Finance & R
Diethelm W?rtz was responsible for the development of Rmetrics until his untimely death in a car accident. You might like to read the tribute to him from ETH. May he rest in peace. https://www.phys.ethz.ch/news-and-events/d-phys-news/2016/08/barbara-and-diethelm-wuertz.html John C Frain 3 Aranleigh Park Rathfarnham Dublin 14 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:frainj at tcd.ie mailto:frainj at gmail.com On Sat, 26 Dec 2020 at 08:15, Ben van den Anker via R-help <
r-help at r-project.org> wrote:
Many thanks to all who helped out! What a wonderful community is this!
Cheers!
Ben van den Anker
On Friday, December 25, 2020, 10:52:38 PM GMT+1, Abby Spurdle <
spurdle.a at gmail.com> wrote:
I'm not sure what the official status of Rmetrics is.
However, as far as I can see most of the Rmetrics-based R packages are
on CRAN, and are currently maintained.
(e.g. fBasics, fPortfolio, fAssets, fTrading).
I found a list here:
https://r-forge.r-project.org/R/?group_id=156
On Fri, Dec 25, 2020 at 10:47 PM Eric Berger <ericjberger at gmail.com>
wrote:
Hi Ben, Abby makes a good suggestion on Rmetrics, although it is no longer
current in CRAN.
The www.rmetrics.org site looks quite interesting (although not clear
whether there are any recent additions.)
The suggestion did bring to mind another excellent resource: quantlib -
a library for computational finance.
See https://www.quantlib.org The quantlib library is written in C++ and can be accessed directly via
C++.
It is also possible (and easy) to access quantlib from R, via the
package RQuantLib (written by the incredible Dirk Eddelbuettel.)
Best, Eric On Thu, Dec 24, 2020 at 10:34 PM Abby Spurdle <spurdle.a at gmail.com>
wrote:
Dear All, One of the most significant contributors to open source finance is: Diethelm W?rtz
And on that note, I'd like to wish Merry Christmas to a great mathematician and programmer, and his family. A quick search, revealed the following hits: https://en.wikipedia.org/wiki/Rmetrics https://www.rmetrics.org B. On Thu, Dec 24, 2020 at 6:58 AM Ben van den Anker via R-help <r-help at r-project.org> wrote:
Hello everyone, Could anyonre recommend some good resources for finance applications
in R? I find the packages quantmod, TTR and PerformanceAnalytics a bit outdated. There must be something more recent on the market. Any suggestions will be much appreciated!
Cheers,
Ben van den Anker
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