https://github.com/joshuaulrich/quantmod
Quantitative Financial Modelling Framework
Science Score: 36.0%
This score indicates how likely this project is to be science-related based on various indicators:
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○CITATION.cff file
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✓codemeta.json file
Found codemeta.json file -
✓.zenodo.json file
Found .zenodo.json file -
○DOI references
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○Academic publication links
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✓Committers with academic emails
1 of 21 committers (4.8%) from academic institutions -
○Institutional organization owner
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○JOSS paper metadata
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○Scientific vocabulary similarity
Low similarity (15.3%) to scientific vocabulary
Keywords
Keywords from Contributors
Repository
Quantitative Financial Modelling Framework
Basic Info
- Host: GitHub
- Owner: joshuaulrich
- License: gpl-3.0
- Language: R
- Default Branch: master
- Homepage: http://www.quantmod.com/
- Size: 1.24 MB
Statistics
- Stars: 858
- Watchers: 108
- Forks: 229
- Open Issues: 78
- Releases: 15
Topics
Metadata Files
README.md
About
quantmod is an R package that provides a framework for quantitative financial modeling and trading. It provides a rapid prototyping environment that makes modeling easier by removing the repetitive workflow issues surrounding data management and visualization.
quantmod for enterprise
Available as part of the Tidelift Subscription.
The maintainers of quantmod and thousands of other packages are working with Tidelift to deliver commercial support and maintenance for the open source dependencies you use to build your applications. Save time, reduce risk, and improve code health, while paying the maintainers of the exact dependencies you use. Learn more.
Supporting quantmod development
If you are interested in supporting the ongoing development and maintenance of quantmod, please consider becoming a sponsor.
Installation
The current release is available on CRAN, which you can install via:
r
install.packages("quantmod")
To install the development version, you need to clone the repository and build from source, or run one of:
```r
lightweight
remotes::install_github("joshuaulrich/quantmod")
or
devtools::install_github("joshuaulrich/quantmod") ```
You may need tools to compile C, C++, or Fortran code. See the relevant appendix in the R Installation and Administration manual for your operating system:
- Windows
- MacOS (the R for Mac OS X Developer's Page might also be helpful)
- Unix-alike
Getting Started
It is possible to import data from a variety of sources with one quantmod
function: getSymbols(). For example:
```r
getSymbols("AAPL", src = "yahoo") # from yahoo finance [1] "AAPL" getSymbols("DEXJPUS", src = "FRED") # FX rates from FRED [1] "DEXJPUS" ```
Once you've imported the data, you can use chartSeries() to visualize it and
even add technical indicators from the TTR
package:
```r
getSymbols("AAPL") [1] "AAPL" chartSeries(AAPL) addMACD() addBBands() ```
Have a question?
Ask your question on Stack Overflow or the R-SIG-Finance mailing list (you must subscribe to post).
Contributing
Please see the contributing guide.
