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Thread (1432 Threads) Rating Replies Last Message

Discretising intra-day data using zoo? by Ajay Shah
4
by Gabor Grothendieck

Question about tailSlider function in fExtremes by janet watson-2
1
by Yishuo,Deng

Time series temporal disaggregation by Axel Leroix
4
by John C. Frain

Systemfit package/Autocorrelation by Axel Leroix
2
by ezivot

Creating a function for portfolio management by Manuel Serna
2
by Debashis Dutta

RquantLib : FittedBondCurve function by Olivier Schmitt-3
5
by Olivier Schmitt-3

How to properly compare a trading signal to a random strategy. by David St John
0
by David St John

How to properly compare a trading signal to a random strategy. by Harry Georgakopoulos
2
by David St John

portfolio optimization - maximizing returns for a given risk. by larashoc
1
by Thomas Etheber

Invitation to R users - Forum on News Analytics applied to Trading, Fund Management and Risk Control by Michael-548
0
by Michael-548

fPortfolio not loading Rsymphony package by Jonathan Ling
1
by Jonathan Ling

package(vars) and generalized impulse response functions by Vimal B
2
by Vimal B

Sequential MLE on time series with rolling window by R_help Help
1
by Ajay Shah

Additive decomposition method by FMH-4
2
by FMH-4

save XTS by zubin-2
3
by zubin-2

plotting market cap heatmap by Khanh Nguyen
2
by Peter Carl-2

Grouped Log Likelihood function?? by Noah Silverman-3
1
by Brian G. Peterson

Simple XTS Quantmod Problem by Arthur Kreitman
4
by Guillaume Yziquel-4

merging a list of xts objects by Jiri Hoogland
1
by Jeff Ryan

modeling and forecasting commodity time series? by Luna Moon
2
by David Lüthi

Fast optimizer by R_help Help
2
by R_help Help

Volatility Swaps by Val Neyman
3
by Luwingo

gofCopula - Intuition? by emkayenne
0
by emkayenne

R/Finance 2010: Applied Finance with R --- Call for Papers by Jeff Ryan
0
by Jeff Ryan

how to use xts in setClass() by Wind2
8
by Brian G. Peterson

getQuote real time by zubin-2
1
by Brian G. Peterson

agent-based models: any progress? by Pradeep Raje
1
by Ana Nelson

Extracting a fitted series from an ARIMA model by Philipp Lincoln
0
by Philipp Lincoln

R CMD --meetup=Chicago --where=JaksTap --when=THIS THURSDAY!! (Oct 29) by Jeff Ryan
0
by Jeff Ryan

RBloomberg error? by Konrad Banachewicz
2
by Konrad Banachewicz

little arrows on quantmod charts by Wind2
5
by Jeff Ryan

COPULA by emkayenne
0
by emkayenne

Performance Analytics Package: Annualized Returns/Sharpe Ratios and Treynor Ratio by Philipp Lincoln
1
by Brian G. Peterson

garch model estimation by ShyhWeir Tzang
1
by Yohan Chalabi

Multiply xts-series with different frequencies by Stale-2
1
by Jeff Ryan
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