naturalsmen/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 [aut], Brian G. Peterson [aut, cre], Daniel Cegielka [ctb], Dirk Eddelbuettel [ctb], Jan Humme [ctb], Lance Levenson [ctb], Jasen Mackie [ctb], Ben McCann [ctb], Jeff Ryan [ctb], Garrett See [ctb], Joshua Ulrich [ctb], Wolfgang Wu [ctb]
MaintainerBrian G. Peterson <brian@braverock.com>
LicenseGPL
Version0.10.2
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("remotes")
remotes::install_github("naturalsmen/blotter")
naturalsmen/blotter documentation built on May 23, 2019, 12:21 p.m.