Specify, build, trade, and analyse quantitative financial trading strategies.
Version: | 0.4.17 |
Depends: | R (≥ 3.2.0), xts (≥ 0.9-0), zoo, TTR (≥ 0.2), methods |
Imports: | curl |
Suggests: | DBI, RMySQL, RSQLite, timeSeries, XML, downloader, jsonlite (≥ 1.1) |
Published: | 2020-03-31 |
Author: | Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, aut], Wouter Thielen [ctb], Paul Teetor [ctb], Steve Bronder [ctb] |
Maintainer: | Joshua M. Ulrich <josh.m.ulrich at gmail.com> |
BugReports: | https://github.com/joshuaulrich/quantmod/issues |
License: | GPL-3 |
URL: | http://www.quantmod.com https://github.com/joshuaulrich/quantmod |
NeedsCompilation: | no |
Materials: | NEWS |
In views: | Finance |
CRAN checks: | quantmod results |
Reference manual: | quantmod.pdf |
Package source: | quantmod_0.4.17.tar.gz |
Windows binaries: | r-devel: quantmod_0.4.17.zip, r-release: quantmod_0.4.17.zip, r-oldrel: quantmod_0.4.17.zip |
macOS binaries: | r-release: quantmod_0.4.17.tgz, r-oldrel: quantmod_0.4.17.tgz |
Old sources: | quantmod archive |
Reverse depends: | acp, FinancialInstrument, stocks, tidyquant |
Reverse imports: | ADAPTS, BatchGetSymbols, CloneSeeker, DMwR, DMwR2, egcm, estudy2, fastquant, highcharter, HoRM, JFE, lcyanalysis, PortfolioAnalysis, portfolioBacktest, qrmtools, Riex, rMorningStar, rpredictit, RTL, rtsdata, rtsplot, starvars, tseries, TSEtools, TSmisc, yuimaGUI |
Reverse suggests: | dang, PerformanceAnalytics, performanceEstimation, PortfolioAnalytics, RGraphics, RTransferEntropy, SharpeR, TSstudio |
Reverse enhances: | TTR |
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