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QuantTools

swMATH ID: 17105
Software Authors: Stanislav Kovalevsky
Description: R package QuantTools. Download and organize historical market data from multiple sources like Yahoo (<http://finance.yahoo.com>), Google (<https://www.google.com/finance>), Finam (<http://www.finam.ru/profile/moex-akcii/sberbank/export/>) and IQFeed (<http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=lookup>). Code your trading algorithms in modern C++11 with powerful event driven tick processing API including trading costs and exchange communication latency and transform detailed data seamlessly into R. In just few lines of code you will be able to visualize every step of your trading model from tick data to multi dimensional heat maps.
Homepage: https://cran.r-project.org/web/packages/QuantTools/index.html
Source Code:  https://github.com/cran/QuantTools
Dependencies: R
Keywords: CRAN; R package; Quantitative Trading Modelling; historical market data; IQFeed; Finam; Yahoo; Google
Cited in: 0 Documents