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quantmod (version 0.3-1)

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

314,912

Version

0.3-1

License

GPL-3

Maintainer

Jeffrey Ryan

Last Published

April 7th, 2025

Functions in quantmod (0.3-1)

Next

Advance a Time Series
Lag

Lag a Time Series
buildModel

Build quantmod model given specified fitting method
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
quantmod-package

Quantitative Financial Modelling Framework
weeks

Extract Weeks, Years of a Time Series Object
getDividends

Load Financial Dividend Data
quantmod-class

Class "quantmod"
addExpiry

Add Contract Expiration Bars to Chart
addMACD

Add Moving Average Convergence Divergence to Chart
chartSeries

Create Financial Charts
getSymbols

Load and Manage Data from Multiple Sources
setTA

Manage TA Argument Lists
attachSymbols

Attach and Flush DDB
adjustOHLC

Adjust Open,High,Low,Close Prices For Splits and Dividends
has.OHLC

Check For OHLC Data
addWPR

Add William's Percent R to Chart
getModelData

Update model's dataset
getSymbols.google

Download OHLC Data From Google Finance
internal-quantmod

Internal quantmod Objects
chart_Series

Experimental Charting Version 2
getOptionChain

Download Option Chains
getSplits

Load Financial Split Data
modelSignal

Extract Model Signal Object
options.expiry

Calculate Contract Expirations
quantmod.OHLC

Create Open High Low Close Object
chob-class

A Chart Object Class
chartTheme

Create A Chart Theme
modelData

Extract Dataset Created by specifyModel
tradeModel

Simulate Trading of Fitted quantmod Object
is.quantmod

Test If Object of Type quantmod
setSymbolLookup

Manage Symbol Lookup Table
Delt

Calculate Percent Change
OHLC.Transformations

Extract and Transform OHLC Time-Series Columns
period.prod

Calculate Product By Period
addSAR

Add Parabolic Stop and Reversal to Chart
create.binding

Create DDB Bindings
getSymbols.yahoo

Download OHLC Data From Yahoo Finance
saveChart

Save Chart to External File
addROC

Add Rate Of Change to Chart
addSMI

Add Stochastic Momentum Indicator to Chart
addBBands

Add Bollinger Bands to Chart
newTA

Create A New TA Indicator For chartSeries
buildData

Create Data Object for Modelling
TA

Add Technical Indicator to Chart
chobTA-class

A Technical Analysis Chart Object
periodReturn

Calculate Periodic Returns
period.max

Calculate Max By Period
addVo

Add Volume to Chart
getSymbols.MySQL

Retrieve Data from MySQL Database
addTA

Add Technical Indicator to Chart
addADX

Add Directional Movement Index
first

Return First or Last n Elements of A Data Object
getFX

Download Exchange Rates
getSymbols.rda

Load Data from R Binary File
zoomChart

Change Zoom Level Of Current Chart
period.apply

Apply Function Over Specified Interval
addRSI

Add Relative Strength Index to Chart
specifyModel

Specify Model Formula For quantmod Process
getQuote

Download Current Stock Quote
getSymbols.SQLite

Retrieve Data from SQLite Database
addMA

Add Moving Average to Chart
getSymbols.FRED

Download Federal Reserve Economic Data - FRED(R)
findPeaks

Find Peaks and Valleys In A Series
getSymbols.csv

Load Data from csv File
apply.monthly

Apply Function over Calendar Periods
getMetals

Download Daily Metals Prices
getFinancials

Download and View Financial Statements
breakpoints

Locate Breakpoints by Date
fittedModel

quantmod Fitted Objects
to.period

Convert time series data to an OHLC series
period.sum

Calculate Sum By Period
weekdays.zoo

Extract Parts of a Time Series Object
period.min

Calculate Min By Period
periodicity

Approximate Series Periodicity