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Topics (4457)
Replies Last Post Views
Basket stop loss implementation quantstrat by Aaron-2
4
by Aaron-2
Need help with replication of a strategy using 'Quantstrat' & 'IKTrading' packages by adarsh paul
2
by adarsh paul
Cochrane-Piazzesi model in R by WillBtK
0
by WillBtK
Fw: Rblapi by Oleg Mubarakshin
2
by Oleg Mubarakshin
Quantstrat Exit Signal by Time from Enter by Diego Peroni
0
by Diego Peroni
Properly making a xts object from csv file by Colton Smith
1
by Joshua Ulrich
Uneven time series by Luis Damiano
9
by braverock
Portfolio Attributino example with one common benchmark by Rmetrics mailing lis...
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by Rmetrics mailing lis...
Portfolio Attributino example with one common benchmark by Bos, Roger-2
0
by Bos, Roger-2
Continuous Wavelet tranform in Biwavelet Package by Rmetrics mailing lis...
2
by Michael Weylandt
Error Check on Yahoo Data by D Mack
0
by D Mack
Function ugarchroll in Package rugarch by Rmetrics mailing lis...
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by Rmetrics mailing lis...
How to add new data to be predicted with fGarch? by bwater
3
by Michael Weylandt
fPortfolio minimum variance optimisation under constraints by pierre.lequeux-2
1
by Michael Weylandt
Coherent Datafeed R Package for Thomson Reuters Elektron version 1.0.9 Released Today by Thomas Fuller
0
by Thomas Fuller
PortfolioAttribution by Rmetrics mailing lis...
3
by Rmetrics mailing lis...
using quantstrat with custom data by Jon Golenbock
4
by Jon Golenbock
Re: Closest weekly endpoint to the fifteenth of the month by zadig
0
by zadig
Closest weekly endpoint to the fifteenth of the month by Ilya Kipnis
0
by Ilya Kipnis
Constrained portfolio optimization with DEoptim by Kristian Lind
2
by Kristian Lind
rugarch: memory not mapped error by Sebastian Bayer
1
by Sebastian Bayer
Loop For - ARMA+GARCH Model estimation and selection by Rmetrics mailing lis...
1
by Rmetrics mailing lis...
Loop For - ARMA model estimation and selection by Rmetrics mailing lis...
0
by Rmetrics mailing lis...
number of observations - rugarch by carol silva
1
by Patrick Burns-2
CVaR and Penalty Augmented objective function by Marco Mastrangeli
7
by Marco Mastrangeli
Search Function by Michael Chen
1
by braverock
Error:subscript out of bounds: no column name containing "Close by Ramesh-3
1
by braverock
I think this is what you're looking for by s_tet
0
by s_tet
oh, what a surprise! by Rmetrics mailing lis...
0
by Rmetrics mailing lis...
Question on Capturing Open, High, Low, Close, with a timestamp by D Mack
2
by Mark McClellan
racd installation by Trung.BA
6
by Trung.BA
PortfolioAnalytics: Custom Constraint by Abhay Bhadani
9
by Dirk Eddelbuettel
Rblpapi by Oleg Mubarakshin
2
by Oleg Mubarakshin
Optimum bandwidth for Parzen's kernel using highfrequency by Luis Damiano
0
by Luis Damiano
RQuantLib Holiday Calendar by Charles Duranceau
0
by Charles Duranceau
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