Ecosyste.ms: Packages

An open API service providing package, version and dependency metadata of many open source software ecosystems and registries.

Top 3.5% on cran.r-project.org
Top 0.7% downloads on cran.r-project.org
Top 1.5% dependent packages on cran.r-project.org
Top 1.0% dependent repos on cran.r-project.org
Top 0.2% forks on cran.r-project.org

cran.r-project.org : quantmod

Quantitative Financial Modelling Framework

Registry - Source - Homepage - Documentation - JSON
purl: pkg:cran/quantmod
Keywords: algorithmic-trading, charting, data-import, finance, r, time-series
License: GPL-3.0
Latest release: 3 months ago
First release: almost 17 years ago
Dependent packages: 55
Dependent repositories: 256
Downloads: 273,492 last month
Stars: 786 on GitHub
Forks: 219 on GitHub
Docker dependents: 341
Docker downloads: 33,625,155
See more repository details: repos.ecosyste.ms
Funding links: https://github.com/sponsors/joshuaulrich, https://tidelift.com/funding/github/cran/quantmod
Last synced: 18 days ago

Top 5.0% on cran.r-project.org
tseries 0.10-56
Time Series Analysis and Computational Finance
107 versions - Latest release: 6 days ago - 108 dependent packages - 210 dependent repositories - 234 thousand downloads last month - 1 maintainer
Top 9.6% on cran.r-project.org
NNS 10.8.2
Nonlinear Nonparametric Statistics
97 versions - Latest release: 8 days ago - 2 dependent packages - 1 dependent repositories - 1.73 thousand downloads last month - 50 stars on GitHub - 1 maintainer
lares 5.2.7
Analytics & Machine Learning Sidekick
20 versions - Latest release: 28 days ago - 2 dependent packages - 6 dependent repositories - 4.03 thousand downloads last month - 230 stars on GitHub - 1 maintainer
shinyInvoice 0.0.5
Shiny App - Generate a Pdf Invoice with 'Rmarkdown'
5 versions - Latest release: about 2 months ago - 240 downloads last month - 5 stars on GitHub - 1 maintainer
cryptoQuotes 1.3.0
A Streamlined Access to Cryptocurrency OHLC-V Market Data and Sentiment Indicators
3 versions - Latest release: 2 months ago - 394 downloads last month - 16 stars on GitHub - 1 maintainer
qrmtools 0.0-17
Tools for Quantitative Risk Management
16 versions - Latest release: 3 months ago - 3 dependent packages - 1 dependent repositories - 834 downloads last month - 1 maintainer
seasonalityPlot 1.2.1
Seasonality Variation Plots of Stock Prices and Cryptocurrencies
4 versions - Latest release: 3 months ago - 262 downloads last month - 1 stars on GitHub - 1 maintainer
rusquant 1.0.5 removed
Quantitative Trading Framework
3 versions - Latest release: 4 months ago - 206 downloads last month - 1 maintainer
JFE 2.5.6
Tools for Analyzing Time Series Data of Just Finance and Econometrics
12 versions - Latest release: 4 months ago - 369 downloads last month - 1 maintainer
RTL 1.3.5 removed
Risk Tool Library - Trading, Risk, 'Analytics' for Commodities
18 versions - Latest release: 4 months ago - 28 stars on GitHub - 1 maintainer
bidask 2.0.2 💰
Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
5 versions - Latest release: 5 months ago - 1 dependent repositories - 394 downloads last month - 76 stars on GitHub - 1 maintainer
dang 0.0.16 💰
'Dang' Associated New Goodies
7 versions - Latest release: 6 months ago - 1 dependent repositories - 393 downloads last month - 8 stars on GitHub - 1 maintainer
Top 4.1% on cran.r-project.org
TTR 0.24.4 💰
Technical Trading Rules
22 versions - Latest release: 6 months ago - 23 dependent packages - 128 dependent repositories - 275 thousand downloads last month - 320 stars on GitHub - 1 maintainer
Top 9.2% on cran.r-project.org
highfrequency 1.0.1
Tools for Highfrequency Data Analysis
25 versions - Latest release: 8 months ago - 2 dependent packages - 7 dependent repositories - 2 thousand downloads last month - 140 stars on GitHub - 1 maintainer
rtsdata 0.1.4
R Time Series Intelligent Data Storage
4 versions - Latest release: 8 months ago - 1 dependent repositories - 279 downloads last month - 1 maintainer
