Specify, build, trade, and analyse quantitative financial trading strategies.
| Version: | 0.4.28 |
| 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,tinytest |
| Published: | 2025-06-19 |
| 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 |
| Reference manual: | quantmod.html ,quantmod.pdf |
| Package source: | quantmod_0.4.28.tar.gz |
| Windows binaries: | r-devel:quantmod_0.4.28.zip, r-release:quantmod_0.4.28.zip, r-oldrel:quantmod_0.4.28.zip |
| macOS binaries: | r-release (arm64):quantmod_0.4.28.tgz, r-oldrel (arm64):quantmod_0.4.28.tgz, r-release (x86_64):quantmod_0.4.28.tgz, r-oldrel (x86_64):quantmod_0.4.28.tgz |
| Old sources: | quantmod archive |
| Reverse depends: | acp,stocks |
| Reverse imports: | ADAPTS,BatchGetSymbols,cfDNAPro,CloneSeeker,creditr,highcharter,highfrequency,HoRM,iClick,lcyanalysis,msdrought,NNS,pdfetch,portfolioBacktest,qmj,qrmtools,Riex,rtsdata,seasonalityPlot,shinyInvoice,starvars,StockDistFit,tidyquant,tseries,TSEtools,yfR,yuimaGUI |
| Reverse suggests: | bidask,BigVAR,bspcov,cryptoQuotes,dang,ExactVaRTest,lares,PerformanceAnalytics,PortfolioAnalytics,PortfolioTesteR,RGraphics,RTransferEntropy,SharpeR,SlidingWindows,sovereign,TSstudio |
| Reverse enhances: | TTR |
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