Specify, build, trade, and analyse quantitative financial trading strategies.
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0.4.29 by Joshua M. Ulrich, 3 months ago
https://www.quantmod.com/, https://github.com/joshuaulrich/quantmod
Report a bug at https://github.com/joshuaulrich/quantmod/issues
Browse source code at https://github.com/cran/quantmod
Authors: Jeffrey A. Ryan [aut, cph] , Joshua M. Ulrich [cre, aut] , Ethan B. Smith [ctb] , Wouter Thielen [ctb] , Paul Teetor [ctb] , Steve Bronder [ctb]
Documentation: PDF Manual
GPL-3 license
Imports curl, jsonlite
Depends on xts, zoo, TTR, methods
Suggests DBI, RMySQL, RSQLite, timeSeries, xml2, downloader, tinytest
Imported by ADAPTS, BatchGetSymbols, CloneSeeker, HoRM, Riex, StockDistFit, TSEtools, creditr, finlabR, highcharter, highfrequency, iClick, lcyanalysis, msdrought, pdfetch, portfolioBacktest, qmj, qrmtools, seasonalityPlot, shinyInvoice, starvars, tidyquant, tseries, umx, yfR, yuimaGUI.
Depended on by FinancialInstrument.
Suggested by BigVAR, DDESONN, ExactVaRTest, PerformanceAnalytics, PortfolioAnalytics, PortfolioTesteR, RGraphics, RTransferEntropy, SharpeR, SlidingWindows, TSstudio, bidask, bspcov, cryptoQuotes, dang, echarts4r, investdatar, lares, maidr, rarefun.
Enhanced by TTR.
See at CRAN