Tidy Quantitative Financial Analysis

Bringing financial analysis to the 'tidyverse'. The 'tidyquant' package provides a convenient wrapper to various 'xts', 'zoo', 'quantmod', 'TTR' and 'PerformanceAnalytics' package functions and returns the objects in the tidy 'tibble' format. The main advantage is being able to use quantitative functions with the 'tidyverse' functions including 'purrr', 'dplyr', 'tidyr', 'ggplot2', 'lubridate', etc. See the 'tidyquant' website for more information, documentation and examples.


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Reference manual

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install.packages("tidyquant")

0.4.0 by Matt Dancho, 20 days ago


https://github.com/mdancho84/tidyquant


Report a bug at https://github.com/mdancho84/tidyquant/issues


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


Authors: Matt Dancho [aut, cre], Davis Vaughan [aut]


Documentation:   PDF Manual  


Task views: Empirical Finance


MIT + file LICENSE license


Imports broom, curl, devtools, dplyr, ggplot2, httr, lazyeval, magrittr, purrr, readr, rvest, scales, stats, stringr, tibble, tidyr, timeSeries, tseries, TTR, xml2, xts, zoo

Depends on lubridate, PerformanceAnalytics, quantmod, tidyverse

Suggests knitr, rmarkdown, testthat, forcats


See at CRAN