algoquant

ggplot2

An implementation of the Grammar of Graphics in R

shiny

Easy interactive web applications with R

dplyr

dplyr: A grammar of data manipulation

tf-quant-finance

High-performance TensorFlow library for quantitative finance.

data.table

R's data.table package extends data.frame:

rmarkdown

Dynamic Documents for R

devtools

Tools to make an R developer's life easier

knitr

A general-purpose tool for dynamic report generation in R

adv-r

Advanced R: a book

lubridate

Make working with dates in R just that little bit easier

shiny-server

Host Shiny applications over the web.

ProjectTemplate

A template utility for R projects that provides a skeletal project.

disk.frame

Fast Disk-Based Parallelized Data Manipulation Framework for Larger-than-RAM Data

roxygen2

Generate R package documentation from inline R comments

plyr

A R package for splitting, applying and combining large problems into simpler problems

datasciencetoolbox

A complete environment for busy polyglot data scientists

packrat

Packrat is a dependency management system for R

RDocumentation

R package to integrate rdocumentation.org into your R workflow

highfrequency

The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.

courses-introduction-to-r

Introduction to R by Jonathan Cornelissen

test1

shinyapps

Deploy Shiny applications to ShinyApps

plotROC

Interactive ROC plots with ggplot + d3.js.

TSMOM

Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.

egcm

Engle-Granger cointegration models in R

partialCI

R package for fitting the partially cointegrated model

introduction_to_R

An interactive introduction to R tutorial for DataMind.org

datamind

Interface to create interactive courses for www.datamind.org

Rdocumentation_package

Integrate R with http://www.Rdocumentation.org

R_Finance

R scripts related to finance. These scripts will be clones or adaptations of the works of the Systematic Investor and QuantStrat TradeR blogs. My focus will be dynamic Asset Allocation and dynamic Risk Parity algorithms.