Graphs. Matt Sundquist
• 2014/05/22 Re: [R-SIG-Finance] R/Finance 2014 slides Dirk Eddelbuettel
• 2014/05/22 [R-SIG-Finance] R/Finance 2014 slides Dirk Eddelbuettel
• 2014/05/21 [R-SIG-Finance] R/Finance 2014 photos Oleg Mubarakshin
• 2014/05/20 [R-SIG-Finance] Changing (seasonal) conditional distribution Francis X. Diebold
• 2014/05/20 Re: [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model Alexios Ghalanos
• 2014/05/19 Re: [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model PoddyOne
• 2014/05/19 Re: [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model PoddyOne
• 2014/05/19 Re: [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model alexios ghalanos
• 2014/05/19 [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model PoddyOne
• 2014/05/19 Re: [R-SIG-Finance] quantstrat - object 'prefer' not found? Joshua Ulrich
• 2014/05/16 Re: [R-SIG-Finance] change-point detection in highly dependent time series Johannes Moser
• 2014/05/16 Re: [R-SIG-Finance] change-point detection in highly dependent time series cen six
• 2014/05/16 [R-SIG-Finance] stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS amarjit chandhial
• 2014/05/16 [R-SIG-Finance] change-point detection in highly dependent time series Johannes Moser
• 2014/05/15 [R-SIG-Finance] generalized beta G distribution Wei-han Liu
• 2014/05/15 Re: [R-SIG-Finance] A question on Time series analysis Dominykas Grigonis
• 2014/05/15 Re: [R-SIG-Finance] A question on Time series analysis Dominykas Grigonis
• 2014/05/15 [R-SIG-Finance] A question on Time series analysis Christofer Bogaso
• 2014/05/15 [R-SIG-Finance] (no subject) Wei-han Liu
• 2014/05/14 Re: [R-SIG-Finance] fPortfolio and tangency portfolio for two assets allbert.darenberg
• 2014/05/14 Re: [R-SIG-Finance] fPortfolio and Matlab: Different results for the tagency portfolio Albert Darenberg
• 2014/05/14 [R-SIG-Finance] fPortfolio and Matlab: Different results for the tagency portfolio Albert Darenberg
• 2014/05/14 [R-SIG-Finance] Excel price function Katherine Gobin
• 2014/05/13 Re: [R-SIG-Finance] fPortfolio and minimum variance portfolio amarjit chandhial
• 2014/05/13 Re: [R-SIG-Finance] (no subject) alexios ghalanos
• 2014/05/12 [R-SIG-Finance] fPortfolio and minimum variance portfolio Albert Darenberg
• 2014/05/12 Re: [R-SIG-Finance] GARCH fitted parametric distributions for copula fitting alexios ghalanos
• 2014/05/12 [R-SIG-Finance] GARCH fitted parametric distributions for copula fitting Sebastian Ivanciu
• 2014/05/10 Re: [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? Pablo Rios
• 2014/05/10 Re: [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation Johannes Moser
• 2014/05/10 Re: [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation alexios ghalanos
• 2014/05/10 Re: [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation Johannes Moser
• 2014/05/10 Re: [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation alexios ghalanos
• 2014/05/10 Re: [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation Johannes Moser
• 2014/05/10 Re: [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation alexios ghalanos
• 2014/05/10 Re: [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation Johannes Moser
• 2014/05/09 [R-SIG-Finance] [Announce] YUIMA package on CRAN stefano iacus
• 2014/05/09 Re: [R-SIG-Finance] Scaling and Clustering of Financial Data stefano iacus
• 2014/05/09 Re: [R-SIG-Finance] Volume data max nissman
• 2014/05/09 [R-SIG-Finance] Volume data Adam Ginensky
• 2014/05/09 [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation Johannes Moser
• 2014/05/09 Re: [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? Joshua Ulrich
• 2014/05/08 Re: [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? Chinmay Patil
