Joshua Ulrich

Joshua Ulrich

9 packages on CRAN

1 packages on GitHub

xts

cran
98th

Percentile

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.

quantmod

cran
98th

Percentile

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

TTR

cran
98th

Percentile

Functions and data to construct technical trading rules with R.

95th

Percentile

Provides infrastructure to accurately measure and compare the execution time of R expressions.

pack

cran
82th

Percentile

Functions to easily convert data to binary formats other programs/machines can understand.

IBrokers

cran
73th

Percentile

Provides native R access to Interactive Brokers Trader Workstation API.

zoo

cran
99th

Percentile

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.

96th

Percentile

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.

DEoptim

cran
89th

Percentile

Implements the differential evolution algorithm for global optimization of a real-valued function of a real-valued parameter vector.

quantstrat

github
14th

Percentile

Specify, build, and back-test quantitative financial trading and portfolio strategies.