quantmod

MaRDI QIDQ21975swMATHCRANFDO

Authors Joshua M. Ulrich, Jeffrey A. Ryan

Last update 14 February 2024

Copyright license GNU General Public License, version 3.0

Software version identifier 0.4.21, 0.4.22, 0.1-0, 0.2-1, 0.2-5, 0.3-0, 0.3-1, 0.3-2, 0.3-3, 0.3-4, 0.3-6, 0.3-7, 0.3-9, 0.3-10, 0.3-11, 0.3-12, 0.3-13, 0.3-14, 0.3-15, 0.3-17, 0.4-0, 0.4-1, 0.4-2, 0.4-3, 0.4-4, 0.4-5, 0.4-6, 0.4-7, 0.4-8, 0.4-9, 0.4-10, 0.4-11, 0.4-12, 0.4-13, 0.4-14, 0.4-15, 0.4-16, 0.4.17, 0.4.18, 0.4.20, 0.4.23, 0.4.24, 0.4.25, 0.4.26

Official website http://cran.r-project.org/web/packages/quantmod/index.html

Source code repository https://github.com/cran/quantmod

Description

Specify, build, trade, and analyse quantitative financial trading strategies.

Cited in

(99)

• Copula particle filters
• Statistical arbitrage with vine copulas
• BEKKs
• Pairs trading with a mean-reverting jump-diffusion model on high-frequency data
• Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso
• The relationship between risk and incomplete states uncertainty: a Tsallis entropy perspective
• On polyhedral and second-order cone decompositions of semidefinite optimization problems
• RATS
• fBasics
• tseries
• twitteR
• DBI
• timeSeries
• Rlecuyer
• RootSolve
• fExoticOptions
• fGarch
• fOptions
• Metrics
• PerformanceAnalytics
• RMetrics
• evir
• TTR
• xts
• animation
• QRM
• rstream
• Rugarch
• qrmtools
• Microfit
• DySco
• GAS
• ggridges
• ReporteRs
• cccp
• tidyquant
• formatR
• phaseR
• QPot
• POET
• acp
• birch
• stream
• streamR
• streamMOA
• highfrequency
• HoRM
• repmis
• betategarch
• treebase
• WDI
• xlsx
• rmgarch
• condMVNorm
• QuantQuote
• sdpt3r
• DiffusionRimp
• fPortfolio
• wdm
• mnt
• mgarchBEKK
• treasuryTR
• NNS
• highcharter
• egcm
• ADAPTS
• yfR
• yuimaGUI
• rpredictit
• CloneSeeker
• AssetAllocation
• portfolioBacktest
• starvars
• seasonalityPlot
• rtsdata
• rtsplot
• Riex
• TSEtools
• lcyanalysis
• stocks
• FinancialInstrument
• DMwR2
• rusquant
• StockDistFit
• dLagM
• BatchGetSymbols
• ElliptCopulas
• Reproducible research with R and RStudio
• glpkAPI
• RobExtremes
• shinyInvoice
• The elements of financial econometrics
• Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework
• Asymptotic independence and support detection techniques for heavy-tailed multivariate data
• An introduction to analysis of financial data with R.
• On normalization and algorithm selection for unsupervised outlier detection
• A machine learning efficient frontier
• A Scalable Algorithm for Sparse Portfolio Selection
• Computational finance. An introductory course with R

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