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quantmod (version 0.3-2)
Quantitative Financial Modelling Framework
Description
Specify, build, trade, and analyse quantitative financial trading strategies
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Install
install.packages('quantmod')
Monthly Downloads
379,038
Version
0.3-2
License
GPL-3
Maintainer
Jeffrey Ryan
Last Published
June 19th, 2025
Functions in quantmod (0.3-2)
Search all functions
addADX
Add Directional Movement Index
Next
Advance a Time Series
Delt
Calculate Percent Change
addBBands
Add Bollinger Bands to Chart
addROC
Add Rate Of Change to Chart
modelData
Extract Dataset Created by specifyModel
getSymbols
Load and Manage Data from Multiple Sources
is.quantmod
Test If Object of Type quantmod
addMACD
Add Moving Average Convergence Divergence to Chart
addTA
Add Technical Indicator to Chart
getSymbols.rda
Load Data from R Binary File
breakpoints
Locate Breakpoints by Date
chartTheme
Create A Chart Theme
getSymbols.oanda
Download Currency and Metals Data from Oanda.com
getFX
Download Exchange Rates
getMetals
Download Daily Metals Prices
buildModel
Build quantmod model given specified fitting method
getSymbols.yahoo
Download OHLC Data From Yahoo Finance
getSymbols.google
Download OHLC Data From Google Finance
setSymbolLookup
Manage Symbol Lookup Table
period.min
Calculate Min By Period
has.OHLC
Check For OHLC Data
period.max
Calculate Max By Period
weekdays.zoo
Extract Parts of a Time Series Object
setTA
Manage TA Argument Lists
modelSignal
Extract Model Signal Object
quantmod-package
Quantitative Financial Modelling Framework
Lag
Lag a Time Series
getQuote
Download Current Stock Quote
quantmod.OHLC
Create Open High Low Close Object
addRSI
Add Relative Strength Index to Chart
addSMI
Add Stochastic Momentum Indicator to Chart
chob-class
A Chart Object Class
chartSeries
Create Financial Charts
buildData
Create Data Object for Modelling
addMA
Add Moving Average to Chart
addExpiry
Add Contract Expiration Bars to Chart
minutes
Extract Minutes, Hours, or Days of a High Frequency Time Series Object
addSAR
Add Parabolic Stop and Reversal to Chart
OHLC.Transformations
Extract and Transform OHLC Time-Series Columns
addVo
Add Volume to Chart
addWPR
Add William's Percent R to Chart
getSymbols.SQLite
Retrieve Data from SQLite Database
chobTA-class
A Technical Analysis Chart Object
fittedModel
quantmod Fitted Objects
getModelData
Update model's dataset
getSymbols.csv
Load Data from csv File
getSymbols.FRED
Download Federal Reserve Economic Data - FRED(R)
ndays
Number of Periods in Data
options.expiry
Calculate Contract Expirations
period.prod
Calculate Product By Period
specifyModel
Specify Model Formula For quantmod Process
periodReturn
Calculate Periodic Returns
period.sum
Calculate Sum By Period
getSymbols.MySQL
Retrieve Data from MySQL Database
tradeModel
Simulate Trading of Fitted quantmod Object
quantmod-class
Class "quantmod"
weeks
Extract Weeks, Years of a Time Series Object