r-sig-finance
Thread
Date
Earlier messages
Later messages
Messages by Thread
Re: [R-SIG-Finance] Exit Order By Current Position Info
Brian G. Peterson
Re: [R-SIG-Finance] Exit Order By Current Position Info
Diego Peroni
[R-SIG-Finance] Imposing restrictions in vecm in r
Prabhdeep Kaur via R-SIG-Finance
[R-SIG-Finance] adjustOHLC.R issues
Ernie Stokely
Re: [R-SIG-Finance] adjustOHLC.R issues
Brian G. Peterson
Re: [R-SIG-Finance] adjustOHLC.R issues
Ernie Stokely
Re: [R-SIG-Finance] adjustOHLC.R issues
Joshua Ulrich
Re: [R-SIG-Finance] adjustOHLC.R issues
Ernie Stokely
[R-SIG-Finance] [VC++ calling R] How to create a real-time interactive ticking time-series chart using dygraph via RInside?
Mike Deanza
Re: [R-SIG-Finance] [VC++ calling R] How to create a real-time interactive ticking time-series chart using dygraph via RInside?
Joshua Ulrich
[R-SIG-Finance] R/Finance 2016 registration now open
Joshua Ulrich
Re: [R-SIG-Finance] R/Finance 2016 registration now open
Joshua Ulrich
[R-SIG-Finance] Help on getSymbols
Dan Mack
Re: [R-SIG-Finance] Help on getSymbols
Joshua Ulrich
Re: [R-SIG-Finance] Help on getSymbols
Paul Teetor via R-SIG-Finance
Re: [R-SIG-Finance] Help on getSymbols
Dan Mack
Re: [R-SIG-Finance] Help on getSymbols
Wouter Thielen
Re: [R-SIG-Finance] Help on getSymbols
Paul Teetor via R-SIG-Finance
Re: [R-SIG-Finance] Importing batch tickers from Bloomberg to R for Rblpapi use
Jason Hart
[R-SIG-Finance] Importing batch tickers from Bloomberg to R for Rblpapi use
Jason Hart
Re: [R-SIG-Finance] Importing batch tickers from Bloomberg to R for Rblpapi use
Nick White
[R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Brian G. Peterson
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Brian G. Peterson
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Brian G. Peterson
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Joshua Ulrich
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Joshua Ulrich
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Erol Biceroglu
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
Re: [R-SIG-Finance] Processing time of backtests on a singlecomputer
Frank
Re: [R-SIG-Finance] Processing time of backtests on a singlecomputer
Jersey Fanatic
Re: [R-SIG-Finance] Processing time of backtests on a singlecomputer
Frank
Re: [R-SIG-Finance] Processing time of backtests on a singlecomputer
Jersey Fanatic
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Brian G. Peterson
[R-SIG-Finance] Long Enter Position do not "block" Short Enter Orders
Diego Peroni
Re: [R-SIG-Finance] Long Enter Position do not "block" Short Enter Orders
Ilya Kipnis
Re: [R-SIG-Finance] Long Enter Position do not "block" Short Enter Orders
Diego Peroni
Re: [R-SIG-Finance] Long Enter Position do not "block" Short Enter Orders
Ilya Kipnis
Re: [R-SIG-Finance] Long Enter Position do not "block" Short Enter Orders
Diego Peroni
Re: [R-SIG-Finance] Long Enter Position do not "block" Short Enter Orders
Ilya Kipnis
Re: [R-SIG-Finance] Processing time of backtests on a single computer
david.jessop
Re: [R-SIG-Finance] Processing time of backtests on a single computer
Jersey Fanatic
[R-SIG-Finance] GetOrders with Quantstrat
Ryan Crawford
Re: [R-SIG-Finance] GetOrders with Quantstrat
Joshua Ulrich
Re: [R-SIG-Finance] GetOrders with Quantstrat
Joshua Ulrich
[R-SIG-Finance] entries/exits based on candlestick recognition
Dmitry Kishkinev
Re: [R-SIG-Finance] entries/exits based on candlestick recognition
Ilya Kipnis
[R-SIG-Finance] rbind and duplicates in monthly futures
Peter Neumaier
Re: [R-SIG-Finance] rbind and duplicates in monthly futures
Joshua Ulrich
Re: [R-SIG-Finance] rbind and duplicates in monthly futures
Peter Neumaier
Re: [R-SIG-Finance] rbind and duplicates in monthly futures
Joshua Ulrich
Re: [R-SIG-Finance] rbind and duplicates in monthly futures
Peter Neumaier
Re: [R-SIG-Finance] rbind and duplicates in monthly futures
Brian G. Peterson
