tidyquant v0.5.8


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Tidy Quantitative Financial Analysis

Bringing financial analysis to the 'tidyverse'. The 'tidyquant' package provides a convenient wrapper to various 'xts', 'zoo', 'quantmod', 'TTR' and 'PerformanceAnalytics' package functions and returns the objects in the tidy 'tibble' format. The main advantage is being able to use quantitative functions with the 'tidyverse' functions including 'purrr', 'dplyr', 'tidyr', 'ggplot2', 'lubridate', etc. See the 'tidyquant' website for more information, documentation and examples.


Status codecov CRAN\_Status\_Badge

Bringing financial analysis to the tidyverse

tidyquant integrates the best resources for collecting and analyzing financial data, zoo, xts, quantmod, TTR, and PerformanceAnalytics, with the tidy data infrastructure of the tidyverse allowing for seamless interaction between each. You can now perform complete financial analyses in the tidyverse.

2-Minutes To Tidyquant

Our short introduction to tidyquant on YouTube.


Check out our entire Software Intro Series on YouTube!


  • A few core functions with a lot of power
  • Integrates the quantitative analysis functionality of zoo, xts, quantmod, TTR, and now PerformanceAnalytics
  • Designed for modeling and scaling analyses using the the tidyverse tools in R for Data Science
  • Implements ggplot2 functionality for beautiful and meaningful financial visualizations
  • User-friendly documentation to get you up to speed quickly!

One-Stop Shop for Serious Financial Analysis

With tidyquant all the benefits add up to one thing: a one-stop shop for serious financial analysis!

Core Functions

  • Getting Financial Data from the web: tq_get(). This is a one-stop shop for getting web-based financial data in a “tidy” data frame format. Get data for daily stock prices (historical), key statistics (real-time), key ratios (historical), financial statements, dividends, splits, economic data from the FRED, FOREX rates from Oanda.

  • Manipulating Financial Data: tq_transmute() and tq_mutate(). Integration for many financial functions from xts, zoo, quantmod,TTR and PerformanceAnalytics packages. tq_mutate() is used to add a column to the data frame, and tq_transmute() is used to return a new data frame which is necessary for periodicity changes.

  • Performance Analysis and Portfolio Analysis: tq_performance() and tq_portfolio(). The newest additions to the tidyquant family integrate PerformanceAnalytics functions. tq_performance() converts investment returns into performance metrics. tq_portfolio() aggregates a group (or multiple groups) of asset returns into one or more portfolios.

Comparing Stock Prices

Visualizing the stock price volatility of four stocks side-by-side is quick and easy…

Evaluating Stock Performance

What about stock performance? Quickly visualize how a $10,000 investment in various stocks would perform.

Evaluating Portfolio Performance

Ok, stocks are too easy. What about portfolios? With the PerformanceAnalytics integration, visualizing blended portfolios are easy too!

  • Portfolio 1: 50% FB, 25% AMZN, 25% NFLX, 0% GOOG
  • Portfolio 2: 0% FB, 50% AMZN, 25% NFLX, 25% GOOG
  • Portfolio 3: 25% FB, 0% AMZN, 50% NFLX, 25% GOOG
  • Portfolio 4: 25% FB, 25% AMZN, 0% NFLX, 50% GOOG

This just scratches the surface of tidyquant. Here’s how to install to get started.


Development Version with Latest Features:

# install.packages("devtools")

CRAN Approved Version:


Further Information

The tidyquant package includes several vignettes to help users get up to speed quickly:

  • TQ00 - Introduction to tidyquant
  • TQ01 - Core Functions in tidyquant
  • TQ02 - R Quantitative Analysis Package Integrations in tidyquant
  • TQ03 - Scaling and Modeling with tidyquant
  • TQ04 - Charting with tidyquant
  • TQ05 - Performance Analysis with tidyquant

See the tidyquant vignettes for further details on the package.

Want to Learn tidyquant?

  • Learning Lab #9:

    • Performance Analysis & Portfolio Optimization with tidyquant - A 1-hour course on tidyquant in Learning Labs PRO
  • Learning Lab #10:

    • Building an API with plumber - Build a stock optimization API with plumber and tidyquant
  • Learning Lab #16:

    • Stock Portfolio Optimization and Nonlinear Programming - Use the ROI package with tidyquant to calculate optimal minimum variance portfolios and develop an efficient frontier.

Functions in tidyquant

Name Description
quandl_api_key Query or set Quandl API Key
theme_tq tidyquant themes for ggplot2.
tq_performance Computes a wide variety of summary performance metrics from stock or portfolio returns
quandl_search Search the Quandl database
tq_portfolio Aggregates a group of returns by asset into portfolio returns
tq_get Get quantitative data in tibble format
tq_mutate Mutates quantitative data
tq_index Get all stocks in a stock index or stock exchange in tibble format
tidyquant tidyquant: Integrating quantitative financial analysis tools with the tidyverse
scale_manual tidyquant colors and fills for ggplot2.
av_api_key Set Alpha Vantage API Key
palette_tq tidyquant palettes for use with scales
geom_chart Plot Financial Charts in ggplot2
FANG Stock prices for the "FANG" stocks.
geom_bbands Plot Bollinger Bands using Moving Averages
coord_x_date Zoom in on plot regions using date ranges or date-time ranges
geom_ma Plot moving averages
%>% Pipe operator
deprecated Deprecated functions
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Vignettes of tidyquant

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Last month downloads


Type Package
Date 2019-10-11
URL https://github.com/business-science/tidyquant
BugReports https://github.com/business-science/tidyquant/issues
License MIT + file LICENSE
Encoding UTF-8
LazyData true
RoxygenNote 6.1.1
VignetteBuilder knitr
NeedsCompilation no
Packaged 2019-10-11 11:23:32 UTC; mdancho
Repository CRAN
Date/Publication 2019-10-11 13:10:02 UTC

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