R packages for finance

This page summarizes the projects mentioned and recommended in the original post on /r/algotrading
R Finance time-series time-series-analysis

InfluxDB - Power Real-Time Data Analytics at Scale
Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
www.influxdata.com
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  • R-Finance-Task-View-Supplement

    R Finance packages not listed in the Empirical Finance Task View

    • R has many packages for finance, most of which are listed in the Empirical Finance task view. I have created a list of about 60 R packages related to finance that were not in the task view when I first noticed them.

  • R-Time-Series-Task-View-Supplement

    R Time series packages not included in CRAN Task View: Time Series Analysis

    • The R packages I have used most are quantmod and packages for GARCH such as rugarch and packages for vector autoregressions, listed in the Time Series task view , another task view for which I have created a supplement.

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

    InfluxDB logo
NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a more popular project.

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