Rdocumentation
powered by
Learn R Programming
quantmod (version 0.4.26)
Quantitative Financial Modelling Framework
Description
Specify, build, trade, and analyse quantitative financial trading strategies.
Copy Link
Link to current version
Version
Version
0.4.26
0.4.25
0.4.24
0.4.23
0.4.22
0.4.21
0.4.20
0.4.18
0.4.17
0.4-16
0.4-15
0.4-14
0.4-13
0.4-12
0.4-11
0.4-10
0.4-9
0.4-8
0.4-7
0.4-6
0.4-5
0.4-4
0.4-3
0.4-2
0.4-1
0.4-0
0.3-17
0.3-15
0.3-14
0.3-13
0.3-12
0.3-11
0.3-10
0.3-9
0.3-7
0.3-6
0.3-4
0.3-3
0.3-2
0.3-1
0.3-0
0.2-5
0.2-1
0.1-0
Install
install.packages('quantmod')
Monthly Downloads
327,662
Version
0.4.26
License
GPL-3
Issues
65
Pull Requests
14
Stars
822
Forks
224
Repository
https://github.com/joshuaulrich/quantmod
Homepage
https://www.quantmod.com/
Maintainer
Joshua Ulrich
Last Published
February 14th, 2024
Functions in quantmod (0.4.26)
Search all functions
addROC
Add Rate Of Change to Chart
addSMI
Add Stochastic Momentum Indicator to Chart
chobTA-class
A Technical Analysis Chart Object
addSAR
Add Parabolic Stop and Reversal to Chart
chartSeries
Create Financial Charts
chartTheme
Create A Chart Theme
create.binding
Create DDB Bindings
getSymbols.FRED
Download Federal Reserve Economic Data - FRED(R)
getFX
Download Exchange Rates
getSymbols.MySQL
Retrieve Data from MySQL Database
getFinancials
Download and View Financial Statements
chob-class
A Chart Object Class
chart_Series
Experimental Charting Version 2
getOptionChain
Download Option Chains
getOptionChain.orats
Download Option Chain Data from orats
getSplits
Load Financial Split Data
buildData
Create Data Object for Modelling
getDividends
Load Financial Dividend Data
getModelData
Update model's dataset
addRSI
Add Relative Strength Index to Chart
getMetals
Download Daily Metals Prices
fittedModel
quantmod Fitted Objects
getQuote
Download Current Stock Quote
has.OHLC
Check For OHLC Data
options.expiry
Calculate Contract Expirations
getSymbols.oanda
Download Currency and Metals Data from Oanda.com
getSymbols.yahooj
Download OHLC Data From Yahoo! Japan Finance
buildModel
Build quantmod model given specified fitting method
getSymbols
Load and Manage Data from Multiple Sources
newTA
Create A New TA Indicator For chartSeries
modelData
Extract Dataset Created by specifyModel
getSymbols.tiingo
Download OHLC Data from Tiingo
getSymbols.rda
Load Data from R Binary File
modelSignal
Extract Model Signal Object
getSymbols.SQLite
Retrieve Data from SQLite Database
setSymbolLookup
Manage Symbol Lookup Table
getSymbols.yahoo
Download OHLC Data From Yahoo Finance
is.quantmod
Test If Object of Type quantmod
internal-quantmod
Internal quantmod Objects
saveChart
Save Chart to External File
getSymbols.av
Download OHLC Data from Alpha Vantage
getSymbols.csv
Load Data from csv File
specifyModel
Specify Model Formula For quantmod Process
periodReturn
Calculate Periodic Returns
setTA
Manage TA Argument Lists
quantmod-defunct
Defunct Functions in Package
quantmod
zoomChart
Change Zoom Level Of Current Chart
findPeaks
Find Peaks and Valleys In A Series
quantmod-class
Class "quantmod"
quantmod.OHLC
Create Open High Low Close Object
tradeModel
Simulate Trading of Fitted quantmod Object
quantmod-package
Quantitative Financial Modelling Framework
addADX
Add Directional Movement Index
attachSymbols
Attach and Flush DDB
addMACD
Add Moving Average Convergence Divergence to Chart
adjustOHLC
Adjust Open,High,Low,Close Prices For Splits and Dividends
addMA
Add Moving Average to Chart
addCCI
Add Commodity Channel Index
OHLC.Transformations
Extract and Transform OHLC Time-Series Columns
Defaults
Manage Default Argument Values for quantmod Functions
addExpiry
Add Contract Expiration Bars to Chart
Delt
Calculate Percent Change
addBBands
Add Bollinger Bands to Chart
TA
Add Technical Indicator to Chart
addVo
Add Volume to Chart
Lag
Lag a Time Series
Next
Advance a Time Series
addWPR
Add William's Percent R to Chart