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quantmod (version 0.1-0)

Quantitative Financial Modelling Framework

Description

Specify, build, trade, and analyse quantitative financial trading srategies

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Version

Install

install.packages('quantmod')

Monthly Downloads

314,912

Version

0.1-0

License

GPL

Maintainer

Jeffrey Ryan

Last Published

April 7th, 2025

Functions in quantmod (0.1-0)

Next

Advance a Time Series
Lag

Lag a Time Series
breakpoints

Locate Breakpoints by Date
modelData

Extract Dataset Created by specifyModel
modelSignal

Extract Model Signal Object
quantmod-package

Quantitative Financial Modelling Framework
tradeModel

Simulate Trading of Fitted quantmod Object
getSymbols.yahoo

Download OHLC Data From Yahoo!
buildModel

Build quantmod model given specified fitting method
Delt

Calculate Percent Change
is.quantmod

Test If Object of Type quantmod
weekdays.zoo

Extract Parts of a zoo Object
specifyModel

Specify Model Formula For quantmod Process
weeks

Extract Weeks, Years of a Time Series Object
getModelData

Update model's dataset
quantmod-class

Class "quantmod"
getSymbols.MySQL

Retrieve Data from MySQL Database
OHLC.Transformations

Extract and Transform quantmod.OHLC Columns
setSymbolLookup

Manage Symbol Lookup Table
getSymbols

Manage Data from Multiple Sources
period.apply

Apply Function Over Specified Interval
fittedModel

quantmod Fitted Objects
periodReturn

Calculate Periodic Returns
as.quantmod.OHLC

Create Open High Low Close Object