Quantitative Financial Modelling Framework

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


Reference manual

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0.4-13 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], Steve Bronder [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, JFE, TSmisc, creditr, egcm, highcharter, lcyanalysis, qrmtools, rtsplot, tawny, tawny.types, tseries, yuimaGUI.

Depended on by FinancialInstrument, acp, fractalrock, stocks, tidyquant.

Suggested by PerformanceAnalytics, PortfolioAnalytics, RGraphics, SharpeR, TSstudio, loggle, performanceEstimation.

Enhanced by TTR.

See at CRAN