# jonathancornelissen/highfrequency

<https://repo.masters-masters.com/en/repos/jonathancornelissen/highfrequency>

[Home](https://repo.masters-masters.com/en) › [jonathancornelissen](https://repo.masters-masters.com/en/owners/jonathancornelissen) › [highfrequency](https://repo.masters-masters.com/en/repos/jonathancornelissen/highfrequency)

jonathancornelissen/highfrequency has 165 stars on GitHub. Its RepoMasters card: Prototype tier. The highfrequency package contains an extensive toolkit for…

| Field | Value |
| --- | --- |
| Owner | [jonathancornelissen](https://repo.masters-masters.com/en/owners/jonathancornelissen) |
| Stars | 165 |
| Forks | 67 |
| Language | [R](https://repo.masters-masters.com/en/languages/r) |
| License | None |
| Created | 2012 |
| Tier | [Prototype (100 to 249 ★)](https://repo.masters-masters.com/en/ranks/rush) |
| View on GitHub | [jonathancornelissen/highfrequency](https://github.com/jonathancornelissen/highfrequency) |

## Repository

The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast v…

The tier for repos with 100 to 249 ★. Published odds per card pulled: 70%. Rarity: Common.

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Data: GitHub · Illustration drawn by RepoMasters from the repo’s ID and its language color.