Specify, build, trade, and analyse quantitative financial trading strategies.
| Version: | 0.4-2 |
| Depends: | xts (≥ 0.9-0), zoo, TTR (≥ 0.2), methods |
| Suggests: | DBI, RMySQL, RSQLite, timeSeries, its |
| Published: | 2014-10-08 |
| Author: | Jeffrey A. Ryan |
| Maintainer: | ORPHANED |
| License: | GPL-3 |
| URL: | http://www.quantmod.com http://r-forge.r-project.org/projects/quantmod |
| NeedsCompilation: | no |
| In views: | Finance, WebTechnologies |
| CRAN checks: | quantmod results |
| Reference manual: | quantmod.pdf |
| Package source: | quantmod_0.4-2.tar.gz |
| Windows binaries: | r-devel: quantmod_0.4-2.zip, r-release: quantmod_0.4-2.zip, r-oldrel: quantmod_0.4-2.zip |
| OS X Snow Leopard binaries: | r-release: quantmod_0.4-2.tgz, r-oldrel: quantmod_0.4-2.tgz |
| OS X Mavericks binaries: | r-release: quantmod_0.4-2.tgz |
| Old sources: | quantmod archive |
| Reverse depends: | FinancialInstrument, fractalrock, TSgetSymbol |
| Reverse imports: | DMwR, tawny, tawny.types |
| Reverse suggests: | PerformanceAnalytics, RGraphics, SharpeR |
| Reverse enhances: | TTR |