r-sig-finance

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2025/07/08 Re: [R-SIG-Finance] Is the adjustOHLC function working correctly? Joshua Ulrich
2025/07/08 [R-SIG-Finance] Is the adjustOHLC function working correctly? Ilya Kipnis
2025/04/24 Re: [R-SIG-Finance] pl() function from PMwR package split an error: 'x' and 'y' lengths differ Enrico Schumann
2025/04/22 Re: [R-SIG-Finance] pl() function from PMwR package split an error: 'x' and 'y' lengths differ Arnaud Gaboury
2025/04/21 Re: [R-SIG-Finance] pl() function from PMwR package split an error: 'x' and 'y' lengths differ Enrico Schumann
2025/04/21 Re: [R-SIG-Finance] pl() function from PMwR package split an error: 'x' and 'y' lengths differ Arnaud Gaboury
2025/04/21 Re: [R-SIG-Finance] pl() function from PMwR package split an error: 'x' and 'y' lengths differ Enrico Schumann
2025/04/21 Re: [R-SIG-Finance] pl() function from PMwR package split an error: 'x' and 'y' lengths differ Arnaud Gaboury
2025/04/21 Re: [R-SIG-Finance] pl() function from PMwR package split an error: 'x' and 'y' lengths differ Enrico Schumann
2025/04/21 Re: [R-SIG-Finance] pl() function from PMwR package split an error: 'x' and 'y' lengths differ Arnaud Gaboury
2025/04/21 Re: [R-SIG-Finance] pl() function from PMwR package split an error: 'x' and 'y' lengths differ Enrico Schumann
2025/04/21 [R-SIG-Finance] pl() function from PMwR package split an error: 'x' and 'y' lengths differ Arnaud Gaboury
2025/04/15 Re: [R-SIG-Finance] seeking assistance in library(mbsts) Joshua Ulrich
2025/04/15 [R-SIG-Finance] seeking assistance in library(mbsts) Wei-han Liu via R-SIG-Finance
2025/04/14 Re: [R-SIG-Finance] seeking assistance in library(mbsts) Joshua Ulrich
2025/04/13 Re: [R-SIG-Finance] help to create a trading journal Enrico Schumann
2025/04/11 Re: [R-SIG-Finance] as.journal returns subscript out of bounds Enrico Schumann
2025/04/11 Re: [R-SIG-Finance] as.journal returns subscript out of bounds Arnaud Gaboury
2025/04/11 Re: [R-SIG-Finance] as.journal returns subscript out of bounds Enrico Schumann
2025/04/11 Re: [R-SIG-Finance] as.journal returns subscript out of bounds Arnaud Gaboury
2025/04/11 Re: [R-SIG-Finance] as.journal returns subscript out of bounds Arnaud Gaboury
2025/04/11 Re: [R-SIG-Finance] as.journal returns subscript out of bounds Dirk Eddelbuettel
2025/04/11 [R-SIG-Finance] as.journal returns subscript out of bounds Arnaud Gaboury
2025/04/09 [R-SIG-Finance] help to create a trading journal Arnaud Gaboury
2025/04/07 Re: [R-SIG-Finance] join two tibbles: need transpose and which variables for which values Joshua Ulrich
2025/03/07 Re: [R-SIG-Finance] from tibble to journal arnaud gaboury
2025/03/07 Re: [R-SIG-Finance] from tibble to journal Enrico Schumann
2025/03/07 [R-SIG-Finance] from tibble to journal Arnaud Gaboury
2025/03/07 Re: [R-SIG-Finance] apply a function to a data.frame column with condition Enrico Schumann
2025/03/07 Re: [R-SIG-Finance] apply a function to a data.frame column with condition Arnaud Gaboury
2025/03/07 Re: [R-SIG-Finance] apply a function to a data.frame column with condition Enrico Schumann
2025/03/07 Re: [R-SIG-Finance] apply a function to a data.frame column with condition Brian G. Peterson via R-SIG-Finance
2025/03/07 Re: [R-SIG-Finance] apply a function to a data.frame column with condition Arnaud Gaboury
2025/03/07 Re: [R-SIG-Finance] apply a function to a data.frame column with condition Enrico Schumann
2025/03/06 Re: [R-SIG-Finance] apply a function to a data.frame column with condition Arnaud Gaboury
