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quantmod (version 0.4-10)
Quantitative Financial Modelling Framework
Description
Specify, build, trade, and analyse quantitative financial trading strategies.
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Install
install.packages('quantmod')
Monthly Downloads
364,745
Version
0.4-10
License
GPL-3
Issues
65
Pull Requests
12
Stars
849
Forks
227
Repository
http://www.quantmod.com https://github.com/joshuaulrich/quantmod
Maintainer
Joshua Ulrich
Last Published
June 20th, 2017
Functions in quantmod (0.4-10)
Search all functions
addCCI
Add Commodity Channel Index
addExpiry
Add Contract Expiration Bars to Chart
Defaults
Manage Default Argument Values for quantmod Functions
Delt
Calculate Percent Change
OHLC.Transformations
Extract and Transform OHLC Time-Series Columns
TA
Add Technical Indicator to Chart
Lag
Lag a Time Series
Next
Advance a Time Series
addADX
Add Directional Movement Index
addBBands
Add Bollinger Bands to Chart
addVo
Add Volume to Chart
addWPR
Add William's Percent R to Chart
chartSeries
Create Financial Charts
adjustOHLC
Adjust Open,High,Low,Close Prices For Splits and Dividends
attachSymbols
Attach and Flush DDB
fittedModel
quantmod Fitted Objects
getDividends
Load Financial Dividend Data
getMetals
Download Daily Metals Prices
getModelData
Update model's dataset
getSymbols.yahooj
Download OHLC Data From Yahoo! Japan Finance
has.OHLC
Check For OHLC Data
chartTheme
Create A Chart Theme
getOptionChain
Download Option Chains
getSymbols.SQLite
Retrieve Data from SQLite Database
findPeaks
Find Peaks and Valleys In A Series
periodReturn
Calculate Periodic Returns
setSymbolLookup
Manage Symbol Lookup Table
setTA
Manage TA Argument Lists
getQuote
Download Current Stock Quote
getSymbols.csv
Load Data from csv File
quantmod.OHLC
Create Open High Low Close Object
saveChart
Save Chart to External File
specifyModel
Specify Model Formula For quantmod Process
tradeModel
Simulate Trading of Fitted quantmod Object
addMA
Add Moving Average to Chart
addMACD
Add Moving Average Convergence Divergence to Chart
buildData
Create Data Object for Modelling
addROC
Add Rate Of Change to Chart
addRSI
Add Relative Strength Index to Chart
chobTA-class
A Technical Analysis Chart Object
create.binding
Create DDB Bindings
buildModel
Build quantmod model given specified fitting method
getSymbols.MySQL
Retrieve Data from MySQL Database
getSymbols
Load and Manage Data from Multiple Sources
getSymbols.rda
Load Data from R Binary File
addSAR
Add Parabolic Stop and Reversal to Chart
addSMI
Add Stochastic Momentum Indicator to Chart
chart_Series
Experimental Charting Version 2
chob-class
A Chart Object Class
getSymbols.yahoo
Download OHLC Data From Yahoo Finance
quantmod-class
Class "quantmod"
quantmod-package
Quantitative Financial Modelling Framework
getSplits
Load Financial Split Data
getSymbols.FRED
Download Federal Reserve Economic Data - FRED(R)
internal-quantmod
Internal quantmod Objects
is.quantmod
Test If Object of Type quantmod
getFX
Download Exchange Rates
getFinancials
Download and View Financial Statements
getSymbols.google
Download OHLC Data From Google Finance
zoomChart
Change Zoom Level Of Current Chart
getSymbols.oanda
Download Currency and Metals Data from Oanda.com
newTA
Create A New TA Indicator For chartSeries
options.expiry
Calculate Contract Expirations
modelData
Extract Dataset Created by specifyModel
modelSignal
Extract Model Signal Object