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
18.06 score 223 stars 515 dependents 11k scripts 471k downloadsquantmod - Quantitative Financial Modelling Framework
Specify, build, trade, and analyse quantitative financial trading strategies.
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algorithmic-tradingchartingdata-importfinancetime-series
15.78 score 901 stars 154 dependents 12k scripts 143k downloadsmicrobenchmark - 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 downloadsTTR - 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
14.59 score 344 stars 166 dependents 3.6k scripts 159k downloadsIBrokers - R API to Interactive Brokers Trader Workstation
Provides native R access to Interactive Brokers Trader Workstation API.
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7.70 score 74 stars 113 scripts 462 downloadspack - Convert values to/from raw vectors
Functions to easily convert data to binary formats other programs/machines can understand.
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4.13 score 1 stars 1 dependents 45 scripts 980 downloads