2025/03/06 Re: [R-SIG-Finance] apply a function to a data.frame column with condition Arnaud Gaboury
2025/03/05 Re: [R-SIG-Finance] apply a function to a data.frame column with condition Enrico Schumann
2025/03/05 [R-SIG-Finance] apply a function to a data.frame column with condition Arnaud Gaboury
2025/01/24 Re: [R-SIG-Finance] rugarch package vs Eviews cannot get similar results from a model with GARCH errors. alexios galanos
2025/01/24 Re: [R-SIG-Finance] rugarch package vs Eviews cannot get similar results from a model with GARCH errors. matheus barroso
2025/01/24 [R-SIG-Finance] rugarch package vs Eviews cannot get similar results from a model with GARCH errors. Manfred Alonso Esquivel Monge via R-SIG-Finance
2024/12/18 Re: [R-SIG-Finance] Quantstrat: Multiple instruments, pre-generated signals Ilya Kipnis
2024/12/18 Re: [R-SIG-Finance] Quantstrat: Multiple instruments, pre-generated signals Mike
2024/12/18 Re: [R-SIG-Finance] Quantstrat: Multiple instruments, pre-generated signals Ilya Kipnis
2024/12/18 [R-SIG-Finance] Quantstrat: Multiple instruments, pre-generated signals Mike
2024/11/22 Re: [R-SIG-Finance] Downloading historical prices Dirk Eddelbuettel
2024/11/22 Re: [R-SIG-Finance] Downloading historical prices Anatoly Schmidt
2024/11/22 Re: [R-SIG-Finance] Downloading historical prices Dirk Eddelbuettel
2024/11/22 Re: [R-SIG-Finance] Downloading historical prices Ilya Kipnis
2024/11/22 Re: [R-SIG-Finance] Downloading historical prices Jeff Ryan
2024/11/22 Re: [R-SIG-Finance] Downloading historical prices Anatoly Schmidt
2024/11/22 Re: [R-SIG-Finance] Downloading historical prices Dirk Eddelbuettel
2024/11/22 [R-SIG-Finance] Downloading historical prices Anatoly Schmidt
2024/10/28 [R-SIG-Finance] Call for Presentations: Open Source Quantitative Finance (formerly R/Finance) Joshua Ulrich
2024/10/10 [R-SIG-Finance] Confidence Intervals for Visual Testing - free seminars Michael Zyphur via R-SIG-Finance
2024/09/18 Re: [R-SIG-Finance] Online Course: Statistics and Data Science using Tidyverse in R Martin Maechler
2024/09/17 Re: [R-SIG-Finance] Online Course: Statistics and Data Science using Tidyverse in R Ilya Kipnis
2024/09/17 [R-SIG-Finance] Online Course: Statistics and Data Science using Tidyverse in R Michael Zyphur via R-SIG-Finance
2024/09/11 [R-SIG-Finance] Rblpapi release candidate Dirk Eddelbuettel
2024/09/09 Re: [R-SIG-Finance] Assistance on gogarch estimation Leonardo Bargigli
2024/09/06 Re: [R-SIG-Finance] Assistance on gogarch estimation alexios galanos
2024/09/06 [R-SIG-Finance] Assistance on gogarch estimation Leonardo Bargigli
2024/09/05 Re: [R-SIG-Finance] PerformanceAnalytics::table.CalendarReturns Enrico Schumann
2024/09/05 Re: [R-SIG-Finance] PerformanceAnalytics::table.CalendarReturns Brian G. Peterson via R-SIG-Finance
2024/09/05 Re: [R-SIG-Finance] PerformanceAnalytics::table.CalendarReturns Amarjit Chandhial via R-SIG-Finance
2024/09/05 Re: [R-SIG-Finance] PerformanceAnalytics::table.CalendarReturns Enrico Schumann
2024/09/04 Re: [R-SIG-Finance] PerformanceAnalytics::table.CalendarReturns Amarjit Chandhial via R-SIG-Finance
2024/09/04 Re: [R-SIG-Finance] Rblpapi testing needed Dirk Eddelbuettel
2024/09/04 Re: [R-SIG-Finance] PerformanceAnalytics::table.CalendarReturns Ilya Kipnis
2024/09/04 [R-SIG-Finance] PerformanceAnalytics::table.CalendarReturns Amarjit Chandhial via R-SIG-Finance
2024/08/30 Re: [R-SIG-Finance] Test listsend Michael Zyphur via R-SIG-Finance
2024/08/30 [R-SIG-Finance] Rblpapi testing needed Dirk Eddelbuettel
2024/08/30 Re: [R-SIG-Finance] Test listsend Dirk Eddelbuettel
