R-Forge: Software Map

1. ReturnAnalytics - Performance and risk analysis of financial time series
Development Status: 5 - Production/Stable [Filter] Intended Audience: Developers [Filter] , End Users/Desktop [Filter] License: GNU General Public License (GPL) [Filter] Natural Language: English [Filter] Programming Language: R [Filter] Topic: Econometrics [Filter] , Finance [Filter]	Activity Percentile: 97.00 Activity Ranking: 4.00 Register Date: 2009-10-23 23:42

2. Rmetrics - Computational Finance - Rmetrics is an open source solution for teaching financial market analysis and valuation of financial instruments. With hundreds of functions build on modern methods, Rmetrics combines explorative data analysis and statistical modelling.
Development Status: 4 - Beta [Filter] Intended Audience: Developers [Filter] , End Users/Desktop [Filter] License: GNU General Public License (GPL) [Filter] Natural Language: English [Filter] Programming Language: C/C\+\+ [Filter] , Fortran [Filter] , R [Filter] Topic: Econometrics [Filter] , Education [Filter] , Finance [Filter]	Activity Percentile: 65.00 Activity Ranking: 36.00 Register Date: 2008-03-01 17:55

3. Trading System Modelling - A framework for modelling trading systems in R
Development Status: 3 - Alpha [Filter] Environment: Console (Text Based) [Filter] Intended Audience: Developers [Filter] , End Users/Desktop [Filter] License: GNU General Public License (GPL) [Filter] Natural Language: English [Filter] Operating System: OS Independent [Filter] Programming Language: R [Filter] Topic: Finance [Filter]	Activity Percentile: 25.00 Activity Ranking: 76.00 Register Date: 2009-07-09 20:48

4. Yuima Project - The project for simulation and inference of multidimensional stochastic differential equations with abstract noise.

Development Status: 3 - Alpha [Filter]
Environment: Console (Text Based) [Filter]
Intended Audience: Developers [Filter] , End Users/Desktop [Filter]
License: GNU General Public License (GPL) [Filter]
Natural Language: English [Filter]
Operating System: OS Independent [Filter]
Programming Language: C/C\+\+ [Filter] , R [Filter]
Topic: Time Series Modelling [Filter] , Finance [Filter] , Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]

Activity Percentile: 4.00
Activity Ranking: 97.00
Register Date: 2009-09-28 13:24

5. Leverage Space Portfolio Modeler - Functions to implement Ralph Vince's Leverage Space Portfolio Model in R.
Development Status: 3 - Alpha [Filter] Intended Audience: End Users/Desktop [Filter] License: GNU General Public License (GPL) [Filter] Natural Language: English [Filter] Operating System: OS Independent [Filter] Programming Language: C/C\+\+ [Filter] , R [Filter] Topic: Finance [Filter]	Activity Percentile: 0.00 Activity Ranking: 0.00 Register Date: 2009-07-22 19:50

6. RCSI - An S4 package to access the CSI Unfair Advantage API (www.csidata.com)
Development Status: 4 - Beta [Filter] Environment: Win32 (MS Windows) [Filter] Intended Audience: End Users/Desktop [Filter] License: GNU General Public License (GPL) [Filter] Natural Language: English [Filter] Operating System: Windows NT/2000/XP [Filter] , Windows Vista [Filter] Programming Language: R [Filter] Topic: R Interfaces [Filter] , Finance [Filter]	Activity Percentile: 0.00 Activity Ranking: 0.00 Register Date: 2008-08-05 07:47

7. fxregime: Exchange Rate Regime Analysis - Frankel-Wei regression and structural change tools for estimating, testing, dating and monitoring (de facto) foreign exchange (FX) rate regimes.
Development Status: 3 - Alpha [Filter] Environment: Console (Text Based) [Filter] Intended Audience: End Users/Desktop [Filter] License: GNU General Public License (GPL) [Filter] Natural Language: English [Filter] Operating System: OS Independent [Filter] Programming Language: R [Filter] Topic: Structural Change [Filter] , Finance [Filter] , Time Series [Filter]	Activity Percentile: 0.00 Activity Ranking: 0.00 Register Date: 2007-02-15 20:25

8. waveslim: Wavelet methods for 1/2/3D - Basic wavelet routines for the processing/analysis/inference of time series, images and 3D arrays. The code provided here is based on Percival and Walden (2000); Gencay, Selcuk and Whitcher (2001); Kingsbury (1999); and Selesnick (200?).

Development Status: 4 - Beta [Filter]
Environment: Console (Text Based) [Filter]
Intended Audience: Developers [Filter] , End Users/Desktop [Filter]
License: GNU General Public License (GPL) [Filter]
Natural Language: English [Filter]
Operating System: OS Independent [Filter]
Programming Language: C/C\+\+ [Filter] , Fortran [Filter] , R [Filter]
Topic: Econometrics [Filter] , Finance [Filter] , Time Series [Filter]

Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2009-02-26 18:20

9. Technical Trading Rules - Technical analysis and other functions to construct technical trading rules with R.
Development Status: 3 - Alpha [Filter] Intended Audience: End Users/Desktop [Filter] License: GNU General Public License (GPL) [Filter] Natural Language: English [Filter] Operating System: OS Independent [Filter] Programming Language: Fortran [Filter] , R [Filter] Topic: Finance [Filter]	Activity Percentile: 0.00 Activity Ranking: 0.00 Register Date: 2008-01-05 15:36

Thanks to:

Vienna University of Economics and Business Administration

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