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Viewing messages in list 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-fin Li, Huachen 
  2. 2013-10-31  [4] [R-SIG-Finance] Ranking XTS based on quantiles        r-sig-fin Gopi Goswami 
  3. 2013-10-31  [6] [R-SIG-Finance] Simple portfolio management - anythin r-sig-fin Radek Maciasz
  4. 2013-10-29  [2] [R-SIG-Finance] xts Correl on subset                  r-sig-fin Michael Weyla
  5. 2013-10-28  [1] [R-SIG-Finance] Quantstrat: Setting the column name i r-sig-fin Ollmar, Fridt
  6. 2013-10-26  [1] [R-SIG-Finance] Using forecasted returns and cov matr r-sig-fin ericstrom 
  7. 2013-10-25  [1] [R-SIG-Finance] Quantstrat and total equity-aware ord r-sig-fin Gergely Temes
  8. 2013-10-19  [1] [R-SIG-Finance] Asset labels in fportfolio            r-sig-fin Eric Thungsto
  9. 2013-10-18  [1] [R-SIG-Finance] clarification on bug in addPosLimit   r-sig-fin Ilya Kipnis 
 10. 2013-10-18  [2] [R-SIG-Finance] blotter 0.8.17 addPosLimit function f r-sig-fin Joshua Ulrich
 11. 2013-10-17  [1] [R-SIG-Finance] MARSS for  Kalman Filter Mean Reverti r-sig-fin nserdar 
 12. 2013-10-16  [2] [R-SIG-Finance] Importing and exporting portfolio wit r-sig-fin Brian G. Pete
 13. 2013-10-16  [1] [R-SIG-Finance] R/Finance and overview on latest resu r-sig-fin wlmr
 14. 2013-10-15  [1] [R-SIG-Finance] Place limit orders using IBrokers     r-sig-fin Qi Li 
 15. 2013-10-15  [3] [R-SIG-Finance] Portfolio Optimization with tawny pac r-sig-fin Ross Bennett 
 16. 2013-10-15  [1] [R-SIG-Finance] R/Finance 2014 Call for Papers        r-sig-fin Brian G. Pete
 17. 2013-10-15  [1] [R-SIG-Finance] Contract Work                         r-sig-fin Raghuraman Ra
 18. 2013-10-13  [4] [R-SIG-Finance] How to interpret this formula?        r-sig-fin BBands 
 19. 2013-10-12  [1] [R-SIG-Finance] Code for FOptions GBS Greeks based on r-sig-fin Joe W. Byers 
 20. 2013-10-10  [1] [R-SIG-Finance] perTradeStats in quantstrat messed up r-sig-fin Ilya Kipnis 
 21. 2013-10-10  [1] [R-SIG-Finance] Several quantstrat questions          r-sig-fin Ilya Kipnis 
 22. 2013-10-10  [1] [R-SIG-Finance] AdMit Package                         r-sig-fin Steve Greiner
 23. 2013-10-10  [5] Re: [R-SIG-Finance] Options solution?                 r-sig-fin BBands 
 24. 2013-10-09  [2] [R-SIG-Finance] Value of risk (system) conditional th r-sig-fin Kris 
 25. 2013-10-08  [1] [R-SIG-Finance] Questions about IBrokers package      r-sig-fin Robert Schien
 26. 2013-10-06  [1] [R-SIG-Finance] fPortfolio and tangency portfolio for r-sig-fin Diffform 
 27. 2013-10-04  [1] [R-SIG-Finance] multistage gibbs sampler              r-sig-fin Steve Greiner
 28. 2013-10-04  [2] [R-SIG-Finance] a problem with external regressors in r-sig-fin alexios ghala
 29. 2013-10-02  [2] Re: [R-SIG-Finance] Crosses above, crosses below      r-sig-fin Mark Knecht 
 30. 2013-10-01  [4] Re: [R-SIG-Finance] Parma Package QP optimization Fai r-sig-fin alexios ghala

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