hen
registration opens.
You can submit your proposal at https://go.uic.edu/RFinanceCFP2024
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On Fri, Oct 20, 2023 at 1:32 PM arnaud gaboury wrote:
>
> On Fri, Oct 20, 2023 at 7:27 PM Joshua Ulrich wrote:
> >
> > On Fri, Oct 20, 2023 at 12:20 PM Eric Zivot wrote:
> > >
> > > See the package corrplot - you get very nice visual plots of correlati
ions
> should go.
>
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On Sun, Aug 13, 2023 at 6:45 PM Mike wrote:
>
> On Sat, 12 Aug 2023 Joshua Ulrich wrote:
>
> > On Fri, Aug 11, 2023 at 3:22 PM Mike wrote:
>
> > > > head(x.weekly)
> > >
> > > OHLCM
> > >
Mike
>
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> Mike
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ng only. If you want to post, subscribe first.
> > -- Also note that this is not the r-help list where general R questions
> > should go.
> >
>
> [[alternative HTML version deleted]]
>
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other options exist to download prices for multiple stocks?
>
> Dennis
>
>
> Dennis Fisher MD
> P < (The "P Less Than" Company)
> Phone / Fax: 1-866-PLessThan (1-866-753-7784)
> www.PLessThan.com
>
> ___
> R-SIG-Finance@r-project.org ma
# Index: POSIXct,POSIXt [180] (TZ: "")
See the blog post for more examples, and to sign up for email updates
https://blog.fosstrading.com/2023/02/xts-0-13-0-on-cran.html
Best,
Josh
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announcement when
registration opens, in late March.
For the conference committee:
Ferhat Akbas, Rabia Sipahi Akbas, Petra Bakosova, Gib Bassett, Peter
Carl, Dirk Eddelbuettel, Soumya Kalra, Brian Peterson, Dale Rosenthal,
Jeffrey Ryan, Justin Shea, and Joshua Ulrich.
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>
> They both download correctly directly from FRED.
>
> Thanks,
>
> Frank
> Chicago
>
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https://stat.eth
ix(1:2))
chart_Series(AAPL)
chart_Series(MSFT)
> Mike
>
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d]]
>
> _______
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t; >
> > plot (chart_Series (sample.xts[,1], subset=subset, TA=ta))
> > }
> >
> > my_plot_function ()
> >
> > ___
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> ht
> column
> > to select
> > mutate_fun = periodReturn, # This specifies what to
> > do
> > with that column
> >period = "daily", # This argument calculates
> > Daily
> > returns
> >col_
> R-SIG-Finance@r-project.org mailing list
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>
, Dirk Eddelbuettel, Soumya
Kalra, Dan McMillen, Brian Peterson, Dale Rosenthal, Jeffrey Ryan,
Justin Shea, Joshua Ulrich
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We've extended the submission deadline to February 28th!
So there's still time to submit your talk:
http://go.uic.edu/rfinance2020cfp
We would also appreciate your help to spread the word, especially to
under-represented groups in finance!
On Tue, Jan 7, 2020 at 2:22 PM Joshua Ulrich wrote
rch.
For the conference committee:
Petra Bakosova, Gib Bassett, Peter Carl, Dirk Eddelbuettel, Soumya
Kalra, Dan McMillen, Brian Peterson, Dale Rosenthal, Jeffrey Ryan,
Justin Shea, Joshua Ulrich
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list
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On Fri, Apr 12, 2019 at 4:31 AM Joshua Ulrich wrote:
>
> Announcement below:
>
> Please join us at the 11th annual R/Finance Conference! As in prior
> years, we expect more than 250 attendees from around the world. R
> users from industry, academia, and government will joinin
mittee, we look forward to seeing you in Chicago!
Petra Bakosova, Gib Bassett, Peter Carl, Dirk Eddelbuettel, Soumya
Kalra, Brian Peterson, Dale Rosenthal, Jeffrey Ryan, Justin Shea,
Joshua Ulrich
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R/Fi
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R/F
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R/Finance 2019 |
.
