tidyquant-package: tidyquant: Integrating quantitative financial analysis tools...

tidyquant-packageR Documentation

tidyquant: Integrating quantitative financial analysis tools with the tidyverse

Description

The main advantage of tidyquant is to bridge the gap between the best quantitative resources for collecting and manipulating quantitative data, xts, quantmod and TTR, and the data modeling workflow and infrastructure of the tidyverse.

Details

In this package, tidyquant functions and supporting data sets are provided to seamlessly combine tidy tools with existing quantitative analytics packages. The main advantage is being able to use tidy functions with purrr for mapping and tidyr for nesting to extend modeling to many stocks. See the tidyquant website for more information, documentation and examples.

Users will probably be interested in the following:

  • Getting Data from the Web: tq_get()

  • Manipulating Data: tq_transmute() and tq_mutate()

  • Performance Analysis and Portfolio Aggregation: tq_performance() and tq_portfolio()

To learn more about tidyquant, start with the vignettes: browseVignettes(package = "tidyquant")

Author(s)

Maintainer: Matt Dancho mdancho@business-science.io

Authors:

See Also

Useful links:


mdancho84/tidyquant documentation built on Sept. 4, 2024, 12:31 a.m.