[Blotter-commits] r999 - pkg/RTAQ

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

Author: jonathan
Date: 2012-04-05 09:29:45 +0200 (Thu, 05 Apr 2012)
New Revision: 999

Modified:
   pkg/RTAQ/DESCRIPTION
Log:


Modified: pkg/RTAQ/DESCRIPTION
===================================================================
--- pkg/RTAQ/DESCRIPTION	2012-04-04 14:36:27 UTC (rev 998)
+++ pkg/RTAQ/DESCRIPTION	2012-04-05 07:29:45 UTC (rev 999)
@@ -1,7 +1,7 @@
 Package: RTAQ
 Type: Package
 Title: RTAQ: Tools for the analysis of trades and quotes in R
-Version: 0.1
+Version: 0.2
 Author: Jonathan Cornelissen, Kris Boudt
 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.