Welcome to FOSS Trading

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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 their blog: FOSS Trading.

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