Quantitative Financial Modelling Framework

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


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Reference manual

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install.packages("quantmod")

0.4-11 by Joshua M. Ulrich, 2 months ago


http://www.quantmod.com https://github.com/joshuaulrich/quantmod


Report a bug at https://github.com/joshuaulrich/quantmod/issues


Browse source code at https://github.com/cran/quantmod


Authors: Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, aut], Wouter Thielen [ctb], Paul Teetor [ctb]


Documentation:   PDF Manual  


Task views: Empirical Finance


GPL-3 license


Imports curl

Depends on xts, zoo, TTR, methods

Suggests DBI, RMySQL, RSQLite, timeSeries, XML, downloader, jsonlite


Imported by BatchGetSymbols, DMwR, DMwR2, HoRM, TSmisc, bdrift, creditr, egcm, highcharter, lcyanalysis, qrmtools, tawny, tawny.types, tseries, yuimaGUI.

Depended on by FinancialInstrument, acp, fractalrock, tidyquant.

Suggested by PerformanceAnalytics, PortfolioAnalytics, RGraphics, SharpeR, covmat, performanceEstimation.

Enhanced by TTR.


See at CRAN