stocks: Stock Market Analysis
In stocks: Stock Market Analysis
Description
Details
Author(s)
References
Description
Functions for analyzing stocks or other investments. Main features are
loading and aligning historical data for ticker symbols, calculating
performance metrics for individual funds or portfolios (e.g. annualized
growth, maximum drawdown, Sharpe/Sortino ratio), and creating graphs. C++
code is used to improve processing speed where possible.
Details
Package: stocks
Type: Package
Version: 1.1.4
Date: 2018-08-30
License: GPL-3
See CRAN documentation for
full list of functions and the
GitHub page for an overview of the
package with some examples.
Author(s)
Dane R. Van Domelen
vandomed@gmail.com
References
Eddelbuettel, D. and Francois, R. (2011) Rcpp: Seamless R and C++
Integration. Journal of Statistical Software, 40(8), 1-18.
http://www.jstatsoft.org/v40/i08/.
Eddelbuettel, D. (2013) Seamless R and C++ Integration with Rcpp. Springer,
New York. ISBN 978-1-4614-6867-7.
Eddelbuettel, D. and Balamuta, J.J. (2017). Extending R with C++: A Brief
Introduction to Rcpp. PeerJ Preprints 5:e3188v1.
https://doi.org/10.7287/peerj.preprints.3188v1.
Ryan, J.A. and Ulrich, J.M. (2017) quantmod: Quantitative Financial Modelling
Framework. R package version 0.4-12,
https://CRAN.R-project.org/package=quantmod.
Acknowledgment: This material is based upon work supported by the
National Science Foundation Graduate Research Fellowship under Grant No.
DGE-0940903.
stocks documentation built on May 2, 2019, 9:43 a.m.
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Description Details Author(s) References
Description
Functions for analyzing stocks or other investments. Main features are loading and aligning historical data for ticker symbols, calculating performance metrics for individual funds or portfolios (e.g. annualized growth, maximum drawdown, Sharpe/Sortino ratio), and creating graphs. C++ code is used to improve processing speed where possible.
Details
| Package: | stocks |
| Type: | Package |
| Version: | 1.1.4 |
| Date: | 2018-08-30 |
| License: | GPL-3 |
See CRAN documentation for full list of functions and the GitHub page for an overview of the package with some examples.
Author(s)
Dane R. Van Domelen
vandomed@gmail.com
References
Eddelbuettel, D. and Francois, R. (2011) Rcpp: Seamless R and C++ Integration. Journal of Statistical Software, 40(8), 1-18. http://www.jstatsoft.org/v40/i08/.
Eddelbuettel, D. (2013) Seamless R and C++ Integration with Rcpp. Springer, New York. ISBN 978-1-4614-6867-7.
Eddelbuettel, D. and Balamuta, J.J. (2017). Extending R with C++: A Brief Introduction to Rcpp. PeerJ Preprints 5:e3188v1. https://doi.org/10.7287/peerj.preprints.3188v1.
Ryan, J.A. and Ulrich, J.M. (2017) quantmod: Quantitative Financial Modelling Framework. R package version 0.4-12, https://CRAN.R-project.org/package=quantmod.
Acknowledgment: This material is based upon work supported by the National Science Foundation Graduate Research Fellowship under Grant No. DGE-0940903.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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