stocks: Fast Functions for Stock Market Analysis

Provides functions for analyzing historical performance of stocks or other investments. Functions are written in C++ to quickly calculate maximum draw-down, Sharpe ratio, Sterling ratio, and other commonly used metrics of stock performance.

Version: 1.1.1
Depends: R (≥ 3.0.0), rbenchmark
Imports: Rcpp (≥ 0.11.0)
LinkingTo: Rcpp
Published: 2015-02-23
Author: Dane R. Van Domelen
Maintainer: Dane R. Van Domelen <vandomed at gmail.com>
License: GPL-2
NeedsCompilation: yes
CRAN checks: stocks results

Downloads:

Reference manual: stocks.pdf
Package source: stocks_1.1.1.tar.gz
Windows binaries: r-devel: stocks_1.1.1.zip, r-release: stocks_1.1.1.zip, r-oldrel: stocks_1.1.1.zip
OS X El Capitan binaries: r-release: stocks_1.1.1.tgz
OS X Mavericks binaries: r-oldrel: stocks_1.1.1.tgz

Linking:

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