Projects

TradeAnalytics

Transaction-oriented infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Intends to provide portfolio support for multi-asset class and multi-currency portfolios.

TTR

Technical analysis and other functions to construct technical trading rules with R.

ReturnAnalytics

Performance and risk analysis of financial time series.

xts

Provide for uniform handling of R's different time-based data classes, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability. Simplifies conversion of the following formats: zoo ts ... [More] timeSeries its matrix data.frame What is an xts object? Essentially a zoo object that enforces time-based indexing, AND one that can be extended with arbitrary attributes (source, last update, ...). With that requirement satisfied methods can be written that can rely on the time indexing. Another useful application is to convert all possible time-based data inputs to an xts object, and then convert back to the original class with nothing more than a call to reclass. [Less]