2024/08/28 [R-SIG-Finance] Test listsend Michael Zyphur via R-SIG-Finance
2024/08/20 [R-SIG-Finance] Using ChatGPT and Copilot for Data Analysis in R - livestream seminar Michael Zyphur via R-SIG-Finance
2024/05/06 [R-SIG-Finance] ugarchsim for data simulation Fabian Corrêa Cardoso
2023/12/08 [R-SIG-Finance] R/Finance 2024: Call for Presentations Joshua Ulrich
2023/10/20 Re: [R-SIG-Finance] correlation matrix Joshua Ulrich
2023/10/20 Re: [R-SIG-Finance] correlation matrix arnaud gaboury
2023/10/20 Re: [R-SIG-Finance] correlation matrix Joshua Ulrich
2023/10/20 Re: [R-SIG-Finance] correlation matrix arnaud gaboury
2023/10/20 Re: [R-SIG-Finance] correlation matrix arnaud gaboury
2023/10/20 Re: [R-SIG-Finance] correlation matrix Eric Zivot
2023/10/20 [R-SIG-Finance] correlation matrix arnaud gaboury
2023/10/17 Re: [R-SIG-Finance] from a list of array to tibble arnaud gaboury
2023/10/17 Re: [R-SIG-Finance] from a list of array to tibble Adam Ginensky
2023/10/17 Re: [R-SIG-Finance] from a list of array to tibble Enrico Schumann
2023/10/16 [R-SIG-Finance] from a list of array to tibble arnaud gaboury
2023/09/19 Re: [R-SIG-Finance] Rblpapi / getBars / eventType John Laing
2023/09/19 [R-SIG-Finance] Rblpapi / getBars / eventType Oleg Mubarakshin
2023/08/14 Re: [R-SIG-Finance] xts: Transfer/expand values to higher periodicity Joshua Ulrich
2023/08/13 Re: [R-SIG-Finance] xts: Transfer/expand values to higher periodicity Mike
2023/08/12 Re: [R-SIG-Finance] xts: Transfer/expand values to higher periodicity Joshua Ulrich
2023/08/11 [R-SIG-Finance] xts: Transfer/expand values to higher periodicity Mike
2023/07/19 [R-SIG-Finance] Request for Information on Free Bond Data in Europe/Spain Pablo Daniel Portillo
2023/07/16 [R-SIG-Finance] Question BABAGANA ABUBAKAR
2023/07/12 [R-SIG-Finance] var_cp_test in tsmodels/tstests returns subscript out of bounds error Ayla via R-SIG-Finance
2023/07/05 Re: [R-SIG-Finance] chart_Series: Adding multiple custom indicators Mike
2023/07/05 Re: [R-SIG-Finance] chart_Series: Adding multiple custom indicators Joshua Ulrich
2023/07/05 [R-SIG-Finance] chart_Series: Adding multiple custom indicators Mike
2023/07/02 [R-SIG-Finance] Copula RMGARCH Thabani Mhlongo
2023/06/25 [R-SIG-Finance] prediction intervals in rugarch package Anthony R. Zosa
2023/06/22 [R-SIG-Finance] rugarch | Question about starting value for opimization Sunyoung JI
2023/05/23 Re: [R-SIG-Finance] Performanceanalytics Charts - removing default date in title? Joshua Ulrich
2023/05/23 Re: [R-SIG-Finance] Performanceanalytics Charts - removing default date in title? Ilya Kipnis
2023/05/23 Re: [R-SIG-Finance] Performanceanalytics Charts - removing default date in title? Joshua Ulrich
2023/05/22 Re: [R-SIG-Finance] Performanceanalytics Charts - removing default date in title? Ed Herranz
2023/05/22 Re: [R-SIG-Finance] VaRTest in rugarch package version 1.4.9 returns NaN Ayla via R-SIG-Finance
2023/05/18 Re: [R-SIG-Finance] VaRTest in rugarch package version 1.4.9 returns NaN alexios galanos
2023/05/18 [R-SIG-Finance] None-Elliptical Copula Using rmgarch Thabani via R-SIG-Finance
2023/05/18 [R-SIG-Finance] VaRTest in rugarch package version 1.4.9 returns NaN Ayla via R-SIG-Finance
2023/05/07 [R-SIG-Finance] None-Elliptical Copula Using rmgarch Thabani via R-SIG-Finance
2023/05/05 Re: [R-SIG-Finance] Downloaded stock prices from Yahoo Finance Dennis Fisher
2023/05/05 Re: [R-SIG-Finance] Downloaded stock prices from Yahoo Finance Joshua Ulrich
2023/05/05 [R-SIG-Finance] Downloaded stock prices from Yahoo Finance Dennis Fisher
