Joshua Ulrich http://about.me/joshuaulrich josh.m.ulrich@gmail.com 540 18 62 1,226 474 No Language sarsaparilla 1 0 Stuff I want to share rf2 0 1 Iteration Two of RinFinance.com C++ Rblpapi 3 0 R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/ QuantLib 1 1 The QuantLib C++ library CSS fosstrading 3 0 HTML stl-rug 11 6 Content presented at the Saint Louis R User Group rfinanceconference 4 4 Files from the old R/Finance conference website Java Code 1 0 Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm'' R quantmod 608 211 Quantitative Financial Modelling Framework TTR 248 93 Technical analysis and other functions to construct technical trading rules with R xts 193 64 Extensible time series class that provides uniform handling of many R time series classes by extending zoo. microbenchmark 60 15 Infrastructure to accurately measure and compare the execution time of R expressions IBrokers 48 45 R API to Interactive Brokers Trader Workstation lspm 15 14 R implementation of Ralph Vince's Leverage Space Portfolio Model xtsExtra 13 3 Supplementary xts functionality, and development platform for GSoC projects freddy-mcfredface 4 0 All FRED series IDs and descriptions greeks 2 5 Basic tools for option contract manipulation and visualization in R nxtime 1 0 Nanosecond Resolution Extensible S3 Datetimes pack 1 2 Convert R objects to/from various binary formats Defaults 0 2 R package to set, get, and import global function defaults doRedis 0 1 R/foreach Redis backend for parallel computing hydroTSM 0 1 Time Series Management, Analysis and Interpolation for Hydrological Modelling opentick 0 1 OPENTICK SERVICE NO LONGER EXISTS! Native R interface to opentick real time and historical market data xtime 0 1 Universal time class handling using ISO8601 formating conventions Shell settings-configs 5 1 Shell and application settings and configurations rchk-docker 4 2 Docker for rchk r-travis 0 1 Tools for using R with Travis (http://travis-ci.org) -- see this page for more
