Any resources on tickdata analysis using R

[Siddharth Singh]

Hi,

I was beginning to use R in our firm. Hence will try to start new project on excecution modules analysis in R itself.

So if any expert in R can let me know some idea resources availaible in R for tickdata analysis

Thanks
Siddharth

 

[IlyaKEightSix]

xts package.

 

[nissimnabar]

Hi,
xts is an excellent idea.
You could also take a look at the RTAQ package.

Nissim

 

[PTN]

Hi

Is there any forum discusses R programming analysis in retrieving tick by tick real time datafeed to design quantitative trading strategies for high frequency/ intra day/ swing and arbitrage trading?

Thank you for any feed back and recommendation.

 

[IlyaKEightSix]

Try the R SIG finance mailing list.