The CFP is open until this Friday. We look forward to hearing from you!
For the conference committee:
Petra Bakosova, Gib Bassett, Peter Carl, Dirk Eddelbuettel, Soumya
Kalra, Brian Peterson, Dale Rosenthal, Jeffrey Ryan, Justin Shea,
Joshua Ulrich
On Fri, Feb 1, 2019 at 7:35 AM Joshua Ulrich
he
conference website. We will make a separate announcement when
registration opens, usually sometime in mid to late March.
For the conference committee:
Petra Bakosova, Gib Bassett, Peter Carl, Dirk Eddelbuettel, Soumya
Kalra, Brian Peterson, Dale Rosenthal, Jeffrey Ryan, Justin Shea,
is problem?
> Best regards.
> Baki
>
>
>
>
> [[alternative HTML version deleted]]
>
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> Stephen Choularton PhD, FIoD
> 0413 545 182
>
>
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://www.youtube.com/watch?v=oV6FkS2KVc0
Best,
Josh
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an, Joshua Ulrich
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A friendly reminder that the CFP closes tomorrow!
On Tue, Jan 9, 2018 at 11:35 AM, Joshua Ulrich <josh.m.ulr...@gmail.com> wrote:
> R/Finance 2018: Applied Finance with R
> June 1 and 2, 2018
> University of Illinois at Chicago
>
>
> Call For Papers
>
> The ten
to post, subscribe first.
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will make a separate announcement when
registration opens.
For the program committee:
Gib Bassett, Peter Carl, Dirk Eddelbuettel, Brian Peterson,
Dale Rosenthal, Jeffrey Ryan, Joshua Ulrich
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R/Finance 2018
s::install_github("joshuaulrich/quantmod")
# or
devtools::install_github("joshuaulrich/quantmod")
> Bob Sherry
>
>
>
> On 11/14/2017 9:11 AM, Joshua Ulrich wrote:
>
> On Tue, Nov 14, 2017 at 8:09 AM, Robert Sherry <rsher...@comcast.net> wrote:
>
> I
an/listinfo/r-sig-finance
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pe=csv&")
> if (datatype %in% c("intraday", "daily", "adjdaily")) {
> cmd <- paste0(cmd, "outputsize=", outputsize)
> }
> #print(cmd)
> data <- data.table::fread(cmd, showProgress=FAL
z.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only. If you want to post, subscribe first.
>> -- Also note that this is not the r-help list where general R questions
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>>
>
> [[alternative HTML version deleted]]
>
> ___
at of the CSV for split data changed
>
> The the commit messages and diffs for details:
> https://github.com/joshuaulrich/quantmod/compare/157_yahoo_502
>
> On Tue, May 16, 2017 at 8:11 PM, Joshua Ulrich <josh.m.ulr...@gmail.com>
> wrote:
>> Hi all,
>>
>>
gt;
> ___________
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Open,High,Low,Close,Volume,Unadj.Close,Div,Split,Adj.Div . I think the label
> "Unadj.Close" for the raw close
> is more descriptive.
>
> Vivek Rao
>
>
> From: Joshua Ulrich <josh.m.ulr...@gmail.com>
> To: Ilya Kipnis <ilya.kip...@g
Also note that this issue is discussed here:
https://github.com/joshuaulrich/quantmod/issues/152
Comments welcome!
On Fri, Jun 2, 2017 at 9:51 AM, Joshua Ulrich <josh.m.ulr...@gmail.com>
wrote:
> On Fri, Jun 2, 2017 at 9:47 AM, Ilya Kipnis <ilya.kip...@gmail.com> wrote:
> &
ect.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only. If you want to post, subscribe first.
>> -- Also note that this is not the r-help list where general R questions
>> should go.
>>
>
> [[alternative
but minimal means different things to different people depending on
> their skills, or lack thereof in my case. Cheers
> John
>
> -Original Message-----
> From: Joshua Ulrich [mailto:josh.m.ulr...@gmail.com]
> Sent: Wednesday, 24 May 2017 10:31 PM
> To: Daniel Cegiełka <d
irst.
