[Blotter-commits] r300 - pkg/RTAQ

[noreply at r-forge.r-project.org]

Author: jonathan
Date: 2010-03-24 13:32:00 +0100 (Wed, 24 Mar 2010)
New Revision: 300

Modified:
   pkg/RTAQ/DESCRIPTION
Log:


Modified: pkg/RTAQ/DESCRIPTION
===================================================================
--- pkg/RTAQ/DESCRIPTION	2010-03-24 11:19:32 UTC (rev 299)
+++ pkg/RTAQ/DESCRIPTION	2010-03-24 12:32:00 UTC (rev 300)
@@ -1,8 +1,8 @@
 Package: RTAQ
 Type: Package
 Title: RTAQ: Tools for the analysis of trades and quotes in R
-Version: 1.0
-Date: 2010-01-18
+Version: 0.1
+Date: 2010-03-15
 Author: Kris Boudt, Jonathan Cornelissen
 Maintainer: Jonathan Cornelissen <Jonathan.cornelissen at econ.kuleuven.be>
 Description: The Trades and Quotes data of the New York Stock Exchange is a popular input for the implementation of intraday trading strategies, the measurement of liquidity and volatility and investigation of the market microstructure, among others. This package contains a collection of R functions to carefully clean and match the trades and quotes data, calculate ex post liquidity and volatility measures and detect price jumps in the data.