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quantmod (version 0.4.17)

Quantitative Financial Modelling Framework

Description

Specify, build, trade, and analyse quantitative financial trading strategies.

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Install

install.packages('quantmod')

Monthly Downloads

314,912

Version

0.4.17

License

GPL-3

Issues

Pull Requests

Stars

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Maintainer

Joshua Ulrich

Last Published

March 31st, 2020

Functions in quantmod (0.4.17)

Next

Advance a Time Series
addWPR

Add William's Percent R to Chart
addSAR

Add Parabolic Stop and Reversal to Chart
chart_Series

Experimental Charting Version 2
getDividends

Load Financial Dividend Data
chob-class

A Chart Object Class
addROC

Add Rate Of Change to Chart
addRSI

Add Relative Strength Index to Chart
addVo

Add Volume to Chart
adjustOHLC

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

quantmod Fitted Objects
addMA

Add Moving Average to Chart
getFX

Download Exchange Rates
getFinancials

Download and View Financial Statements
addSMI

Add Stochastic Momentum Indicator to Chart
attachSymbols

Attach and Flush DDB
chobTA-class

A Technical Analysis Chart Object
buildModel

Build quantmod model given specified fitting method
buildData

Create Data Object for Modelling
addMACD

Add Moving Average Convergence Divergence to Chart
getMetals

Download Daily Metals Prices
getModelData

Update model's dataset
chartSeries

Create Financial Charts
getSymbols.SQLite

Retrieve Data from SQLite Database
getSymbols.av

Download OHLC Data from Alpha Vantage
getSymbols.MySQL

Retrieve Data from MySQL Database
getSymbols

Load and Manage Data from Multiple Sources
chartTheme

Create A Chart Theme
create.binding

Create DDB Bindings
getSplits

Load Financial Split Data
getSymbols.yahoo

Download OHLC Data From Yahoo Finance
getSymbols.csv

Load Data from csv File
getSymbols.rda

Load Data from R Binary File
quantmod-defunct

Defunct Functions in Package quantmod
zoomChart

Change Zoom Level Of Current Chart
getSymbols.yahooj

Download OHLC Data From Yahoo! Japan Finance
quantmod-package

Quantitative Financial Modelling Framework
getOptionChain

Download Option Chains
is.quantmod

Test If Object of Type quantmod
getSymbols.FRED

Download Federal Reserve Economic Data - FRED(R)
modelData

Extract Dataset Created by specifyModel
getSymbols.oanda

Download Currency and Metals Data from Oanda.com
tradeModel

Simulate Trading of Fitted quantmod Object
getSymbols.tiingo

Download OHLC Data from Tiingo
periodReturn

Calculate Periodic Returns
specifyModel

Specify Model Formula For quantmod Process
setSymbolLookup

Manage Symbol Lookup Table
quantmod-class

Class "quantmod"
internal-quantmod

Internal quantmod Objects
newTA

Create A New TA Indicator For chartSeries
has.OHLC

Check For OHLC Data
setTA

Manage TA Argument Lists
findPeaks

Find Peaks and Valleys In A Series
modelSignal

Extract Model Signal Object
getQuote

Download Current Stock Quote
quantmod.OHLC

Create Open High Low Close Object
options.expiry

Calculate Contract Expirations
saveChart

Save Chart to External File
addExpiry

Add Contract Expiration Bars to Chart
addBBands

Add Bollinger Bands to Chart
Defaults

Manage Default Argument Values for quantmod Functions
addCCI

Add Commodity Channel Index
TA

Add Technical Indicator to Chart
addADX

Add Directional Movement Index
Lag

Lag a Time Series
Delt

Calculate Percent Change
OHLC.Transformations

Extract and Transform OHLC Time-Series Columns