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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:
Hi All, Is anyone aware of any fundamental analysis oriented packages for R? In my previous job I had written a large set of tools in R for dealing with many of the data cleaning, accounting alignment and analysis issues that uniquely present themselves in fundamental analysis. Before I started writing that I never really searched around for pre-existing code, so I figure I should ask now before I dive into doing it all again... If no such thing exists, would anyone be interested in joining me in developing a package? I don't wish upon anyone the pain of dealing with restatements, shifting accounting periods, solving for missing quarters, reconciling balance sheets with income statements, etc. - so why not have a single package that deals with this? Josh Reich [[alternative HTML version deleted]]
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