{ R/quant links }
Some links to R, related packages, and miscellaneous quantatitive finance sites around the web. If you have a link you think belongs here, please tell me.
R related:- R-Project for Statistical Computing:: www.r-project.org
- Comprehensive R Archive Network: cran.r-project.org
- R-Forge Package Hosting: r-forge.r-project.org
- Cran Task Views Finance: Finance, Econometrics
- Rmetrics: Rmetrics.org
- PerformanceAnalytics Package: braverock.com/R
- quantmod Package: quantmod [project home]
- xts: extensible time series Package: xts [project home]
- Technical Trading Rules Package (TTR): TTR [project home]
- R API to Interactive Brokers' Trader Workstation (IBrokers): IBrokers [project home]
- R-sig-Finance Mailing List R-sig-Finance
- Wilmott quantitative finance website: wilmott.com
- QuantLib Finance Library: QuantLib
- Global Derivatives: Global Derivatives
- Quantnotes
- Combinatorial Algorithm in Fortran : )
all r combinations of n: nCr.f nCr.f95 - mgarchBEKK package - patched to work in R 2.6.*: mgarchBEKK