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Any resources on tickdata analysis using R

Siddharth Singh

Joined
2/28/11
Messages
65
Points
18
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
 
Hi,
xts is an excellent idea.
You could also take a look at the RTAQ package.

Nissim
 
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.
 
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