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quantmod (version 0.3-3)
Quantitative Financial Modelling Framework
Description
Specify, build, trade, and analyse quantitative financial trading strategies
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Install
install.packages('quantmod')
Monthly Downloads
206,159
Version
0.3-3
License
GPL-3
Maintainer
Jeffrey Ryan
Last Published
March 2nd, 2008
Functions in quantmod (0.3-3)
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OHLC.Transformations
Extract and Transform OHLC Time-Series Columns
Lag
Lag a Time Series
period.min
Calculate Min By Period
minutes
Extract Minutes, Hours, or Days of a High Frequency Time Series Object
quantmod-class
Class "quantmod"
quantmod.OHLC
Create Open High Low Close Object
weekdays.zoo
Extract Parts of a Time Series Object
specifyModel
Specify Model Formula For quantmod Process
getSymbols.google
Download OHLC Data From Google Finance
options.expiry
Calculate Contract Expirations
buildModel
Build quantmod model given specified fitting method
Delt
Calculate Percent Change
addBBands
Add Bollinger Bands to Chart
addMACD
Add Moving Average Convergence Divergence to Chart
chartSeries
Create Financial Charts
chobTA-class
A Technical Analysis Chart Object
getSymbols.MySQL
Retrieve Data from MySQL Database
getSymbols.csv
Load Data from csv File
getSymbols.FRED
Download Federal Reserve Economic Data - FRED(R)
chob-class
A Chart Object Class
buildData
Create Data Object for Modelling
period.sum
Calculate Sum By Period
periodReturn
Calculate Periodic Returns
addWPR
Add William's Percent R to Chart
getSymbols
Load and Manage Data from Multiple Sources
getMetals
Download Daily Metals Prices
setTA
Manage TA Argument Lists
has.OHLC
Check For OHLC Data
modelSignal
Extract Model Signal Object
addSMI
Add Stochastic Momentum Indicator to Chart
quantmod-package
Quantitative Financial Modelling Framework
weeks
Extract Weeks, Years of a Time Series Object
tradeModel
Simulate Trading of Fitted quantmod Object
addTA
Add Technical Indicator to Chart
addVo
Add Volume to Chart
getSymbols.SQLite
Retrieve Data from SQLite Database
getSymbols.oanda
Download Currency and Metals Data from Oanda.com
getQuote
Download Current Stock Quote
getModelData
Update model's dataset
setSymbolLookup
Manage Symbol Lookup Table
period.prod
Calculate Product By Period
zoomChart
Change Zoom Level Of Current Chart
getSymbols.yahoo
Download OHLC Data From Yahoo Finance
addSAR
Add Parabolic Stop and Reversal to Chart
addROC
Add Rate Of Change to Chart
getFX
Download Exchange Rates
addMA
Add Moving Average to Chart
ndays
Number of Periods in Data
addADX
Add Directional Movement Index
Next
Advance a Time Series
modelData
Extract Dataset Created by specifyModel
addExpiry
Add Contract Expiration Bars to Chart
fittedModel
quantmod Fitted Objects
addRSI
Add Relative Strength Index to Chart
period.max
Calculate Max By Period
is.quantmod
Test If Object of Type quantmod
breakpoints
Locate Breakpoints by Date
chartTheme
Create A Chart Theme
getSymbols.rda
Load Data from R Binary File