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.


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Reference manual

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install.packages("stocks")

1.1.4 by Dane R. Van Domelen, 6 months ago


Browse source code at https://github.com/cran/stocks


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