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quantmod (version 0.3-11)
Quantitative Financial Modelling Framework
Description
Specify, build, trade, and analyse quantitative financial trading strategies
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Install
install.packages('quantmod')
Monthly Downloads
529,736
Version
0.3-11
License
GPL-3
Maintainer
Jeffrey Ryan
Last Published
July 22nd, 2009
Functions in quantmod (0.3-11)
Search all functions
getSymbols.SQLite
Retrieve Data from SQLite Database
addSAR
Add Parabolic Stop and Reversal to Chart
addADX
Add Directional Movement Index
zoomChart
Change Zoom Level Of Current Chart
attachSymbols
Attach and Flush DDB
getQuote
Download Current Stock Quote
addMACD
Add Moving Average Convergence Divergence to Chart
addMA
Add Moving Average to Chart
Lag
Lag a Time Series
getSymbols.oanda
Download Currency and Metals Data from Oanda.com
quantmod-class
Class "quantmod"
Delt
Calculate Percent Change
TA
Add Technical Indicator to Chart
addROC
Add Rate Of Change to Chart
getMetals
Download Daily Metals Prices
getSymbols
Load and Manage Data from Multiple Sources
has.OHLC
Check For OHLC Data
specifyModel
Specify Model Formula For quantmod Process
tradeModel
Simulate Trading of Fitted quantmod Object
getSymbols.yahoo
Download OHLC Data From Yahoo Finance
getSymbols.csv
Load Data from csv File
getSymbols.MySQL
Retrieve Data from MySQL Database
modelSignal
Extract Model Signal Object
buildData
Create Data Object for Modelling
fittedModel
quantmod Fitted Objects
buildModel
Build quantmod model given specified fitting method
quantmod.OHLC
Create Open High Low Close Object
addBBands
Add Bollinger Bands to Chart
is.quantmod
Test If Object of Type quantmod
quantmod-package
Quantitative Financial Modelling Framework
OHLC.Transformations
Extract and Transform OHLC Time-Series Columns
Next
Advance a Time Series
getSymbols.FRED
Download Federal Reserve Economic Data - FRED(R)
setTA
Manage TA Argument Lists
saveChart
Save Chart to External File
addWPR
Add William's Percent R to Chart
addVo
Add Volume to Chart
chob-class
A Chart Object Class
addExpiry
Add Contract Expiration Bars to Chart
chobTA-class
A Technical Analysis Chart Object
addSMI
Add Stochastic Momentum Indicator to Chart
getFX
Download Exchange Rates
create.binding
Create DDB Bindings
internal-quantmod
Internal quantmod Objects
getSymbols.rda
Load Data from R Binary File
findPeaks
Find Peaks and Valleys In A Series
chartTheme
Create A Chart Theme
getModelData
Update model's dataset
addRSI
Add Relative Strength Index to Chart
options.expiry
Calculate Contract Expirations
setSymbolLookup
Manage Symbol Lookup Table
getDividends
Load Financial Dividend Data
modelData
Extract Dataset Created by specifyModel
chartSeries
Create Financial Charts
newTA
Create A New TA Indicator For chartSeries
getSplits
Load Financial Split Data
adjustOHLC
Adjust Open,High,Low,Close Prices For Splits and Dividends
getFinancials
Download and View Financial Statements
getOptionChain
Download Option Chains
getSymbols.google
Download OHLC Data From Google Finance
periodReturn
Calculate Periodic Returns