[R-SIG-Finance] getOptionChain function in quantmod
Benno Longobardolino
Re: [R-SIG-Finance] getOptionChain function in quantmod
Joshua Ulrich
[R-SIG-Finance] IBrokers - functions: eWrapper and CALLBACKS
Stephen Choularton
Re: [R-SIG-Finance] IBrokers - functions: eWrapper and CALLBACKS
Robert Schien
Re: [R-SIG-Finance] IBrokers - functions: eWrapper and CALLBACKS
Stephen Choularton
[R-SIG-Finance] Passing external regressors to rugarchspec
Eric Huang
[R-SIG-Finance] Remove first two weeks of data in half hourly resolution
Peter Neumaier
Re: [R-SIG-Finance] Remove first two weeks of data in half hourly resolution
Brian G. Peterson
Re: [R-SIG-Finance] Remove first two weeks of data in half hourly resolution
G See
Re: [R-SIG-Finance] Remove first two weeks of data in half hourly resolution
Peter Neumaier
[R-SIG-Finance] Asymmetry parameter misspecification in EGARCH model using the rugarch package
Joakim Lindboe Brüchmann .
[R-SIG-Finance] stoplimit market price with OHLC
Diego Peroni
Re: [R-SIG-Finance] stoplimit market price with OHLC
Joshua Ulrich
Re: [R-SIG-Finance] stoplimit market price with OHLC
Diego Peroni
Re: [R-SIG-Finance] Asymmetry parameter misspecification in EGARCH model using the rugarch package
Alexios Ghalanos
[R-SIG-Finance] Optimizing Quanstrat MACD with apply.paramset returns combine error
Ray Bao
Re: [R-SIG-Finance] Optimizing Quanstrat MACD with apply.paramset returns combine error
Joshua Ulrich
Re: [R-SIG-Finance] Optimizing Quanstrat MACD with apply.paramset returns combine error
Ray Bao
[R-SIG-Finance] Time-Varying Cointegration in R
Johannes Lips
Re: [R-SIG-Finance] Time-Varying Cointegration in R
Paul Gilbert
Re: [R-SIG-Finance] Time-Varying Cointegration in R
Johannes Lips
[R-SIG-Finance] need apply.paramset logging
Diego Peroni
Re: [R-SIG-Finance] need apply.paramset logging
Brian G. Peterson
Re: [R-SIG-Finance] need apply.paramset logging
Diego Peroni
Re: [R-SIG-Finance] need apply.paramset logging
Brian G. Peterson
Re: [R-SIG-Finance] need apply.paramset logging
Diego Peroni
Re: [R-SIG-Finance] need apply.paramset logging
Joshua Ulrich
Re: [R-SIG-Finance] need apply.paramset logging
Diego Peroni
Re: [R-SIG-Finance] need apply.paramset logging
Brian G. Peterson
Re: [R-SIG-Finance] need apply.paramset logging
Diego Peroni
Re: [R-SIG-Finance] need apply.paramset logging
Brian G. Peterson
Re: [R-SIG-Finance] need apply.paramset logging
Diego Peroni
[R-SIG-Finance] Rblpapi - Fundamental Data
Keith Sabol
Re: [R-SIG-Finance] Rblpapi - Fundamental Data
Whit Armstrong
[R-SIG-Finance] Ubuntu Installation
R Vince
Re: [R-SIG-Finance] Ubuntu Installation
Dirk Eddelbuettel
Re: [R-SIG-Finance] Ubuntu Installation
R Vince
Re: [R-SIG-Finance] Ubuntu Installation
R Vince
[R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio
Alec Schmidt
Re: [R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio
Enrico Schumann
Re: [R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio
Alec Schmidt
Re: [R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio
Enrico Schumann
Re: [R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio
Alec Schmidt
Re: [R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio
Enrico Schumann
Re: [R-SIG-Finance] comparing solve.pq and nloptr for min variance portfolio: nloptr needs resampling
Alec Schmidt
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
matt
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
Ross Bennett
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
matt
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
Brian G. Peterson
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
Ross Bennett
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
matt
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
Brian G. Peterson
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
Ross Bennett
[R-SIG-Finance] PortfolioAnalytics question re: showing results
matt
