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• • Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators Mark Knecht
  • Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators Ilya Kipnis
  • Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators Joshua Ulrich
  • Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators Mark Knecht
  • Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators Ilya Kipnis
  • Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators Ilya Kipnis
  • Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators Mark Knecht
  • Re: [R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators Ilya Kipnis
• Re: [R-SIG-Finance] TrailingStop chain events in macd.R stergios marinopoulos
• Re: [R-SIG-Finance] parma - parmafrontier - Why do I get an error in seq.default ? alexios ghalalanos
• [R-SIG-Finance] reading high frequency data jun wang
  • Re: [R-SIG-Finance] reading high frequency data Enrico Schumann
  • Re: [R-SIG-Finance] reading high frequency data Gabor Grothendieck
• [R-SIG-Finance] rugarch convergence problem Cabot_Bear
  • Re: [R-SIG-Finance] rugarch convergence problem alexios ghalanos
• [R-SIG-Finance] Apparent Discrepancy JAKE WHITE
  • Re: [R-SIG-Finance] Apparent Discrepancy Alexios Ghalanos
• Re: [R-SIG-Finance] Optimization Robert Harlow
  • Re: [R-SIG-Finance] Optimization walmir-rodrigues
  • Re: [R-SIG-Finance] Optimization Robert Harlow
  • Re: [R-SIG-Finance] Optimization walmir-rodrigues
  • Re: [R-SIG-Finance] Optimization walmir-rodrigues
  • Re: [R-SIG-Finance] Optimization Brian G. Peterson
• [R-SIG-Finance] Trouble Installing Quantmod Peter Caya
  • Re: [R-SIG-Finance] Trouble Installing Quantmod Joshua Ulrich
• [R-SIG-Finance] appending new data to a file with the mmap package Claymore Marshall
  • Re: [R-SIG-Finance] appending new data to a file with the mmap package Daniel Cegiełka
• [R-SIG-Finance] demo("luxor.8.walk.forward") Error in if (!all(i <= 0)) stop("only zeros may be mixed with negative subscripts") : missing value where TRUE/FALSE needed Richard Long
  • Re: [R-SIG-Finance] demo("luxor.8.walk.forward") Error in if (!all(i <= 0)) stop("only zeros may be mixed with negative subscripts") : missing value where TRUE/FALSE needed Joshua Ulrich
  • [R-SIG-Finance] demo("luxor.8.walk.forward") Error in if (!all(i <= 0)) stop("only zeros may be mixed with negative subscripts") : missing value where TRUE/FALSE needed Richard Long
• [R-SIG-Finance] A problem of parameter set can not be effect Andy Lu
  • Re: [R-SIG-Finance] A problem of parameter set can not be effect Ilya Kipnis
  • Re: [R-SIG-Finance] A problem of parameter set can not be effect Andy Lu
  • Re: [R-SIG-Finance] A problem of parameter set can not be effect Ilya Kipnis
• Re: [R-SIG-Finance] Receiving market data by iBroker and implementing strategy ce
• [R-SIG-Finance] Self Organisin Map / kohonen package Pierre Org
• [R-SIG-Finance] Receiving market data by iBroker and implementing strategy Eric (YEN-LIN) CHIU
• [R-SIG-Finance] Performance Analytics Package Questions Joe W. Byers
• [R-SIG-Finance] parma - What kind of portfolio do I get ? u0055
• [R-SIG-Finance] Slight Discrepancy between ugarchfit and by hand calculation Tevlin, Dylan
  • Re: [R-SIG-Finance] Slight Discrepancy between ugarchfit and by hand calculation alexios ghalanos
• [R-SIG-Finance] Behavior of sigThreshold() stergios marinopoulos
  • Re: [R-SIG-Finance] Behavior of sigThreshold() Joshua Ulrich
• [R-SIG-Finance] Calibration of Heston Model in R Shivam
  • Re: [R-SIG-Finance] Calibration of Heston Model in R Enrico Schumann
• [R-SIG-Finance] Getting historical stock prices from irregular tickers in Quantmod package Berk Orbay
  • Re: [R-SIG-Finance] Getting historical stock prices from irregular tickers in Quantmod package Joshua Ulrich
