[R] quantitative trading package for R

[Guy Yollin]

All,

Some of my colleagues and I are interested in developing a quantitative trading package for R.

Perceived limitations with available quantitative trading software are:
- lack sophisticated statistical capabilities
- generate single security buy/sell signals as opposed to ranking trading alternatives
- fixed feature set with limited ability to be extended
- high price
- typically require fee-based subscription service for historical quotes

The quantitative trading toolkit for R that we are proposing would have the following capabilities:
- take advantage of the statistical computing and graphics capabilities of R
- operate (and optimize) on a portfolio basis and produce a ranked list of trading decisions
- be flexible and extendable
- open source
- exploit readily available real-time and historic quotes through the internet

We would greatly appreciate any comments or suggestions regarding this project.

And, of course, we would very much like to hear from anyone interested in collaborating in this effort.

Regards,

Guy Yollin
yollin at speakeasy.net
yolling at esi.com

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