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
Ilya Kipnis
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
matt
Re: [R-SIG-Finance] PortfolioAnalytics question re: showing results
Brian G. Peterson
[R-SIG-Finance] Unexpected StopLoss order placed and triggered
Peter Neumaier
[R-SIG-Finance] Solver for a generic optimal portfolio
Alec Schmidt
Re: [R-SIG-Finance] Solver for a generic optimal portfolio
Patrick Burns
Re: [R-SIG-Finance] Solver for a generic optimal portfolio
Mark Leeds
Re: [R-SIG-Finance] Solver for a generic optimal portfolio
Brian G. Peterson
Re: [R-SIG-Finance] Solver for a generic optimal portfolio
Alec Schmidt
Re: [R-SIG-Finance] Solver for a generic optimal portfolio
Brian G. Peterson
Re: [R-SIG-Finance] Solver for a generic optimal portfolio
Alec Schmidt
[R-SIG-Finance] Sum volume by day and plot in xts
Peter Neumaier
Re: [R-SIG-Finance] Sum volume by day and plot in xts
Joshua Ulrich
[R-SIG-Finance] write.csv conversion problem
Peter Neumaier
Re: [R-SIG-Finance] write.csv conversion problem
Joshua Ulrich
Re: [R-SIG-Finance] write.csv conversion problem
Peter Neumaier
Re: [R-SIG-Finance] write.csv conversion problem
Roger J. Bos
Re: [R-SIG-Finance] write.csv conversion problem
Martin Maechler
[R-SIG-Finance] Convert double to date
Peter Neumaier
[R-SIG-Finance] Add.Distribution on signal "BBands" ?
Peter Neumaier
Re: [R-SIG-Finance] Add.Distribution on signal "BBands" ?
Joshua Ulrich
Re: [R-SIG-Finance] Add.Distribution on signal "BBands" ?
Peter Neumaier
Re: [R-SIG-Finance] Add.Distribution on signal "BBands" ?
Joshua Ulrich
Re: [R-SIG-Finance] Add.Distribution on signal "BBands" ?
Peter Neumaier
Re: [R-SIG-Finance] Add.Distribution on signal "BBands" ?
Joshua Ulrich
[R-SIG-Finance] Tax consideration when calling Return.portfolio
अमोद
[R-SIG-Finance] Position size in order book
Peter Neumaier
Re: [R-SIG-Finance] Position size in order book
Brian G. Peterson
Re: [R-SIG-Finance] Position size in order book
Peter Neumaier
[R-SIG-Finance] Coherent Data Adapter: CUSIP Global Services Web Edition
Thomas Fuller
[R-SIG-Finance] Rblpapi 'rc' 0.3.2.5 available for testing
Dirk Eddelbuettel
[R-SIG-Finance] Trailing stop not working in R (Luxor example)
Peter Neumaier
Re: [R-SIG-Finance] Trailing stop not working in R (Luxor example)
Derek Wong
Re: [R-SIG-Finance] Trailing stop not working in R (Luxor example)
Joshua Ulrich
[R-SIG-Finance] Copula-GARCH with rmgarch package
Le Hoang Van
[R-SIG-Finance] tick data and one minute bar data appear out of line (IBrokers)
Stephen Choularton
Re: [R-SIG-Finance] tick data and one minute bar data appear out of line (IBrokers)
Joshua Ulrich
Re: [R-SIG-Finance] tick data and one minute bar data appear out of line (IBrokers)
Stephen Choularton
Re: [R-SIG-Finance] tick data and one minute bar data appear out of line (IBrokers)
Joshua Ulrich
[R-SIG-Finance] addTA not working
George Schmoll
Re: [R-SIG-Finance] addTA not working
Joshua Ulrich
Re: [R-SIG-Finance] addTA not working
George Schmoll
[R-SIG-Finance] Time in Force conditions with Quantstrat
Ryan
Re: [R-SIG-Finance] Time in Force conditions with Quantstrat
Joshua Ulrich
[R-SIG-Finance] quartstrat applyStrategy error when starting one month earlier (endDate not found)
Bos, Roger
Re: [R-SIG-Finance] quartstrat applyStrategy error when starting one month earlier (endDate not found)
Joshua Ulrich
[R-SIG-Finance] IBrokers reqOpenOrders - getting data into a program
Stephen Choularton
[R-SIG-Finance] RStudio Crashes when using quantmod's chartSeries()
Hsiao-nan Cheung
Re: [R-SIG-Finance] RStudio Crashes when using quantmod's chartSeries()
Maxim Fomin
Re: [R-SIG-Finance] RStudio Crashes when using quantmod's chartSeries()
Hsiao-nan Cheung
Re: [R-SIG-Finance] RStudio Crashes when using quantmod's chartSeries()
John Williams
Re: [R-SIG-Finance] RStudio Crashes when using quantmod's chartSeries()
Hsiao-nan Cheung
[R-SIG-Finance] How to Draw a Candle Chart using ggplot2?