• 2014/05/08 Re: [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? Pablo Rios
• 2014/05/08 Re: [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? Pablo Rios
• 2014/05/08 Re: [R-SIG-Finance] Implied Volatility Oleg Mubarakshin
• 2014/05/08 Re: [R-SIG-Finance] clustering Neil Tiffin
• 2014/05/08 [R-SIG-Finance] Implied Volatility Katherine Gobin
• 2014/05/08 Re: [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? Joshua Ulrich
• 2014/05/08 [R-SIG-Finance] quantstrat - object 'prefer' not found? rPaulS
• 2014/05/07 Re: [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? fc_11
• 2014/05/07 [R-SIG-Finance] clustering BBands
• 2014/05/07 Re: [R-SIG-Finance] getSymbols not properly accounting for GOOGL's stock split. Joshua Ulrich
• 2014/05/06 [R-SIG-Finance] getSymbols not properly accounting for GOOGL's stock split. Ilya Kipnis
• 2014/05/06 [R-SIG-Finance] Is TTR::volatility(..., calc="close") correct? Ivan Popivanov
• 2014/05/05 [R-SIG-Finance] Paris R/Rmetrics Conference registration deadline - 15 May 2014 P. Henaff
• 2014/05/04 Re: [R-SIG-Finance] Writing sell rules with quantstrat Ilya Kipnis
• 2014/05/04 Re: [R-SIG-Finance] Writing sell rules with quantstrat Joshua Ulrich
• 2014/05/03 Re: [R-SIG-Finance] Writing sell rules with quantstrat fc_11
• 2014/05/02 Re: [R-SIG-Finance] preserving dates in output of tseries aschmid1
• 2014/05/02 [R-SIG-Finance] moments (and/or density) for "std" in the "rugarch"-package or "TF2" in the "gamlss.dist"-package Johannes Moser
• 2014/05/01 Re: [R-SIG-Finance] preserving dates in output of tseries Chinmay Patil
• 2014/05/01 Re: [R-SIG-Finance] preserving dates in output of tseries sean fallon
• 2014/05/01 [R-SIG-Finance] preserving dates in output of tseries aschmid1
• 2014/05/01 Re: [R-SIG-Finance] Mode list to mode numerical.... fast.. Mustafa Baydogan
• 2014/05/01 Re: [R-SIG-Finance] Mode list to mode numerical.... fast.. Mustafa Baydogan
• 2014/05/01 Re: [R-SIG-Finance] Mode list to mode numerical.... fast.. Dirk Eddelbuettel
• 2014/05/01 Re: [R-SIG-Finance] Mode list to mode numerical.... fast.. Joshua Ulrich
• 2014/05/01 [R-SIG-Finance] Mode list to mode numerical.... fast.. Steve Greiner
• 2014/05/01 Re: [R-SIG-Finance] rbbg connection problem Aidan Corcoran
• 2014/04/30 Re: [R-SIG-Finance] efficient code for nonlinear garch model ilya.kip...@gmail.com
• 2014/04/30 Re: [R-SIG-Finance] rbbg connection problem John Laing
• 2014/04/30 Re: [R-SIG-Finance] efficient code for nonlinear garch model Patrick Burns
• 2014/04/30 Re: [R-SIG-Finance] rbbg connection problem Aidan Corcoran
• 2014/04/30 [R-SIG-Finance] efficient code for nonlinear garch model Milos Cipovic
• 2014/04/30 Re: [R-SIG-Finance] rbbg connection problem John Laing
• 2014/04/30 [R-SIG-Finance] rbbg connection problem Aidan Corcoran
• 2014/04/28 Re: [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Johannes Moser
• 2014/04/27 Re: [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Johannes Moser
• 2014/04/26 Re: [R-SIG-Finance] Independence test rugarch package philippe
• 2014/04/26 Re: [R-SIG-Finance] Independence test rugarch package alexios ghalanos
• 2014/04/26 [R-SIG-Finance] CVA for swaps Keith S Weintraub
• 2014/04/25 Re: [R-SIG-Finance] Independence test rugarch package philippe
• 2014/04/25 Re: [R-SIG-Finance] Independence test rugarch package alexios ghalanos
• 2014/04/25 [R-SIG-Finance] Independence test rugarch package philippe
• 2014/04/25 Re: [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Johannes Moser
• 2014/04/25 Re: [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV alexios ghalanos
• 2014/04/25 Re: [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Johannes Moser
