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• • [R-SIG-Finance] Fwd: how to rename stock codes? Marco Sun
• Re: [R-SIG-Finance] Optimization of ARFIMA in rugarch - Quick question and context Nicholas Manganaro
  • Re: [R-SIG-Finance] Optimization of ARFIMA in rugarch - Quick question and context alexios ghalanos
• [R-SIG-Finance] Optimization of ARFIMA in rugarch - Quick question and context Nicholas Manganaro
  • Re: [R-SIG-Finance] Optimization of ARFIMA in rugarch - Quick question and context alexios ghalanos
• [R-SIG-Finance] IBrokers question Robert Schien
  • Re: [R-SIG-Finance] IBrokers question cen six
• [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns? Ivan Popivanov
  • Re: [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns? Ilya Kipnis
  • Re: [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns? Ivan Popivanov
  • Re: [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns? Ilya Kipnis
  • Re: [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns? Ivan Popivanov
  • Re: [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns? Ilya Kipnis
  • Re: [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns? Ivan Popivanov
  • Re: [R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns? Brian G. Peterson
• [R-SIG-Finance] Preparing data for Superior predictive ability (SPA) test Karthik Raju
  • Re: [R-SIG-Finance] Preparing data for Superior predictive ability (SPA) test Brian G. Peterson
  • Re: [R-SIG-Finance] Preparing data for Superior predictive ability (SPA) test Karthik Raju
  • Re: [R-SIG-Finance] Preparing data for Superior predictive ability (SPA) test Brian G. Peterson
  • Re: [R-SIG-Finance] Preparing data for Superior predictive ability (SPA) test Karthik Raju
• [R-SIG-Finance] GARCH Modelling of transformed series Бобровский Дмитрий
• [R-SIG-Finance] Bug in tradeStats function? Nick White
  • Re: [R-SIG-Finance] Bug in tradeStats function? Brian G. Peterson
• [R-SIG-Finance] Fwd: Re: Block Exogeneity Test Brian G. Peterson
  • Re: [R-SIG-Finance] Fwd: Re: Block Exogeneity Test Brian G. Peterson
  • Re: [R-SIG-Finance] Fwd: Re: Block Exogeneity Test John Frain
  • Re: [R-SIG-Finance] Fwd: Re: Block Exogeneity Test DEBASISH MAITRA
  • Re: [R-SIG-Finance] Fwd: Re: Block Exogeneity Test John Frain
• [R-SIG-Finance] Block Exogeneity Test DEBASISH MAITRA
  • Re: [R-SIG-Finance] Block Exogeneity Test Brian G. Peterson
• [R-SIG-Finance] RBloomberg Larry Shank
  • Re: [R-SIG-Finance] RBloomberg John Laing
• [R-SIG-Finance] R/Finance 2015 Call for Papers Joshua Ulrich
  • Re: [R-SIG-Finance] R/Finance 2015 Call for Papers Joshua Ulrich
  • Re: [R-SIG-Finance] R/Finance 2015 Call for Papers Joshua Ulrich
• [R-SIG-Finance] incorrectly storing results from `blotter` when using `foreach` Nick White
  • Re: [R-SIG-Finance] incorrectly storing results from `blotter` when using `foreach` Brian G. Peterson
• [R-SIG-Finance] Heston Simulation P. Henaff
  • Re: [R-SIG-Finance] Heston Simulation jun wang
• [R-SIG-Finance] heston model simulation jun wang
  • Re: [R-SIG-Finance] heston model simulation stefano iacus
• Re: [R-SIG-Finance] R-SIG-Financ adarshpl7
• [R-SIG-Finance] Fitting Arma-garch models to my troublesome data Lasse Thorst
  • Re: [R-SIG-Finance] Fitting Arma-garch models to my troublesome data alexios ghalanos
• Re: [R-SIG-Finance] Specifying an expected mu and Sigma for fPortfolio Thomas Chevrier
  • Re: [R-SIG-Finance] Specifying an expected mu and Sigma for fPortfolio elliot noma
• [R-SIG-Finance] FIGRACH DEBASISH MAITRA
• [R-SIG-Finance] WTLE GARCH models Andrea Sestu
• [R-SIG-Finance] Learning statistical analysis methods and capabilities of R Sri Burra
  • Re: [R-SIG-Finance] Learning statistical analysis methods and capabilities of R Ilya Kipnis
  • Re: [R-SIG-Finance] Learning statistical analysis methods and capabilities of R Nick White