2023/05/04 Re: [R-SIG-Finance] rugarch: Mean model used for armaOrder(0,0) alexios galanos
2023/05/04 Re: [R-SIG-Finance] rugarch: Mean model used for armaOrder(0,0) Simon Rhodes
2023/05/02 Re: [R-SIG-Finance] rugarch: Mean model used for armaOrder(0,0) Alexios Galanos
2023/05/02 [R-SIG-Finance] rugarch: Mean model used for armaOrder(0,0) Simon Rhodes
2023/02/26 [R-SIG-Finance] Performanceanalytics Charts - removing default date in title? Jason Hart via R-SIG-Finance
2023/02/23 [R-SIG-Finance] xts 0.13.0 released to CRAN Joshua Ulrich
2023/02/15 [R-SIG-Finance] IBrokers Snapshot not Working Patrick Bechbache
2023/01/12 [R-SIG-Finance] PortfolioAnalytics broken? diego peroni
2023/01/11 Re: [R-SIG-Finance] rugarch: External Regressor alexios galanos
2023/01/11 [R-SIG-Finance] rugarch: External Regressor Simon van Norden
2022/12/02 Re: [R-SIG-Finance] Rugarch - ugarchroll (eGarch 1, 1) - conditional sigma results "inf" on skewed student t yanlu2018
2022/11/30 [R-SIG-Finance] R/Finance 2023: Call for Presentations Joshua Ulrich
2022/11/25 Re: [R-SIG-Finance] Rugarch - ugarchroll (eGarch 1, yanlu2018
2022/11/16 Re: [R-SIG-Finance] PortfolioAnalytics: Out-of-sample optimization with transaction cost constraint Jarno Bergmeier
2022/11/15 Re: [R-SIG-Finance] PortfolioAnalytics: Out-of-sample optimization with transaction cost constraint Pankaj K Agarwal via R-SIG-Finance
2022/11/15 [R-SIG-Finance] PortfolioAnalytics: Out-of-sample optimization with transaction cost constraint Jarno Bergmeier
2022/11/07 Re: [R-SIG-Finance] Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Frank
2022/11/07 Re: [R-SIG-Finance] Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Frank
2022/11/07 Re: [R-SIG-Finance] Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Daniel Cegiełka
2022/11/07 Re: [R-SIG-Finance] Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Joshua Ulrich
2022/11/07 [R-SIG-Finance] Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Frank
2022/09/23 Re: [R-SIG-Finance] Delayed orders Jasen Mackie
2022/09/23 [R-SIG-Finance] Delayed orders Mike
2022/09/22 [R-SIG-Finance] Wrong execution time Mike
2022/06/21 [R-SIG-Finance] Entry + exit on the same bar? allowMagicalThinking? Mike
2022/05/03 [R-SIG-Finance] Qbar in rmgarch dcc Leonardo Bargigli
2022/03/28 [R-SIG-Finance] Generation of synthetic financial data Andri Schnider
2022/02/12 [R-SIG-Finance] chart.EfficientFrontier in PortfolioAnalytics Package Pankaj K Agarwal via R-SIG-Finance
2022/01/15 [R-SIG-Finance] lmForc package Nelson Rayl
2021/12/31 Re: [R-SIG-Finance] Finding stock splits and dividend information H
2021/12/31 Re: [R-SIG-Finance] Finding stock splits and dividend information H
2021/12/29 Re: [R-SIG-Finance] Fwd: Finding stock splits and dividend information Sal Abbasi
2021/12/29 [R-SIG-Finance] Fwd: Finding stock splits and dividend information H
2021/12/26 Re: [R-SIG-Finance] Finding stock splits and dividend information H
2021/12/26 Re: [R-SIG-Finance] Finding stock splits and dividend information Joshua Ulrich
2021/12/25 [R-SIG-Finance] Finding stock splits and dividend information H
2021/09/30 [R-SIG-Finance] rmgarch::cgarchfit: how to obtain Q matrix of DCC-Copula model? Ezequiel Antar
2021/09/11 [R-SIG-Finance] Realized GARCH estimation problem Crib
2021/09/08 Re: [R-SIG-Finance] PerformanceAnalytics Brian G. Peterson via R-SIG-Finance
2021/09/08 [R-SIG-Finance] PerformanceAnalytics Pankaj K Agarwal via R-SIG-Finance
2021/09/07 [R-SIG-Finance] SSRN paper: Analyzing intraday financial data in R: The highfrequency package Vivek Rao via R-SIG-Finance
