9 packages on CRAN
1 packages on GitHub
Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability.
Specify, build, trade, and analyse quantitative financial trading strategies.
Functions and data to construct technical trading rules with R.
Provides infrastructure to accurately measure and compare the execution time of R expressions.
Functions to easily convert data to binary formats other programs/machines can understand.
Provides native R access to Interactive Brokers Trader Workstation API.
An S3 class with methods for totally ordered indexed observations. It is particularly aimed at irregular time series of numeric vectors/matrices and factors. zoo's key design goals are independence of a particular index/date/time class and consistency with ts and base R by providing methods to extend standard generics.
Collection of econometric functions for performance and risk analysis. This package aims to aid practitioners and researchers in utilizing the latest research in analysis of non-normal return streams. In general, it is most tested on return (rather than price) data on a regular scale, but most functions will work with irregular return data as well, and increasing numbers of functions will work with P&L or price data where possible.
Implements the differential evolution algorithm for global optimization of a real-valued function of a real-valued parameter vector.
Specify, build, and back-test quantitative financial trading and portfolio strategies.