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 their blog: FOSS Trading.

R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: Data science, Big Data, R jobs, visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...



If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Comments are closed.

Sponsors

Mango solutions



plotly webpage

dominolab webpage



Zero Inflated Models and Generalized Linear Mixed Models with R

Quantide: statistical consulting and training

datasociety

http://www.eoda.de





ODSC

ODSC

CRC R books series





Six Sigma Online Training









Contact us if you wish to help support R-bloggers, and place your banner here.

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)