R Development Page
Contributed R Packages
Below is a list of all packages provided by project TradeAnalytics.
Important note for package binaries: R-Forge provides these binaries only for the most recent version of R, but not for older versions. In order to successfully install the packages provided on R-Forge, you have to switch to the most recent version of R or, alternatively, install from the package sources (.tar.gz).
Packages
| FinancialInstrument | Financial Instrument Model Infrastructure for R | |||||||||
| Infrastructure for defining meta-data and relationships for financial instruments. | ||||||||||
| Version: 1.2.0 | Last change: 2017-05-01 15:34:02+02 | Rev.: 1749 | ||||||||||
Download:
 (.tar.gz) |
 (.zip) |
Build status: Current | Stable Release: Get FinancialInstrument 1.3.1 from CRAN | ||||||||||
R install command:
install.packages("FinancialInstrument", repos="http://R-Forge.R-project.org") | ||||||||||
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| RTAQ | RTAQ: Tools for the analysis of trades and quotes in R | |||||||||
| The Trades and Quotes data of the New York Stock Exchange is a popular input for the implementation of intraday trading strategies, the measurement of liquidity and volatility and investigation of the market microstructure, among others. This package contains a collection of R functions to carefully clean and match the trades and quotes data, calculate ex post liquidity and volatility measures and detect price jumps in the data. | ||||||||||
| Version: 0.3 | Last change: 2012-12-12 19:18:30+01 | Rev.: 1284 | ||||||||||
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Download:
(.tar.gz) |
(.zip) |
Build status: Current | ||||||||||
R install command:
install.packages("RTAQ", repos="http://R-Forge.R-project.org") | ||||||||||
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| blotter | Tools for Transaction-Oriented Trading Systems Development | |||||||||||
| Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed. | ||||||||||||
| Version: 0.9.1741 | Last change: 2017-05-01 15:34:02+02 | Rev.: 1749 | ||||||||||||
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Download:
(.tar.gz) |
(.zip) |
Build status: Failed to build | ||||||||||||
R install command:
install.packages("blotter", repos="http://R-Forge.R-project.org") | ||||||||||||
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| quantstrat | Quantitative Strategy Model Framework | |||||||||||
| Specify, build, and back-test quantitative financial trading and portfolio strategies. | ||||||||||||
| Version: 0.9.1739 | Last change: 2017-06-26 16:29:28+02 | Rev.: 1750 | ||||||||||||
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Download:
(.tar.gz) |
(.zip) |
Build status: Failed to build | ||||||||||||
R install command:
install.packages("quantstrat", repos="http://R-Forge.R-project.org") | ||||||||||||
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Build status codes
0 - Current: the package is available for download. The corresponding package passed checks on the Linux and Windows platform without ERRORs.
1 - Scheduled for build: the package has been recognized by the build system and provided in the staging area.
2 - Building: the package has been sent to the build machines. It will be built and checked using the latest patched version of R. Note that it is included in a batch of several packages. Thus, this process will take some time to finish.
3 - Failed to build: the package failed to build or did not pass the checks on the Linux and/or Windows platform. It is not made available since it does not meet the policies.
4 - Conflicts: two or more packages of the same name exist. None of them will be built. Maintainers are asked to negotiate further actions.
5 - Offline: the package is not available. The build system may be offline or the package maintainer did not trigger a rebuild (done e.g., via committing to the package repository).
If your package is not shown on this page or not building, then check the build system status report.
