Learn R Programming

⚠️There's a newer version (0.4.27) of this package.Take me there.

quantmod (version 0.4.18)

Quantitative Financial Modelling Framework

Description

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

Copy Link

Version

Install

install.packages('quantmod')

Monthly Downloads

314,912

Version

0.4.18

License

GPL-3

Issues

Pull Requests

Stars

Forks

Maintainer

Joshua Ulrich

Last Published

December 9th, 2020

Functions in quantmod (0.4.18)

Defaults

Manage Default Argument Values for quantmod Functions
addADX

Add Directional Movement Index
addExpiry

Add Contract Expiration Bars to Chart
OHLC.Transformations

Extract and Transform OHLC Time-Series Columns
Delt

Calculate Percent Change
Next

Advance a Time Series
addCCI

Add Commodity Channel Index
TA

Add Technical Indicator to Chart
addBBands

Add Bollinger Bands to Chart
Lag

Lag a Time Series
addROC

Add Rate Of Change to Chart
chobTA-class

A Technical Analysis Chart Object
addSAR

Add Parabolic Stop and Reversal to Chart
addRSI

Add Relative Strength Index to Chart
chartSeries

Create Financial Charts
getOptionChain

Download Option Chains
addSMI

Add Stochastic Momentum Indicator to Chart
getSplits

Load Financial Split Data
getQuote

Download Current Stock Quote
chartTheme

Create A Chart Theme
adjustOHLC

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

Attach and Flush DDB
fittedModel

quantmod Fitted Objects
getDividends

Load Financial Dividend Data
create.binding

Create DDB Bindings
getSymbols.yahooj

Download OHLC Data From Yahoo! Japan Finance
getSymbols.yahoo

Download OHLC Data From Yahoo Finance
getSymbols.FRED

Download Federal Reserve Economic Data - FRED(R)
addWPR

Add William's Percent R to Chart
addVo

Add Volume to Chart
chart_Series

Experimental Charting Version 2
getSymbols.MySQL

Retrieve Data from MySQL Database
getFX

Download Exchange Rates
modelSignal

Extract Model Signal Object
chob-class

A Chart Object Class
getFinancials

Download and View Financial Statements
getSymbols

Load and Manage Data from Multiple Sources
getSymbols.oanda

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

Load Data from csv File
addMA

Add Moving Average to Chart
quantmod-defunct

Defunct Functions in Package quantmod
addMACD

Add Moving Average Convergence Divergence to Chart
newTA

Create A New TA Indicator For chartSeries
specifyModel

Specify Model Formula For quantmod Process
tradeModel

Simulate Trading of Fitted quantmod Object
quantmod-package

Quantitative Financial Modelling Framework
periodReturn

Calculate Periodic Returns
internal-quantmod

Internal quantmod Objects
has.OHLC

Check For OHLC Data
zoomChart

Change Zoom Level Of Current Chart
buildModel

Build quantmod model given specified fitting method
quantmod-class

Class "quantmod"
buildData

Create Data Object for Modelling
getMetals

Download Daily Metals Prices
getSymbols.av

Download OHLC Data from Alpha Vantage
getSymbols.SQLite

Retrieve Data from SQLite Database
getModelData

Update model's dataset
getSymbols.tiingo

Download OHLC Data from Tiingo
getSymbols.rda

Load Data from R Binary File
is.quantmod

Test If Object of Type quantmod
options.expiry

Calculate Contract Expirations
setTA

Manage TA Argument Lists
setSymbolLookup

Manage Symbol Lookup Table
findPeaks

Find Peaks and Valleys In A Series
modelData

Extract Dataset Created by specifyModel
quantmod.OHLC

Create Open High Low Close Object
saveChart

Save Chart to External File