Specify, build, trade, and analyse quantitative financial trading strategies.
Version: | 0.4-7 |
Depends: | xts (≥ 0.9-0), zoo, TTR (≥ 0.2), methods |
Suggests: | DBI, RMySQL, RSQLite, timeSeries, its, XML, downloader, jsonlite (≥ 1.1) |
Published: | 2016-10-24 |
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 |
CRAN checks: | quantmod results |
Reference manual: | quantmod.pdf |
Package source: | quantmod_0.4-7.tar.gz |
Windows binaries: | r-devel: quantmod_0.4-7.zip, r-release: quantmod_0.4-7.zip, r-oldrel: quantmod_0.4-7.zip |
OS X Mavericks binaries: | r-release: quantmod_0.4-7.tgz, r-oldrel: quantmod_0.4-7.tgz |
Old sources: | quantmod archive |
Reverse depends: | acp, FinancialInstrument, fractalrock, tidyquant |
Reverse imports: | BatchGetSymbols, bdrift, creditr, DMwR, DMwR2, highcharter, highfrequency, HoRM, qrmtools, tawny, tawny.types, TSmisc, yuimaGUI |
Reverse suggests: | covmat, PerformanceAnalytics, performanceEstimation, PortfolioAnalytics, RGraphics, SharpeR |
Reverse enhances: | TTR |
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