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quantmod (version 0.4.22)

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

314,912

Version

0.4.22

License

GPL-3

Issues

Pull Requests

Stars

Forks

Maintainer

Joshua Ulrich

Last Published

April 7th, 2023

Functions in quantmod (0.4.22)

addSAR

Add Parabolic Stop and Reversal to Chart
addMA

Add Moving Average to Chart
addVo

Add Volume to Chart
addROC

Add Rate Of Change to Chart
addWPR

Add William's Percent R to Chart
adjustOHLC

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

Add Relative Strength Index to Chart
addMACD

Add Moving Average Convergence Divergence to Chart
attachSymbols

Attach and Flush DDB
addSMI

Add Stochastic Momentum Indicator to Chart
chartSeries

Create Financial Charts
chartTheme

Create A Chart Theme
buildData

Create Data Object for Modelling
chob-class

A Chart Object Class
getOptionChain.orats

Download Option Chain Data from orats
chobTA-class

A Technical Analysis Chart Object
fittedModel

quantmod Fitted Objects
chart_Series

Experimental Charting Version 2
buildModel

Build quantmod model given specified fitting method
getDividends

Load Financial Dividend Data
getSymbols.FRED

Download Federal Reserve Economic Data - FRED(R)
getOptionChain

Download Option Chains
getModelData

Update model's dataset
getFinancials

Download and View Financial Statements
getSplits

Load Financial Split Data
getSymbols.MySQL

Retrieve Data from MySQL Database
create.binding

Create DDB Bindings
getFX

Download Exchange Rates
getMetals

Download Daily Metals Prices
getSymbols.tiingo

Download OHLC Data from Tiingo
getSymbols.oanda

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

Download OHLC Data From Yahoo Finance
getQuote

Download Current Stock Quote
getSymbols.rda

Load Data from R Binary File
getSymbols

Load and Manage Data from Multiple Sources
has.OHLC

Check For OHLC Data
getSymbols.yahooj

Download OHLC Data From Yahoo! Japan Finance
getSymbols.av

Download OHLC Data from Alpha Vantage
getSymbols.SQLite

Retrieve Data from SQLite Database
getSymbols.csv

Load Data from csv File
findPeaks

Find Peaks and Valleys In A Series
internal-quantmod

Internal quantmod Objects
periodReturn

Calculate Periodic Returns
tradeModel

Simulate Trading of Fitted quantmod Object
quantmod-class

Class "quantmod"
quantmod-defunct

Defunct Functions in Package quantmod
options.expiry

Calculate Contract Expirations
is.quantmod

Test If Object of Type quantmod
newTA

Create A New TA Indicator For chartSeries
modelSignal

Extract Model Signal Object
setSymbolLookup

Manage Symbol Lookup Table
saveChart

Save Chart to External File
modelData

Extract Dataset Created by specifyModel
quantmod.OHLC

Create Open High Low Close Object
quantmod-package

Quantitative Financial Modelling Framework
setTA

Manage TA Argument Lists
specifyModel

Specify Model Formula For quantmod Process
zoomChart

Change Zoom Level Of Current Chart
Defaults

Manage Default Argument Values for quantmod Functions
addADX

Add Directional Movement Index
addBBands

Add Bollinger Bands to Chart
addCCI

Add Commodity Channel Index
Next

Advance a Time Series
Delt

Calculate Percent Change
TA

Add Technical Indicator to Chart
Lag

Lag a Time Series
OHLC.Transformations

Extract and Transform OHLC Time-Series Columns
addExpiry

Add Contract Expiration Bars to Chart