2021/09/05 Re: [R-SIG-Finance] plot.xts/chart_Series, multi.panel and candlesticks Joshua Ulrich
2021/09/05 [R-SIG-Finance] plot.xts/chart_Series, multi.panel and candlesticks Mike
2021/06/15 Re: [R-SIG-Finance] Return.portfolio contribution documentation incorrect. Eric Zivot
2021/06/15 [R-SIG-Finance] Return.portfolio contribution documentation incorrect. Ilya Kipnis
2021/06/15 [R-SIG-Finance] Cumulative Impulse Response Function for Garch models Doumbia Souleymane via R-SIG-Finance
2021/05/26 [R-SIG-Finance] ACD vs GARCH enjo faes
2021/05/17 [R-SIG-Finance] Assistance with rvine code Hamdan Bukenya Ntare
2021/05/17 [R-SIG-Finance] Assistance with rvine code Hamdan Bukenya Ntare
2021/05/15 Re: [R-SIG-Finance] fiGarch estmates in rugarch package alexios galanos
2021/05/15 [R-SIG-Finance] fiGarch estmates in rugarch package Doumbia Souleymane via R-SIG-Finance
2021/05/02 Re: [R-SIG-Finance] Q: SGT for GARCH estimation Alex Garland via R-SIG-Finance
2021/05/02 [R-SIG-Finance] Q: SGT for GARCH estimation enjo faes
2021/04/06 [R-SIG-Finance] Forward Curve Fitting Oleg Mubarakshin
2021/04/05 Re: [R-SIG-Finance] Indicator as histogram or rectangle boxes instead of line Mike
2021/04/05 Re: [R-SIG-Finance] Indicator as histogram or rectangle boxes instead of line Joshua Ulrich
2021/04/05 Re: [R-SIG-Finance] Indicator as histogram or rectangle boxes instead of line Brian G. Peterson
2021/04/05 [R-SIG-Finance] Indicator as histogram or rectangle boxes instead of line Mike
2021/04/03 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies H
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies Brian G. Peterson
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies H
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies Brian G. Peterson
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies Mark Leeds
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies H
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies H
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies H
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies Henrique Ramos
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies Andre Mikulec
2021/04/02 Re: [R-SIG-Finance] Retrieving corporate event information for listed companies Andrew Piskorski
2021/03/29 [R-SIG-Finance] Retrieving corporate event information for listed companies H
2021/03/21 Re: [R-SIG-Finance] Data Enrico Schumann
2021/03/20 Re: [R-SIG-Finance] Data Fianu, Emmanuel Senyo
2021/03/20 Re: [R-SIG-Finance] Data Enrico Schumann
2021/03/19 Re: [R-SIG-Finance] Data Fianu, Emmanuel Senyo
2021/03/19 Re: [R-SIG-Finance] Data Enrico Schumann
2021/03/19 Re: [R-SIG-Finance] Data Enrico Schumann
2021/03/18 [R-SIG-Finance] Data Fianu, Emmanuel Senyo
2021/03/12 Re: [R-SIG-Finance] Question about the Ulcer Index calculation in PerformanceAnalytics Farid Moussaoui
2021/02/10 [R-SIG-Finance] Issues fitting basic models with rmgarch Ezequiel Antar
2021/02/09 [R-SIG-Finance] rugarch fitting Duan's 1995 model Argyrios Ramandanis
2021/02/07 Re: [R-SIG-Finance] PnL data - PerformanceAnalytics / Johan Palleschitz
2021/02/04 Re: [R-SIG-Finance] PnL data - PerformanceAnalytics / Brian G. Peterson
2021/02/03 [R-SIG-Finance] PnL data - PerformanceAnalytics / Johan Palleschitz
2020/12/31 Re: [R-SIG-Finance] Praising the Binancer package from a blind user’s perspective and few questions about technical indicators. Joshua Ulrich
2020/12/31 [R-SIG-Finance] Praising the Binancer package from a blind user’s perspective and few questions about technical indicators. faiz rasool

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