• [R-SIG-Finance] Fitting qGARCH, eGARCH and nGARCH (with rugarch) Lasse Thorst
  • Re: [R-SIG-Finance] Fitting qGARCH, eGARCH and nGARCH (with rugarch) alexios ghalanos
• [R-SIG-Finance] [rugarch] ugarchroll returns objects structures differently Ivan Popivanov
  • Re: [R-SIG-Finance] [rugarch] ugarchroll returns objects structures differently alexios ghalanos
  • Re: [R-SIG-Finance] [rugarch] ugarchroll returns objects structures differently Alexios Ghalanos
• [R-SIG-Finance] Blotter Question related to addAcctTxn and updateAcct alexios ghalanos
  • Re: [R-SIG-Finance] Blotter Question related to addAcctTxn and updateAcct Joshua Ulrich
• [R-SIG-Finance] rmgarch gogarchFit standardized residuals Ed Herranz
  • Re: [R-SIG-Finance] rmgarch gogarchFit standardized residuals alexios ghalanos
• [R-SIG-Finance] How to add lagged values to rugarch-model Lasse Thorst
  • Re: [R-SIG-Finance] How to add lagged values to rugarch-model alexios ghalanos
  • Re: [R-SIG-Finance] How to add lagged values to rugarch-model Robert Harlow
  • Re: [R-SIG-Finance] How to add lagged values to rugarch-model Lasse Thorst
  • Re: [R-SIG-Finance] How to add lagged values to rugarch-model alexios ghalanos
• [R-SIG-Finance] quantstrat::Return.rebalancing Bos, Roger
  • Re: [R-SIG-Finance] quantstrat::Return.rebalancing Brian G. Peterson
  • Re: [R-SIG-Finance] quantstrat::Return.rebalancing Bos, Roger
• [R-SIG-Finance] zero coupon yield curve estimation kw1958
• [R-SIG-Finance] zero coupon yield curve estimation Matthew Johnson
• [R-SIG-Finance] blotter_0.9.1643 pennyPerShare() not reflecting addTxn usage Gei Lin
  • Re: [R-SIG-Finance] blotter_0.9.1643 pennyPerShare() not reflecting addTxn usage Daniel Cegiełka
• [R-SIG-Finance] IBroker: Attempt to call placeOrder() gives socket i/o error? spy sixoneone
  • Re: [R-SIG-Finance] IBroker: Attempt to call placeOrder() gives socket i/o error? spy sixoneone
  • Re: [R-SIG-Finance] IBroker: Attempt to call placeOrder() gives socket i/o error? Joshua Ulrich
• [R-SIG-Finance] Conflicting "spd" function estimates Gareth McEwan
  • Re: [R-SIG-Finance] Conflicting "spd" function estimates alexios ghalanos
• [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL Joshua Ulrich
  • Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL G See
  • Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL Mark Knecht
  • Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL Zachary Deane-Mayer
  • Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL Joshua Ulrich
  • Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL Mark Knecht
  • Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL Paul Gilbert
  • Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL Mark Knecht
  • Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL Mark Knecht
  • Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL Paul Gilbert
  • Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL Joshua Ulrich
  • Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL Mark Knecht
  • Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL Joshua Ulrich
  • Re: [R-SIG-Finance] RFC: quantmod::getSymbols.MySQL Mark Knecht
• [R-SIG-Finance] Plotting live charts with Yahoo Finance data and ggplot2 in R amarjit chandhial
• [R-SIG-Finance] Package for BEKK Multivariate GARCH DEBASISH MAITRA
• [R-SIG-Finance] Need help to find an R-code adarsh paul
  • Re: [R-SIG-Finance] Need help to find an R-code Joshua Ulrich
• [R-SIG-Finance] Combining a kernel density interior + GPD tailed CDF Gareth McEwan
• [R-SIG-Finance] maxbfgs jun wang
  • Re: [R-SIG-Finance] maxbfgs Brian G. Peterson
  • Re: [R-SIG-Finance] maxbfgs Arne Henningsen
• [R-SIG-Finance] Reply to: How can I get Japanese Stock Daily Data in R? Wouter Thielen
  • Re: [R-SIG-Finance] Reply to: How can I get Japanese Stock Daily Data in R? Joshua Ulrich
  • Re: [R-SIG-Finance] Reply to: How can I get Japanese Stock Daily Data in R? Joshua Ulrich
