[R] Finance & R

[John C Frain]

Diethelm Würtz was responsible for the development of Rmetrics until his
untimely death in a car accident.  You might like to read the tribute to
him from ETH.  May he rest in peace.

https://www.phys.ethz.ch/news-and-events/d-phys-news/2016/08/barbara-and-diethelm-wuertz.html


John C Frain
3 Aranleigh Park
Rathfarnham
Dublin 14
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:frainj using tcd.ie
mailto:frainj using gmail.com


On Sat, 26 Dec 2020 at 08:15, Ben van den Anker via R-help <
r-help using r-project.org> wrote:

>
>
> 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]]
> >> >
> >> > ______________________________________________
> >> > R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
> >> > https://stat.ethz.ch/mailman/listinfo/r-help
> >> > PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> >> > and provide commented, minimal, self-contained, reproducible code.
> >>
> >> ______________________________________________
> >> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
> >> https://stat.ethz.ch/mailman/listinfo/r-help
> >> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> >> and provide commented, minimal, self-contained, reproducible code.
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

	[[alternative HTML version deleted]]