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quantmod (version 0.4-15)

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

339,377

Version

0.4-15

License

GPL-3

Issues

Pull Requests

Stars

Forks

Maintainer

Joshua Ulrich

Last Published

June 17th, 2019

Functions in quantmod (0.4-15)

adjustOHLC

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

Add Contract Expiration Bars to Chart
addMACD

Add Moving Average Convergence Divergence to Chart
addMA

Add Moving Average to Chart
addROC

Add Rate Of Change to Chart
addRSI

Add Relative Strength Index to Chart
buildModel

Build quantmod model given specified fitting method
buildData

Create Data Object for Modelling
chartSeries

Create Financial Charts
chartTheme

Create A Chart Theme
attachSymbols

Attach and Flush DDB
fittedModel

quantmod Fitted Objects
getDividends

Load Financial Dividend Data
getSymbols.MySQL

Retrieve Data from MySQL Database
chart_Series

Experimental Charting Version 2
addVo

Add Volume to Chart
getSymbols.rda

Load Data from R Binary File
getSymbols

Load and Manage Data from Multiple Sources
getFX

Download Exchange Rates
getFinancials

Download and View Financial Statements
getSymbols.av

Download OHLC Data from Alpha Vantage
quantmod-defunct

Defunct Functions in Package quantmod
getSymbols.SQLite

Retrieve Data from SQLite Database
quantmod-package

Quantitative Financial Modelling Framework
getSymbols.yahoo

Download OHLC Data From Yahoo Finance
addWPR

Add William's Percent R to Chart
getSymbols.tiingo

Download OHLC Data from Tiingo
chob-class

A Chart Object Class
setTA

Manage TA Argument Lists
getModelData

Update model's dataset
quantmod-class

Class "quantmod"
setSymbolLookup

Manage Symbol Lookup Table
getMetals

Download Daily Metals Prices
periodReturn

Calculate Periodic Returns
addSAR

Add Parabolic Stop and Reversal to Chart
addSMI

Add Stochastic Momentum Indicator to Chart
chobTA-class

A Technical Analysis Chart Object
getSymbols.yahooj

Download OHLC Data From Yahoo! Japan Finance
getSplits

Load Financial Split Data
create.binding

Create DDB Bindings
getOptionChain

Download Option Chains
getSymbols.csv

Load Data from csv File
getSymbols.oanda

Download Currency and Metals Data from Oanda.com
specifyModel

Specify Model Formula For quantmod Process
getQuote

Download Current Stock Quote
tradeModel

Simulate Trading of Fitted quantmod Object
is.quantmod

Test If Object of Type quantmod
modelData

Extract Dataset Created by specifyModel
findPeaks

Find Peaks and Valleys In A Series
options.expiry

Calculate Contract Expirations
quantmod.OHLC

Create Open High Low Close Object
saveChart

Save Chart to External File
has.OHLC

Check For OHLC Data
modelSignal

Extract Model Signal Object
getSymbols.FRED

Download Federal Reserve Economic Data - FRED(R)
internal-quantmod

Internal quantmod Objects
newTA

Create A New TA Indicator For chartSeries
zoomChart

Change Zoom Level Of Current Chart
OHLC.Transformations

Extract and Transform OHLC Time-Series Columns
TA

Add Technical Indicator to Chart
Next

Advance a Time Series
addBBands

Add Bollinger Bands to Chart
addCCI

Add Commodity Channel Index
addADX

Add Directional Movement Index
Lag

Lag a Time Series
Defaults

Manage Default Argument Values for quantmod Functions
Delt

Calculate Percent Change