FOSS Trading

xts_0.13.2 on CRAN

Adaptive Asset Allocation Extended

Adaptive Asset Allocation Replication

quantmod_0.4.25 on CRAN

Running TimeBase in Docker

Streaming Market Data with TimeBase

getSymbols Rebooted

xts_0.13.1 on CRAN

quantmod_0.4.22 on CRAN

xts_0.13.0 on CRAN

xts_0.12.2 on CRAN

Mean rolling correlation of XLF constituents

xts_0.12.1 on CRAN

TTR_0.24.2 on CRAN

quantmod_0.4-16 on CRAN

microbenchmark_1.4-7 on CRAN

quantmod_0.4-14 on CRAN

xts 0.11-2 on CRAN

xts 0.11-1 on CRAN

Learning to code is worth it

R/Finance 2018 Registration

Goodbye Google, Hello Tiingo!

xts 0.10-2 on CRAN

R/Finance 2018: Call for Papers

RQuantLib 0.4.4 for Windows

getSymbols and Alpha Vantage

xts 0.10-0 on CRAN!

Importing and managing financial data

quantmod 0.4-9 on CRAN

Yahoo Finance Alternatives

quantmod 0.4-8 on CRAN

Stack Financials: Analyze Financial Statement Data

R/Finance 2017: Call for Papers

quantmod 0.4-6 on CRAN

DataCamp course: Importing and managing financial data

Registration for R/Finance 2016 is open!

Comment on Overnight SPY Anomaly

New quantmod and TTR on CRAN

plot.xts RFC

Registration Open for R/Finance 2015!

Import Japanese equity data into R with quantmod 0.4-4

Google Summer of Code 2015

Updated quantmod on CRAN

R/Finance 2015 Call for Papers

R/Finance 2014 Review

Introduction to PortfolioAnalytics

R/Finance 2014 Registration Open

Optimizing quantstrat: from 30 hours to 30 minutes

R/Finance 2014 Call for Papers

R/Finance 2013 Review