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An R package to manage the quantitative financial modelling workflow
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quantmod: Quantitative Financial Modelling Framework quantmod Quantitative Financial Modelling & Trading Framework for R quantmod news what's next documentation examples gallery download license feeds R/quant links add to del.icio.us { quantmod } Updated Charting Tools for 0.3-6! The quantmod package for R is designed to assist the quantitative trader in the development, testing, and deployment of statistically based trading models. What quantmod IS A rapid prototyping environment, where quant traders can quickly and cleanly explore and build trading models. What quantmod is NOT A replacement for anything statistical. It has no 'new' modelling routines or analysis tool to speak of. It does now offer charting not currently available elsewhere in R , but most everything else is more of a wrapper to what you already know and love about the language and packages you currently use. quantmod makes modelling easier by removing the repe...
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