r-sig-finance

2016-01-01 - 2016-02-01 (39 messages)

2015-12-01 - 2016-01-01 (39 messages)

2015-11-01 - 2015-12-01 (20 messages)

  1. 2015-12-29  [3] [R-SIG-Finance] How to suppress getSymbols error mess r-sig-fin George Kumar 
  2. 2015-12-27  [1] [R-SIG-Finance] rugarch package: VaR exceedances plot r-sig-fin T.Riedle 
  3. 2015-12-27  [2] [R-SIG-Finance] Not able to install fOptions R packag r-sig-fin Dirk Eddelbue
  4. 2015-12-23  [4] [R-SIG-Finance] xts timeBasedSeq                      r-sig-fin Rods 
  5. 2015-12-23  [3] [R-SIG-Finance] R-Fiddle                              r-sig-fin Oleksandr Anu
  6. 2015-12-21  [1] [R-SIG-Finance] Backtesting VaR model                 r-sig-fin Nayden Valev 
  7. 2015-12-19  [4] [R-SIG-Finance] LIBOR Yield Curve.                    r-sig-fin Matt Considin
  8. 2015-12-15 [13] [R-SIG-Finance] solnp Problem Inverting Hessian       r-sig-fin Krishna Kumar
  9. 2015-12-15  [1] [R-SIG-Finance] CUSIP Data in R                       r-sig-fin Thomas Fuller
 10. 2015-12-15  [2] [R-SIG-Finance] Quantstrat code works for long positi r-sig-fin Joshua Ulrich
 11. 2015-12-05  [2] [R-SIG-Finance] R-Forge TradeAnalytics packages for R r-sig-fin Joshua Ulrich
 12. 2015-12-04  [1] [R-SIG-Finance] Coherent Datafeed: Thomson Reuters El r-sig-fin Thomas Fuller
 13. 2015-12-03  [1] [R-SIG-Finance] Trailing stop in Andreas Clenow trend r-sig-fin Ingo Boland 
 14. 2015-12-01  [1] [R-SIG-Finance] fPortfolio (version 3011.81) - solveR r-sig-fin Pedro Oliveir