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quantmod (version 0.2-1)

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

529,736

Version

0.2-1

License

GPL 3

Maintainer

Jeffrey Ryan

Last Published

June 19th, 2025

Functions in quantmod (0.2-1)

Lag

Lag a Time Series
buildModel

Build quantmod model given specified fitting method
apply.monthly

Apply Function over Calendar Periods
is.quantmod

Test If Object of Type quantmod
Next

Advance a Time Series
modelData

Extract Dataset Created by specifyModel
weeks

Extract Weeks, Years of a Time Series Object
getSymbols.google

Download OHLC Data From Google Finance
modelSignal

Extract Model Signal Object
breakpoints

Locate Breakpoints by Date
quantmod-class

Class "quantmod"
period.apply

Apply Function Over Specified Interval
getSymbols

Manage Data from Multiple Sources
quantmod-package

Quantitative Financial Modelling Framework
quantmod.OHLC

Create Open High Low Close Object
setSymbolLookup

Manage Symbol Lookup Table
getSymbols.FRED

Download Federal Reserve Economic Data - FRED(R)
Delt

Calculate Percent Change
getSymbols.MySQL

Retrieve Data from MySQL Database
first

Return First or Last Element of Data
periodReturn

Calculate Periodic Returns
getSymbols.yahoo

Download OHLC Data From Yahoo Finance
fittedModel

quantmod Fitted Objects
weekdays.zoo

Extract Parts of a zoo Object
OHLC.Transformations

Extract and Transform quantmod.OHLC Columns
to.period

Convert OHLC data to lower periodicity
specifyModel

Specify Model Formula For quantmod Process
getModelData

Update model's dataset
tradeModel

Simulate Trading of Fitted quantmod Object
buildData

Create Data Object for Modelling