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quantmod (version 0.4-7)
Quantitative Financial Modelling Framework
Description
Specify, build, trade, and analyse quantitative financial trading strategies.
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Install
install.packages('quantmod')
Monthly Downloads
182,920
Version
0.4-7
License
GPL-3
Issues
71
Pull Requests
13
Stars
885
Forks
228
Repository
http://www.quantmod.com https://github.com/joshuaulrich/quantmod
Maintainer
Joshua Ulrich
Last Published
October 24th, 2016
Functions in quantmod (0.4-7)
Search all functions
addADX
Add Directional Movement Index
addMA
Add Moving Average to Chart
addROC
Add Rate Of Change to Chart
addSMI
Add Stochastic Momentum Indicator to Chart
addExpiry
Add Contract Expiration Bars to Chart
addMACD
Add Moving Average Convergence Divergence to Chart
addCCI
Add Commodity Channel Index
addBBands
Add Bollinger Bands to Chart
addSAR
Add Parabolic Stop and Reversal to Chart
addRSI
Add Relative Strength Index to Chart
addVo
Add Volume to Chart
chart_Series
Experimental Charting Version 2
addWPR
Add William's Percent R to Chart
adjustOHLC
Adjust Open,High,Low,Close Prices For Splits and Dividends
buildData
Create Data Object for Modelling
chartTheme
Create A Chart Theme
buildModel
Build quantmod model given specified fitting method
chartSeries
Create Financial Charts
chob-class
A Chart Object Class
attachSymbols
Attach and Flush DDB
getMetals
Download Daily Metals Prices
getFinancials
Download and View Financial Statements
getModelData
Update model's dataset
Delt
Calculate Percent Change
create.binding
Create DDB Bindings
getFX
Download Exchange Rates
getDividends
Load Financial Dividend Data
fittedModel
quantmod Fitted Objects
Defaults
Manage Default Argument Values for quantmod Functions
chobTA-class
A Technical Analysis Chart Object
getOptionChain
Download Option Chains
getSymbols.oanda
Download Currency and Metals Data from Oanda.com
getSymbols.rda
Load Data from R Binary File
getSplits
Load Financial Split Data
getSymbols.MySQL
Retrieve Data from MySQL Database
getQuote
Download Current Stock Quote
getSymbols
Load and Manage Data from Multiple Sources
getSymbols.google
Download OHLC Data From Google Finance
getSymbols.csv
Load Data from csv File
getSymbols.FRED
Download Federal Reserve Economic Data - FRED(R)
modelSignal
Extract Model Signal Object
newTA
Create A New TA Indicator For chartSeries
getSymbols.yahooj
Download OHLC Data From Yahoo! Japan Finance
has.OHLC
Check For OHLC Data
modelData
Extract Dataset Created by specifyModel
Lag
Lag a Time Series
is.quantmod
Test If Object of Type quantmod
internal-quantmod
Internal quantmod Objects
getSymbols.SQLite
Retrieve Data from SQLite Database
getSymbols.yahoo
Download OHLC Data From Yahoo Finance
findPeaks
Find Peaks and Valleys In A Series
quantmod-class
Class "quantmod"
quantmod-package
Quantitative Financial Modelling Framework
options.expiry
Calculate Contract Expirations
Next
Advance a Time Series
quantmod.OHLC
Create Open High Low Close Object
OHLC.Transformations
Extract and Transform OHLC Time-Series Columns
setSymbolLookup
Manage Symbol Lookup Table
saveChart
Save Chart to External File
periodReturn
Calculate Periodic Returns
specifyModel
Specify Model Formula For quantmod Process
setTA
Manage TA Argument Lists
tradeModel
Simulate Trading of Fitted quantmod Object
zoomChart
Change Zoom Level Of Current Chart
TA
Add Technical Indicator to Chart