rtsplot 0.1.5
Time Series Plot
6 versions - Latest release: 8 months ago - 4 dependent repositories - 285 downloads last month - 1 maintainer
Top 8.5% on cran.r-project.org
TSstudio 0.1.7
Functions for Time Series Analysis and Forecasting
8 versions - Latest release: 10 months ago - 1 dependent package - 1 dependent repositories - 5.9 thousand downloads last month - 420 stars on GitHub - 1 maintainer
lpirfs 0.2.3
Local Projections Impulse Response Functions
14 versions - Latest release: 11 months ago - 820 downloads last month - 36 stars on GitHub - 1 maintainer
TSEtools 0.2.2
Manage Data from Stock Exchange Markets
8 versions - Latest release: 11 months ago - 189 downloads last month - 1 maintainer
Top 6.6% on cran.r-project.org
echarts4r 0.4.5 💰
Create Interactive Graphs with 'Echarts JavaScript' Version 5
13 versions - Latest release: 11 months ago - 10 dependent packages - 43 dependent repositories - 4.18 thousand downloads last month - 575 stars on GitHub - 1 maintainer
AssetAllocation 1.1.1
Backtesting Simple Asset Allocation Strategies
4 versions - Latest release: 11 months ago - 30 stars on GitHub - 1 maintainer
StockDistFit 1.0.0
Fit Stock Price Distributions
1 version - Latest release: about 1 year ago - 168 downloads last month - 1 maintainer
treasuryTR 0.1.6 removed
Generate Treasury Total Returns from Yield Data
7 versions - Latest release: about 1 year ago - 253 downloads last month - 1 stars on GitHub - 1 maintainer
Top 5.6% on cran.r-project.org
tidyquant 1.0.7
Tidy Quantitative Financial Analysis
23 versions - Latest release: about 1 year ago - 13 dependent packages - 46 dependent repositories - 42.9 thousand downloads last month - 820 stars on GitHub - 1 maintainer
egcm 1.0.13
Engle-Granger Cointegration Models
6 versions - Latest release: about 1 year ago - 2 dependent repositories - 462 downloads last month - 1 maintainer
yfR 1.1.0 💰
Downloads and Organizes Financial Data from Yahoo Finance
7 versions - Latest release: over 1 year ago - 1 dependent repositories - 1.11 thousand downloads last month - 36 stars on GitHub - 1 maintainer
RTransferEntropy 0.2.21
Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy
7 versions - Latest release: over 1 year ago - 1 dependent package - 2 dependent repositories - 469 downloads last month - 18 stars on GitHub - 1 maintainer
BigVAR 1.1.2
Dimension Reduction Methods for Multivariate Time Series
9 versions - Latest release: over 1 year ago - 2 dependent packages - 2 dependent repositories - 578 downloads last month - 56 stars on GitHub - 1 maintainer
ADAPTS 1.0.22
Automated Deconvolution Augmentation of Profiles for Tissue Specific Cells
9 versions - Latest release: over 1 year ago - 1 dependent package - 1 dependent repositories - 438 downloads last month - 1 maintainer
yuimaGUI 1.3.1 removed
A Graphical User Interface for the 'yuima' Package
7 versions - Latest release: almost 2 years ago - 224 downloads last month - 1 maintainer
rpredictit 0.1.0
Interface to the 'PredictIt' API
3 versions - Latest release: almost 2 years ago - 138 downloads last month - 4 stars on GitHub - 1 maintainer
CloneSeeker 1.0.11
Seeking and Finding Clones in Copy Number and Sequencing Data
5 versions - Latest release: almost 2 years ago - 1 dependent repositories - 208 downloads last month - 1 maintainer
BatchGetSymbols 2.6.4
Downloads and Organizes Financial Data for Multiple Tickers
19 versions - Latest release: about 2 years ago - 1 dependent repositories - 1.35 thousand downloads last month - 1 maintainer
portfolioBacktest 0.4.1 💰
Automated Backtesting of Portfolios over Multiple Datasets
9 versions - Latest release: about 2 years ago - 1 dependent package - 1 dependent repositories - 821 downloads last month - 51 stars on GitHub - 1 maintainer
starvars 1.1.10
Vector Logistic Smooth Transition Models Estimation and Prediction
9 versions - Latest release: over 2 years ago - 224 downloads last month - 3 stars on GitHub - 1 maintainer
