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 9 days ago

ctime-series

18.63 score 219 stars 624 packages 11k scripts 417k downloads

quantmod - Quantitative Financial Modelling Framework

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

Last updated 19 days ago

algorithmic-tradingchartingdata-importfinancetime-series

16.51 score 822 stars 327 packages 6.8k scripts 429k downloads

microbenchmark - Accurate Timing Functions

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

Last updated 3 months ago

15.59 score 96 stars 910 packages 7.0k scripts 340k 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 10 months ago

algorithmic-tradingfinancetechnical-analysis

15.57 score 331 stars 340 packages 2.3k scripts 396k downloads

IBrokers - R API to Interactive Brokers Trader Workstation

Provides native R access to Interactive Brokers Trader Workstation API.

Last updated 2 months ago

7.87 score 67 stars 92 scripts 702 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 packages 44 scripts 826 downloads