• 2014/04/25 Re: [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Alexios Ghalanos
• 2014/04/25 [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Johannes Moser
• 2014/04/24 [R-SIG-Finance] Reminder regarding R/Finance 2014 Registration Dirk Eddelbuettel
• 2014/04/24 Re: [R-SIG-Finance] RUGARCH --- "pdist" peculiarities wrt. a numerical optimization problem alexios ghalanos
• 2014/04/24 [R-SIG-Finance] RUGARCH --- "pdist" peculiarities wrt. a numerical optimization problem Johannes Moser
• 2014/04/24 Re: [R-SIG-Finance] Scaling and Clustering of Financial Data Adam Ginensky
• 2014/04/24 [R-SIG-Finance] index creation BBands
• 2014/04/23 Re: [R-SIG-Finance] Scaling and Clustering of Financial Data Dominykas Grigonis
• 2014/04/23 Re: [R-SIG-Finance] Scaling and Clustering of Financial Data Berk Orbay
• 2014/04/23 Re: [R-SIG-Finance] Scaling and Clustering of Financial Data aschmid1
• 2014/04/23 [R-SIG-Finance] Scaling and Clustering of Financial Data Adam Ginensky
• 2014/04/21 Re: [R-SIG-Finance] simple GARCH model Mark Knecht
• 2014/04/21 Re: [R-SIG-Finance] simple GARCH model Mark Knecht
• 2014/04/21 [R-SIG-Finance] simple GARCH model Chris Urlaub
• 2014/04/21 Re: [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization amarjit chandhial
• 2014/04/20 Re: [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization Ilya Kipnis
• 2014/04/19 Re: [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization Ilya Kipnis
• 2014/04/19 Re: [R-SIG-Finance] Multiple regression information criterion Dominykas Grigonis
• 2014/04/19 Re: [R-SIG-Finance] Multiple regression information criterion Dominykas Grigonis
• 2014/04/19 Re: [R-SIG-Finance] Multiple regression information criterion fernando
• 2014/04/19 Re: [R-SIG-Finance] Multiple regression information criterion Dominykas Grigonis
• 2014/04/19 [R-SIG-Finance] Multiple regression information criterion fernando
• 2014/04/18 Re: [R-SIG-Finance] Aligning time series Gei Lin
• 2014/04/18 Re: [R-SIG-Finance] RQuantLib - Options value at maturity Kris
• 2014/04/17 Re: [R-SIG-Finance] RQuantLib - Options value at maturity Dominykas Grigonis
• 2014/04/17 Re: [R-SIG-Finance] RQuantLib - Options value at maturity Pedro Baltazar
• 2014/04/17 Re: [R-SIG-Finance] RQuantLib - Options value at maturity Dominykas Grigonis
• 2014/04/17 Re: [R-SIG-Finance] RQuantLib - Options value at maturity Pedro Baltazar
• 2014/04/17 Re: [R-SIG-Finance] Blotter and historical options Chinmay Patil
• 2014/04/17 Re: [R-SIG-Finance] RQuantLib - Options value at maturity Dominykas Grigonis
• 2014/04/17 Re: [R-SIG-Finance] Blotter and historical options Frank
• 2014/04/17 Re: [R-SIG-Finance] RQuantLib - Options value at maturity Pedro Baltazar
• 2014/04/17 Re: [R-SIG-Finance] RQuantLib - Options value at maturity Dominykas Grigonis
• 2014/04/17 [R-SIG-Finance] RQuantLib - Options value at maturity Pedro Baltazar
• 2014/04/17 [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization amarjit chandhial
• 2014/04/16 [R-SIG-Finance] Blotter and historical options Noah Silverman
• 2014/04/16 [R-SIG-Finance] Second Announcement: 8th R/Rmetrics Workshop and Summer School, Paris 26-28 June 2014 P. Henaff
• 2014/04/16 Re: [R-SIG-Finance] Aligning time series David Reiner
• 2014/04/15 Re: [R-SIG-Finance] Aligning time series Chirag Anand
• 2014/04/15 Re: [R-SIG-Finance] Aligning time series Ilya Kipnis
• 2014/04/15 [R-SIG-Finance] Aligning time series Mikhail Beketov
• 2014/04/13 Re: [R-SIG-Finance] do any packages exist with short rate bond pricing models? Pedro Baltazar
• 2014/04/12 [R-SIG-Finance] do any packages exist with short rate bond pricing models? Kevin Owens
• 2014/04/12 [R-SIG-Finance] Corn futures tick dataset available Doug Edmunds
