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.

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ctime-series

17.96 score 223 stars 514 dependents 13k scripts 324k downloads

quantmod - Quantitative Financial Modelling Framework

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

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algorithmic-tradingchartingdata-importfinancetime-series

15.78 score 894 stars 158 dependents 10k scripts 220k downloads

microbenchmark - Accurate Timing Functions

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

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15.00 score 101 stars 1.1k dependents 8.0k scripts 356k 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.

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algorithmic-tradingfinancetechnical-analysis

14.54 score 342 stars 170 dependents 3.5k scripts 141k downloads

IBrokers - R API to Interactive Brokers Trader Workstation

Provides native R access to Interactive Brokers Trader Workstation API.

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7.66 score 74 stars 103 scripts 446 downloads

pack - Convert values to/from raw vectors

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

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4.22 score 1 stars 1 dependents 53 scripts 1.0k downloads