See Also
Author
Jeffrey Ryan, Joshua Ulrich
Owner
- Name: Joshua Ulrich
- Login: joshuaulrich
- Kind: user
- Location: Saint Louis, Missouri, USA
- Website: http://about.me/joshuaulrich
- Repositories: 70
- Profile: https://github.com/joshuaulrich
GitHub Events
Total
- Create event: 4
- Release event: 2
- Issues event: 22
- Watch event: 51
- Delete event: 1
- Issue comment event: 73
- Push event: 9
- Pull request event: 10
- Fork event: 8
Last Year
- Create event: 4
- Release event: 2
- Issues event: 22
- Watch event: 51
- Delete event: 1
- Issue comment event: 73
- Push event: 9
- Pull request event: 10
- Fork event: 8
Committers
Last synced: 8 months ago
Top Committers
| Name | Commits | |
|---|---|---|
| Jeffrey A. Ryan | j****n@g****m | 578 |
| Joshua Ulrich | j****h@g****m | 325 |
| Ethan Smith | 2****h | 17 |
| Brian G. Peterson | b****n@b****m | 7 |
| Steve Bronder | s****5@g****m | 4 |
| Michael Chirico | c****m@g****m | 3 |
| jrburl | 6****l | 2 |
| (no author) | (****) | 1 |
| Ethan Smith | s****n@h****m | 1 |
| Evelyn Mitchell | e****t@l****m | 1 |
| Evelyn Mitchell | e****b@l****m | 1 |
| Stefan Theussl | s****l@w****t | 1 |
| mbeigel | m****r@g****e | 1 |
| Adam Childers | 6****h | 1 |
| Gabriel | 3****n | 1 |
| Paul Teetor | p****r@y****m | 1 |
| Wouter Thielen | w****r@m****g | 1 |
| faceka | r****g@e****u | 1 |
| kapsner | l****r@g****m | 1 |
| olivroy | 5****y | 1 |
| pverspeelt | p****4@g****m | 1 |
Committer Domains (Top 20 + Academic)
Issues and Pull Requests
Last synced: 6 months ago
All Time
- Total issues: 102
- Total pull requests: 32
- Average time to close issues: 8 months
- Average time to close pull requests: 5 months
- Total issue authors: 43
- Total pull request authors: 15
- Average comments per issue: 1.93
- Average comments per pull request: 1.88
- Merged pull requests: 10
- Bot issues: 0
- Bot pull requests: 0
Past Year
- Issues: 13
- Pull requests: 9
- Average time to close issues: 4 days
- Average time to close pull requests: 16 days
- Issue authors: 11
- Pull request authors: 2
- Average comments per issue: 1.15
- Average comments per pull request: 2.78
- Merged pull requests: 9
- Bot issues: 0
- Bot pull requests: 0
Top Authors
Issue Authors
- joshuaulrich (54)
- cotyreh (3)
- dougedmunds (2)
- ethanbsmith (2)
- debsush (2)
- kendonB (2)
- zlfang00 (2)
- serkor1 (2)
- ignl (2)
- ghost (1)
- Theo1996 (1)
- jtkiley (1)
- 097115 (1)
- user3477071 (1)
- CorentinHubert (1)
Pull Request Authors
- erichung0404 (7)
- ethanbsmith (7)
- MichaelChirico (6)
- evelynmitchell (2)
- nocodehummel (2)
- KuiMing (1)
- wthielen (1)
- cloudcell (1)
- faceka (1)
- txn123 (1)
- AndreMikulec (1)
- timmarch (1)
- GabrielKaiserQFin (1)
- rootfs (1)
- TobCap (1)
Top Labels
Issue Labels
Pull Request Labels
Packages
- Total packages: 3
-
Total downloads:
- cran 217,060 last-month
- Total docker downloads: 33,625,155
-
Total dependent packages: 62
(may contain duplicates) -
Total dependent repositories: 278
(may contain duplicates) - Total versions: 64
- Total maintainers: 1
cran.r-project.org: quantmod
Quantitative Financial Modelling Framework
- Homepage: https://www.quantmod.com/
- Documentation: http://cran.r-project.org/web/packages/quantmod/quantmod.pdf
- License: GPL-3
-
Latest release: 0.4.28
published 8 months ago
Rankings
Maintainers (1)
proxy.golang.org: github.com/joshuaulrich/quantmod
- Documentation: https://pkg.go.dev/github.com/joshuaulrich/quantmod#section-documentation
- License: gpl-3.0
-
Latest release: v0.4.28
published 8 months ago
Rankings
conda-forge.org: r-quantmod
- Homepage: http://www.quantmod.com
- License: GPL-3.0-only
-
Latest release: 0.4.20
published almost 4 years ago
Rankings
Dependencies
- R >= 3.2.0 depends
- TTR >= 0.2 depends
- methods * depends
- xts >= 0.9 depends
- zoo * depends
- curl * imports
- DBI * suggests
- RMySQL * suggests
- RSQLite * suggests
- downloader * suggests
- jsonlite >= 1.1 suggests
- timeSeries * suggests
- xml2 * suggests