quantmod v0.4-13


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Quantitative Financial Modelling Framework

Specify, build, trade, and analyse quantitative financial trading strategies.

Functions in quantmod

Name Description
addADX Add Directional Movement Index
attachSymbols Attach and Flush DDB
chart_Series Experimental Charting Version 2
Lag Lag a Time Series
chob-class A Chart Object Class
Next Advance a Time Series
addVo Add Volume to Chart
addWPR Add William's Percent R to Chart
getMetals Download Daily Metals Prices
getModelData Update model's dataset
fittedModel quantmod Fitted Objects
Defaults Manage Default Argument Values for quantmod Functions
Delt Calculate Percent Change
getDividends Load Financial Dividend Data
getSymbols.csv Load Data from csv File
getSymbols.oanda Download Currency and Metals Data from Oanda.com
options.expiry Calculate Contract Expirations
zoomChart Change Zoom Level Of Current Chart
findPeaks Find Peaks and Valleys In A Series
getOptionChain Download Option Chains
getQuote Download Current Stock Quote
getSymbols.yahoo Download OHLC Data From Yahoo Finance
getSymbols.yahooj Download OHLC Data From Yahoo! Japan Finance
is.quantmod Test If Object of Type quantmod
modelData Extract Dataset Created by specifyModel
specifyModel Specify Model Formula For quantmod Process
tradeModel Simulate Trading of Fitted quantmod Object
addCCI Add Commodity Channel Index
addSAR Add Parabolic Stop and Reversal to Chart
OHLC.Transformations Extract and Transform OHLC Time-Series Columns
addSMI Add Stochastic Momentum Indicator to Chart
addROC Add Rate Of Change to Chart
TA Add Technical Indicator to Chart
addExpiry Add Contract Expiration Bars to Chart
addMA Add Moving Average to Chart
addMACD Add Moving Average Convergence Divergence to Chart
addRSI Add Relative Strength Index to Chart
chobTA-class A Technical Analysis Chart Object
chartTheme Create A Chart Theme
buildData Create Data Object for Modelling
chartSeries Create Financial Charts
create.binding Create DDB Bindings
getSymbols.MySQL Retrieve Data from MySQL Database
getFX Download Exchange Rates
buildModel Build quantmod model given specified fitting method
has.OHLC Check For OHLC Data
getSymbols Load and Manage Data from Multiple Sources
internal-quantmod Internal quantmod Objects
getSplits Load Financial Split Data
getSymbols.FRED Download Federal Reserve Economic Data - FRED(R)
getSymbols.rda Load Data from R Binary File
getFinancials Download and View Financial Statements
quantmod-defunct Defunct Functions in Package quantmod
getSymbols.tiingo Download OHLC Data from Tiingo
getSymbols.SQLite Retrieve Data from SQLite Database
quantmod-package Quantitative Financial Modelling Framework
quantmod.OHLC Create Open High Low Close Object
modelSignal Extract Model Signal Object
saveChart Save Chart to External File
newTA Create A New TA Indicator For chartSeries
setSymbolLookup Manage Symbol Lookup Table
getSymbols.av Download OHLC Data from Alpha Vantage
setTA Manage TA Argument Lists
periodReturn Calculate Periodic Returns
quantmod-class Class "quantmod"
addBBands Add Bollinger Bands to Chart
adjustOHLC Adjust Open,High,Low,Close Prices For Splits and Dividends
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Type Package
Date 2018-04-10
LazyLoad yes
License GPL-3
URL http://www.quantmod.com https://github.com/joshuaulrich/quantmod
BugReports https://github.com/joshuaulrich/quantmod/issues
NeedsCompilation no
Packaged 2018-04-10 13:06:19 UTC; josh
Repository CRAN
Date/Publication 2018-04-13 12:36:34 UTC

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