quantmod: Quantitative Financial Modelling Framework (original) (raw)
Specify, build, trade, and analyse quantitative financial trading strategies.
| Version: | 0.4.26 |
|---|---|
| Depends: | R (≥ 3.2.0), xts (≥ 0.9-0), zoo, TTR (≥ 0.2), methods |
| Imports: | curl, jsonlite (≥ 1.1) |
| Suggests: | DBI, RMySQL, RSQLite, timeSeries, xml2, downloader |
| Published: | 2024-02-14 |
| DOI: | 10.32614/CRAN.package.quantmod |
| Author: | Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, aut], Ethan B. Smith [ctb], 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: | https://www.quantmod.com/,https://github.com/joshuaulrich/quantmod |
| NeedsCompilation: | no |
| Materials: | NEWS |
| In views: | Finance |
| CRAN checks: | quantmod results |
Documentation:
Downloads:
Reverse dependencies:
| Reverse depends: | acp, FinancialInstrument, rusquant, stocks |
|---|---|
| Reverse imports: | ADAPTS, AssetAllocation, BatchGetSymbols, cfDNAPro, CloneSeeker, DMwR2, egcm, highcharter, highfrequency, HoRM, lcyanalysis, msdrought, NNS, pdfetch, portfolioBacktest, qrmtools, Riex, rpredictit, rtsdata, rtsplot, seasonalityPlot, shinyInvoice, starvars, StockDistFit, tidyquant, tseries, TSEtools, yfR, yuimaGUI |
| Reverse suggests: | bidask, BigVAR, cryptoQuotes, dang, lares, OOS, PerformanceAnalytics, performanceEstimation, PortfolioAnalytics, RGraphics, RTransferEntropy, SharpeR, SlidingWindows, sovereign, TSstudio |
| Reverse enhances: | TTR |
Linking:
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