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Gnucash is the next generation of money manager created from a merger of X-Accountant and GnoMoney. Its features include: * Ability to import Quicken files ( a must ) * Reports, Graphs, and all of those goodies that you find in Quicken. * Gnome compliant ( if that is the correct way to put it ) * Separate the GUI from the actual "account/transaction engine" * Multiple accounts ( Check, Credit, Cash, Mutual Funds, etc.. )

Package to validate Credit Card numbers and types.

Libalkimia is a library with common classes and functionality used by finance applications for KDE 4. Currently, it supports a common class to represent monetary values with arbitrary precision.

Functions, data sets, examples, demos, and vignettes for the book Christian Kleiber and Achim Zeileis (2008), Applied Econometrics with R, Springer-Verlag, New York. ISBN 978-0-387-77316-2. (See the vignette for a package overview.)

Collection of econometric functions for performance and risk analysis. This package aims to aid practitioners and researchers in utilizing the latest research in analysis of non-normal return streams. In general, it is most tested on return (rather than price) data on a regular scale, but most functions will work with irregular return data as well, and increasing numbers of functions will work with P&L or price data where possible.

Functions for estimating and simulating the family of the CC-GARCH models.

Functions and data to construct technical trading rules with R.

The Rmetrics "fBasics" package is a collection of functions to explore and to investigate basic properties of financial returns and related quantities. The covered fields include techniques of explorative data analysis and the investigation of distributional properties, including parameter estimation and hypothesis testing. Evenmore there are several utility functions for data handling and management.

The quantmod package for R is designed to assist the quantitative trader in the development, testing, and deployment of statistically based trading models.

It is a complete suite to estimate models based on moment conditions. It includes the two step Generalized method of moments (GMM) of Hansen(1982), the iterated GMM and continuous updated estimator (CUE) of Hansen-Eaton-Yaron(1996) and several methods that belong to the Generalized Empirical Likelihood (GEL) family of estimators, as presented by Smith(1997), Kitamura(1997), Newey-Smith(2004) and Anatolyev(2005).