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Fundamental analysis library?

2 messages · Joshua Reich, Spencer Graves

13 days later
#
I have not seen a reply to this post, so I will offer a comment.  
Consider the following: 


library(RSiteSearch)
fa <- RSiteSearch.function("fundamental analysis")
HTML(fa)


      This returned 19 matches in 9 different packages, none of which 
seemed to be related to finance. 


      Also, the character string "fundamental analysis" does not appear 
in Wuertz, et al. (2009) Portfolio Optimization with R/Rmetrics 
(www.rmetrics.org/ebook.htm). 


      I got four hits in the Quantlib documentation 
(http://quantlib.org/reference/index.html).  Quantlib is C++, but R code 
could be written to connect to portions of Quantlib not already included 
in the RQuantLib package.  If you want to write such, I suggest you 
contact the RQuantLib author and maintainer, Dirk Eddelbuettel.  The 
RQuantLib documentation says, "Further software contributions are 
welcome."  [help(package=RQuantLib) and 
http://r-forge.r-project.org/R/?group_id=117]


      Hope this helps. 
      Spencer Graves
Joshua Reich wrote: