quantmod: Quantitative Financial Modelling Framework

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年06月19日
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

Documentation:

Reference manual: quantmod.html , quantmod.pdf

Downloads:

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 dependencies:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=quantmod to link to this page.

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