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quantmod (version 0.3-12)

Quantitative Financial Modelling Framework

Description

Specify, build, trade, and analyse quantitative financial trading strategies

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Version

Install

install.packages('quantmod')

Monthly Downloads

529,736

Version

0.3-12

License

GPL-3

Maintainer

Jeffrey Ryan

Last Published

October 3rd, 2009

Functions in quantmod (0.3-12)

addSAR

Add Parabolic Stop and Reversal to Chart
TA

Add Technical Indicator to Chart
chob-class

A Chart Object Class
Lag

Lag a Time Series
getDividends

Load Financial Dividend Data
getSymbols.MySQL

Retrieve Data from MySQL Database
fittedModel

quantmod Fitted Objects
getSymbols.yahoo

Download OHLC Data From Yahoo Finance
addWPR

Add William's Percent R to Chart
addRSI

Add Relative Strength Index to Chart
is.quantmod

Test If Object of Type quantmod
OHLC.Transformations

Extract and Transform OHLC Time-Series Columns
zoomChart

Change Zoom Level Of Current Chart
getSymbols.oanda

Download Currency and Metals Data from Oanda.com
quantmod-class

Class "quantmod"
Delt

Calculate Percent Change
getOptionChain

Download Option Chains
has.OHLC

Check For OHLC Data
addSMI

Add Stochastic Momentum Indicator to Chart
chartSeries

Create Financial Charts
getSymbols

Load and Manage Data from Multiple Sources
internal-quantmod

Internal quantmod Objects
specifyModel

Specify Model Formula For quantmod Process
options.expiry

Calculate Contract Expirations
addBBands

Add Bollinger Bands to Chart
addMACD

Add Moving Average Convergence Divergence to Chart
attachSymbols

Attach and Flush DDB
getSymbols.FRED

Download Federal Reserve Economic Data - FRED(R)
findPeaks

Find Peaks and Valleys In A Series
getQuote

Download Current Stock Quote
getSymbols.google

Download OHLC Data From Google Finance
Next

Advance a Time Series
modelData

Extract Dataset Created by specifyModel
addROC

Add Rate Of Change to Chart
getSymbols.csv

Load Data from csv File
getSplits

Load Financial Split Data
getFX

Download Exchange Rates
saveChart

Save Chart to External File
getMetals

Download Daily Metals Prices
addADX

Add Directional Movement Index
addExpiry

Add Contract Expiration Bars to Chart
buildData

Create Data Object for Modelling
addVo

Add Volume to Chart
chartTheme

Create A Chart Theme
quantmod.OHLC

Create Open High Low Close Object
setSymbolLookup

Manage Symbol Lookup Table
tradeModel

Simulate Trading of Fitted quantmod Object
setTA

Manage TA Argument Lists
create.binding

Create DDB Bindings
adjustOHLC

Adjust Open,High,Low,Close Prices For Splits and Dividends
getSymbols.SQLite

Retrieve Data from SQLite Database
modelSignal

Extract Model Signal Object
getModelData

Update model's dataset
quantmod-package

Quantitative Financial Modelling Framework
newTA

Create A New TA Indicator For chartSeries
addMA

Add Moving Average to Chart
chobTA-class

A Technical Analysis Chart Object
buildModel

Build quantmod model given specified fitting method
getFinancials

Download and View Financial Statements
getSymbols.rda

Load Data from R Binary File
periodReturn

Calculate Periodic Returns