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
- 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
- R allows for rapid prototyping, since it is a scripted language.
- The list of finance-oriented R packages is large and growing.
- The R-Finance community continues to grow rapidly.
- A multitude of statistical routines are available in contributed packages.