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 gmail.com> |
| License: |
GPL-2 |
| NeedsCompilation: |
yes |
| CRAN checks: |
stocks results |
Downloads: