| stocks {stocks} | R Documentation |
Stock Market Analysis
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.