  • Re: [R-SIG-Finance] Getting historical stock prices from irregular tickers in Quantmod package Berk Orbay
• [R-SIG-Finance] rugarch - question w.r.t. (robust) SE and bias in estimates of a particular MA(1)-eGARCH(1, 1)-STD model Johannes Moser
  • Re: [R-SIG-Finance] rugarch - question w.r.t. (robust) SE and bias in estimates of a particular MA(1)-eGARCH(1, 1)-STD model alexios ghalanos
• [R-SIG-Finance] Help With Principal Component Analysis Raghuraman Ramachandran
• [R-SIG-Finance] FPortfolio / MAxReturnPortfolio Pierre Org
  • Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio alexios ghalanos
  • Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio Pierre Org
  • Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio u0055
  • Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio alexios ghalanos
  • Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio u0055
  • Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio alexios ghalanos
  • Re: [R-SIG-Finance] FPortfolio / MAxReturnPortfolio u0055
• [R-SIG-Finance] Quant Job Ryan Lanham
• [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ? u0055
  • Re: [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ? Patrick Burns
  • Re: [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ? u0055
  • Re: [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ? Patrick Burns
  • [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ? u0055
  • Re: [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ? Michael Weylandt
  • Re: [R-SIG-Finance] Is there a general solution (package) for a portfolio optimization ? alexios ghalanos
• [R-SIG-Finance] fPortfolio - why getting a zero vector as weights for my portfolio u0055
• [R-SIG-Finance] How to return milliseconds? Uday Maitra
• [R-SIG-Finance] Beginner in R, need help writing a script for "Average" metric. nvirani
• [R-SIG-Finance] A question on Forward Price Christofer Bogaso
  • Re: [R-SIG-Finance] A question on Forward Price Michael Weylandt
  • Re: [R-SIG-Finance] A question on Forward Price Christofer Bogaso
  • Re: [R-SIG-Finance] A question on Forward Price Dominykas Grigonis
  • Re: [R-SIG-Finance] A question on Forward Price Michael Weylandt
  • Re: [R-SIG-Finance] A question on Forward Price Christofer Bogaso
  • Re: [R-SIG-Finance] A question on Forward Price Dominykas Grigonis
  • Re: [R-SIG-Finance] A question on Forward Price Christofer Bogaso
  • Re: [R-SIG-Finance] A question on Forward Price Dominykas Grigonis
  • Re: [R-SIG-Finance] A question on Forward Price Michael Weylandt
  • Re: [R-SIG-Finance] A question on Forward Price Christofer Bogaso
  • Re: [R-SIG-Finance] A question on Forward Price Dominykas Grigonis
  • Re: [R-SIG-Finance] A question on Forward Price S N V Krishna
• [R-SIG-Finance] Query about mcsGARCH (rugarch package) Ferguson, William
  • Re: [R-SIG-Finance] Query about mcsGARCH (rugarch package) alexios ghalanos
• [R-SIG-Finance] rugarch question jun wang
  • Re: [R-SIG-Finance] rugarch question alexios ghalanos
  • Re: [R-SIG-Finance] rugarch question jun wang
  • Re: [R-SIG-Finance] rugarch question alexios ghalanos
• [R-SIG-Finance] Fwd: Re: News impact curves for various GARCH models in the rugarch-package aschmid1
• [R-SIG-Finance] Scale parameter in fit.control option from "ugarchfit" rugarch function Jaimie Villanueva
  • Re: [R-SIG-Finance] Scale parameter in fit.control option from "ugarchfit" rugarch function alexios ghalanos
  • Re: [R-SIG-Finance] Scale parameter in fit.control option from "ugarchfit" rugarch function Jaimie
• [R-SIG-Finance] Applying transformations to timeSeries objects nacho
  • Re: [R-SIG-Finance] Applying transformations to timeSeries objects Robert Harlow
  • Re: [R-SIG-Finance] Applying transformations to timeSeries objects nacho
• [R-SIG-Finance] Kalman Filter Implementation in R Manuj Goel
  • Re: [R-SIG-Finance] Kalman Filter Implementation in R Suzen, Mehmet
