quantmod: Quantitative Financial Modelling Framework

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

Version:	0.4.26
Depends:	R (≥ 3.2.0), xts (≥ 0.9-0), zoo, TTR (≥ 0.2), methods
Imports:	curl, jsonlite (≥ 1.1)
Suggests:	DBI, RMySQL, RSQLite, timeSeries, xml2, downloader
Published:	2024-02-14
DOI:	10.32614/CRAN.package.quantmod
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:	https://www.quantmod.com/, https://github.com/joshuaulrich/quantmod
NeedsCompilation:	no
Materials:	NEWS
In views:	Finance
CRAN checks:	quantmod results

Documentation:

Reference manual:

quantmod.pdf

Downloads:

Package source:	quantmod_0.4.26.tar.gz
Windows binaries:	r-devel: quantmod_0.4.26.zip, r-release: quantmod_0.4.26.zip, r-oldrel: quantmod_0.4.26.zip
macOS binaries:	r-release (arm64): quantmod_0.4.26.tgz, r-oldrel (arm64): quantmod_0.4.26.tgz, r-release (x86_64): quantmod_0.4.26.tgz, r-oldrel (x86_64): quantmod_0.4.26.tgz
Old sources:	quantmod archive

Reverse dependencies:

Reverse depends:	acp, FinancialInstrument, rusquant, stocks
Reverse imports:	ADAPTS, BatchGetSymbols, cfDNAPro, CloneSeeker, creditr, DMwR2, egcm, highcharter, highfrequency, HoRM, lcyanalysis, msdrought, NNS, pdfetch, portfolioBacktest, qmj, qrmtools, Riex, rpredictit, rtsdata, rtsplot, seasonalityPlot, shinyInvoice, starvars, StockDistFit, tidyquant, tseries, TSEtools, yfR, yuimaGUI
Reverse suggests:	bidask, BigVAR, cryptoQuotes, dang, lares, OOS, PerformanceAnalytics, performanceEstimation, PortfolioAnalytics, RGraphics, RTransferEntropy, SharpeR, SlidingWindows, sovereign, TSstudio
Reverse enhances:	TTR

Linking:

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