> -- Also note that this is not the r-help list where general R questions
> should go.
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On Wed, May 24, 2017 at 1:10 PM, Daniel Cegiełka
<daniel.cegie...@gmail.com> wrote:
> 2017-05-24 19:45 GMT+02:00 Joshua Ulrich <josh.m.ulr...@gmail.com>:
>>
>> This is a bug that was introduced here:
>> https://github.com/braverock/blotter/commit/24b5786
='enter',
> label='EnterLONG'
> )
>
> add.rule(strategy.st, name='ruleSignal',
> arguments=list(sigcol='short', sigval=TRUE,
> orderside='short',
> ordertype='stoplimit', prefer='Low',
>
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"Installation failed: Could not find build tools necessary to build
> quantmod”
>
See the second-to-last bullet in the Installation section of quantmod's README:
https://github.com/joshuaulrich/quantmod#installation
> Help much appreciated.
>
> Ernie
>
> On May 17, 2017, a
dates may be "null" in the CSV
- The format of the CSV for split data changed
The the commit messages and diffs for details:
https://github.com/joshuaulrich/quantmod/compare/157_yahoo_502
On Tue, May 16, 2017 at 8:11 PM, Joshua Ulrich <josh.m.ulr...@gmail.com> wrote:
> Hi all,
>
Subscriber-posting only. If you want to post, subscribe first.
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_
st functions that download from Yahoo Finance will no longer work.
I mentioned getSymbols.yahoo because that's the most popular function
I maintain that uses the Yahoo Finance API.
>
> From: R-SIG-Finance <r-sig-finance-boun...@r-project.org> on be
_
>> R-SIG-Finance@r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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&g
can track
progress on the fix on the GitHub issue I created:
https://github.com/joshuaulrich/quantmod/issues/157
Best,
Josh
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u either, I guess that quantmod has a
> significant bug.
>
This is now fixed on GitHub:
https://github.com/joshuaulrich/quantmod/issues/155
You can install with:
remotes::install_github("joshuaulrich/quantmod")
> Is there a better way to get free option quotes in R?
>
> Than
ong?
>
> Bob
>
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>
>
Last reminder. Early-bird registration ends tonight!
On Fri, May 5, 2017 at 3:09 PM, Joshua Ulrich <josh.m.ulr...@gmail.com> wrote:
> Quick reminder that prices increase 50% on Monday!
>
> On Mon, May 1, 2017 at 12:13 PM, Joshua Ulrich <josh.m.ulr...@gmail.com>
> wrot
Quick reminder that prices increase 50% on Monday!
On Mon, May 1, 2017 at 12:13 PM, Joshua Ulrich <josh.m.ulr...@gmail.com> wrote:
> The R/Finance 2017 program is published!
>
> The conference will take place on May 19 and 20, at UIC in Chicago.
> Building on the succe
rson, Dale
Rosenthal, Jeffrey Ryan, Joshua Ulrich
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ubscribe first.
>>> -- Also note that this is not the r-help list where general R questions
>>> should go.
>
> [[alternative HTML version deleted]]
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A friendly reminder that the CFP deadline is tomorrow!
On Wed, Jan 4, 2017 at 8:11 AM, Joshua Ulrich <josh.m.ulr...@gmail.com> wrote:
> Call for Papers:
>
> R/Finance 2017: Applied Finance with R
> May 19 and 20, 2017
> University of Illinois at Chicago
>
> The ninth
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n Peterson, Dale
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LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] quantstrat_0.9.1739 foreach_1.4.2
[3] blotter_0.10.2PerformanceAnalytics_1.4.3541
[5] FinancialInstrume
s(x), *
> *NULL) else NULL)*
> Browse[1]>
>> updatePortf(qs.strategy)
> [1] "AD26"
>> updateAcct(qs.strategy)
> [1] "AD26"
>> updateEndEq(qs.strategy)
> [1] "AD26"
>>
>> checkBlotterUpdate("AD26", "AD26"
, paramset.label = "maLagDist"
> , portfolio.st = maStrategy
> , account.st = maStrategy
> )
> stopCluster(cl = cl)
> cl <- NULL
> closeAllConnections()
> gc()
>
>
> #this works
> maStrategyAP$tradeStats$Profit.To
:\Users\Frank\Documents\R\Projects\DGS3MO\DGS3MO.txt"
>> "C:\Users\Frank\Documents\R\Projects\DGS3MO\DGS3MO.out"
>> COPY DGS3MO.BAT DGS3MO.BAK
>> COPY DGS3MO.TXT DGS3MO.TXT.BAK
>> REM PAUSE
>> ...