  • Re: [R-SIG-Finance] Kalman Filter Implementation in R Mark Knecht
  • Re: [R-SIG-Finance] Kalman Filter Implementation in R Andrew Piskorski
• [R-SIG-Finance] fPortfolio and maxreturnPortfolio pierrelequeux
• [R-SIG-Finance] News impact curves for various GARCH models in the rugarch-package Johannes Moser
  • Re: [R-SIG-Finance] News impact curves for various GARCH models in the rugarch-package Johannes Moser
  • Re: [R-SIG-Finance] News impact curves for various GARCH models in the rugarch-package alexios ghalanos
  • Re: [R-SIG-Finance] News impact curves for various GARCH models in the rugarch-package aschmid1
• [R-SIG-Finance] Does the current packages support getting the sector->industry(for example Money Center Bks (^YHOh750)) data from yahoo? Alu
  • Re: [R-SIG-Finance] Does the current packages support getting the sector->industry(for example Money Center Bks (^YHOh750)) data from yahoo? Joshua Ulrich
• [R-SIG-Finance] R Shiny Diethelm Wuertz
• [R-SIG-Finance] R/Rmetrics Paris 26-28 June 2014 Diethelm Wuertz
• Re: [R-SIG-Finance] simple question Wilson Freitas
• [R-SIG-Finance] MACD demo fix Evelyn Mitchell
• [R-SIG-Finance] Unable to run the risk stops in the quantstrat "macd" demo? Clay .
  • Re: [R-SIG-Finance] Unable to run the risk stops in the quantstrat "macd" demo? Clay .
• [R-SIG-Finance] Simulating returns using copula and SPD distribution Guillaume PEALAT
  • Re: [R-SIG-Finance] Simulating returns using copula and SPD distribution alexios ghalanos
  • Re: [R-SIG-Finance] Simulating returns using copula and SPD distribution Guillaume PEALAT
  • Re: [R-SIG-Finance] Simulating returns using copula and SPD distribution alexios ghalanos
• [R-SIG-Finance] Time Varying Higher Moments - racd? Mark Knecht
  • Re: [R-SIG-Finance] Time Varying Higher Moments - racd? Joshua Ulrich
  • Re: [R-SIG-Finance] Time Varying Higher Moments - racd? alexios ghalanos
  • Re: [R-SIG-Finance] Time Varying Higher Moments - racd? Mark Knecht
  • Re: [R-SIG-Finance] Time Varying Higher Moments - racd? alexios ghalanos
  • Re: [R-SIG-Finance] Time Varying Higher Moments - racd? Mark Knecht
  • Re: [R-SIG-Finance] Time Varying Higher Moments - racd? Alexios Ghalanos
  • Re: [R-SIG-Finance] Time Varying Higher Moments - racd? Mark Knecht
  • Re: [R-SIG-Finance] Time Varying Higher Moments - racd? alexios ghalanos
  • Re: [R-SIG-Finance] Time Varying Higher Moments - racd? Mark Knecht
• [R-SIG-Finance] R Bitcoin Charts API packge 1.0.1 released Thomas Fuller
• [R-SIG-Finance] [rugarch package] SIgn Bias Test Zirael
  • Re: [R-SIG-Finance] [rugarch package] SIgn Bias Test alexios ghalanos
  • Re: [R-SIG-Finance] [rugarch package] SIgn Bias Test Zirael
• [R-SIG-Finance] Rbbg (formerly RBloomberg) -- Pulling portfolio data Sarran, Paul
• [R-SIG-Finance] Collaborative R, Python, MATLAB, and Excel plotting. Also Streaming Graphs. Matt Sundquist
• [R-SIG-Finance] R/Finance 2014 slides Dirk Eddelbuettel
  • Re: [R-SIG-Finance] R/Finance 2014 slides Dirk Eddelbuettel
• [R-SIG-Finance] R/Finance 2014 photos Oleg Mubarakshin
• [R-SIG-Finance] Changing (seasonal) conditional distribution Francis X. Diebold
• [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model PoddyOne
  • Re: [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model alexios ghalanos
  • Re: [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model PoddyOne
  • Re: [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model PoddyOne
  • Re: [R-SIG-Finance] Changing (seasonal) conditional distribution in a fGarch model Alexios Ghalanos
• [R-SIG-Finance] stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS amarjit chandhial
• [R-SIG-Finance] change-point detection in highly dependent time series Johannes Moser
  • Re: [R-SIG-Finance] change-point detection in highly dependent time series cen six
