Next Last 1. 2012-09-28 [2] [R-SIG-Finance] Multi-factor GARCH model r-sig-fin Brian G. Pete 2. 2012-09-28 [2] [R-SIG-Finance] "Multivariate Garch" Package in r r-sig-fin Brian G. Pete 3. 2012-09-28 [6] [R-SIG-Finance] Coercing LHS to a list r-sig-fin sean fallon 4. 2012-09-28 [3] [R-SIG-Finance] Intraday interval data from Bloomberg r-sig-fin R. Ben-David 5. 2012-09-27 [6] [R-SIG-Finance] quanstrat: stop trailing with variabl r-sig-fin OpenTrades 6. 2012-09-27 [4] [R-SIG-Finance] Comparing pvalues in ADF test in Gret r-sig-fin JOSE FRANCISC 7. 2012-09-27 [3] [R-SIG-Finance] Reversing date order in CSV file r-sig-fin sean fallon 8. 2012-09-27 [1] [R-SIG-Finance] Market data playback from IBrokers r-sig-fin Qiang Wang 9. 2012-09-26 [1] [R-SIG-Finance] Backtesting (Kupiec) and Measure Stoc r-sig-fin Eko andryanto 10. 2012-09-24 [6] [R-SIG-Finance] help on creating 5 minutes bars r-sig-fin Chris de Bleu 11. 2012-09-23 [3] [R-SIG-Finance] quantstrat demo error r-sig-fin Brian G. Pete 12. 2012-09-21 [5] [R-SIG-Finance] Problem with updatePortf r-sig-fin Worik Stanton 13. 2012-09-20 [3] [R-SIG-Finance] ABS value calculation for ATR use r-sig-fin Jeff Ryan 14. 2012-09-20 [1] [R-SIG-Finance] UBS looking for a quantitative analys r-sig-fin david.jessop 15. 2012-09-19 [4] [R-SIG-Finance] adjustOHLC discrepancy r-sig-fin Jim Green 16. 2012-09-18 [4] [R-SIG-Finance] About Garch models r-sig-fin alexios ghala 17. 2012-09-18 [2] [R-SIG-Finance] rugarch package "Warning Message" for r-sig-fin alexios ghala 18. 2012-09-18 [2] [R-SIG-Finance] Removing instruments... r-sig-fin G See 19. 2012-09-17 [2] [R-SIG-Finance] Trouble with getSymbols.csv r-sig-fin G See 20. 2012-09-17 [5] [R-SIG-Finance] Problems with time format and read.cs r-sig-fin Costas Vorlow 21. 2012-09-15 [1] Re: [R-SIG-Finance] Help with getSymbols from csv dat r-sig-fin Jim Green 22. 2012-09-15 [1] [R-SIG-Finance] Any R api's available to do modelling r-sig-fin Pie T 23. 2012-09-15 [4] [R-SIG-Finance] Aggregating tick-by-tick data to seco r-sig-fin Jeff Ryan 24. 2012-09-12 [5] [R-SIG-Finance] Backtesting Suite which can show prof r-sig-fin OpenTrades 25. 2012-09-12 [1] [R-SIG-Finance] Stand Alone eSignal or DTN Connector r-sig-fin Dave 26. 2012-09-12 [7] [R-SIG-Finance] Example using Galgo to Optimize Param r-sig-fin Dave 27. 2012-09-12 [2] [R-SIG-Finance] Rbbg package's CONNECTION_FAILURE r-sig-fin John Laing 28. 2012-09-10 [2] [R-SIG-Finance] I am using the quantmod package (http r-sig-fin G See 29. 2012-09-08 [3] [R-SIG-Finance] Performance Analytics table.Annualize r-sig-fin Joshua Ulrich 30. 2012-09-07 [3] [R-SIG-Finance] Dynamic Charting of Technical Indicat r-sig-fin Andreas Swobo Next Last