Learn R Programming

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

quantmod (version 0.4.24)

Quantitative Financial Modelling Framework

Description

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

Copy Link

Version

Install

install.packages('quantmod')

Monthly Downloads

364,745

Version

0.4.24

License

GPL-3

Issues

Pull Requests

Stars

Forks

Maintainer

Joshua Ulrich

Last Published

July 17th, 2023

Functions in quantmod (0.4.24)

addVo

Add Volume to Chart
buildData

Create Data Object for Modelling
chartSeries

Create Financial Charts
buildModel

Build quantmod model given specified fitting method
fittedModel

quantmod Fitted Objects
create.binding

Create DDB Bindings
getDividends

Load Financial Dividend Data
chobTA-class

A Technical Analysis Chart Object
chob-class

A Chart Object Class
chart_Series

Experimental Charting Version 2
chartTheme

Create A Chart Theme
getModelData

Update model's dataset
getSplits

Load Financial Split Data
getSymbols.FRED

Download Federal Reserve Economic Data - FRED(R)
getQuote

Download Current Stock Quote
getFX

Download Exchange Rates
getSymbols.MySQL

Retrieve Data from MySQL Database
getMetals

Download Daily Metals Prices
getFinancials

Download and View Financial Statements
getOptionChain

Download Option Chains
getOptionChain.orats

Download Option Chain Data from orats
getSymbols.csv

Load Data from csv File
getSymbols.tiingo

Download OHLC Data from Tiingo
getSymbols.av

Download OHLC Data from Alpha Vantage
getSymbols.oanda

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

Retrieve Data from SQLite Database
has.OHLC

Check For OHLC Data
getSymbols.rda

Load Data from R Binary File
getSymbols.yahoo

Download OHLC Data From Yahoo Finance
getSymbols.yahooj

Download OHLC Data From Yahoo! Japan Finance
getSymbols

Load and Manage Data from Multiple Sources
periodReturn

Calculate Periodic Returns
quantmod-class

Class "quantmod"
modelSignal

Extract Model Signal Object
newTA

Create A New TA Indicator For chartSeries
modelData

Extract Dataset Created by specifyModel
quantmod-defunct

Defunct Functions in Package quantmod
is.quantmod

Test If Object of Type quantmod
internal-quantmod

Internal quantmod Objects
setTA

Manage TA Argument Lists
quantmod.OHLC

Create Open High Low Close Object
findPeaks

Find Peaks and Valleys In A Series
setSymbolLookup

Manage Symbol Lookup Table
options.expiry

Calculate Contract Expirations
quantmod-package

Quantitative Financial Modelling Framework
specifyModel

Specify Model Formula For quantmod Process
saveChart

Save Chart to External File
tradeModel

Simulate Trading of Fitted quantmod Object
zoomChart

Change Zoom Level Of Current Chart
OHLC.Transformations

Extract and Transform OHLC Time-Series Columns
Defaults

Manage Default Argument Values for quantmod Functions
addCCI

Add Commodity Channel Index
addBBands

Add Bollinger Bands to Chart
Delt

Calculate Percent Change
addExpiry

Add Contract Expiration Bars to Chart
Lag

Lag a Time Series
Next

Advance a Time Series
addWPR

Add William's Percent R to Chart
addADX

Add Directional Movement Index
addMA

Add Moving Average to Chart
addMACD

Add Moving Average Convergence Divergence to Chart
attachSymbols

Attach and Flush DDB
adjustOHLC

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

Add Relative Strength Index to Chart
addROC

Add Rate Of Change to Chart
TA

Add Technical Indicator to Chart
addSAR

Add Parabolic Stop and Reversal to Chart
addSMI

Add Stochastic Momentum Indicator to Chart