r-sig-finance

2012-02-01 - 2012-03-01 (187 messages)

2012-01-01 - 2012-02-01 (237 messages)

2011-12-01 - 2012-01-01 (180 messages)

 Next  Last 

  1. 2012-01-31  [2] [R-SIG-Finance] question on implementing trading stra r-sig-fin Brian G. Pete
  2. 2012-01-31  [4] [R-SIG-Finance] RBloomberg and "tick"                 r-sig-fin John Laing 
  3. 2012-01-31  [4] [R-SIG-Finance] Blotter package not available for 2.1 r-sig-fin Michael 
  4. 2012-01-31  [3] [R-SIG-Finance] Forecasting                           r-sig-fin Robert Harlow
  5. 2012-01-30  [9] [R-SIG-Finance] is there a time-zone adjustment funct r-sig-fin Jeffrey Ryan 
  6. 2012-01-30  [1] [R-SIG-Finance] Rotational Trading Strategy in quants r-sig-fin daniel_krizia
  7. 2012-01-30  [6] [R-SIG-Finance] troubles with apply.daily             r-sig-fin Ted Byers 
  8. 2012-01-28  [2] [R-SIG-Finance] PerfomanceAnalytics                   r-sig-fin Brian G. Pete
  9. 2012-01-28  [3] [R-SIG-Finance] Constructing suitable temporal subsam r-sig-fin Jeffrey Ryan 
 10. 2012-01-28  [2] [R-SIG-Finance] tawny: deriving                       r-sig-fin Patrick Burns
 11. 2012-01-28  [2] [R-SIG-Finance] Help with getSymbols from csv data fi r-sig-fin Joshua Ulrich
 12. 2012-01-27  [1] [R-SIG-Finance] Help with portfolioData/fPortfolio?   r-sig-fin matt
 13. 2012-01-27  [4] [R-SIG-Finance] Negative Estimate of EGARCH model     r-sig-fin Papa Senyo 
 14. 2012-01-27  [2] [R-SIG-Finance] How to make quantstrat demo work with r-sig-fin Joshua Ulrich
 15. 2012-01-26  [6] [R-SIG-Finance] rugarch and missing data              r-sig-fin alexios 
 16. 2012-01-26  [2] Re: [R-SIG-Finance] RBloomberg update on "Error in di r-sig-fin John Laing 
 17. 2012-01-25  [2] [R-SIG-Finance] custom indicator that returns results r-sig-fin Tim Meggs 
 18. 2012-01-25  [2] Re: [R-SIG-Finance] Quantstrat - Error while applying r-sig-fin soren wilkeni
 19. 2012-01-25  [3] [R-SIG-Finance] quantmod getSymbols executes MySQL qu r-sig-fin Sergey Pisare
 20. 2012-01-24  [1] [R-SIG-Finance] Questions about high frequency data a r-sig-fin Michael 
 21. 2012-01-24 [15] [R-SIG-Finance] How do I intersecttwo time series?    r-sig-fin R. Michael We
 22. 2012-01-23  [5] [R-SIG-Finance] Removing a row in an xts object in pl r-sig-fin Jeffrey Ryan 
 23. 2012-01-23  [2] [R-SIG-Finance] Best fit Model                        r-sig-fin Papa Senyo 
 24. 2012-01-23  [5] Re: [R-SIG-Finance] portfolios vs strategies in quant r-sig-fin Faber Castell
 25. 2012-01-22  [5] [R-SIG-Finance] : Comparing Forcasts                  r-sig-fin Papa Senyo 
 26. 2012-01-21  [3] [R-SIG-Finance] Garch Bootstrap forecast              r-sig-fin financial eng
 27. 2012-01-21  [3] [R-SIG-Finance] help with monthlyReturn command       r-sig-fin Joshua Ulrich
 28. 2012-01-20  [9] [R-SIG-Finance] question about time-stamp comparison? r-sig-fin Michael 
 29. 2012-01-20 [13] [R-SIG-Finance] How do I bin data into 5 min bins and r-sig-fin R. Michael We
 30. 2012-01-20  [1] [R-SIG-Finance] Comparing Forcasts                    r-sig-fin Papa Senyo 

 Next  Last