quantmod (0.4-9)

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]

License: GPL-3

Uses: curl, zoo, DBI, RMySQL, RSQLite, XML, timeSeries, downloader
Reverse depends: acp, DMwR, FinancialInstrument, fractalrock, stocks, tawny, tidyquant, TSgetSymbol, visualR
Reverse suggests: bdrift, covmat, dang, echarts4r, futile, highfrequency, loggle, lpirfs, PerformanceAnalytics, performanceEstimation, PIN, PortfolioAnalytics, RGraphics, RTransferEntropy, SharpeR, TSstudio
Reverse enhances: TTR

Released over 2 years ago.