Functions for chaining and joining time series, scrubbing bad data, managing time zones and alligning time indices, converting TAQ data to OHLC format, aggregating data to lower frequency, estimating volatility, skew, and higher moments.
|Author||Jerzy Pawlowski (algoquant)|
|Maintainer||Jerzy Pawlowski <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on GitHub|
Install the latest version of this package by entering the following in R:
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.