stocks: 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.

Version: 1.1.4
Depends: rbenchmark, quantmod
Imports: dvmisc, graphics, grDevices, Hmisc, lubridate, methods, RColorBrewer, Rcpp (≥ 0.12.15), stats, TTR, zoo
LinkingTo: Rcpp
Suggests: knitr, rmarkdown, pander, printr
Published: 2018-08-31
Author: Dane R. Van Domelen
Maintainer: Dane R. Van Domelen <vandomed at gmail.com>
License: GPL-3
NeedsCompilation: yes
CRAN checks: stocks results

Downloads:

Reference manual: stocks.pdf
Package source: stocks_1.1.4.tar.gz
Windows binaries: r-devel: stocks_1.1.4.zip, r-release: stocks_1.1.4.zip, r-oldrel: stocks_1.1.4.zip
macOS binaries: r-release: stocks_1.1.4.tgz, r-oldrel: stocks_1.1.4.tgz
Old sources: stocks archive

Linking:

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