R-Finance/blotter: Tools for transaction-oriented trading systems development.

Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.

Getting started

Package details

AuthorPeter Carl, Brian G. Peterson
MaintainerBrian G. Peterson <[email protected]>
LicenseGPL
Version0.9.1644
URL https://r-forge.r-project.org/projects/blotter/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("R-Finance/blotter")
R-Finance/blotter documentation built on May 9, 2017, 9:41 p.m.