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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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Install
install.packages('quantmod')
Monthly Downloads
206,159
Version
0.2-1
License
GPL 3
Maintainer
Jeffrey Ryan
Last Published
August 30th, 2007
Functions in quantmod (0.2-1)
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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