• 2014/04/10 Re: [R-SIG-Finance] Options in Blotter Chinmay Patil
• 2014/04/10 [R-SIG-Finance] Options in Blotter Noah Silverman
• 2014/04/10 [R-SIG-Finance] stochastic oscillator OBOS - intraday data & optimization amarjit chandhial
• 2014/04/10 Re: [R-SIG-Finance] plz Michael Weylandt
• 2014/04/10 Re: [R-SIG-Finance] GARCH MIDAS model Dirk Eddelbuettel
• 2014/04/10 [R-SIG-Finance] plz 장승욱
• 2014/04/10 [R-SIG-Finance] EVT Majid M Bilandi
• 2014/04/10 [R-SIG-Finance] GARCH MIDAS model Chris Urlaub
• 2014/04/10 Re: [R-SIG-Finance] stochastic oscillator OBOS - intraday data & optimization amarjit chandhial
• 2014/04/09 Re: [R-SIG-Finance] stochastic oscillator OBOS - intraday data & optimization Ilya Kipnis
• 2014/04/04 Re: [R-SIG-Finance] Fwd: quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy amarjit chandhial
• 2014/04/03 Re: [R-SIG-Finance] Fwd: quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy Ilya Kipnis
• 2014/04/03 Re: [R-SIG-Finance] GARCH-M Modeling in R (rugarch) vs EVIEWS Nick Phillips
• 2014/04/03 Re: [R-SIG-Finance] GARCH-M Modeling in R (rugarch) vs EVIEWS Alexios Ghalanos
• 2014/04/03 [R-SIG-Finance] GARCH-M Modeling in R (rugarch) vs EVIEWS Nick Phillips
• 2014/04/03 [R-SIG-Finance] Fwd: quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy Ilya Kipnis
• 2014/04/03 Re: [R-SIG-Finance] quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy amarjit chandhial
• 2014/04/02 [R-SIG-Finance] Problem with GoogleFinanceSource function: Error in get... Ravi Kulkarni
• 2014/04/01 [R-SIG-Finance] specifyModel error in fitting a model Raghuraman Ramachandran
• 2014/03/31 [R-SIG-Finance] quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy amarjit chandhial
• 2014/03/29 Re: [R-SIG-Finance] quantstrat demo(faber_rebal) amarjit chandhial
• 2014/03/29 [R-SIG-Finance] R/Finance 2014 Registration now open Dirk Eddelbuettel
• 2014/03/29 Re: [R-SIG-Finance] quantstrat demo(faber_rebal) Simon Otziger
• 2014/03/28 Re: [R-SIG-Finance] quantstrat demo(faber_rebal) Gei Lin
• 2014/03/28 [R-SIG-Finance] quantstrat demo(faber_rebal) Simon Otziger
• 2014/03/27 Re: [R-SIG-Finance] Different significance of parameter estimation in GARCH models using r (rugarch & fGarch package) alexios ghalanos
• 2014/03/27 Re: [R-SIG-Finance] Different significance of parameter estimation in GARCH models using r (rugarch & fGarch package) philippe
• 2014/03/27 Re: [R-SIG-Finance] Different significance of parameter estimation in GARCH models using r (rugarch & fGarch package) Alexios Ghalanos
• 2014/03/27 [R-SIG-Finance] Different significance of parameter estimation in GARCH models using r (rugarch & fGarch package) philippe
• 2014/03/26 [R-SIG-Finance] apply.paramset and parallel Russell Miller
• 2014/03/25 [R-SIG-Finance] R/Finance 2014 Agenda posted Dirk Eddelbuettel
• 2014/03/25 Re: [R-SIG-Finance] TryCatch and continuing within a loop Joshua Ulrich
• 2014/03/24 [R-SIG-Finance] TryCatch and continuing within a loop R Vince
• 2014/03/24 Re: [R-SIG-Finance] RQuantlib tsquote meaning of rates Dirk Eddelbuettel
• 2014/03/24 [R-SIG-Finance] RQuantlib tsquote meaning of rates Kevin Owens
• 2014/03/22 Re: [R-SIG-Finance] Seeking help to understand the Bond value Edu
• 2014/03/22 [R-SIG-Finance] Seeking help to understand the Bond value Christofer Bogaso
• 2014/03/21 Re: [R-SIG-Finance] Different external regressor in rugarch give the same result Dessy Anggraeni
• 2014/03/21 Re: [R-SIG-Finance] Different external regressor in rugarch give the same result alexios ghalanos
• 2014/03/14 Re: [R-SIG-Finance] Split-adjusted yahoo data Dirk Eddelbuettel
• 2014/03/14 [R-SIG-Finance] Split-adjusted yahoo data R Vince

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