QuantTools: Enhanced Quantitative Trading Modelling

Download and organize historical market data from multiple sources like Yahoo (<https://finance.yahoo.com>), Google (<https://www.google.com/finance>), Finam (<https://www.finam.ru/profile/moex-akcii/sberbank/export/>), MOEX (<https://www.moex.com/en/derivatives/contracts.aspx>) and IQFeed (<https://www.iqfeed.net/symbolguide/index.cfm?symbolguide=lookup>). Code your trading algorithms in modern C++11 with powerful event driven tick processing API including trading costs and exchange communication latency and transform detailed data seamlessly into R. In just few lines of code you will be able to visualize every step of your trading model from tick data to multi dimensional heat maps.

Version: 0.5.7
Depends: data.table, R (≥ 2.10)
Imports: methods, fasttime, RCurl, readxl, Rcpp (≥ 0.12.12), R6
LinkingTo: Rcpp
Published: 2018-03-18
Author: Stanislav Kovalevsky
Maintainer: Stanislav Kovalevsky <so.kovalevsky at gmail.com>
BugReports: https://bitbucket.org/quanttools/quanttools/issues
License: GPL-3
URL: https://quanttools.bitbucket.io
NeedsCompilation: yes
SystemRequirements: C++11
Materials: README NEWS
In views: Finance
CRAN checks: QuantTools results


Reference manual: QuantTools.pdf
Package source: QuantTools_0.5.7.tar.gz
Windows binaries: r-devel: QuantTools_0.5.7.zip, r-release: QuantTools_0.5.7.zip, r-oldrel: QuantTools_0.5.7.zip
OS X binaries: r-release: QuantTools_0.5.7.tgz, r-oldrel: QuantTools_0.5.7.tgz
Old sources: QuantTools archive


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