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quantmod (version 0.4-12)
Quantitative Financial Modelling Framework
Description
Specify, build, trade, and analyse quantitative financial trading strategies.
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Install
install.packages('quantmod')
Monthly Downloads
314,912
Version
0.4-12
License
GPL-3
Issues
65
Pull Requests
14
Stars
846
Forks
227
Repository
http://www.quantmod.com https://github.com/joshuaulrich/quantmod
Maintainer
Joshua Ulrich
Last Published
December 10th, 2017
Functions in quantmod (0.4-12)
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Defaults
Manage Default Argument Values for quantmod Functions
addCCI
Add Commodity Channel Index
addADX
Add Directional Movement Index
TA
Add Technical Indicator to Chart
addBBands
Add Bollinger Bands to Chart
OHLC.Transformations
Extract and Transform OHLC Time-Series Columns
Lag
Lag a Time Series
addExpiry
Add Contract Expiration Bars to Chart
Next
Advance a Time Series
addROC
Add Rate Of Change to Chart
addRSI
Add Relative Strength Index to Chart
Delt
Calculate Percent Change
fittedModel
quantmod Fitted Objects
addVo
Add Volume to Chart
buildData
Create Data Object for Modelling
addWPR
Add William's Percent R to Chart
addMA
Add Moving Average to Chart
addMACD
Add Moving Average Convergence Divergence to Chart
adjustOHLC
Adjust Open,High,Low,Close Prices For Splits and Dividends
chartSeries
Create Financial Charts
attachSymbols
Attach and Flush DDB
chartTheme
Create A Chart Theme
addSAR
Add Parabolic Stop and Reversal to Chart
chobTA-class
A Technical Analysis Chart Object
addSMI
Add Stochastic Momentum Indicator to Chart
create.binding
Create DDB Bindings
getSplits
Load Financial Split Data
getMetals
Download Daily Metals Prices
getSymbols.FRED
Download Federal Reserve Economic Data - FRED(R)
has.OHLC
Check For OHLC Data
getModelData
Update model's dataset
internal-quantmod
Internal quantmod Objects
chart_Series
Experimental Charting Version 2
getSymbols.oanda
Download Currency and Metals Data from Oanda.com
getSymbols.rda
Load Data from R Binary File
chob-class
A Chart Object Class
quantmod-package
Quantitative Financial Modelling Framework
getOptionChain
Download Option Chains
quantmod.OHLC
Create Open High Low Close Object
saveChart
Save Chart to External File
getQuote
Download Current Stock Quote
setSymbolLookup
Manage Symbol Lookup Table
options.expiry
Calculate Contract Expirations
getSymbols.SQLite
Retrieve Data from SQLite Database
findPeaks
Find Peaks and Valleys In A Series
getSymbols.av
Download OHLC Data from Alpha Vantage
setTA
Manage TA Argument Lists
is.quantmod
Test If Object of Type quantmod
specifyModel
Specify Model Formula For quantmod Process
modelData
Extract Dataset Created by specifyModel
getDividends
Load Financial Dividend Data
getSymbols.csv
Load Data from csv File
getSymbols.MySQL
Retrieve Data from MySQL Database
getSymbols.google
Download OHLC Data From Google Finance
getSymbols
Load and Manage Data from Multiple Sources
modelSignal
Extract Model Signal Object
newTA
Create A New TA Indicator For chartSeries
buildModel
Build quantmod model given specified fitting method
getFX
Download Exchange Rates
tradeModel
Simulate Trading of Fitted quantmod Object
getFinancials
Download and View Financial Statements
zoomChart
Change Zoom Level Of Current Chart
getSymbols.yahoo
Download OHLC Data From Yahoo Finance
getSymbols.yahooj
Download OHLC Data From Yahoo! Japan Finance
quantmod-class
Class "quantmod"
periodReturn
Calculate Periodic Returns