R resources for finance and investing (work in progress)
#Packages
- PerformanceAnalytics
- portfolio
- portfolioSim
- RQuantLib
- Rmetrics
- Rblpapi - access the you-know-who API
- Find other packages in CRAN Task View on Empirical Finance
- List of R packages for backtesting quantitative trading strategies
#Books
- Analysis of Financial Time Series
- Basic R for Finance
- Bayesian Stability Concepts for Investment Managers
- Chronological Objects with R and rmetrics
- Econometrics in R
- A Discussion of Time Series Objects for R in Finance
- Financial Market Data for R
- Financial Risk Modelling and Portfolio Optimization with R
- Introduction to R for Quantitative Economics
- An Introduction to Analysis of Financial Data with R
- Introduction to R for Quantitative Finance
- Mastering R for Quantitative Finance
- Multivariate Time Series Analysis: With R and Financial Applications
- Optimal Portfolio Modelling
- Portfolio Optimization with R
- Quantitative Risk Management (QRMLib)
- Quantitative Trading with R
- Statistical Analysis of Financial Data in R
- Statistics and Data Analysis for Financial Engineering
- Time Series Analysis: With Applications in R
- Topics in Empirical Finance with R and rmetrics
#Newsletters and Mailing Lists
#Events Events related to R and Finance
#Training Courses and tutorials in finance that use R
#Other R Resources