Brian G. Peterson

FinancialInstrument

Infrastructure for defining meta-data and<U+000a>relationships for financial instruments.

Collection of econometric functions for<U+000a>performance and risk analysis. This package aims to a...

Portfolio optimization and analysis routines and graphics.

Specify, build, trade, and analyse quantitative financial trading strategies.

Convert R Markdown documents into a variety of formats.

Functions and data to construct technical trading rules with R.

Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing n...