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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