quantmod: Quantitative Financial Modelling Framework

Canonical link: https://scholar.rpkg.net/pkg/quantmod

Jeffrey A. Ryan • Joshua M. Ulrich • Ethan B. Smith • Wouter Thielen • Paul Teetor • Steve Bronder • View description and downloads View dependencies GitHub project

2007 Published

0.4.26 Version

0 Citations

6 Authors

Referenced by ⇅	Year
treasuryTR: Generate Treasury Total Returns from Yield Data (Version 0.1.6)	2021
ADAPTS: Automated Deconvolution Augmentation of Profiles for Tissue Specific Cells (Version 1.0.22)	2019
AssetAllocation: Backtesting Simple Asset Allocation Strategies (Version 1.1.1)	2022
BatchGetSymbols: Downloads and Organizes Financial Data for Multiple Tickers (Version 2.6.4)	2016
BigVAR: Dimension Reduction Methods for Multivariate Time Series (Version 1.1.2)	2016
CloneSeeker: Seeking and Finding Clones in Copy Number and Sequencing Data (Version 1.0.11)	2019
DMwR2: Functions and Data for the Second Edition of "Data Mining with R" (Version 0.0.2)	2016
FinancialInstrument: Financial Instrument Model Infrastructure and Meta-Data (Version 1.3.1)	2012
HoRM: Supplemental Functions and Datasets for "Handbook of Regression Methods" (Version 0.1.3)	2017
NNS: Nonlinear Nonparametric Statistics (Version 10.7)	2016
OOS: Out-of-Sample Time Series Forecasting (Version 1.0.0)	2021
PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis (Version 2.0.4)	2007
PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios (Version 1.1.0)	2015
RGraphics: Data and Functions from the Book R Graphics, Third Edition (Version 3.0-2)	2005
RTransferEntropy: Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy (Version 0.2.21)	2018
Riex: IEX Stocks and Market Data (Version 1.0.2)	2019
SharpeR: Statistical Significance of the Sharpe Ratio (Version 1.3.0)	2013
SlidingWindows: Methods for Time Series Analysis (Version 0.2.0)	2020
StockDistFit: Fit Stock Price Distributions (Version 1.0.0)	2023
TSEtools: Manage Data from Stock Exchange Markets (Version 0.2.2)	2018
TSstudio: Functions for Time Series Analysis and Forecasting (Version 0.1.7)	2018
TTR: Technical Trading Rules (Version 0.24.4)	2009
acp: Autoregressive Conditional Poisson (Version 2.1)	2014
bidask: Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices (Version 2.0.2)	2021
cryptoQuotes: A Streamlined Access to Cryptocurrency OHLC-V Market Data and Sentiment Indicators (Version 1.3.0)	2023
dang: 'Dang' Associated New Goodies (Version 0.0.16)	2019
egcm: Engle-Granger Cointegration Models (Version 1.0.13)	2014
highcharter: A Wrapper for the 'Highcharts' Library (Version 0.9.4)	2016
highfrequency: Tools for Highfrequency Data Analysis (Version 1.0.1)	2012
lares: Analytics & Machine Learning Sidekick (Version 5.2.5)	2021
lcyanalysis: Stock Data Analysis Functions (Version 1.0.4)	2017
performanceEstimation: An Infra-Structure for Performance Estimation of Predictive Models (Version 1.1.0)	2014
portfolioBacktest: Automated Backtesting of Portfolios over Multiple Datasets (Version 0.4.1)	2019
qrmtools: Tools for Quantitative Risk Management (Version 0.0-17)	2015
rpredictit: Interface to the 'PredictIt' API (Version 0.1.0)	2020
rtsdata: R Time Series Intelligent Data Storage (Version 0.1.4)	2018
rtsplot: Time Series Plot (Version 0.1.5)	2018
rusquant: Quantitative Trading Framework (Version 1.0.5)	2023
seasonalityPlot: Seasonality Variation Plots of Stock Prices and Cryptocurrencies (Version 1.2.1)	2021
shinyInvoice: Shiny App - Generate a Pdf Invoice with 'Rmarkdown' (Version 0.0.5)	2023
sovereign: State-Dependent Empirical Analysis (Version 1.2.1)	2021
starvars: Vector Logistic Smooth Transition Models Estimation and Prediction (Version 1.1.10)	2020
stocks: Stock Market Analysis (Version 1.1.4)	2015
tidyquant: Tidy Quantitative Financial Analysis (Version 1.0.7)	2016
tseries: Time Series Analysis and Computational Finance (Version 0.10-55)	1999
yfR: Downloads and Organizes Financial Data from Yahoo Finance (Version 1.1.0)	2022
yuimaGUI: A Graphical User Interface for the 'yuima' Package (Version 1.3.1)	2016

RPKG Scholar presents a tabulation of an author's contribution in the development of R packages stored in the Comprehensive R Archive Network (CRAN). Within this site, we consider package dependencies (suggests,imports,depends,enhances) as citations because we believe that using one's package to develop another is tantamount to citing the author of the package being imported, suggested or enhanced.