First apologize for the problem with the feed, I was playing with feedburner options. I am working on a new more advanced tutorial, that I hope to publish in the following days.

As a rookie in the life of the trading in R I made a collection of resources on topics related to finance in R.

The first place to see what packages exists in R for finance proposes is the CRAN R repository. CRAN Task Views allow you to browse packages by topic and Provide tools to Automatically install all packages for special areas of Interest. In special the finance view (a compilation of finance packages) This CRAN Task View contains a list of packages Useful for Empirical work in Finance,  group by topic:

1. Standard regression models

2. Time series

3. Finance

4. Risk management

5. Data and date management

Some of the most important packages are; the Rmetric suite, the quantmod package (offers a number of functions for quantitative modelling in finance as well as data acqusition, plotting and other utilities) and TTR (contains functions to construct technical trading rules in R). There are important information and examples inside each packages.

In partiacular

Where you can find several examples and documentation of this package.

Some of the websites where I can find examples of using R for Quant are:

One of the best.

Other inspiration blog.

One place with good examples.

One place for Quant Finance

The best conference for R in finance is

The two-day conference will cover portfolio management, time series analysis, advanced risk tools, high-performance computing, econometrics and more. All will be discussed within the context of using R as a primary tool for financial risk management, analysis and trading.

More Information is comming…..

2 comentSs:

Joshua Ulrich said...

Are you planning to come to the R/Finance conference in 2011? If you are, have you considered making a presentation? I think many people would be interested in testing trading strategies with RapidMiner + R. Please respond to the call for papers if you are interested in presenting.

aphysicistinwallstreet said...

thanks for the invitation, however I have other congress for these days in Europe so it will be very difficult to assist.

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