quantmod: Quantitative Financial Modelling Framework

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

Version: 0.4-0
Depends: Defaults, xts (≥ 0.9-0), zoo, TTR (≥ 0.2), methods
Suggests: DBI, RMySQL, RSQLite, timeSeries, its
Published: 2013-01-20
Author: Jeffrey A. Ryan
Maintainer: Jeffrey A. Ryan <jeff.a.ryan at gmail.com>
License: GPL-3
URL: http://www.quantmod.com http://r-forge.r-project.org/projects/quantmod
NeedsCompilation: no
In views: Finance, WebTechnologies
CRAN checks: quantmod results

Downloads:

Reference manual: quantmod.pdf
Package source: quantmod_0.4-0.tar.gz
Windows binaries: r-devel: quantmod_0.4-0.zip, r-release: quantmod_0.4-0.zip, r-oldrel: quantmod_0.4-0.zip
OS X Snow Leopard binaries: r-release: quantmod_0.4-0.tgz, r-oldrel: quantmod_0.4-0.tgz
OS X Mavericks binaries: r-release: quantmod_0.4-0.tgz
Old sources: quantmod archive

Reverse dependencies:

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