>
>
> _
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trategy.st))
> paramsetenv<-new.env()results <-
> apply.paramset(strategy.st,paramset.label=paramset.label.name,
> portfolio=strategy.st, account=strategy.st,nsamples=0,verbose =
> TRUE, audit=paramsetenv)
> results.df <- data.frame(re
01/03/2016 9:15 ASK
>>> 538.9 50 2 01/03/2016 9:15 ASK 538.8 75 3
>>> 01/03/2016 9:15 ASK 538.7 50 4 01/03/2016 9:15
>>> ASK 538.3 75 5 01/03/2016 9:15 ASK 538.85
>>> 798 6 01/03/20
A friendly reminder that early registration ends this Friday, May 6,
2016. Registration fees will increase by 50% after Friday.
On Mon, Apr 11, 2016 at 8:23 AM, Joshua Ulrich <josh.m.ulr...@gmail.com> wrote:
> Registration for R/Finance 2016 is now open!
>
> The conference
r problem.
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meone shed some light on this discrepancy or send me a link to more
> enlightenment? Thanks in advance.
>
Yahoo describes their adjusted close column here:
https://help.yahoo.com/kb/finance/SLN2311.html
> Ernie
>
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> Thanks a lot!
>
>
>
>
>
>
>
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RStudio
On behalf of the committee and sponsors, we look forward to seeing you
in Chicago!
Gib Bassett, Peter Carl, Dirk Eddelbuettel, Brian Peterson, Dale
Rosenthal, Jeffrey Ryan, Joshua Ulrich
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Jos
ete, like
> upwards to 20-30 minutes. Sometimes the process terminate with an error
> message. I am trying to replicate it, but no luck right now it is just
> running. The error indicated something about a header being off.
>
> I have a
daily data on my machine
>> >> (no
>> >> trailing stops) takes 0.5262365 secs for a single run.
>> >>
>> >>
>> >>
>> >
>> > [[alternative HTML version deleted]]
>> >
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Joshua Ulrich |
quot;,tz="",header=T))
> MAY <-
> as.matrix(read.zoo("NGF201405_6weeks30mins.csv",sep=",",tz="",header=T))
>
> APR_MAY <- as.xts(rbind(APR,MAY))
>
>
> http://tempsend.com/BBA86DB4ED
>
> http://tempsend.com/0EDA07753B
>
> T
ments=list(sigcol="longentry",
> sigval=TRUE,
>
> ordertype="stoplimit",
> orderside="long",
> r
ace=FALSE,
> orderqty="all",
> threshold=0.05,
> tmult=TRUE,
> orderset="ocolong"),
> type="chain",
> parent="enterlong",
&g
cribe first.
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> should go.
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Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2016 | www.rinfinance.com
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> shoul
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Joshua
e,
> paramset.label = 'optEMA',
> component.type = 'indicator',
> component.label = 'nSlow',
> variable = list(nFast = 180:200),
> label = 'NSLOW')
>
> library(doMC)
> registerDoMC(cores=detectCores())
>
> results <- appl
bine function
>>>> that could trap errors if there was some possibility that your
>>>> strategy would fail to return a viable result.
>>>>
>>>> A strategy that runs fine in a single core should run fine in
>>>> apply.paramset. A reasonable way to sta
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