quantmod
swMATH9998CRANquantmodMaRDI QIDQ21975FDOQ21975
Quantitative Financial Modelling Framework
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
Source code repository: https://github.com/cran/quantmod
Specify, build, trade, and analyse quantitative financial trading strategies.
Cited In (46)
- Statistical arbitrage with vine copulas
- Copula particle filters
- shinyInvoice
- BatchGetSymbols
- Title not available (Why is that?)
- Title not available (Why is that?)
- 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
- tseries
- qrmtools
- tidyquant
- acp
- highfrequency
- HoRM
- treasuryTR
- NNS
- highcharter
- egcm
- ADAPTS
- yfR
- Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework
- Asymptotic independence and support detection techniques for heavy-tailed multivariate data
- yuimaGUI
- rpredictit
- CloneSeeker
- An introduction to analysis of financial data with R.
- AssetAllocation
- portfolioBacktest
- starvars
- seasonalityPlot
- rtsdata
- rtsplot
- Pairs trading with a mean-reverting jump–diffusion model on high-frequency data
- On normalization and algorithm selection for unsupervised outlier detection
- A machine learning efficient frontier
- Riex
- TSEtools
- lcyanalysis
- stocks
- A Scalable Algorithm for Sparse Portfolio Selection
- FinancialInstrument
- DMwR2
- rusquant
- StockDistFit
- Computational finance. An introductory course with R
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