I am quite new to R and will be doing an empirical analysis of momentum strategies in R using a dataset from the index OSEAX from 1980 to 2014. The momentum strategy will for the most part resemble Titman (1993) where we go long on the 30% top performing assets for a given horizon and short the 30% losing stocks. 

So far I have found this resource (part 1-5): 
<https://rbresearch.wordpress.com/2012/08/23/momentum-with-r-part-1/>

Any good R specific finance books og other resources that might help?