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quantmod (version 0.4-4)

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

0.4-4

License

GPL-3

Issues

Pull Requests

Stars

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Maintainer

Joshua Ulrich

Last Published

March 8th, 2015

Functions in quantmod (0.4-4)

addBBands

Add Bollinger Bands to Chart
getSymbols.FRED

Download Federal Reserve Economic Data - FRED(R)
getSplits

Load Financial Split Data
internal-quantmod

Internal quantmod Objects
getSymbols.google

Download OHLC Data From Google Finance
addWPR

Add William's Percent R to Chart
addROC

Add Rate Of Change to Chart
periodReturn

Calculate Periodic Returns
Delt

Calculate Percent Change
addSMI

Add Stochastic Momentum Indicator to Chart
TA

Add Technical Indicator to Chart
setSymbolLookup

Manage Symbol Lookup Table
chobTA-class

A Technical Analysis Chart Object
Defaults

Manage Default Argument Values for quantmod Functions
Lag

Lag a Time Series
chart_Series

Experimental Charting Version 2
create.binding

Create DDB Bindings
getSymbols.csv

Load Data from csv File
specifyModel

Specify Model Formula For quantmod Process
buildData

Create Data Object for Modelling
getSymbols

Load and Manage Data from Multiple Sources
getSymbols.yahoo

Download OHLC Data From Yahoo Finance
addCCI

Add Commodity Channel Index
modelData

Extract Dataset Created by specifyModel
addMA

Add Moving Average to Chart
adjustOHLC

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

Download Exchange Rates
getSymbols.SQLite

Retrieve Data from SQLite Database
getSymbols.oanda

Download Currency and Metals Data from Oanda.com
modelSignal

Extract Model Signal Object
quantmod.OHLC

Create Open High Low Close Object
saveChart

Save Chart to External File
getSymbols.MySQL

Retrieve Data from MySQL Database
zoomChart

Change Zoom Level Of Current Chart
addVo

Add Volume to Chart
Next

Advance a Time Series
OHLC.Transformations

Extract and Transform OHLC Time-Series Columns
attachSymbols

Attach and Flush DDB
findPeaks

Find Peaks and Valleys In A Series
newTA

Create A New TA Indicator For chartSeries
options.expiry

Calculate Contract Expirations
tradeModel

Simulate Trading of Fitted quantmod Object
setTA

Manage TA Argument Lists
getDividends

Load Financial Dividend Data
addMACD

Add Moving Average Convergence Divergence to Chart
buildModel

Build quantmod model given specified fitting method
getOptionChain

Download Option Chains
getSymbols.rda

Load Data from R Binary File
has.OHLC

Check For OHLC Data
chartSeries

Create Financial Charts
chob-class

A Chart Object Class
getSymbols.yahooj

Download OHLC Data From Yahoo! Japan Finance
is.quantmod

Test If Object of Type quantmod
fittedModel

quantmod Fitted Objects
addExpiry

Add Contract Expiration Bars to Chart
chartTheme

Create A Chart Theme
addADX

Add Directional Movement Index
getQuote

Download Current Stock Quote
addSAR

Add Parabolic Stop and Reversal to Chart
getModelData

Update model's dataset
quantmod-package

Quantitative Financial Modelling Framework
quantmod-class

Class "quantmod"
getFinancials

Download and View Financial Statements
getMetals

Download Daily Metals Prices
addRSI

Add Relative Strength Index to Chart