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Limit Order Book

Limit Order Book: Project Home – R-Forge

Project description

Limit Order Book simulator for R that will allow for backtesting trading strategies, as well as random order generation functionality that allows for strategy testing.

Project Information

Development Status : 3 - Alpha
Intended Audience : End Users/Desktop
License : OSI Approved : GNU General Public License (GPL)
Natural Language : English
Operating System : OS Independent
Programming Language : R
Topic : Finance : Data and Date Management

Registered: 2010-06-02 15:22
Activity Ranking: 0
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Thanks to:

Vienna University of Economics and Business

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