[R] Finance & R

[Eric Berger]

Hi Ben,

Abby makes a good suggestion on Rmetrics, although it is no longer current
in CRAN.
The www.rmetrics.org site looks quite interesting (although not clear
whether there are any recent additions.)

The suggestion did bring to mind another excellent resource: quantlib - a
library for computational finance.
See https://www.quantlib.org

The quantlib library is written in C++ and can be accessed directly via C++.
It is also possible (and easy) to access quantlib from R, via the package
RQuantLib (written by the incredible Dirk Eddelbuettel.)

Best,
Eric



On Thu, Dec 24, 2020 at 10:34 PM Abby Spurdle <spurdle.a using gmail.com> wrote:

> Dear All,
>
> One of the most significant contributors to open source finance is:
>
> Diethelm Würtz
>
> 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 using 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 outdated.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]]
> >
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>
> ______________________________________________
> R-help using 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.
>

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