Specify, build, trade, and analyse quantitative financial trading strategies
| Version: | 0.4-0 |
| Depends: | Defaults, xts (≥ 0.9-0), zoo, TTR (≥ 0.2), methods |
| Suggests: | DBI, RMySQL, RSQLite, timeSeries, its |
| Published: | 2013-01-20 |
| Author: | Jeffrey A. Ryan |
| Maintainer: | Jeffrey A. Ryan <jeff.a.ryan at gmail.com> |
| License: | GPL-3 |
| URL: | http://www.quantmod.com http://r-forge.r-project.org/projects/quantmod |
| NeedsCompilation: | no |
| In views: | Finance |
| CRAN checks: | quantmod results |
| Package source: | quantmod_0.4-0.tar.gz |
| MacOS X binary: | quantmod_0.4-0.tgz |
| Windows binary: | quantmod_0.4-0.zip |
| Reference manual: | quantmod.pdf |
| Old sources: | quantmod archive |
| Reverse depends: | DMwR, FinancialInstrument, fractalrock, tawny, tawny.types, TSgetSymbol |
| Reverse suggests: | highfrequency, opencpu.demo, PIN, RGraphics, SharpeR |
| Reverse enhances: | TTR |