Hsiao-nan Cheung
[R-SIG-Finance] Rugarch fitted values lag by 1
Hannah Linder
[R-SIG-Finance] stoptrailing mechanics question in MACD example - Quantstrat
Derek Wong
Re: [R-SIG-Finance] stoptrailing mechanics question in MACD example - Quantstrat
Joshua Ulrich
Re: [R-SIG-Finance] stoptrailing mechanics question in MACD example - Quantstrat
Derek Wong
[R-SIG-Finance] Tangency portfolio in "fPortfolio" package
Samit Paul
[R-SIG-Finance] Quantstrat - Entering a limit order below the open price
Smith Jimmy
Re: [R-SIG-Finance] Quantstrat - Entering a limit order below the open price
Brian G. Peterson
[R-SIG-Finance] New Package PortfolioEffectEstim
Andrey Kostin
[R-SIG-Finance] CONFERENCE: R in Insurance, London, 11 July 2015
Gesmann, Markus
[R-SIG-Finance] Using the market (SPY) as an indicator in Quanstrat
Smith Jimmy
Re: [R-SIG-Finance] Using the market (SPY) as an indicator in Quanstrat
Brian G. Peterson
[R-SIG-Finance] Approach to predict balance of account in retail bank
Biswarup Ghosh
Re: [R-SIG-Finance] Approach to predict balance of account in retail bank
Daniel Melendez
Re: [R-SIG-Finance] Approach to predict balance of account in retail bank
Biswarup Ghosh
Re: [R-SIG-Finance] Approach to predict balance of account in retail bank
Biswarup Ghosh
[R-SIG-Finance] Option Quotes
Robert Sherry
[R-SIG-Finance] gmm error
T.
Re: [R-SIG-Finance] tick data database
Daniel Cegiełka
Re: [R-SIG-Finance] tick data database
Daniel Krizian
[R-SIG-Finance] apply.paramset trade-by-trade PnL data
Jersey Fanatic
Re: [R-SIG-Finance] apply.paramset trade-by-trade PnL data
Jersey Fanatic
Re: [R-SIG-Finance] apply.paramset trade-by-trade PnL data
Jersey Fanatic
Re: [R-SIG-Finance] apply.paramset trade-by-trade PnL data
Brian G. Peterson
[R-SIG-Finance] Could you please take me off your mailing list?
Magnus Metz
Re: [R-SIG-Finance] Could you please take me off your mailing list?
Pasha Zulfugarli
Re: [R-SIG-Finance] Could you please take me off your mailing list?
Nils Tobias Kramer
[R-SIG-Finance] high/low prices
aschmid1
[R-SIG-Finance] Error in autoarfima output
Nicholas Manganaro
[R-SIG-Finance] get financial data from morningstar.com with rvest
Stefano
[R-SIG-Finance] reqHistory
Stephen Choularton
[R-SIG-Finance] Problem understanding the code of dse::simulate
Degang WU
Re: [R-SIG-Finance] Problem understanding the code of dse::simulate
Paul Gilbert
Re: [R-SIG-Finance] Problem understanding the code of dse::simulate
Degang WU
[R-SIG-Finance] Rblpapi connection issue
Will Oswald
Earlier messages
Later messages