Financial Time Series Analysis with R

• Libraries
  
• Quantmod (Jeff Ryan)
  
• financial charting
• market data retrieval from Yahoo, Google, IB and others
• July 2008 presentation
  
• R-SIG-Finance query for "Quantmod"
• IBrokers (Jeff Ryan)
• interface to Interactive Brokers TWS API
• R-SIG-Finance query for "IBrokers"
• Excel migration to R
  
• Overview
  
• Community
  
• R-SIG-Finance mailing list
• Quantitative finance: Wilmott forums
• Quantnet
• fattail
• FINVIZ
  
• CRAN task views
  
• Empirical Finance
• Econometrics
  
• Time Series
• Rmetrics - Financial Engineering and Computational Finance
• package overview
• workshop presentations: 2008, 2007
  
• Introduction to R data analysis
  
• NY Times, Jan 2009, "Data Analysts Captivated by R's Power"
  
• R for Beginners (Emmanuel Paradis)
• Introduction to R (core dev team)
  
• R time-series tutorial (Shumway & Stoffer)
  
• CRAN contributed docs
• Google Books preview, "financial time series analysis"