I'm not sure what the official status of Rmetrics is. However, as far as I can see most of the Rmetrics-based R packages are on CRAN, and are currently maintained. (e.g. fBasics, fPortfolio, fAssets, fTrading).
I found a list here: https://r-forge.r-project.org/R/?group_id=156 On Fri, Dec 25, 2020 at 10:47 PM Eric Berger <ericjber...@gmail.com> wrote: > > Hi Ben, > > Abby makes a good suggestion on Rmetrics, although it is no longer current in > CRAN. > The www.rmetrics.org site looks quite interesting (although not clear whether > there are any recent additions.) > > The suggestion did bring to mind another excellent resource: quantlib - a > library for computational finance. > See https://www.quantlib.org > > The quantlib library is written in C++ and can be accessed directly via C++. > It is also possible (and easy) to access quantlib from R, via the package > RQuantLib (written by the incredible Dirk Eddelbuettel.) > > Best, > Eric > > > > On Thu, Dec 24, 2020 at 10:34 PM Abby Spurdle <spurdl...@gmail.com> wrote: >> >> Dear All, >> >> One of the most significant contributors to open source finance is: >> >> Diethelm Würtz >> https://comp.phys.ethz.ch/news-and-events/nc/2016/08/in-memoriam-diethelm-wuertz.html >> >> And on that note, I'd like to wish Merry Christmas to a great >> mathematician and programmer, and his family. >> >> A quick search, revealed the following hits: >> >> https://en.wikipedia.org/wiki/Rmetrics >> https://www.rmetrics.org >> >> >> B. >> >> >> On Thu, Dec 24, 2020 at 6:58 AM Ben van den Anker via R-help >> <r-help@r-project.org> wrote: >> > >> > >> > >> > Hello everyone, >> > Could anyonre recommend some good resources for finance applications in R? >> > I find the packages quantmod, TTR and PerformanceAnalytics a bit outdated. >> > There must be something more recent on the market. Any suggestions will be >> > much appreciated! >> > Cheers, >> > Ben van den Anker >> > >> > >> > >> > >> > >> > >> > [[alternative HTML version deleted]] >> > >> > ______________________________________________ >> > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >> > https://stat.ethz.ch/mailman/listinfo/r-help >> > PLEASE do read the posting guide >> > http://www.R-project.org/posting-guide.html >> > and provide commented, minimal, self-contained, reproducible code. >> >> ______________________________________________ >> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
