quantmod: Quantitative Financial Modelling Framework

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

Version: 0.4.20
Depends: R (≥ 3.2.0), xts (≥ 0.9-0), zoo, TTR (≥ 0.2), methods
Imports: curl
Suggests: DBI, RMySQL, RSQLite, timeSeries, xml2, downloader, jsonlite (≥ 1.1)
Published: 2022-04-29
Author: Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, aut], Ethan B. Smith [ctb], Wouter Thielen [ctb], Paul Teetor [ctb], Steve Bronder [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: no
Materials: NEWS
In views: Finance
CRAN checks: quantmod results


Reference manual: quantmod.pdf


Package source: quantmod_0.4.20.tar.gz
Windows binaries: r-devel: quantmod_0.4.20.zip, r-release: quantmod_0.4.20.zip, r-oldrel: quantmod_0.4.20.zip
macOS binaries: r-release (arm64): quantmod_0.4.20.tgz, r-oldrel (arm64): quantmod_0.4.20.tgz, r-release (x86_64): quantmod_0.4.20.tgz, r-oldrel (x86_64): quantmod_0.4.20.tgz
Old sources: quantmod archive

Reverse dependencies:

Reverse depends: acp, FinancialInstrument, stocks, tidyquant, treasuryTR
Reverse imports: ADAPTS, AssetAllocation, BatchGetSymbols, cfDNAPro, CloneSeeker, DMwR2, estudy2, highcharter, highfrequency, HoRM, lcyanalysis, portfolioBacktest, qrmtools, Riex, rpredictit, rtsdata, rtsplot, seasonalityPlot, starvars, tseries, TSEtools, TSmisc
Reverse suggests: BigVAR, dang, GMZTests, JFE, lares, OOS, PerformanceAnalytics, performanceEstimation, PortfolioAnalytics, RGraphics, RTransferEntropy, SharpeR, SlidingWindows, sovereign, TSstudio, wooldridge
Reverse enhances: TTR


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