stocks: Fast Functions for Stock Market Analysis

Provides functions for analyzing historical performance of stocks or other investments. Functions are written in C++ to quickly calculate maximum draw-down, Sharpe ratio, Sterling ratio, and other commonly used metrics of stock performance.

Version: 1.1.1
Depends: R (≥ 3.0.0), rbenchmark
Imports: Rcpp (≥ 0.11.0)
LinkingTo: Rcpp
Published: 2015-02-23
Author: Dane R. Van Domelen
Maintainer: Dane R. Van Domelen <vandomed at>
License: GPL-2
NeedsCompilation: yes
CRAN checks: stocks results


Reference manual: stocks.pdf
Package source: stocks_1.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: stocks_1.1.1.tgz, r-oldrel: stocks_1.1.1.tgz
OS X Mavericks binaries: r-release: stocks_1.1.1.tgz