Welcome to FOSS Trading

September 28, 2008
By

(This article was first published on FOSS Trading, and kindly contributed to R-bloggers)

This blog will highlight the development and use of free open-source software to research, test, and trade financial markets.

Meet the authors:

Joshua Ulrich is currently the author and maintainer of four R packages:
  • TTR - Technical Trading Rules - a suite of technical analysis functions
  • opentick - an R API to the opentick databases
  • xts - eXtensible Time Series - a time-based data class that integrates all of the current time-series classes (co-authored with Jeff Ryan)
  • pack - convert binary to and from formats other programs and machines can understand
Jeff Ryan is currently the author and maintainer of four R packages:
  • quantmod - specify, build, trade, and analyse quantitative financial trading strategies
  • IBrokers - provides native R access to Interactive Brokers Trader Workstation API
  • xts - eXtensible Time Series - a time-based data class that integrates all of the current time-series classes (co-authored with Joshua Ulrich)
  • Defaults - create global function defaults
As you may have guessed, most of the software we develop is in the R language/environment, but we also write code in C and Fortran for efficiency. There are several reasons we use R:
We hope, with your help, this blog advances the use of free open source software in the finance / trading community!


To leave a comment for the author, please follow the link and comment on his blog: FOSS Trading.

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