  • Re: [R-SIG-Finance] Reply to: How can I get Japanese Stock Daily Data in R? Wouter Thielen
• Re: [R-SIG-Finance] Blotter package would it work for cross currencies ce
• [R-SIG-Finance] Popular stock forecasting/prediction algorithms in R Anshul Pandey
  • Re: [R-SIG-Finance] Popular stock forecasting/prediction algorithms in R Ilya Kipnis
  • Re: [R-SIG-Finance] Popular stock forecasting/prediction algorithms in R Anshul Pandey
• [R-SIG-Finance] How can I get Japanese Stock Daily Data in R? Eric (YEN-LIN) CHIU
  • Re: [R-SIG-Finance] How can I get Japanese Stock Daily Data in R? Qi Li
  • Re: [R-SIG-Finance] How can I get Japanese Stock Daily Data in R? G See
  • Re: [R-SIG-Finance] How can I get Japanese Stock Daily Data in R? Joshua Ulrich
• [R-SIG-Finance] PerformanceAnalytics: CAPM.alpha vs CAPM.jensenAlpha Charles Duranceau
• [R-SIG-Finance] Performance Analytics: table.CAPM Charles Duranceau
  • Re: [R-SIG-Finance] Performance Analytics: table.CAPM Joshua Ulrich
  • Re: [R-SIG-Finance] Performance Analytics: table.CAPM Charles Duranceau
  • Re: [R-SIG-Finance] Performance Analytics: table.CAPM alexios ghalanos
• [R-SIG-Finance] a problem with stockPortfolio without short selling aschmid1
• [R-SIG-Finance] Possible graphical bug in PerfA Ilya Kipnis
• [R-SIG-Finance] quantstrat - trailingStop offsets? Mark Knecht
  • Re: [R-SIG-Finance] quantstrat - trailingStop offsets? Mark Knecht
  • Re: [R-SIG-Finance] quantstrat - trailingStop offsets? Brian G. Peterson
  • Re: [R-SIG-Finance] quantstrat - trailingStop offsets? Mark Knecht
• [R-SIG-Finance] hans123 for intraday-data in R ? domodo
  • Re: [R-SIG-Finance] hans123 for intraday-data in R ? Joshua Ulrich
• [R-SIG-Finance] Blotter package would it work for cross currencies ce
  • [R-SIG-Finance] Blotter package would it work for cross currencies ce
  • Re: [R-SIG-Finance] Blotter package would it work for cross currencies Brian G. Peterson
• [R-SIG-Finance] Talking to C# API (Any reference to learn the same) Kunal Shah
  • Re: [R-SIG-Finance] Talking to C# API (Any reference to learn the same) Mark Knecht
  • Re: [R-SIG-Finance] Talking to C# API (Any reference to learn the same) Joshua Ulrich
  • Re: [R-SIG-Finance] Talking to C# API (Any reference to learn the same) Mark Knecht
  • Re: [R-SIG-Finance] Talking to C# API (Any reference to learn the same) Suresh Nageswaran
  • Re: [R-SIG-Finance] Talking to C# API (Any reference to learn the same) Бобровский Дмитрий
• [R-SIG-Finance] R Open Secrets API 1.0.0 Released Thomas Fuller
• [R-SIG-Finance] quantstrat - model transactions on specific dates Mark Knecht
  • Re: [R-SIG-Finance] quantstrat - model transactions on specific dates Mark Knecht
  • Re: [R-SIG-Finance] quantstrat - model transactions on specific dates Brian G. Peterson
  • Re: [R-SIG-Finance] quantstrat - model transactions on specific dates Joshua Ulrich
  • Re: [R-SIG-Finance] quantstrat - model transactions on specific dates Mark Knecht
  • Re: [R-SIG-Finance] quantstrat - model transactions on specific dates Brian G. Peterson
  • Re: [R-SIG-Finance] quantstrat - model transactions on specific dates Mark Knecht
• [R-SIG-Finance] plm package: variable lengths differ Wei-han Liu
• [R-SIG-Finance] Return.rebalancing contemporaneous calculation Charles Duranceau
  • Re: [R-SIG-Finance] Return.rebalancing contemporaneous calculation Brian G. Peterson
  • Re: [R-SIG-Finance] Return.rebalancing contemporaneous calculation Charles Duranceau
  • Re: [R-SIG-Finance] Return.rebalancing contemporaneous calculation Ross Bennett
• [R-SIG-Finance] SPA test in ttr Test jun wang
• [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03) Daniel Cegiełka
  • Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03) Brian G. Peterson
  • Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03) Joshua Ulrich
  • Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03) Mark Knecht
  • Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03) Daniel Cegiełka
  • Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03) Mark Knecht
  • Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03) G See
  • Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03) Mark Knecht
  • Re: [R-SIG-Finance] 'Defaults' removed from CRAN? (2014-10-03) Joshua Ulrich
• [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? ce
  • Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? Ilya Kipnis
  • Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? ce
  • Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? Ilya Kipnis
  • Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? ce
  • Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? Ilya Kipnis
  • Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? ce
  • Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? Joshua Ulrich
  • Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? Daniel Cegiełka
  • Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? Daniel Cegiełka
  • Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ? Brian G. Peterson
• [R-SIG-Finance] subsetting based on date and time of an xts? Raghuraman Ramachandran
  • Re: [R-SIG-Finance] subsetting based on date and time of an xts? Raghuraman Ramachandran
• [R-SIG-Finance] EGARCH help - writing out the model Gareth McEwan
  • [R-SIG-Finance] EGARCH help - writing out the model Gareth McEwan
  • Re: [R-SIG-Finance] EGARCH help - writing out the model alexios ghalanos
• [R-SIG-Finance] Order book / mktdata cbind issue (offset?) Mark Knecht
  • Re: [R-SIG-Finance] Order book / mktdata cbind issue (offset?) Mark Knecht
  • Re: [R-SIG-Finance] Order book / mktdata cbind issue (offset?) Mark Knecht
• [R-SIG-Finance] seasonality in rugarch aschmid1
  • Re: [R-SIG-Finance] seasonality in rugarch alexios ghalanos
• [R-SIG-Finance] time format convert jun wang
  • Re: [R-SIG-Finance] time format convert Chirag Anand
• [R-SIG-Finance] Converting to weekly timestamps removes years from chart.TimeSeries (and its extensions) Ilya Kipnis
  • Re: [R-SIG-Finance] Converting to weekly timestamps removes years from chart.TimeSeries (and its extensions) Brian G. Peterson
  • Re: [R-SIG-Finance] Converting to weekly timestamps removes years from chart.TimeSeries (and its extensions) Joshua Ulrich
  • Re: [R-SIG-Finance] Converting to weekly timestamps removes years from chart.TimeSeries (and its extensions) Ilya Kipnis
• [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols? Liu
  • Re: [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols? Mark Knecht
  • Re: [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols? G See
  • Re: [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols? Liu
  • Re: [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols? Liu
  • Re: [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols? G See
  • Re: [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols? Liu
  • Re: [R-SIG-Finance] How to download options data in R from a csv list of underlying stock symbols? G See
• [R-SIG-Finance] what is the best fixed income platform? Kevin Owens
  • Re: [R-SIG-Finance] what is the best fixed income platform? Ilya Kipnis
• [R-SIG-Finance] RFinanceYJ and getSymbols for Yahoo Japan Wouter Thielen
  • Re: [R-SIG-Finance] RFinanceYJ and getSymbols for Yahoo Japan Joshua Ulrich
• [R-SIG-Finance] What happens to IBrokers package if overloaded ? ce
  • Re: [R-SIG-Finance] What happens to IBrokers package if overloaded ? cen six
  • Re: [R-SIG-Finance] What happens to IBrokers package if overloaded ? amarjit chandhial
• [R-SIG-Finance] tradeStats - Avg.Daily.PL/Med.Daily.PL question Mark Knecht
  • Re: [R-SIG-Finance] tradeStats - Avg.Daily.PL/Med.Daily.PL question Brian G. Peterson

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