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