quantmod (0.4-7)

10 users

Quantitative Financial Modelling Framework.

http://www.quantmod.com https://github.com/joshuaulrich/quantmod

Specify, build, trade, and analyse quantitative financial trading strategies.

Maintainer: Josh Ulrich
Author(s): Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, ctb], Wouter Thielen [ctb]

License: GPL-3

Uses: zoo, DBI, RMySQL, RSQLite, XML, its, timeSeries, downloader
Reverse depends: acp, DMwR, FinancialInstrument, fractalrock, tawny, tidyquant, TSgetSymbol
Reverse suggests: bdrift, covmat, futile, highfrequency, PerformanceAnalytics, performanceEstimation, PIN, PortfolioAnalytics, RGraphics, SharpeR
Reverse enhances: TTR

Released 5 months ago.

16 previous versions



  4.2/5 (9 votes)


  4.4/5 (8 votes)

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Related packages: IBrokers, fImport, fTrading, PerformanceAnalytics, tseries, TTR, bizdays, actuar, backtest, bayesGARCH, CADFtest, car, ccgarch, ChainLadder, copula, CreditMetrics, data.table, dlm, dse, dyn(20 best matches, based on common tags.)

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Visit quantmod on R Graphical Manual.