quantmod: Quantitative Financial Modelling Framework

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

Version: 0.4-8
Depends: xts (≥ 0.9-0), zoo, TTR (≥ 0.2), methods
Suggests: DBI, RMySQL, RSQLite, timeSeries, XML, downloader, jsonlite (≥ 1.1)
Published: 2017-04-19
Author: Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, ctb], Wouter Thielen [ctb]
Maintainer: Joshua M. Ulrich <josh.m.ulrich at gmail.com>
BugReports: https://github.com/joshuaulrich/quantmod/issues
License: GPL-3
URL: http://www.quantmod.com https://github.com/joshuaulrich/quantmod
NeedsCompilation: yes
In views: Finance
CRAN checks: quantmod results


Reference manual: quantmod.pdf
Package source: quantmod_0.4-8.tar.gz
Windows binaries: r-devel: quantmod_0.4-8.zip, r-release: quantmod_0.4-8.zip, r-oldrel: quantmod_0.4-8.zip
OS X El Capitan binaries: r-release: quantmod_0.4-8.tgz
OS X Mavericks binaries: r-oldrel: quantmod_0.4-8.tgz
Old sources: quantmod archive

Reverse dependencies:

Reverse depends: acp, FinancialInstrument, fractalrock, tidyquant
Reverse imports: BatchGetSymbols, bdrift, creditr, DMwR, DMwR2, highcharter, highfrequency, HoRM, qrmtools, tawny, tawny.types, timekit, TSmisc, yuimaGUI
Reverse suggests: covmat, PerformanceAnalytics, performanceEstimation, PortfolioAnalytics, RGraphics, SharpeR
Reverse enhances: TTR


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