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tidyquant
Financial analysis for R in tidyverse style
What it is
An R package that brings financial analysis into the tidyverse way of working. It wraps established packages such as xts, zoo, quantmod, TTR and PerformanceAnalytics so you can fetch prices, compute indicators and evaluate portfolio performance inside tidy data pipelines. R users who already think in dplyr and ggplot terms gain the most from it. Python users get nothing here, and anyone outside the tidyverse may find the wrappers add a layer they do not need.
At a glance
Worth watchingOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Data analysis, Strategy research |
| Markets | US equities, Multi-market |
| Stack | R |
| Learning curve | Moderate learning curve |
| Practical value | High practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Last commit 26 days ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): +3 over the period, now 919. Gaps mean no snapshot was taken that day.
Bringing financial analysis to the tidyverse.