Diethelm Würtz was responsible for the development of Rmetrics until his untimely death in a car accident. You might like to read the tribute to him from ETH. May he rest in peace.
https://www.phys.ethz.ch/news-and-events/d-phys-news/2016/08/barbara-and-diethelm-wuertz.html John C Frain 3 Aranleigh Park Rathfarnham Dublin 14 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:fra...@tcd.ie mailto:fra...@gmail.com On Sat, 26 Dec 2020 at 08:15, Ben van den Anker via R-help < r-help@r-project.org> wrote: > > > Many thanks to all who helped out! What a wonderful community is this! > Cheers! > Ben van den Anker > > > > > > > > > On Friday, December 25, 2020, 10:52:38 PM GMT+1, Abby Spurdle < > spurdl...@gmail.com> wrote: > > 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. > [[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. > [[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.
