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quantmod (version 0.3-13)
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
0.3-13
License
GPL-3
Maintainer
Jeffrey Ryan
Last Published
November 1st, 2009
Functions in quantmod (0.3-13)
Search all functions
Delt
Calculate Percent Change
Lag
Lag a Time Series
addADX
Add Directional Movement Index
getOptionChain
Download Option Chains
zoomChart
Change Zoom Level Of Current Chart
Next
Advance a Time Series
TA
Add Technical Indicator to Chart
buildModel
Build quantmod model given specified fitting method
addVo
Add Volume to Chart
internal-quantmod
Internal quantmod Objects
getSymbols.rda
Load Data from R Binary File
newTA
Create A New TA Indicator For chartSeries
setSymbolLookup
Manage Symbol Lookup Table
modelSignal
Extract Model Signal Object
chartSeries
Create Financial Charts
getSymbols.csv
Load Data from csv File
getSymbols.MySQL
Retrieve Data from MySQL Database
has.OHLC
Check For OHLC Data
quantmod.OHLC
Create Open High Low Close Object
create.binding
Create DDB Bindings
fittedModel
quantmod Fitted Objects
addMACD
Add Moving Average Convergence Divergence to Chart
getSplits
Load Financial Split Data
getSymbols.FRED
Download Federal Reserve Economic Data - FRED(R)
getQuote
Download Current Stock Quote
getSymbols.SQLite
Retrieve Data from SQLite Database
getSymbols
Load and Manage Data from Multiple Sources
quantmod-package
Quantitative Financial Modelling Framework
addMA
Add Moving Average to Chart
addSMI
Add Stochastic Momentum Indicator to Chart
addExpiry
Add Contract Expiration Bars to Chart
chobTA-class
A Technical Analysis Chart Object
addWPR
Add William's Percent R to Chart
getSymbols.google
Download OHLC Data From Google Finance
getSymbols.oanda
Download Currency and Metals Data from Oanda.com
getModelData
Update model's dataset
periodReturn
Calculate Periodic Returns
addBBands
Add Bollinger Bands to Chart
chartTheme
Create A Chart Theme
addSAR
Add Parabolic Stop and Reversal to Chart
attachSymbols
Attach and Flush DDB
options.expiry
Calculate Contract Expirations
modelData
Extract Dataset Created by specifyModel
getFX
Download Exchange Rates
getMetals
Download Daily Metals Prices
quantmod-class
Class "quantmod"
tradeModel
Simulate Trading of Fitted quantmod Object
getFinancials
Download and View Financial Statements
chob-class
A Chart Object Class
adjustOHLC
Adjust Open,High,Low,Close Prices For Splits and Dividends
is.quantmod
Test If Object of Type quantmod
findPeaks
Find Peaks and Valleys In A Series
addROC
Add Rate Of Change to Chart
buildData
Create Data Object for Modelling
getSymbols.yahoo
Download OHLC Data From Yahoo Finance
OHLC.Transformations
Extract and Transform OHLC Time-Series Columns
saveChart
Save Chart to External File
getDividends
Load Financial Dividend Data
specifyModel
Specify Model Formula For quantmod Process
setTA
Manage TA Argument Lists
addRSI
Add Relative Strength Index to Chart