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Topics (4457)
Replies Last Post Views
ugarchfit: Error in temp$h : $ operator is invalid for atomic vectors by FAKIR CHARLES
0
by FAKIR CHARLES
Trailing Stop Loss Execution at Custom Levels by Atakan Okan
2
by braverock
ugarchspec: external regressors by FAKIR CHARLES
2
by FAKIR CHARLES
FW: Re: racd package by Trung.BA
1
by alexios
Fwd: dataset to xts conversion issue with timeseries data by Aritra Pan
6
by Aritra Pan
R-SIG-Finance by Nelio Machado
0
by Nelio Machado
FW: Contract R Position in DC by terry leitch
0
by terry leitch
Adding transaction fees to Return.portfolio by Robert Wages
5
by Robert Wages
Custom Txnfee function in apply.paramset vs applyStrategy by Atakan Okan
6
by Atakan Okan
R/Finance 2016 registration now open by Joshua Ulrich
1
by Joshua Ulrich
Default Premium by Rmetrics mailing lis...
2
by Rmetrics mailing lis...
problem placing order by Stephen Choularton-3
2
by Stephen Choularton-3
FixedRateBondYield in Rquantlib by Rmetrics mailing lis...
3
by Diego Peroni
adjustOHLC.R issues by wizardchef1
4
by wizardchef1
Imposing restrictions in vecm in r by Rmetrics mailing lis...
0
by Rmetrics mailing lis...
Processing time of backtests on a single computer by Jersey Fanatic
26
by Ilya Kipnis
[VC++ calling R] How to create a real-time interactive ticking time-series chart using dygraph via RInside? by Mike Deanza
1
by Joshua Ulrich
Help on getSymbols by D Mack
5
by Rmetrics mailing lis...
Importing batch tickers from Bloomberg to R for Rblpapi use by Jason Hart
2
by Jason Hart
rbind and duplicates in monthly futures by Peter Neumaier
5
by braverock
GetOrders with Quantstrat by Ryan Crawford
2
by Joshua Ulrich
IBrokers - functions: eWrapper and CALLBACKS by Stephen Choularton-3
2
by Stephen Choularton-3
entries/exits based on candlestick recognition by Dmitry Kishkinev
1
by Ilya Kipnis
getOptionChain function in quantmod by Andreas Voellenklee
1
by Joshua Ulrich
Asymmetry parameter misspecification in EGARCH model using the rugarch package by Joakim Lindboe Brüch...
4
by Diego Peroni
Remove first two weeks of data in half hourly resolution by Peter Neumaier
3
by Peter Neumaier
Passing external regressors to rugarchspec by thebestscrub
0
by thebestscrub
Optimizing Quanstrat MACD with apply.paramset returns combine error by Ray Bao
2
by Ray Bao
Time-Varying Cointegration in R by Johannes Lips-2
2
by Johannes Lips-2
need apply.paramset logging by Diego Peroni
10
by Diego Peroni
comparing solve.pq and nloptr for min variance portfolio by aschmid1
6
by aschmid1
Rblpapi - Fundamental Data by Keith Sabol-2
1
by Whit Armstrong-3
PortfolioAnalytics question re: showing results by Matt Considine
11
by Ross Bennett
Ubuntu Installation by R Vince
3
by Dirk Eddelbuettel
Unexpected StopLoss order placed and triggered by Peter Neumaier
0
by Peter Neumaier
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