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quantmod (version 0.4.20)

Quantitative Financial Modelling Framework

Description

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

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Install

install.packages('quantmod')

Monthly Downloads

327,662

Version

0.4.20

License

GPL-3

Issues

Pull Requests

Stars

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Maintainer

Last Published

April 29th, 2022

Functions in quantmod (0.4.20)

addBBands

Add Bollinger Bands to Chart
Defaults

Manage Default Argument Values for quantmod Functions
TA

Add Technical Indicator to Chart
addADX

Add Directional Movement Index
OHLC.Transformations

Extract and Transform OHLC Time-Series Columns
Delt

Calculate Percent Change
addExpiry

Add Contract Expiration Bars to Chart
Lag

Lag a Time Series
addCCI

Add Commodity Channel Index
addVo

Add Volume to Chart
Next

Advance a Time Series
addROC

Add Rate Of Change to Chart
chob-class

A Chart Object Class
addMACD

Add Moving Average Convergence Divergence to Chart
addRSI

Add Relative Strength Index to Chart
chart_Series

Experimental Charting Version 2
chartTheme

Create A Chart Theme
chartSeries

Create Financial Charts
chobTA-class

A Technical Analysis Chart Object
addMA

Add Moving Average to Chart
addWPR

Add William's Percent R to Chart
getMetals

Download Daily Metals Prices
buildData

Create Data Object for Modelling
addSAR

Add Parabolic Stop and Reversal to Chart
fittedModel

quantmod Fitted Objects
addSMI

Add Stochastic Momentum Indicator to Chart
create.binding

Create DDB Bindings
setTA

Manage TA Argument Lists
getFinancials

Download and View Financial Statements
attachSymbols

Attach and Flush DDB
adjustOHLC

Adjust Open,High,Low,Close Prices For Splits and Dividends
getFX

Download Exchange Rates
getSymbols.FRED

Download Federal Reserve Economic Data - FRED(R)
getOptionChain

Download Option Chains
buildModel

Build quantmod model given specified fitting method
getDividends

Load Financial Dividend Data
getOptionChain.orats

Download Option Chain Data from orats
getSymbols.tiingo

Download OHLC Data from Tiingo
getModelData

Update model's dataset
getQuote

Download Current Stock Quote
getSymbols.yahoo

Download OHLC Data From Yahoo Finance
getSymbols.av

Download OHLC Data from Alpha Vantage
modelData

Extract Dataset Created by specifyModel
getSplits

Load Financial Split Data
getSymbols.oanda

Download Currency and Metals Data from Oanda.com
modelSignal

Extract Model Signal Object
getSymbols.csv

Load Data from csv File
internal-quantmod

Internal quantmod Objects
getSymbols.MySQL

Retrieve Data from MySQL Database
specifyModel

Specify Model Formula For quantmod Process
has.OHLC

Check For OHLC Data
getSymbols.yahooj

Download OHLC Data From Yahoo! Japan Finance
quantmod-package

Quantitative Financial Modelling Framework
is.quantmod

Test If Object of Type quantmod
quantmod.OHLC

Create Open High Low Close Object
findPeaks

Find Peaks and Valleys In A Series
periodReturn

Calculate Periodic Returns
getSymbols

Load and Manage Data from Multiple Sources
getSymbols.rda

Load Data from R Binary File
newTA

Create A New TA Indicator For chartSeries
setSymbolLookup

Manage Symbol Lookup Table
getSymbols.SQLite

Retrieve Data from SQLite Database
options.expiry

Calculate Contract Expirations
quantmod-class

Class "quantmod"
tradeModel

Simulate Trading of Fitted quantmod Object
zoomChart

Change Zoom Level Of Current Chart
quantmod-defunct

Defunct Functions in Package quantmod
saveChart

Save Chart to External File