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quantmod (version 0.4-16)
Quantitative Financial Modelling Framework
Description
Specify, build, trade, and analyse quantitative financial trading strategies.
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Install
install.packages('quantmod')
Monthly Downloads
364,745
Version
0.4-16
License
GPL-3
Issues
65
Pull Requests
12
Stars
851
Forks
228
Repository
http://www.quantmod.com https://github.com/joshuaulrich/quantmod
Maintainer
Joshua Ulrich
Last Published
March 8th, 2020
Functions in quantmod (0.4-16)
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Next
Advance a Time Series
addSAR
Add Parabolic Stop and Reversal to Chart
adjustOHLC
Adjust Open,High,Low,Close Prices For Splits and Dividends
getDividends
Load Financial Dividend Data
chartSeries
Create Financial Charts
addMACD
Add Moving Average Convergence Divergence to Chart
fittedModel
quantmod Fitted Objects
addVo
Add Volume to Chart
addWPR
Add William's Percent R to Chart
getSymbols.MySQL
Retrieve Data from MySQL Database
attachSymbols
Attach and Flush DDB
chartTheme
Create A Chart Theme
getSymbols
Load and Manage Data from Multiple Sources
getSymbols.av
Download OHLC Data from Alpha Vantage
addRSI
Add Relative Strength Index to Chart
addROC
Add Rate Of Change to Chart
addMA
Add Moving Average to Chart
buildModel
Build quantmod model given specified fitting method
buildData
Create Data Object for Modelling
getSymbols.SQLite
Retrieve Data from SQLite Database
getFX
Download Exchange Rates
addSMI
Add Stochastic Momentum Indicator to Chart
chobTA-class
A Technical Analysis Chart Object
getMetals
Download Daily Metals Prices
chob-class
A Chart Object Class
getFinancials
Download and View Financial Statements
chart_Series
Experimental Charting Version 2
getSymbols.yahooj
Download OHLC Data From Yahoo! Japan Finance
getOptionChain
Download Option Chains
has.OHLC
Check For OHLC Data
getModelData
Update model's dataset
getSplits
Load Financial Split Data
getSymbols.csv
Load Data from csv File
getSymbols.yahoo
Download OHLC Data From Yahoo Finance
periodReturn
Calculate Periodic Returns
getSymbols.tiingo
Download OHLC Data from Tiingo
getQuote
Download Current Stock Quote
create.binding
Create DDB Bindings
getSymbols.rda
Load Data from R Binary File
getSymbols.FRED
Download Federal Reserve Economic Data - FRED(R)
getSymbols.oanda
Download Currency and Metals Data from Oanda.com
modelSignal
Extract Model Signal Object
newTA
Create A New TA Indicator For chartSeries
quantmod-defunct
Defunct Functions in Package
quantmod
modelData
Extract Dataset Created by specifyModel
findPeaks
Find Peaks and Valleys In A Series
zoomChart
Change Zoom Level Of Current Chart
quantmod-class
Class "quantmod"
setSymbolLookup
Manage Symbol Lookup Table
internal-quantmod
Internal quantmod Objects
is.quantmod
Test If Object of Type quantmod
options.expiry
Calculate Contract Expirations
quantmod.OHLC
Create Open High Low Close Object
quantmod-package
Quantitative Financial Modelling Framework
specifyModel
Specify Model Formula For quantmod Process
saveChart
Save Chart to External File
tradeModel
Simulate Trading of Fitted quantmod Object
setTA
Manage TA Argument Lists
addADX
Add Directional Movement Index
addCCI
Add Commodity Channel Index
OHLC.Transformations
Extract and Transform OHLC Time-Series Columns
addBBands
Add Bollinger Bands to Chart
Lag
Lag a Time Series
addExpiry
Add Contract Expiration Bars to Chart
Defaults
Manage Default Argument Values for quantmod Functions
TA
Add Technical Indicator to Chart
Delt
Calculate Percent Change