IMPORTANT NOTE: This should make reference to Peter Carl not Carr
‘World’s best quant’ Peter Carr reveals his toolchain of R packages for his research
This looks like to be the toolchain that one of the world’s best quant uses for R;
Example R Packages
Do look at page 2 of this PDF. One R package he mentions a lot is blotter. Also, do note his mention of “USE AT YOUR OWN RISK”. This is quite the confidence builder on R.
PDF is here: http://www.rinfinance.com/agenda/2010/PeterCarl.pdf