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quantmod (version 0.4-14)

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

242,360

Version

0.4-14

License

GPL-3

Issues

Pull Requests

Stars

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Maintainer

Joshua Ulrich

Last Published

March 24th, 2019

Functions in quantmod (0.4-14)

addMA

Add Moving Average to Chart
adjustOHLC

Adjust Open,High,Low,Close Prices For Splits and Dividends
has.OHLC

Check For OHLC Data
addROC

Add Rate Of Change to Chart
getSplits

Load Financial Split Data
getSymbols.FRED

Download Federal Reserve Economic Data - FRED(R)
modelSignal

Extract Model Signal Object
internal-quantmod

Internal quantmod Objects
addRSI

Add Relative Strength Index to Chart
newTA

Create A New TA Indicator For chartSeries
zoomChart

Change Zoom Level Of Current Chart
chobTA-class

A Technical Analysis Chart Object
addVo

Add Volume to Chart
create.binding

Create DDB Bindings
addWPR

Add William's Percent R to Chart
getDividends

Load Financial Dividend Data
addMACD

Add Moving Average Convergence Divergence to Chart
fittedModel

quantmod Fitted Objects
attachSymbols

Attach and Flush DDB
getOptionChain

Download Option Chains
buildData

Create Data Object for Modelling
buildModel

Build quantmod model given specified fitting method
Delt

Calculate Percent Change
getSymbols.rda

Load Data from R Binary File
getQuote

Download Current Stock Quote
getSymbols.MySQL

Retrieve Data from MySQL Database
chart_Series

Experimental Charting Version 2
chob-class

A Chart Object Class
addSAR

Add Parabolic Stop and Reversal to Chart
getSymbols.SQLite

Retrieve Data from SQLite Database
getMetals

Download Daily Metals Prices
getSymbols.av

Download OHLC Data from Alpha Vantage
quantmod.OHLC

Create Open High Low Close Object
getModelData

Update model's dataset
getSymbols.tiingo

Download OHLC Data from Tiingo
saveChart

Save Chart to External File
periodReturn

Calculate Periodic Returns
addSMI

Add Stochastic Momentum Indicator to Chart
quantmod-class

Class "quantmod"
chartSeries

Create Financial Charts
getSymbols

Load and Manage Data from Multiple Sources
getSymbols.csv

Load Data from csv File
getSymbols.yahoo

Download OHLC Data From Yahoo Finance
chartTheme

Create A Chart Theme
setSymbolLookup

Manage Symbol Lookup Table
setTA

Manage TA Argument Lists
getSymbols.oanda

Download Currency and Metals Data from Oanda.com
getSymbols.yahooj

Download OHLC Data From Yahoo! Japan Finance
getFX

Download Exchange Rates
is.quantmod

Test If Object of Type quantmod
options.expiry

Calculate Contract Expirations
getFinancials

Download and View Financial Statements
quantmod-defunct

Defunct Functions in Package quantmod
modelData

Extract Dataset Created by specifyModel
findPeaks

Find Peaks and Valleys In A Series
quantmod-package

Quantitative Financial Modelling Framework
specifyModel

Specify Model Formula For quantmod Process
tradeModel

Simulate Trading of Fitted quantmod Object
addCCI

Add Commodity Channel Index
addExpiry

Add Contract Expiration Bars to Chart
addADX

Add Directional Movement Index
addBBands

Add Bollinger Bands to Chart
OHLC.Transformations

Extract and Transform OHLC Time-Series Columns
Lag

Lag a Time Series
TA

Add Technical Indicator to Chart
Next

Advance a Time Series
Defaults

Manage Default Argument Values for quantmod Functions