orderbook-package: Analyze and visualize orderbook data.
In orderbook: Orderbook visualization/Charting software
Description
The orderbook package provides functions for exploring and visualizing
orderbook data. For example, we may want to study an orderbook
immediately before a trade occurs, or maybe 50 orders before a trade
occurs, or we want to visualize the change of an orderbook overtime as
the price level fluctuates. The insights from this sort
of analysis can help in researching short-term trading strategies.
Details
Package: orderbook
Type: Package
Version: 1.0
Date: 2010-07-01
Depends: R (>= 2.11.0), hash, methods, grid, lattice
License: GPL (>= 2)
LazyLoad: yes
Index:
1
2
Further information is available in the following vignettes:
orderbook Using the orderbook package (source, pdf)
Author(s)
Andrew Liu <andrew.t.liu@williams.edu>, Khanh Nguyen
<knguyen@cs.umb.edu>, David Kane <dave@kanecap.com>.
orderbook documentation built on May 2, 2019, 12:19 p.m.
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Description
The orderbook package provides functions for exploring and visualizing orderbook data. For example, we may want to study an orderbook immediately before a trade occurs, or maybe 50 orders before a trade occurs, or we want to visualize the change of an orderbook overtime as the price level fluctuates. The insights from this sort of analysis can help in researching short-term trading strategies.
Details
| Package: | orderbook |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2010-07-01 |
| Depends: | R (>= 2.11.0), hash, methods, grid, lattice |
| License: | GPL (>= 2) |
| LazyLoad: | yes |
Index:
1 2 |
Further information is available in the following vignettes:
orderbook | Using the orderbook package (source, pdf) |
Author(s)
Andrew Liu <andrew.t.liu@williams.edu>, Khanh Nguyen <knguyen@cs.umb.edu>, David Kane <dave@kanecap.com>.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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