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quantmod (version 0.4-5)

Quantitative Financial Modelling Framework

Description

Specify, build, trade, and analyse quantitative financial trading strategies.

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Version

Install

install.packages('quantmod')

Monthly Downloads

445,368

Version

0.4-5

License

GPL-3

Issues

Pull Requests

Stars

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Maintainer

Last Published

July 24th, 2015

Functions in quantmod (0.4-5)

TA

Add Technical Indicator to Chart
getMetals

Download Daily Metals Prices
addExpiry

Add Contract Expiration Bars to Chart
chartTheme

Create A Chart Theme
modelSignal

Extract Model Signal Object
periodReturn

Calculate Periodic Returns
setTA

Manage TA Argument Lists
tradeModel

Simulate Trading of Fitted quantmod Object
options.expiry

Calculate Contract Expirations
findPeaks

Find Peaks and Valleys In A Series
addSMI

Add Stochastic Momentum Indicator to Chart
Defaults

Manage Default Argument Values for quantmod Functions
buildModel

Build quantmod model given specified fitting method
getSymbols.MySQL

Retrieve Data from MySQL Database
addVo

Add Volume to Chart
has.OHLC

Check For OHLC Data
quantmod-package

Quantitative Financial Modelling Framework
addMA

Add Moving Average to Chart
addWPR

Add William's Percent R to Chart
chobTA-class

A Technical Analysis Chart Object
create.binding

Create DDB Bindings
getOptionChain

Download Option Chains
chartSeries

Create Financial Charts
getSplits

Load Financial Split Data
getSymbols.SQLite

Retrieve Data from SQLite Database
addROC

Add Rate Of Change to Chart
Delt

Calculate Percent Change
getDividends

Load Financial Dividend Data
getQuote

Download Current Stock Quote
getSymbols

Load and Manage Data from Multiple Sources
setSymbolLookup

Manage Symbol Lookup Table
saveChart

Save Chart to External File
addADX

Add Directional Movement Index
getFinancials

Download and View Financial Statements
attachSymbols

Attach and Flush DDB
getSymbols.yahoo

Download OHLC Data From Yahoo Finance
Next

Advance a Time Series
addBBands

Add Bollinger Bands to Chart
adjustOHLC

Adjust Open,High,Low,Close Prices For Splits and Dividends
chob-class

A Chart Object Class
getModelData

Update model's dataset
getSymbols.google

Download OHLC Data From Google Finance
quantmod-class

Class "quantmod"
is.quantmod

Test If Object of Type quantmod
specifyModel

Specify Model Formula For quantmod Process
addSAR

Add Parabolic Stop and Reversal to Chart
getSymbols.oanda

Download Currency and Metals Data from Oanda.com
internal-quantmod

Internal quantmod Objects
Lag

Lag a Time Series
addMACD

Add Moving Average Convergence Divergence to Chart
chart_Series

Experimental Charting Version 2
fittedModel

quantmod Fitted Objects
getSymbols.rda

Load Data from R Binary File
getSymbols.FRED

Download Federal Reserve Economic Data - FRED(R)
newTA

Create A New TA Indicator For chartSeries
zoomChart

Change Zoom Level Of Current Chart
getSymbols.csv

Load Data from csv File
buildData

Create Data Object for Modelling
OHLC.Transformations

Extract and Transform OHLC Time-Series Columns
addCCI

Add Commodity Channel Index
addRSI

Add Relative Strength Index to Chart
getFX

Download Exchange Rates
modelData

Extract Dataset Created by specifyModel
getSymbols.yahooj

Download OHLC Data From Yahoo! Japan Finance
quantmod.OHLC

Create Open High Low Close Object