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quantmod (version 0.4-13)

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

364,745

Version

0.4-13

License

GPL-3

Issues

Pull Requests

Stars

Forks

Maintainer

Joshua Ulrich

Last Published

April 13th, 2018

Functions in quantmod (0.4-13)

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