[R] Finance & R

Ben van den Anker v@nden@nker @end|ng |rom y@hoo@com
Sat Dec 26 09:14:49 CET 2020



Many thanks to all who helped out! What a wonderful community is this!
Cheers!
Ben van den Anker 






 

    On Friday, December 25, 2020, 10:52:38 PM GMT+1, Abby Spurdle <spurdle.a using gmail.com> wrote:  
 
 I'm not sure what the official status of Rmetrics is.
However, as far as I can see most of the Rmetrics-based R packages are
on CRAN, and are currently maintained.
(e.g. fBasics, fPortfolio, fAssets, fTrading).

I found a list here:
https://r-forge.r-project.org/R/?group_id=156


On Fri, Dec 25, 2020 at 10:47 PM Eric Berger <ericjberger using gmail.com> wrote:
>
> Hi Ben,
>
> Abby makes a good suggestion on Rmetrics, although it is no longer current in CRAN.
> The www.rmetrics.org site looks quite interesting (although not clear whether there are any recent additions.)
>
> The suggestion did bring to mind another excellent resource: quantlib - a library for computational finance.
> See https://www.quantlib.org
>
> The quantlib library is written in C++ and can be accessed directly via C++.
> It is also possible (and easy) to access quantlib from R, via the package RQuantLib (written by the incredible Dirk Eddelbuettel.)
>
> Best,
> Eric
>
>
>
> On Thu, Dec 24, 2020 at 10:34 PM Abby Spurdle <spurdle.a using gmail.com> wrote:
>>
>> Dear All,
>>
>> One of the most significant contributors to open source finance is:
>>
>> Diethelm Würtz
>> https://comp.phys.ethz.ch/news-and-events/nc/2016/08/in-memoriam-diethelm-wuertz.html
>>
>> And on that note, I'd like to wish Merry Christmas to a great
>> mathematician and programmer, and his family.
>>
>> A quick search, revealed the following hits:
>>
>> https://en.wikipedia.org/wiki/Rmetrics
>> https://www.rmetrics.org
>>
>>
>> B.
>>
>>
>> On Thu, Dec 24, 2020 at 6:58 AM Ben van den Anker via R-help
>> <r-help using r-project.org> wrote:
>> >
>> >
>> >
>> > Hello everyone,
>> > Could anyonre recommend some good resources for finance applications in R? I find the packages quantmod, TTR and PerformanceAnalytics a bit outdated. There must be something more recent on the market. Any suggestions will be much appreciated!
>> > Cheers,
>> > Ben van den Anker
>> >
>> >
>> >
>> >
>> >
>> >
>> >        [[alternative HTML version deleted]]
>> >
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