quantmod-package {quantmod} | R Documentation

## Quantitative Financial Modelling Framework

### Description

Quantitative Financial Modelling and Trading Framework for R

### Details

Package: | quantmod
Type: | Package
Title: | Quantitative Financial Modelling Framework
Version: | 0.4-14
Authors@R: | c( person(given=c("Jeffrey","A."), family="Ryan", role=c("aut","cph")), person(given=c("Joshua","M."), family="Ulrich", role=c("cre","aut"), email="josh.m.ulrich@gmail.com"), person(given="Wouter", family="Thielen", role="ctb"), person(given="Paul", family="Teetor", role="ctb"), person(given="Steve", family="Bronder", role="ctb") )
Depends: | R (>= 3.2.0), xts(>= 0.9-0), zoo, TTR(>= 0.2), methods
Imports: | curl
Suggests: | DBI,RMySQL,RSQLite,timeSeries,XML,downloader,jsonlite(>= 1.1)
Description: | Specify, build, trade, and analyse quantitative financial trading strategies.
LazyLoad: | yes
License: | GPL-3
URL: | http://www.quantmod.com https://github.com/joshuaulrich/quantmod
BugReports: | https://github.com/joshuaulrich/quantmod/issues
Author: | Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, aut], Wouter Thielen [ctb], Paul Teetor [ctb], Steve Bronder [ctb]
Maintainer: | Joshua M. Ulrich <josh.m.ulrich@gmail.com>

The quantmod package for R is designed to assist the quantitative trader in the development, testing, and deployment of statistically based trading models.

What quantmod IS

A rapid prototyping environment, with comprehensive tools for data management and visualization. where quant traders can quickly and cleanly explore and build trading models.

What quantmod is NOT

A replacement for anything statistical. It has no 'new' modelling routines or analysis tool to speak of. It does now offer charting not currently available elsewhere in R, but most everything else is more of a wrapper to what you already know and love about the langauge and packages you currently use.

quantmod makes modelling easier by removing the repetitive workflow issues surrounding data management, modelling interfaces, and performance analysis.

### Author(s)

Jeffrey A. Ryan

Maintainer: Joshua M. Ulrich <josh.m.ulrich@gmail.com>

[Package quantmod version 0.4-14 Index]