Rdocumentation
powered by
Learn R Programming
⚠️
There's a newer version (0.4.27) of this package.
Take me there.
quantmod (version 0.4-8)
Quantitative Financial Modelling Framework
Description
Specify, build, trade, and analyse quantitative financial trading strategies.
Copy Link
Link to current version
Version
Version
0.4.27
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
314,912
Version
0.4-8
License
GPL-3
Issues
64
Pull Requests
14
Stars
842
Forks
226
Repository
http://www.quantmod.com https://github.com/joshuaulrich/quantmod
Maintainer
Joshua Ulrich
Last Published
April 19th, 2017
Functions in quantmod (0.4-8)
Search all functions
Defaults
Manage Default Argument Values for quantmod Functions
Delt
Calculate Percent Change
addCCI
Add Commodity Channel Index
addExpiry
Add Contract Expiration Bars to Chart
OHLC.Transformations
Extract and Transform OHLC Time-Series Columns
TA
Add Technical Indicator to Chart
addADX
Add Directional Movement Index
addBBands
Add Bollinger Bands to Chart
Lag
Lag a Time Series
Next
Advance a Time Series
addMA
Add Moving Average to Chart
addMACD
Add Moving Average Convergence Divergence to Chart
addROC
Add Rate Of Change to Chart
addRSI
Add Relative Strength Index to Chart
addSAR
Add Parabolic Stop and Reversal to Chart
addSMI
Add Stochastic Momentum Indicator to Chart
fittedModel
quantmod Fitted Objects
getOptionChain
Download Option Chains
getQuote
Download Current Stock Quote
adjustOHLC
attachSymbols
Attach and Flush DDB
buildData
Create Data Object for Modelling
quantmod.OHLC
Create Open High Low Close Object
saveChart
Save Chart to External File
chartSeries
Create Financial Charts
chartTheme
Create A Chart Theme
getMetals
Download Daily Metals Prices
getModelData
Update model's dataset
chart_Series
chob-class
A Chart Object Class
getSplits
Load Financial Split Data
getSymbols.FRED
Download Federal Reserve Economic Data - FRED(R)
getSymbols.SQLite
Retrieve Data from SQLite Database
getSymbols.csv
Load Data from csv File
quantmod-class
Class "quantmod"
quantmod-package
zoomChart
Change Zoom Level Of Current Chart
addVo
Add Volume to Chart
addWPR
Add William's Percent R to Chart
chobTA-class
A Technical Analysis Chart Object
create.binding
Create DDB Bindings
getDividends
Load Financial Dividend Data
internal-quantmod
Internal quantmod Objects
is.quantmod
Test If Object of Type quantmod
getSymbols.MySQL
Retrieve Data from MySQL Database
getSymbols
Load and Manage Data from Multiple Sources
getSymbols.yahooj
Download OHLC Data From Yahoo! Japan Finance
has.OHLC
Check For OHLC Data
buildModel
Build quantmod model given specified fitting method
getFX
Download Exchange Rates
getSymbols.rda
Load Data from R Binary File
getSymbols.yahoo
Download OHLC Data From Yahoo Finance
getFinancials
Download and View Financial Statements
newTA
Create A New TA Indicator For chartSeries
options.expiry
Calculate Contract Expirations
getSymbols.google
Download OHLC Data From Google Finance
getSymbols.oanda
Download Currency and Metals Data from Oanda.com
findPeaks
Find Peaks and Valleys In A Series
periodReturn
Calculate Periodic Returns
specifyModel
Specify Model Formula For quantmod Process
tradeModel
Simulate Trading of Fitted quantmod Object
modelData
Extract Dataset Created by specifyModel
modelSignal
Extract Model Signal Object
setSymbolLookup
Manage Symbol Lookup Table
setTA
Manage TA Argument Lists