quantmod: Quantitative Financial Modelling Framework

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

Version: 0.4-5
Depends: xts (≥ 0.9-0), zoo, TTR (≥ 0.2), methods
Suggests: DBI, RMySQL, RSQLite, timeSeries, its, XML, downloader
Published: 2015-07-24
Author: Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, ctb], Wouter Thielen [ctb]
Maintainer: Joshua M. Ulrich <josh.m.ulrich at gmail.com>
BugReports: https://github.com/joshuaulrich/quantmod/issues
License: GPL-3
URL: http://www.quantmod.com https://github.com/joshuaulrich/quantmod
NeedsCompilation: yes
In views: Finance, WebTechnologies
CRAN checks: quantmod results

Downloads:

Reference manual: quantmod.pdf
Package source: quantmod_0.4-5.tar.gz
Windows binaries: r-devel: quantmod_0.4-5.zip, r-release: quantmod_0.4-5.zip, r-oldrel: quantmod_0.4-5.zip
OS X Snow Leopard binaries: r-release: quantmod_0.4-5.tgz, r-oldrel: quantmod_0.4-4.tgz
OS X Mavericks binaries: r-release: quantmod_0.4-5.tgz
Old sources: quantmod archive

Reverse dependencies:

Reverse depends: acp, FinancialInstrument, fractalrock
Reverse imports: creditr, DMwR, tawny, tawny.types, TSmisc
Reverse suggests: covmat, highfrequency, PerformanceAnalytics, PortfolioAnalytics, RGraphics, SharpeR
Reverse enhances: TTR