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Apr
12
awarded  Nice Question
Mar
15
awarded  Pundit
Jan
31
awarded  Yearling
Jan
26
revised R Backtesters: Quantstrat vs SIT
add links; correct spelling; remove 'thanks'
Dec
24
awarded  Announcer
Dec
17
comment Transforming daily simple returns into weekly
@bushmanov: I'll bet you anything it wouldn't. They have daily returns. to.weekly will return the first, highest, lowest, and last return of each week. It won't sum them. Regardless, if you happen to be able to make it work somehow, I can always change the function and push to CRAN in order to win the bet. ;)
Dec
16
answered Transforming daily simple returns into weekly
Dec
16
comment Transforming daily simple returns into weekly
@bushmanov: xts::to.weekly wouldn't work (as the OP noted in their comment), but xts::apply.weekly would.
Dec
2
comment Anomaly or feature from Quantmod in R regarding getFX - currency data
@DexterMorgan: The latter. Look at all weekends. Sometimes the values are not identical.
Dec
2
answered Anomaly or feature from Quantmod in R regarding getFX - currency data
Oct
29
answered Portfolio Management in R
Oct
26
awarded  Popular Question
Oct
5
comment Rollapply: what does by.column do?
@olaker: this was cross-posed on stats.SE (migrated to SO)
Jul
20
comment Issues with +100 symbols in Quantstrat, Erratic Trades
Cross-posted on stackoverflow.
Jul
18
revised how do I loop through all the stocks with quantmod and ttr?
`library` does not accept more than one package at a time
Jul
3
comment Fractals indicator (Bill Williams) R Quantstrat
Please don't cross-post. At minimum, tell people you're doing it so they don't possibly expend their valuable effort trying to answer a question that was answered on another forum they do not follow.
Mar
27
awarded  Famous Question
Mar
14
comment Does anyone know where I can find a free efficient frontier tool, or an informative and legitamate/academic graph of the efficient frontier?
I second Kyle's recommendation against. It has some interesting and valuable concepts, but the implementation is shaky.
Feb
16
answered Bid/Ask vs Low/High
Jan
31
awarded  Yearling