DESCRIPTION

Package: quantstrat
Type: Package
Title: Quantitative Strategy Model Framework
Version: 0.9.1709
Date: $Date: 2015-11-15 02:36:49 +0300 (Sun, 15 Nov 2015) $
Author: Peter Carl, Brian G. Peterson, Joshua Ulrich, Jan Humme
Depends:
    quantmod,
    xts(>= 0.8-2),
    blotter(>= 0.9),
    FinancialInstrument(>= 0.12.5),
    foreach(>= 1.4.0)
Imports:
    iterators,
    zoo
Suggests:
    PerformanceAnalytics,
    PortfolioAnalytics,
    rgl,
    testthat,
    rCharts,
    gamlss.util,
    reshape2,
    beanplot
Maintainer: Brian G. Peterson <brian@braverock.com>
Description: Specify, build, and back-test quantitative
    financial trading and portfolio strategies.
Contributors: Yu Chen, Joe Dunn, Dirk Eddelbuettel,
    Michael Guan, Jeffrey A. Ryan, Garrett See
LazyLoad: yes
License: GPL-3
Copyright: (c) 2009-2015
ByteCompile: TRUE
RoxygenNote: 5.0.1