quantmod (0.4-13)

10 users

Quantitative Financial Modelling Framework.

http://www.quantmod.com https://github.com/joshuaulrich/quantmod
http://cran.r-project.org/web/packages/quantmod

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

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

License: GPL-3

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

Released 3 months ago.


22 previous versions

Ratings

Overall:

  4.2/5 (9 votes)

Documentation:

  4.4/5 (8 votes)

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


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