Here is a great into into using rvest and SelectorGadget in R to scrape data from web pages. I also use the XML package for web scraping tables from websites. For example I have wrote a function so that R scrapes all the tickers of constituents in the S&P 500 and then saves it to .txt file. I can then use that ticker list to download data only for those particular tickers. R has tons of uses and is designed with big data in mind. In fact its very hard to find something that R does not do This is a good book for getting started.
Thanks for posting that. I'll take a look at those. Feel free to post some of your fav packages you've found. I'm always on the lookout for good stuff there.
Hadley Wickham has written some brilliant packages for R. Most of his packages actually are wrappers for "C" so they are really quick. I believe he was the creator of the free ide Rstudio, great cheat sheet here. I generally use dplyr and ggplot daily, lubridate is great for coercing dates which are generally a pain in the ass with R. ZOO and XTS very good when manipulating time series objects. With regard to Quantitative studies there is very little R cannot do but its more a case of googling it and finding the most relative package. As an example I drew the attached histogram of yesterdays scores across the S&P 500 stocks. The code took roughly 2 mins to program and ran in a blink of an eye. If there is anything in particular your looking for let me know and I will see if I can help out.
Nice. Ever use ru garch? http://unstarched.net/r-examples/rugarch/a-short-introduction-to-the-rugarch-package/#