Stock Market Analysis

Functions for analyzing stocks or other investments. Main features are loading and aligning historical data for ticker symbols, calculating performance metrics for individual funds or portfolios (e.g. annualized growth, maximum drawdown, Sharpe/Sortino ratio), and creating graphs. C++ code is used to improve processing speed where possible.


Reference manual

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1.1.4 by Dane R. Van Domelen, 2 years ago

Browse source code at

Authors: Dane R. Van Domelen

Documentation:   PDF Manual  

GPL-3 license

Imports dvmisc, graphics, grDevices, Hmisc, lubridate, methods, RColorBrewer, Rcpp, stats, TTR, zoo

Depends on rbenchmark, quantmod

Suggests knitr, rmarkdown, pander, printr

Linking to Rcpp

See at CRAN