Index: Delt Calculate Percent Change Lag Lag a Time Series Next Advance a Time Series OHLC.Transformations Extract and Transform quantmod.OHLC Columns as.quantmod.OHLC Create Open High Low Close Object breakpoints Locate Breakpoints by Date buildModel Build quantmod model given specified fitting method fittedModel quantmod Fitted Objects getModelData Update model's dataset getSymbols Manage Data from Multiple Sources getSymbols.MySQL Retrieve Data from MySQL Database getSymbols.yahoo Download OHLC Data From Yahoo! is.quantmod Test If Object of Type quantmod modelData Extract Dataset Created by specifyModel modelSignal Extract Model Signal Object period.apply Apply Function Over Specified Interval periodReturn Calculate Periodic Returns quantmod-class Class "quantmod" quantmod-package Quantitative Financial Modelling Framework setSymbolLookup Manage Symbol Lookup Table specifyModel Specify Model Formula For quantmod Process tradeModel Simulate Trading of Fitted quantmod Object weekdays.zoo Extract Parts of a zoo Object weeks Extract Weeks, Years of a Time Series Object 'quantmod' is a workflow tool to be used to manage the quantitative trading process within R. At present, much work has been done to manage data as well as provide a uniform interface to a wide array of modelling methods.