sovereign 1.2.1
State-Dependent Empirical Analysis
4 versions - Latest release: over 2 years ago - 189 downloads last month - 11 stars on GitHub - 1 maintainer
Top 2.3% on cran.r-project.org
highcharter 0.9.4
A Wrapper for the 'Highcharts' Library
8 versions - Latest release: over 2 years ago - 19 dependent packages - 142 dependent repositories - 59 thousand downloads last month - 714 stars on GitHub - 1 maintainer
estudy2 0.10.0 removed
An Implementation of Parametric and Nonparametric Event Study
7 versions - Latest release: over 2 years ago - 12 stars on GitHub
SharpeR 1.3.0
Statistical Significance of the Sharpe Ratio
13 versions - Latest release: almost 3 years ago - 3 dependent packages - 5 dependent repositories - 413 downloads last month - 17 stars on GitHub - 1 maintainer
Riex 1.0.2
IEX Stocks and Market Data
3 versions - Latest release: about 3 years ago - 159 downloads last month - 8 stars on GitHub - 1 maintainer
SlidingWindows 0.2.0
Methods for Time Series Analysis
5 versions - Latest release: about 3 years ago - 151 downloads last month - 0 stars on GitHub - 1 maintainer
GMZTests 0.1.4 removed
Statistical Tests
2 versions - Latest release: about 3 years ago - 1 stars on GitHub
OOS 1.0.0
Out-of-Sample Time Series Forecasting
1 version - Latest release: about 3 years ago - 147 downloads last month - 8 stars on GitHub - 1 maintainer
HoRM 0.1.3
Supplemental Functions and Datasets for "Handbook of Regression Methods"
4 versions - Latest release: about 3 years ago - 303 downloads last month - 0 stars on GitHub - 1 maintainer
RGraphics 3.0-2
Data and Functions from the Book R Graphics, Third Edition
20 versions - Latest release: almost 4 years ago - 3 dependent packages - 8 dependent repositories - 531 downloads last month - 1 maintainer
lcyanalysis 1.0.4
Stock Data Analysis Functions
5 versions - Latest release: over 4 years ago - 188 downloads last month - 1 maintainer
Top 1.9% on cran.r-project.org
PerformanceAnalytics 2.0.4
Econometric Tools for Performance and Risk Analysis
16 versions - Latest release: over 4 years ago - 35 dependent packages - 124 dependent repositories - 39.7 thousand downloads last month - 203 stars on GitHub - 1 maintainer
Top 4.1% on cran.r-project.org
wooldridge 1.3.1
115 Data Sets from "Introductory Econometrics: A Modern Approach, 7e" by Jeffrey M. Wooldridge
8 versions - Latest release: over 5 years ago - 4 dependent packages - 20 dependent repositories - 15.4 thousand downloads last month - 188 stars on GitHub - 1 maintainer
stocks 1.1.4
Stock Market Analysis
4 versions - Latest release: over 5 years ago - 169 downloads last month - 1 maintainer
Top 6.8% on cran.r-project.org
PortfolioAnalytics 1.1.0
Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
2 versions - Latest release: about 6 years ago - 2 dependent packages - 28 dependent repositories - 2.77 thousand downloads last month - 72 stars on GitHub - 1 maintainer
FinancialInstrument 1.3.1
Financial Instrument Model Infrastructure and Meta-Data
4 versions - Latest release: over 6 years ago - 38 dependent repositories - 638 downloads last month - 15 stars on GitHub - 1 maintainer
DMwR2 0.0.2
Functions and Data for the Second Edition of "Data Mining with R"
2 versions - Latest release: over 7 years ago - 1 dependent package - 4 dependent repositories - 5.56 thousand downloads last month - 25 stars on GitHub - 1 maintainer
performanceEstimation 1.1.0
An Infra-Structure for Performance Estimation of Predictive Models
6 versions - Latest release: over 7 years ago - 2 dependent packages - 3 dependent repositories - 874 downloads last month - 15 stars on GitHub - 1 maintainer
TSmisc 2016.8-1 removed
'TSdbi' Extensions to Wrap Miscellaneous Data Sources
3 versions - Latest release: over 7 years ago - 2 dependent packages - 3 dependent repositories
acp 2.1
Autoregressive Conditional Poisson
4 versions - Latest release: over 8 years ago - 1 dependent package - 362 downloads last month - 1 maintainer