We would like to announce the availability of the 'tradeCosts' package
in R for analysing transaction costs of trading. Version 0.1-0 is now available
on CRAN. To take a look, you can:
> install.packages("tradeCosts")
...> vignette("tradeCosts")
and play around.
This is the first and very basic version of a package that we hope to
expand over the next few months.
The cost analysis this package performs is currently very basic. We
are releasing this version with the goal of getting feedback from
potential users on what functionality they would like to see in future
releases of the tradecosts package.
Aaron Schwartz
Luyi Zhao
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