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quantmod (version 0.2-5)
Quantitative Financial Modelling Framework
Description
Specify, build, trade, and analyse quantitative financial trading srategies
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Install
install.packages('quantmod')
Monthly Downloads
314,912
Version
0.2-5
License
GPL-3
Maintainer
Jeffrey Ryan
Last Published
April 7th, 2025
Functions in quantmod (0.2-5)
Search all functions
breakpoints
Locate Breakpoints by Date
period.apply
Apply Function Over Specified Interval
getSymbols
Manage Data from Multiple Sources
Next
Advance a Time Series
getSymbols.rda
Load Data from R Binary File
getSymbols.csv
Load Data from csv File
setSymbolLookup
Manage Symbol Lookup Table
getSymbols.yahoo
Download OHLC Data From Yahoo Finance
tradeModel
Simulate Trading of Fitted quantmod Object
to.period
Convert OHLC data to lower periodicity
specifyModel
Specify Model Formula For quantmod Process
is.quantmod
Test If Object of Type quantmod
weekdays.zoo
Extract Parts of a zoo Object
first
Return First or Last Element of Data
periodicity
Approximate Series Periodicity
quantmod-package
Quantitative Financial Modelling Framework
periodReturn
Calculate Periodic Returns
getModelData
Update model's dataset
modelSignal
Extract Model Signal Object
getSymbols.FRED
Download Federal Reserve Economic Data - FRED(R)
quantmod-class
Class "quantmod"
buildData
Create Data Object for Modelling
weeks
Extract Weeks, Years of a Time Series Object
Delt
Calculate Percent Change
getSymbols.MySQL
Retrieve Data from MySQL Database
quantmod.OHLC
Create Open High Low Close Object
getSymbols.google
Download OHLC Data From Google Finance
Lag
Lag a Time Series
getSymbols.oanda
Download Currency and Metals Data from Oanda.com
buildModel
Build quantmod model given specified fitting method
modelData
Extract Dataset Created by specifyModel
apply.monthly
Apply Function over Calendar Periods
chartSeries
Create Financial Charts
fittedModel
quantmod Fitted Objects
OHLC.Transformations
Extract and Transform quantmod.OHLC Columns