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quantmod (version 0.3-4)

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

314,912

Version

0.3-4

License

GPL-3

Maintainer

Jeffrey Ryan

Last Published

April 7th, 2025

Functions in quantmod (0.3-4)

addBBands

Add Bollinger Bands to Chart
chartTheme

Create A Chart Theme
chartSeries

Create Financial Charts
tradeModel

Simulate Trading of Fitted quantmod Object
weekdays.zoo

Extract Parts of a Time Series Object
addSAR

Add Parabolic Stop and Reversal to Chart
addMA

Add Moving Average to Chart
buildModel

Build quantmod model given specified fitting method
setTA

Manage TA Argument Lists
getSymbols

Load and Manage Data from Multiple Sources
zoomChart

Change Zoom Level Of Current Chart
Lag

Lag a Time Series
getFX

Download Exchange Rates
setSymbolLookup

Manage Symbol Lookup Table
getDividends

Load Financial Dividend Data
OHLC.Transformations

Extract and Transform OHLC Time-Series Columns
addTA

Add Technical Indicator to Chart
periodReturn

Calculate Periodic Returns
minutes

Extract Minutes, Hours, or Days of a High Frequency Time Series Object
modelData

Extract Dataset Created by specifyModel
quantmod-package

Quantitative Financial Modelling Framework
chob-class

A Chart Object Class
specifyModel

Specify Model Formula For quantmod Process
quantmod-class

Class "quantmod"
addADX

Add Directional Movement Index
addExpiry

Add Contract Expiration Bars to Chart
breakpoints

Locate Breakpoints by Date
getSymbols.SQLite

Retrieve Data from SQLite Database
getSymbols.yahoo

Download OHLC Data From Yahoo Finance
getSymbols.rda

Load Data from R Binary File
fittedModel

quantmod Fitted Objects
chobTA-class

A Technical Analysis Chart Object
Delt

Calculate Percent Change
getSymbols.MySQL

Retrieve Data from MySQL Database
getQuote

Download Current Stock Quote
getSymbols.FRED

Download Federal Reserve Economic Data - FRED(R)
weeks

Extract Weeks, Years of a Time Series Object
addWPR

Add William's Percent R to Chart
Next

Advance a Time Series
is.quantmod

Test If Object of Type quantmod
quantmod.OHLC

Create Open High Low Close Object
getSymbols.oanda

Download Currency and Metals Data from Oanda.com
has.OHLC

Check For OHLC Data
getModelData

Update model's dataset
getSymbols.google

Download OHLC Data From Google Finance
getSymbols.csv

Load Data from csv File
getFinancials

Download and View Financial Statements
addRSI

Add Relative Strength Index to Chart
addSMI

Add Stochastic Momentum Indicator to Chart
options.expiry

Calculate Contract Expirations
addMACD

Add Moving Average Convergence Divergence to Chart
buildData

Create Data Object for Modelling
getMetals

Download Daily Metals Prices
addROC

Add Rate Of Change to Chart
addVo

Add Volume to Chart
ndays

Number of Periods in Data
modelSignal

Extract Model Signal Object