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.


Reference manual

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0.5.3 by Matt Dancho, 4 months ago


Report a bug at https://github.com/business-science/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, Quandl, readr, rvest, scales, stats, stringr, tibble, tidyr, timetk, timeSeries, tseries, TTR, XLConnect, xml2, xts, zoo

Depends on lubridate, PerformanceAnalytics, quantmod, tidyverse

Suggests knitr, rmarkdown, testthat, forcats

Imported by EventStudy.

Suggested by alphavantager, sweep, timetk.

See at CRAN