quantmod: Quantitative Financial Modelling Framework

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

Version: 0.4-3
Depends: xts (≥ 0.9-0), zoo, TTR (≥ 0.2), methods
Suggests: DBI, RMySQL, RSQLite, timeSeries, its
Published: 2014-12-15
Author: Jeffrey A. Ryan
Maintainer: Joshua M. Ulrich <josh.m.ulrich 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_0.4-3.tar.gz
Windows binaries: r-devel: quantmod_0.4-3.zip, r-release: quantmod_0.4-3.zip, r-oldrel: quantmod_0.4-3.zip
OS X Snow Leopard binaries: r-release: quantmod_0.4-2.tgz, r-oldrel: quantmod_0.4-2.tgz
OS X Mavericks binaries: r-release: quantmod_0.4-3.tgz
Old sources: quantmod archive

Reverse dependencies:

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