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quantmod (version 0.3-9)

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

0.3-9

License

GPL-3

Maintainer

Jeffrey Ryan

Last Published

June 8th, 2009

Functions in quantmod (0.3-9)

Next

Advance a Time Series
getSymbols.MySQL

Retrieve Data from MySQL Database
getFinancials

Download and View Financial Statements
modelData

Extract Dataset Created by specifyModel
getFX

Download Exchange Rates
getSymbols.rda

Load Data from R Binary File
getSymbols.SQLite

Retrieve Data from SQLite Database
chob-class

A Chart Object Class
internal-quantmod

Internal quantmod Objects
Lag

Lag a Time Series
addMACD

Add Moving Average Convergence Divergence to Chart
buildData

Create Data Object for Modelling
modelSignal

Extract Model Signal Object
quantmod-package

Quantitative Financial Modelling Framework
has.OHLC

Check For OHLC Data
addExpiry

Add Contract Expiration Bars to Chart
addMA

Add Moving Average to Chart
addROC

Add Rate Of Change to Chart
buildModel

Build quantmod model given specified fitting method
TA

Add Technical Indicator to Chart
chobTA-class

A Technical Analysis Chart Object
fittedModel

quantmod Fitted Objects
addSAR

Add Parabolic Stop and Reversal to Chart
attachSymbols

Attach and Flush DDB
setSymbolLookup

Manage Symbol Lookup Table
addVo

Add Volume to Chart
chartTheme

Create A Chart Theme
addBBands

Add Bollinger Bands to Chart
getModelData

Update model's dataset
getDividends

Load Financial Dividend Data
addRSI

Add Relative Strength Index to Chart
setTA

Manage TA Argument Lists
findPeaks

Find Peaks and Valleys In A Series
getSplits

Load Financial Split Data
addADX

Add Directional Movement Index
create.binding

Create DDB Bindings
getMetals

Download Daily Metals Prices
getSymbols.google

Download OHLC Data From Google Finance
Delt

Calculate Percent Change
specifyModel

Specify Model Formula For quantmod Process
quantmod-class

Class "quantmod"
addSMI

Add Stochastic Momentum Indicator to Chart
OHLC.Transformations

Extract and Transform OHLC Time-Series Columns
addWPR

Add William's Percent R to Chart
is.quantmod

Test If Object of Type quantmod
options.expiry

Calculate Contract Expirations
getSymbols.yahoo

Download OHLC Data From Yahoo Finance
getSymbols.FRED

Download Federal Reserve Economic Data - FRED(R)
getSymbols

Load and Manage Data from Multiple Sources
tradeModel

Simulate Trading of Fitted quantmod Object
saveChart

Save Chart to External File
periodReturn

Calculate Periodic Returns
getSymbols.oanda

Download Currency and Metals Data from Oanda.com
getQuote

Download Current Stock Quote
quantmod.OHLC

Create Open High Low Close Object
adjustOHLC

Adjust Open,High,Low,Close Prices For Splits and Dividends
chartSeries

Create Financial Charts
newTA

Create A New TA Indicator For chartSeries
getOptionChain

Download Option Chains
getSymbols.csv

Load Data from csv File
zoomChart

Change Zoom Level Of Current Chart