Q&A Order book R package for ultimate historical backtesting simulation?
This was from an R blog visitor
Hi! Im trying to get access to the R package “orderbook” (which is not on CRAN), any idea how to get hold on this?
This is an old but look really good. I would refer to these helpful URLs:
http://limitob.r-forge.r-project.org/
https://stat.ethz.ch/pipermail/r-sig-finance/2010q2/006222.html
Older download links where you need to manually install the zip through your RStudio:
http://cran.r-project.org/src/contrib/Archive/orderbook/
I also found this which may help:
http://journal.r-project.org/archive/2011-1/RJournal_2011-1_Kane~et~al.pdf