xts - eXtensible Time Series

Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability.

Last updated 2 months ago

ctime-series

18.45 score 220 stars 635 dependents 11k scripts 323k downloads

quantmod - Quantitative Financial Modelling Framework

Specify, build, trade, and analyse quantitative financial trading strategies.

Last updated 3 months ago

algorithmic-tradingchartingdata-importfinancetime-series

16.36 score 829 stars 336 dependents 8.1k scripts 293k downloads

microbenchmark - Accurate Timing Functions

Provides infrastructure to accurately measure and compare the execution time of R expressions.

Last updated 5 months ago

15.51 score 96 stars 918 dependents 7.0k scripts 277k downloads

TTR - Technical Trading Rules

A collection of over 50 technical indicators for creating technical trading rules. The package also provides fast implementations of common rolling-window functions, and several volatility calculations.

Last updated 11 months ago

algorithmic-tradingfinancetechnical-analysis

15.02 score 334 stars 350 dependents 2.8k scripts 272k downloads

IBrokers - R API to Interactive Brokers Trader Workstation

Provides native R access to Interactive Brokers Trader Workstation API.

Last updated 4 months ago

7.88 score 68 stars 93 scripts 629 downloads

pack - Convert values to/from raw vectors

Functions to easily convert data to binary formats other programs/machines can understand.

Last updated 8 years ago

4.12 score 1 stars 1 dependents 44 scripts 850 downloads