r-sig-finance

2013-11-01 - 2013-12-01 (72 messages)

2013-10-01 - 2013-11-01 (60 messages)

2013-09-01 - 2013-10-01 (53 messages)

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  1. 2013-10-31  [1] [R-SIG-Finance] Quantstrat - paramset                                    r-sig-financ Li, Huachen 
  2. 2013-10-31  [4] [R-SIG-Finance] Ranking XTS based on quantiles                           r-sig-financ Gopi Goswami 
  3. 2013-10-31  [6] [R-SIG-Finance] Simple portfolio management - anything in R?             r-sig-financ Radek Maciaszek 
  4. 2013-10-29  [2] [R-SIG-Finance] xts Correl on subset                                     r-sig-financ Michael Weylandt 
  5. 2013-10-28  [1] [R-SIG-Finance] Quantstrat: Setting the column name in add.indicator?    r-sig-financ Ollmar, Fridthjof 
  6. 2013-10-26  [1] [R-SIG-Finance] Using forecasted returns and cov matrix in fportfolio    r-sig-financ ericstrom 
  7. 2013-10-25  [1] [R-SIG-Finance] Quantstrat and total equity-aware order sizing           r-sig-financ Gergely Temesi 
  8. 2013-10-19  [1] [R-SIG-Finance] Asset labels in fportfolio                               r-sig-financ Eric Thungstom 
  9. 2013-10-18  [1] [R-SIG-Finance] clarification on bug in addPosLimit                      r-sig-financ Ilya Kipnis 
 10. 2013-10-18  [2] [R-SIG-Finance] blotter 0.8.17 addPosLimit function fix                  r-sig-financ Joshua Ulrich 
 11. 2013-10-17  [1] [R-SIG-Finance] MARSS for  Kalman Filter Mean Reverting                  r-sig-financ nserdar 
 12. 2013-10-16  [2] [R-SIG-Finance] Importing and exporting portfolio with blotter           r-sig-financ Brian G. Peterson 
 13. 2013-10-16  [1] [R-SIG-Finance] R/Finance and overview on latest results                 r-sig-financ wlmr
 14. 2013-10-15  [1] [R-SIG-Finance] Place limit orders using IBrokers                        r-sig-financ Qi Li 
 15. 2013-10-15  [3] [R-SIG-Finance] Portfolio Optimization with tawny package                r-sig-financ Ross Bennett 
 16. 2013-10-15  [1] [R-SIG-Finance] R/Finance 2014 Call for Papers                           r-sig-financ Brian G. Peterson 
 17. 2013-10-15  [1] [R-SIG-Finance] Contract Work                                            r-sig-financ Raghuraman Ramachandr
 18. 2013-10-13  [4] [R-SIG-Finance] How to interpret this formula?                           r-sig-financ BBands 
 19. 2013-10-12  [1] [R-SIG-Finance] Code for FOptions GBS Greeks based on Haug 2nd Ed.       r-sig-financ Joe W. Byers 
 20. 2013-10-10  [1] [R-SIG-Finance] perTradeStats in quantstrat messed up                    r-sig-financ Ilya Kipnis 
 21. 2013-10-10  [1] [R-SIG-Finance] Several quantstrat questions                             r-sig-financ Ilya Kipnis 
 22. 2013-10-10  [1] [R-SIG-Finance] AdMit Package                                            r-sig-financ Steve Greiner 
 23. 2013-10-10  [5] Re: [R-SIG-Finance] Options solution?                                    r-sig-financ BBands 
 24. 2013-10-09  [2] [R-SIG-Finance] Value of risk (system) conditional the event bank=value  r-sig-financ Kris 
 25. 2013-10-08  [1] [R-SIG-Finance] Questions about IBrokers package                         r-sig-financ Robert Schien 
 26. 2013-10-06  [1] [R-SIG-Finance] fPortfolio and tangency portfolio for two assets         r-sig-financ Diffform 
 27. 2013-10-04  [1] [R-SIG-Finance] multistage gibbs sampler                                 r-sig-financ Steve Greiner 
 28. 2013-10-04  [2] [R-SIG-Finance] a problem with external regressors in rugarch            r-sig-financ alexios ghalanos 
 29. 2013-10-02  [2] Re: [R-SIG-Finance] Crosses above, crosses below                         r-sig-financ Mark Knecht 
 30. 2013-10-01  [4] Re: [R-SIG-Finance] Parma Package QP optimization Failing and Ignoring L r-sig-financ alexios ghalanos 

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