  • Re: [R-SIG-Finance] change-point detection in highly dependent time series Johannes Moser
• [R-SIG-Finance] generalized beta G distribution Wei-han Liu
• [R-SIG-Finance] A question on Time series analysis Christofer Bogaso
  • Re: [R-SIG-Finance] A question on Time series analysis Dominykas Grigonis
  • Re: [R-SIG-Finance] A question on Time series analysis Dominykas Grigonis
• Re: [R-SIG-Finance] fPortfolio and tangency portfolio for two assets allbert.darenberg
• Re: [R-SIG-Finance] fPortfolio and Matlab: Different results for the tagency portfolio Albert Darenberg
• [R-SIG-Finance] fPortfolio and Matlab: Different results for the tagency portfolio Albert Darenberg
• [R-SIG-Finance] Excel price function Katherine Gobin
• Re: [R-SIG-Finance] (no subject) alexios ghalanos
  • [R-SIG-Finance] (no subject) Wei-han Liu
  • [R-SIG-Finance] (no subject) lkatsets
  • [R-SIG-Finance] (no subject) Gareth McEwan
  • [R-SIG-Finance] (no subject) Frank
  • Re: [R-SIG-Finance] (no subject) Hasan Diwan
  • [R-SIG-Finance] (no subject) Shawkat Hammoudeh via R-SIG-Finance
  • [R-SIG-Finance] (no subject) francesco.citta
• [R-SIG-Finance] fPortfolio and minimum variance portfolio Albert Darenberg
  • Re: [R-SIG-Finance] fPortfolio and minimum variance portfolio amarjit chandhial
• [R-SIG-Finance] GARCH fitted parametric distributions for copula fitting Sebastian Ivanciu
  • Re: [R-SIG-Finance] GARCH fitted parametric distributions for copula fitting alexios ghalanos
• [R-SIG-Finance] [Announce] YUIMA package on CRAN stefano iacus
• [R-SIG-Finance] Volume data Adam Ginensky
  • Re: [R-SIG-Finance] Volume data max nissman
• [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation Johannes Moser
  • Re: [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation Johannes Moser
  • Re: [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation alexios ghalanos
  • Re: [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation Johannes Moser
  • Re: [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation alexios ghalanos
  • Re: [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation Johannes Moser
  • Re: [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation alexios ghalanos
  • Re: [R-SIG-Finance] timout using "evalWithTimeout" in looped rugarch estimation Johannes Moser
• [R-SIG-Finance] Implied Volatility Katherine Gobin
  • Re: [R-SIG-Finance] Implied Volatility Oleg Mubarakshin
  • [R-SIG-Finance] Implied Volatility Christofer Bogaso
  • Re: [R-SIG-Finance] Implied Volatility Slavo Matasovsky
  • Re: [R-SIG-Finance] Implied Volatility Josh Segal
  • Re: [R-SIG-Finance] Implied Volatility Slavo Matasovsky
  • Re: [R-SIG-Finance] Implied Volatility Frank
  • Re: [R-SIG-Finance] Implied Volatility Victor Montanez
  • Re: [R-SIG-Finance] Implied Volatility Slavo Matasovsky
  • Re: [R-SIG-Finance] Implied Volatility Oleg Mubarakshin
  • Re: [R-SIG-Finance] Implied Volatility Slavo Matasovsky
  • Re: [R-SIG-Finance] Implied Volatility Erol Biceroglu
• [R-SIG-Finance] quantstrat - object 'prefer' not found? rPaulS
  • Re: [R-SIG-Finance] quantstrat - object 'prefer' not found? Joshua Ulrich
• Re: [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? fc_11
  • Re: [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? Joshua Ulrich
  • Re: [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? Pablo Rios
  • Re: [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? Pablo Rios
  • Re: [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? Chinmay Patil
  • Re: [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? Joshua Ulrich
  • Re: [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? Pablo Rios
  • Re: [R-SIG-Finance] Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ? Joshua Ulrich
• [R-SIG-Finance] clustering BBands

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