Hello everyone,? Could anyonre recommend some good resources for finance applications in R? I find the packages quantmod, TTR and PerformanceAnalytics a bit outdated. There must be something more recent on the market. Any suggestions will be much appreciated!? Cheers,? Ben van den Anker [[alternative HTML version deleted]]
Hi Ben, It's not very polite to call people's work "outdated", especially when given to you for free. Those packages have been around and stable for the better part of a decade, will remain stable, are actively maintained, and all work well together to form a comprehensive suite of tools for financial analysis. Best, Josh On Wed, Dec 23, 2020 at 11:58 AM Ben van den Anker via R-help <r-help at r-project.org> wrote:> > > > Hello everyone, > Could anyonre recommend some good resources for finance applications in R? I find the packages quantmod, TTR and PerformanceAnalytics a bit outdated. There must be something more recent on the market. Any suggestions will be much appreciated! > Cheers, > Ben van den Anker > > > > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.-- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com
CRAN Task Views, available thru your favorite mirror, are very useful for this sort of question. There's a Finance task view, and others of possible interest. R being Open Source, you can also implement the LatestGreatest yourself, or hire a programmer, if the available tools aren't to your taste. Sarah On Wed, Dec 23, 2020 at 12:58 PM Ben van den Anker via R-help <r-help at r-project.org> wrote:> > > > Hello everyone, > Could anyonre recommend some good resources for finance applications in R? I find the packages quantmod, TTR and PerformanceAnalytics a bit outdated. There must be something more recent on the market. Any suggestions will be much appreciated! > Cheers, > Ben van den Anker > > > > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.-- Sarah Goslee (she/her) http://www.numberwright.com
I personally use the packages you mention and would describe them as well thought out and relatively bug free through widespread use and years of improvement and maintenance. There are literally dozens of other packages that depend on these packages so if you use them you will also be able to seamlessly use a wide range of other packages too. On Wed, Dec 23, 2020 at 12:58 PM Ben van den Anker via R-help <r-help at r-project.org> wrote:> > > > Hello everyone, > Could anyonre recommend some good resources for finance applications in R? I find the packages quantmod, TTR and PerformanceAnalytics a bit outdated. There must be something more recent on the market. Any suggestions will be much appreciated! > Cheers, > Ben van den Anker > > > > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.-- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com
Dear All, One of the most significant contributors to open source finance is: Diethelm W?rtz https://comp.phys.ethz.ch/news-and-events/nc/2016/08/in-memoriam-diethelm-wuertz.html And on that note, I'd like to wish Merry Christmas to a great mathematician and programmer, and his family. A quick search, revealed the following hits: https://en.wikipedia.org/wiki/Rmetrics https://www.rmetrics.org B. On Thu, Dec 24, 2020 at 6:58 AM Ben van den Anker via R-help <r-help at r-project.org> wrote:> > > > Hello everyone, > Could anyonre recommend some good resources for finance applications in R? I find the packages quantmod, TTR and PerformanceAnalytics a bit outdated. There must be something more recent on the market. Any suggestions will be much appreciated! > Cheers, > Ben van den Anker > > > > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.