quantmod: Quantitative Financial Modelling Framework

Specify, build, trade, and analyse quantitative financial trading strategies.

Version: 0.4.17
Depends: R (≥ 3.2.0), xts (≥ 0.9-0), zoo, TTR (≥ 0.2), methods
Imports: curl
Suggests: DBI, RMySQL, RSQLite, timeSeries, XML, downloader, jsonlite (≥ 1.1)
Published: 2020-03-31
Author: Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, aut], Wouter Thielen [ctb], Paul Teetor [ctb], Steve Bronder [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: no
Materials: NEWS
In views: Finance
CRAN checks: quantmod results


Reference manual: quantmod.pdf
Package source: quantmod_0.4.17.tar.gz
Windows binaries: r-devel: quantmod_0.4.17.zip, r-release: quantmod_0.4.17.zip, r-oldrel: quantmod_0.4.17.zip
macOS binaries: r-release: quantmod_0.4.17.tgz, r-oldrel: quantmod_0.4.17.tgz
Old sources: quantmod archive

Reverse dependencies:

Reverse depends: acp, FinancialInstrument, stocks, tidyquant
Reverse imports: ADAPTS, BatchGetSymbols, CloneSeeker, DMwR, DMwR2, egcm, estudy2, fastquant, highcharter, HoRM, JFE, lcyanalysis, PortfolioAnalysis, portfolioBacktest, qrmtools, Riex, rMorningStar, rpredictit, RTL, rtsdata, rtsplot, starvars, tseries, TSEtools, TSmisc, yuimaGUI
Reverse suggests: dang, PerformanceAnalytics, performanceEstimation, PortfolioAnalytics, RGraphics, RTransferEntropy, SharpeR, TSstudio
Reverse enhances: TTR


Please use the canonical form https://CRAN.R-project.org/package=quantmod to link to this page.