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quantmod (version 0.4.27)

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

342,944

Version

0.4.27

License

GPL-3

Issues

Pull Requests

Stars

Forks

Maintainer

Joshua Ulrich

Last Published

April 6th, 2025

Functions in quantmod (0.4.27)

adjustOHLC

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

Add Contract Expiration Bars to Chart
attachSymbols

Attach and Flush DDB
addRSI

Add Relative Strength Index to Chart
addROC

Add Rate Of Change to Chart
addSMI

Add Stochastic Momentum Indicator to Chart
addSAR

Add Parabolic Stop and Reversal to Chart
TA

Add Technical Indicator to Chart
create.binding

Create DDB Bindings
chobTA-class

A Technical Analysis Chart Object
chartSeries

Create Financial Charts
addVo

Add Volume to Chart
addWPR

Add William's Percent R to Chart
chartTheme

Create A Chart Theme
fittedModel

quantmod Fitted Objects
buildModel

Build quantmod model given specified fitting method
buildData

Create Data Object for Modelling
getDividends

Load Financial Dividend Data
chart_Series

Experimental Charting Version 2
getOptionChain

Download Option Chains
getSymbols.MySQL

Retrieve Data from MySQL Database
getSymbols.FRED

Download Federal Reserve Economic Data - FRED(R)
chob-class

A Chart Object Class
getFX

Download Exchange Rates
getOptionChain.orats

Download Option Chain Data from orats
getQuote

Download Current Stock Quote
getModelData

Update model's dataset
getSplits

Load Financial Split Data
getMetals

Download Daily Metals Prices
getSymbols.av

Download OHLC Data from Alpha Vantage
getSymbols.csv

Load Data from csv File
has.OHLC

Check For OHLC Data
getSymbols.yahooj

Download OHLC Data From Yahoo! Japan Finance
getSymbols.oanda

Download Currency and Metals Data from Oanda.com
getFinancials

Download and View Financial Statements
getSymbols

Load and Manage Data from Multiple Sources
getSymbols.SQLite

Retrieve Data from SQLite Database
getSymbols.rda

Load Data from R Binary File
modelData

Extract Dataset Created by specifyModel
newTA

Create A New TA Indicator For chartSeries
getSymbols.tiingo

Download OHLC Data from Tiingo
quantmod-defunct

Defunct Functions in Package quantmod
quantmod-class

Class "quantmod"
options.expiry

Calculate Contract Expirations
modelSignal

Extract Model Signal Object
saveChart

Save Chart to External File
periodReturn

Calculate Periodic Returns
setTA

Manage TA Argument Lists
findPeaks

Find Peaks and Valleys In A Series
internal-quantmod

Internal quantmod Objects
is.quantmod

Test If Object of Type quantmod
getSymbols.yahoo

Download OHLC Data From Yahoo Finance
setSymbolLookup

Manage Symbol Lookup Table
quantmod-package

Quantitative Financial Modelling Framework
specifyModel

Specify Model Formula For quantmod Process
tradeModel

Simulate Trading of Fitted quantmod Object
zoomChart

Change Zoom Level Of Current Chart
quantmod.OHLC

Create Open High Low Close Object
OHLC.Transformations

Extract and Transform OHLC Time-Series Columns
addADX

Add Directional Movement Index
Next

Advance a Time Series
Delt

Calculate Percent Change
addBBands

Add Bollinger Bands to Chart
Defaults

Manage Default Argument Values for quantmod Functions
addCCI

Add Commodity Channel Index
Lag

Lag a Time Series
addMA

Add Moving Average to Chart
addMACD

Add Moving Average Convergence Divergence to Chart