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quantmod (version 0.4-6)

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

0.4-6

License

GPL-3

Issues

Pull Requests

Stars

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Maintainer

Joshua Ulrich

Last Published

August 28th, 2016

Functions in quantmod (0.4-6)

addRSI

Add Relative Strength Index to Chart
buildData

Create Data Object for Modelling
chob-class

A Chart Object Class
chart_Series

Experimental Charting Version 2
buildModel

Build quantmod model given specified fitting method
chartTheme

Create A Chart Theme
chartSeries

Create Financial Charts
addWPR

Add William's Percent R to Chart
addVo

Add Volume to Chart
attachSymbols

Attach and Flush DDB
adjustOHLC

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

Download Daily Metals Prices
getDividends

Load Financial Dividend Data
create.binding

Create DDB Bindings
fittedModel

quantmod Fitted Objects
getFX

Download Exchange Rates
getModelData

Update model's dataset
getFinancials

Download and View Financial Statements
Delt

Calculate Percent Change
chobTA-class

A Technical Analysis Chart Object
Defaults

Manage Default Argument Values for quantmod Functions
getSymbols.oanda

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

Download OHLC Data From Google Finance
getOptionChain

Download Option Chains
getQuote

Download Current Stock Quote
getSymbols.rda

Load Data from R Binary File
getSymbols.csv

Load Data from csv File
getSplits

Load Financial Split Data
getSymbols.FRED

Download Federal Reserve Economic Data - FRED(R)
getSymbols.MySQL

Retrieve Data from MySQL Database
getSymbols

Load and Manage Data from Multiple Sources
Lag

Lag a Time Series
has.OHLC

Check For OHLC Data
modelSignal

Extract Model Signal Object
is.quantmod

Test If Object of Type quantmod
getSymbols.SQLite

Retrieve Data from SQLite Database
getSymbols.yahoo

Download OHLC Data From Yahoo Finance
getSymbols.yahooj

Download OHLC Data From Yahoo! Japan Finance
newTA

Create A New TA Indicator For chartSeries
modelData

Extract Dataset Created by specifyModel
internal-quantmod

Internal quantmod Objects
options.expiry

Calculate Contract Expirations
setSymbolLookup

Manage Symbol Lookup Table
saveChart

Save Chart to External File
periodReturn

Calculate Periodic Returns
quantmod-package

Quantitative Financial Modelling Framework
quantmod-class

Class "quantmod"
quantmod.OHLC

Create Open High Low Close Object
Next

Advance a Time Series
findPeaks

Find Peaks and Valleys In A Series
OHLC.Transformations

Extract and Transform OHLC Time-Series Columns
TA

Add Technical Indicator to Chart
specifyModel

Specify Model Formula For quantmod Process
addCCI

Add Commodity Channel Index
addSAR

Add Parabolic Stop and Reversal to Chart
addSMI

Add Stochastic Momentum Indicator to Chart
addROC

Add Rate Of Change to Chart
tradeModel

Simulate Trading of Fitted quantmod Object
setTA

Manage TA Argument Lists
zoomChart

Change Zoom Level Of Current Chart
addExpiry

Add Contract Expiration Bars to Chart
addBBands

Add Bollinger Bands to Chart
addADX

Add Directional Movement Index
addMA

Add Moving Average to Chart
addMACD

Add Moving Average Convergence Divergence to Chart