braverock/blotter: Tools for Transaction-Oriented Trading Systems P&L
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
Browse package contents
Package details |
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| Author | Peter Carl [aut], Brian G. Peterson [aut, cre], Joshua Ulrich [ctb], Jasen Mackie [ctb], Daniel Cegielka [ctb], Dirk Eddelbuettel [ctb], Jan Humme [ctb], Lance Levenson [ctb], Ben McCann [ctb], Jeff Ryan [ctb], Garrett See [ctb], Wolfgang Wu [ctb], Justin Shea [ctb] |
| Maintainer | Brian G. Peterson <brian@braverock.com> |
| License | GPL-3 |
| Version | 0.17.0 |
| URL | https://github.com/braverock/blotter |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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