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quantmod (version 0.4.25)

Quantitative Financial Modelling Framework

Description

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

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Install

install.packages('quantmod')

Monthly Downloads

445,368

Version

0.4.25

License

GPL-3

Issues

Pull Requests

Stars

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Maintainer

Last Published

August 22nd, 2023

Functions in quantmod (0.4.25)

addWPR

Add William's Percent R to Chart
addMACD

Add Moving Average Convergence Divergence to Chart
chobTA-class

A Technical Analysis Chart Object
chartSeries

Create Financial Charts
create.binding

Create DDB Bindings
chartTheme

Create A Chart Theme
buildData

Create Data Object for Modelling
chart_Series

Experimental Charting Version 2
chob-class

A Chart Object Class
buildModel

Build quantmod model given specified fitting method
getOptionChain

Download Option Chains
getOptionChain.orats

Download Option Chain Data from orats
getSymbols.FRED

Download Federal Reserve Economic Data - FRED(R)
getSymbols.MySQL

Retrieve Data from MySQL Database
getDividends

Load Financial Dividend Data
getSplits

Load Financial Split Data
getFX

Download Exchange Rates
addRSI

Add Relative Strength Index to Chart
fittedModel

quantmod Fitted Objects
getQuote

Download Current Stock Quote
getSymbols.tiingo

Download OHLC Data from Tiingo
getSymbols

Load and Manage Data from Multiple Sources
getMetals

Download Daily Metals Prices
getModelData

Update model's dataset
getFinancials

Download and View Financial Statements
getSymbols.oanda

Download Currency and Metals Data from Oanda.com
getSymbols.rda

Load Data from R Binary File
getSymbols.yahooj

Download OHLC Data From Yahoo! Japan Finance
has.OHLC

Check For OHLC Data
getSymbols.yahoo

Download OHLC Data From Yahoo Finance
options.expiry

Calculate Contract Expirations
newTA

Create A New TA Indicator For chartSeries
is.quantmod

Test If Object of Type quantmod
findPeaks

Find Peaks and Valleys In A Series
periodReturn

Calculate Periodic Returns
internal-quantmod

Internal quantmod Objects
zoomChart

Change Zoom Level Of Current Chart
getSymbols.av

Download OHLC Data from Alpha Vantage
tradeModel

Simulate Trading of Fitted quantmod Object
getSymbols.SQLite

Retrieve Data from SQLite Database
setTA

Manage TA Argument Lists
quantmod-class

Class "quantmod"
setSymbolLookup

Manage Symbol Lookup Table
saveChart

Save Chart to External File
getSymbols.csv

Load Data from csv File
quantmod-defunct

Defunct Functions in Package quantmod
specifyModel

Specify Model Formula For quantmod Process
modelSignal

Extract Model Signal Object
modelData

Extract Dataset Created by specifyModel
quantmod-package

Quantitative Financial Modelling Framework
quantmod.OHLC

Create Open High Low Close Object
addExpiry

Add Contract Expiration Bars to Chart
addBBands

Add Bollinger Bands to Chart
Delt

Calculate Percent Change
TA

Add Technical Indicator to Chart
addADX

Add Directional Movement Index
adjustOHLC

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

Manage Default Argument Values for quantmod Functions
Lag

Lag a Time Series
addVo

Add Volume to Chart
attachSymbols

Attach and Flush DDB
OHLC.Transformations

Extract and Transform OHLC Time-Series Columns
addSAR

Add Parabolic Stop and Reversal to Chart
addMA

Add Moving Average to Chart
addCCI

Add Commodity Channel Index
Next

Advance a Time Series
addSMI

Add Stochastic Momentum Indicator to Chart
addROC

Add Rate Of Change to Chart