r-sig-finance

2017-01-01 - 2017-02-01 (16 messages)

2016-12-01 - 2017-01-01 (32 messages)

2016-11-01 - 2016-12-01 (30 messages)

  1. 2016-12-29  [1] [R-SIG-Finance] Proposal for PerformanceAnalytics::Om r-sig-fin Anton Antonov
  2. 2016-12-28  [4] [R-SIG-Finance] Clarification on trailing stop.       r-sig-fin Brian G. Pete
  3. 2016-12-28  [3] [R-SIG-Finance] Problem with forecast se in the forec r-sig-fin Ajay Shah 
  4. 2016-12-27  [2] [R-SIG-Finance] RBLPAPI Subscribe( )                  r-sig-fin Dirk Eddelbue
  5. 2016-12-25  [6] [R-SIG-Finance] probability of 50% profit on short op r-sig-fin Michael Ashto
  6. 2016-12-23  [1] [R-SIG-Finance] Assignment to global data frame       r-sig-fin chidley.ryan
  7. 2016-12-15  [1] [R-SIG-Finance] rugarch and gosolnp                   r-sig-fin Geoffrey Smit
  8. 2016-12-15  [2] [R-SIG-Finance] Quantstrat - applystrategy on subset  r-sig-fin Brian G. Pete
  9. 2016-12-14  [3] [R-SIG-Finance] Quantstrat to backtest portfolio stra r-sig-fin Vineet Gupta 
 10. 2016-12-14  [5] [R-SIG-Finance] Basket stop loss implementation quant r-sig-fin Aaron 
 11. 2016-12-13  [3] [R-SIG-Finance] Need help with replication of a strat r-sig-fin Adarsh KP 
 12. 2016-12-01  [1] [R-SIG-Finance] Cochrane-Piazzesi model in R          r-sig-fin Will Oswald