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 3 months ago
ctime-series
18.42 score 221 stars 643 dependents 12k scripts 353k downloadsquantmod - Quantitative Financial Modelling Framework
Specify, build, trade, and analyse quantitative financial trading strategies.
Last updated 4 months ago
algorithmic-tradingchartingdata-importfinancetime-series
16.32 score 833 stars 341 dependents 8.1k scripts 310k downloadsmicrobenchmark - Accurate Timing Functions
Provides infrastructure to accurately measure and compare the execution time of R expressions.
Last updated 6 months ago
15.38 score 96 stars 929 dependents 7.0k scripts 202k 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.
Last updated 1 years ago
algorithmic-tradingfinancetechnical-analysis
15.05 score 335 stars 354 dependents 2.8k scripts 284k downloadsIBrokers - R API to Interactive Brokers Trader Workstation
Provides native R access to Interactive Brokers Trader Workstation API.
Last updated 5 months ago
7.59 score 69 stars 93 scripts 823 downloadspack - 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 909 downloads