quantmod: Quantitative Financial Modelling Framework

Specify, build, trade, and analyse quantitative financial trading strategies.

Version: 0.4-4
Depends: xts (≥ 0.9-0), zoo, TTR (≥ 0.2), methods
Suggests: DBI, RMySQL, RSQLite, timeSeries, its, XML
Published: 2015-03-08
Author: Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, ctb], Wouter Thielen [ctb]
Maintainer: Joshua M. Ulrich <josh.m.ulrich at gmail.com>
License: GPL-3
URL: http://www.quantmod.com http://github.com/joshuaulrich/quantmod
NeedsCompilation: yes
In views: Finance, WebTechnologies
CRAN checks: quantmod results

Downloads:

Reference manual: quantmod.pdf
Package source: quantmod_0.4-4.tar.gz
Windows binaries: r-devel: quantmod_0.4-4.zip, r-release: quantmod_0.4-4.zip, r-oldrel: quantmod_0.4-4.zip
OS X Snow Leopard binaries: r-release: not available, r-oldrel: quantmod_0.4-4.tgz
OS X Mavericks binaries: r-release: quantmod_0.4-4.tgz
Old sources: quantmod archive

Reverse dependencies:

Reverse depends: FinancialInstrument, fractalrock, TSgetSymbol
Reverse imports: DMwR, tawny, tawny.types
Reverse suggests: highfrequency, PerformanceAnalytics, PortfolioAnalytics, RGraphics, SharpeR
Reverse enhances: TTR