diff --git a/README.md b/README.md index b67ca74..a783d14 100644 --- a/README.md +++ b/README.md @@ -121,6 +121,22 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [xts](https://cran.r-project.org/web/packages/xts/index.html) - eXtensible Time Series: Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability. - [data.table](https://cran.r-project.org/web/packages/data.table/index.html) - Extension of data.frame: Fast aggregation of large data (e.g. 100GB in RAM), fast ordered joins, fast add/modify/delete of columns by group using no copies at all, list columns and a fast file reader (fread). Offers a natural and flexible syntax, for faster development. +- [TSdbi](http://tsdbi.r-forge.r-project.org/) - Provides a common interface to time series databases. +- [tseries](https://cran.r-project.org/web/packages/tseries/index.html) - Time Series Analysis and Computational Finance. +- [its](https://cran.r-project.org/web/packages/its/index.html) - Irregular time series. +- [zoo](https://cran.r-project.org/web/packages/zoo/index.html) - S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations). +- [tis](https://cran.r-project.org/web/packages/tis/index.html) - Functions and S3 classes for time indexes and time indexed series, which are compatible with FAME frequencies. +- [tfplot](https://cran.r-project.org/web/packages/tfplot/index.html) - Utilities for simple manipulation and quick plotting of time series data. +- [tframe](https://cran.r-project.org/web/packages/tframe/index.html) - A kernel of functions for programming time series methods in a way that is relatively independently of the representation of time. + +### Data Sources + +- [IBrokers](https://cran.r-project.org/web/packages/IBrokers/index.html) - Provides native R access to Interactive Brokers Trader Workstation API. +- [Rblpapi](https://cran.r-project.org/web/packages/Rblpapi/index.html) - An R Interface to 'Bloomberg' is provided via the 'Blp API'. +- [Quandl](https://www.quandl.com/tools/r) - Get Financial Data Directly Into R. +- [Rbitcoin](https://cran.r-project.org/web/packages/Rbitcoin/index.html) - Unified markets API interface (bitstamp, kraken, btce, bitmarket). +- [GetTDData](https://cran.r-project.org/web/packages/GetTDData/index.html) - Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto. +- [GetHFData](https://cran.r-project.org/web/packages/GetHFData/index.html) - Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site. ### Financial Instruments @@ -163,6 +179,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [backtest](https://cran.r-project.org/web/packages/backtest/index.html) - Exploring Portfolio-Based Conjectures About Financial Instruments - [pa](https://cran.r-project.org/web/packages/pa/index.html) - Performance Attribution for Equity Portfolios - [TTR](https://cran.r-project.org/web/packages/TTR/index.html) - Technical Trading Rules +- [QuantTools](https://quanttools.bitbucket.io/_site/index.html) - Enhanced Quantitative Trading Modelling ### Risk Analysis