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Finance & R

Hi Ben,
A few comments:
1. you might want to also post this question to the more focused group
    r-sig-finance
<r-sig-finance at r-project.org>
2. as Duncan writes, it would be helpful if you included some topics that
are not covered in the packages you mentioned
3. in my experience, the authors/maintainers of the packages you mentioned
are very responsive, which is a huge plus
4. related to (2), if you know what you are looking for, search CRAN for
it. e.g.  a search for packages that might be useful for developing High
Frequency trading strategies - "CRAN high frequency trading" turned up a
few packages, including "highfrequency". One of the co-authors of that
package is Kris Boudt, a co-author also of PerformanceAnalytics (as is
Joshua Ulrich). The search also turned up the package 'PortfolioEffectHFT'
which looks quite interesting. The search also mentioned the package
GetHFData, which deals with the Brazilian Bovespa market. One of its'
co-authors is M Perlin, whose work appears regularly in R-Bloggers. He
writes often about using R in various finance applications.

HTH,
Eric


On Wed, Dec 23, 2020 at 10:00 PM Duncan Murdoch <murdoch.duncan at gmail.com>
wrote: