quantmod-package {quantmod}R Documentation

Quantitative Financial Modelling Framework


Quantitative Financial Modelling and Trading Framework for R


Package: quantmod
Type: Package
Version: 0.3-6
Revision: 433
Date: 2007-06-09
Depends: xts(>=0.0-15),Defaults
Suggests: DBI,RMySQL,TTR,fSeries,its
LazyLoad: yes
License: GPL-3
URL: http://www.quantmod.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, 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.


Jeffrey A. Ryan

Maintainer: Jeffrey A. Ryan <jeff.a.ryan@gmail.com>

[Package quantmod version 0.3-6 Index]