stocks: Stock Market Analysis (original) (raw)
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 |
| DOI: | 10.32614/CRAN.package.stocks |
| Author: | Dane R. Van Domelen |
| Maintainer: | Dane R. Van Domelen |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| CRAN checks: | stocks results |
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