---

0.4.26 by Joshua M. Ulrich, 10 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

---

Imported by ADAPTS, AssetAllocation, BatchGetSymbols, CloneSeeker, DMwR2, HoRM, NNS, Riex, StockDistFit, TSEtools, creditr, egcm, highcharter, highfrequency, lcyanalysis, msdrought, pdfetch, portfolioBacktest, qrmtools, rpredictit, rtsdata, rtsplot, seasonalityPlot, shinyInvoice, starvars, tidyquant, tseries, yfR, yuimaGUI.

Depended on by FinancialInstrument, acp, rusquant, stocks.

Suggested by BigVAR, OOS, PerformanceAnalytics, PortfolioAnalytics, RGraphics, RTransferEntropy, SharpeR, SlidingWindows, TSstudio, bidask, cryptoQuotes, dang, lares, performanceEstimation, sovereign.

Enhanced by TTR.

---

See at CRAN