Repository / RESOURCE PROFILE

highfrequency

The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match…

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Overview

The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match…

Topics & capabilities

machine-learningdatagithub

Repository information

Repository
jonathancornelissen/highfrequency ↗
Repository owner
jonathancornelissen
Primary language
R
Repository code license
Not recorded
Maintenance status
Not archived at the recorded check
Forked repository
No
GitHub stars
164
Forks
67
Default branch
master
Last repository push
Dec 15, 2025

Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.

Source links & provenance

https://github.com/jonathancornelissen/highfrequency ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

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