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quantmod (version 0.3-0)
Quantitative Financial Modelling Framework
Description
Specify, build, trade, and analyse quantitative financial trading srategies
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Install
install.packages('quantmod')
Monthly Downloads
529,736
Version
0.3-0
License
GPL-3
Maintainer
Jeffrey Ryan
Last Published
June 19th, 2025
Functions in quantmod (0.3-0)
Search all functions
addMACD
Add Moving Average Convergence Divergence to Chart
addSMI
Add Stochastic Momentum Indicator to Chart
getSymbols.yahoo
Download OHLC Data From Yahoo Finance
getSymbols.FRED
Download Federal Reserve Economic Data - FRED(R)
getSymbols.rda
Load Data from R Binary File
has.OHLC
Check For OHLC Data
setSymbolLookup
Manage Symbol Lookup Table
buildData
Create Data Object for Modelling
addMA
Add Moving Average to Chart
getMetals
Download Daily Metals Prices
getFX
Download Exchange Rates
getSymbols
Load and Manage Data from Multiple Sources
addWPR
Add William's Percent R to Chart
setTA
Manage TA Argument Lists
period.prod
Calculate Product By Period
addVo
Add Volume to Chart
Lag
Lag a Time Series
addROC
Add Rate Of Change to Chart
is.quantmod
Test If Object of Type quantmod
getModelData
Update model's dataset
addExpiry
Add Contract Expiration Bars to Chart
period.sum
Calculate Sum By Period
options.expiry
Calculate Contract Expirations
to.period
Convert time series data to an OHLC series
getSymbols.oanda
Download Currency and Metals Data from Oanda.com
minutes
Extract Minutes, Hours, or Days of a High Frequency Time Series Object
ndays
Number of Periods in Data
period.max
Calculate Max By Period
quantmod.OHLC
Create Open High Low Close Object
periodicity
Approximate Series Periodicity
getSymbols.csv
Load Data from csv File
tradeModel
Simulate Trading of Fitted quantmod Object
chartSeries
Create Financial Charts
chob-class
A Chart Object Class
apply.monthly
Apply Function over Calendar Periods
getSymbols.MySQL
Retrieve Data from MySQL Database
Delt
Calculate Percent Change
modelSignal
Extract Model Signal Object
modelData
Extract Dataset Created by specifyModel
OHLC.Transformations
Extract and Transform OHLC Time-Series Columns
quantmod-class
Class "quantmod"
buildModel
Build quantmod model given specified fitting method
getQuote
Download Current Stock Quote
quantmod-package
Quantitative Financial Modelling Framework
breakpoints
Locate Breakpoints by Date
getSymbols.SQLite
Retrieve Data from SQLite Database
periodReturn
Calculate Periodic Returns
weekdays.zoo
Extract Parts of a Time Series Object
weeks
Extract Weeks, Years of a Time Series Object
chartTheme
Create A Chart Theme
addRSI
Add Relative Strength Index to Chart
addSAR
Add Parabolic Stop and Reversal to Chart
period.apply
Apply Function Over Specified Interval
period.min
Calculate Min By Period
specifyModel
Specify Model Formula For quantmod Process
Next
Advance a Time Series
addBBands
Add Bollinger Bands to Chart
fittedModel
quantmod Fitted Objects
getSymbols.google
Download OHLC Data From Google Finance
chobTA-class
A Technical Analysis Chart Object
first
Return First or Last n Elements of A Data Object
addTA
Add Technical Indicator to Chart