quantmod: Quantitative Financial Modelling Framework

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

Author
Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, ctb], Wouter Thielen [ctb]
Date of publication
2016-10-24 23:30:16
Maintainer
Joshua M. Ulrich <josh.m.ulrich@gmail.com>
License
GPL-3
Version
0.4-7
URLs

View on CRAN

Man pages

addADX
Add Directional Movement Index
addBBands
Add Bollinger Bands to Chart
addCCI
Add Commodity Channel Index
addExpiry
Add Contract Expiration Bars to Chart
addMA
Add Moving Average to Chart
addMACD
Add Moving Average Convergence Divergence to Chart
addROC
Add Rate Of Change to Chart
addRSI
Add Relative Strength Index to Chart
addSAR
Add Parabolic Stop and Reversal to Chart
addSMI
Add Stochastic Momentum Indicator to Chart
addVo
Add Volume to Chart
addWPR
Add William's Percent R to Chart
adjustOHLC
Adjust Open,High,Low,Close Prices For Splits and Dividends
attachSymbols
Attach and Flush DDB
buildData
Create Data Object for Modelling
buildModel
Build quantmod model given specified fitting method
chartSeries
Create Financial Charts
chart_Series
Experimental Charting Version 2
chartTheme
Create A Chart Theme
chob-class
A Chart Object Class
chobTA-class
A Technical Analysis Chart Object
create.binding
Create DDB Bindings
Defaults
Manage Default Argument Values for quantmod Functions
Delt
Calculate Percent Change
fittedModel
quantmod Fitted Objects
getDividends
Load Financial Dividend Data
getFinancials
Download and View Financial Statements
getFX
Download Exchange Rates
getMetals
Download Daily Metals Prices
getModelData
Update model's dataset
getOptionChain
Download Option Chains
getQuote
Download Current Stock Quote
getSplits
Load Financial Split Data
getSymbols
Load and Manage Data from Multiple Sources
getSymbols.csv
Load Data from csv File
getSymbols.FRED
Download Federal Reserve Economic Data - FRED(R)
getSymbols.google
Download OHLC Data From Google Finance
getSymbols.MySQL
Retrieve Data from MySQL Database
getSymbols.oanda
Download Currency and Metals Data from Oanda.com
getSymbols.rda
Load Data from R Binary File
getSymbols.SQLite
Retrieve Data from SQLite Database
getSymbols.yahoo
Download OHLC Data From Yahoo Finance
getSymbols.yahooj
Download OHLC Data From Yahoo! Japan Finance
has
Check For OHLC Data
internal-quantmod
Internal quantmod Objects
is.quantmod
Test If Object of Type quantmod
Lag
Lag a Time Series
modelData
Extract Dataset Created by specifyModel
modelSignal
Extract Model Signal Object
newTA
Create A New TA Indicator For chartSeries
Next
Advance a Time Series
OHLC.Transformations
Extract and Transform OHLC Time-Series Columns
options.expiry
Calculate Contract Expirations
peak
Find Peaks and Valleys In A Series
periodReturn
Calculate Periodic Returns
quantmod-class
Class "quantmod"
quantmod.OHLC
Create Open High Low Close Object
quantmod-package
Quantitative Financial Modelling Framework
saveChart
Save Chart to External File
setSymbolLookup
Manage Symbol Lookup Table
setTA
Manage TA Argument Lists
specifyModel
Specify Model Formula For quantmod Process
TA
Add Technical Indicator to Chart
tradeModel
Simulate Trading of Fitted quantmod Object
zoomChart
Change Zoom Level Of Current Chart

Files in this package

quantmod
quantmod/NAMESPACE
quantmod/demo
quantmod/demo/00Index
quantmod/demo/chartSeries.R
quantmod/R
quantmod/R/specifyModel.R
quantmod/R/addKST.R
quantmod/R/symbols.R
quantmod/R/chob.R
quantmod/R/adjustOHLC.R
quantmod/R/addTDI.R
quantmod/R/modelData.R
quantmod/R/modelReturn.R
quantmod/R/getSplits.R
quantmod/R/addVo.R
quantmod/R/add_Last.R
quantmod/R/zoomChart.R
quantmod/R/getDividends.R
quantmod/R/addCMF.R
quantmod/R/quantmod.R
quantmod/R/tradeModel.R
quantmod/R/dropTA.R
quantmod/R/addZigZag.R
quantmod/R/saveModels.R
quantmod/R/peak.R
quantmod/R/getOptionChain.R
quantmod/R/Defaults.R
quantmod/R/loadSymbols.R
quantmod/R/getModelData.R
quantmod/R/addEMV.R
quantmod/R/getQuote.R
quantmod/R/addMFI.R
quantmod/R/reChart.R
quantmod/R/months.R
quantmod/R/chartSeries.chob.R
quantmod/R/SymbolLookup.R
quantmod/R/replot.R
quantmod/R/TA.R
quantmod/R/addCMO.R
quantmod/R/returnBy.R
quantmod/R/newTA.R
quantmod/R/Price.transformations.R
quantmod/R/addAroon.R
quantmod/R/tools.R
quantmod/R/getSymbols.R
quantmod/R/periodReturn.R
quantmod/R/chart_Series.R
quantmod/R/addVolatility.R
quantmod/R/buildModel.methods.R
quantmod/R/tradeLog.R
quantmod/R/axTicksByTime2.R
quantmod/R/OHLC.transformations.R
quantmod/R/addTA.R
quantmod/R/gainloss.R
quantmod/R/getSymbols.skeleton.R
quantmod/R/addChaikin.R
quantmod/R/attachSymbols.R
quantmod/R/addWPR.R
quantmod/R/buildModel.R
quantmod/R/getFinancials.R
quantmod/R/updateModel.R
quantmod/R/modelSignal.R
quantmod/R/addCLV.R
quantmod/R/addSMI.R
quantmod/R/zzz.R
quantmod/R/addOBV.R
quantmod/R/saveChart.R
quantmod/R/chartSeries.R
quantmod/R/oanda.R
quantmod/MD5
quantmod/DESCRIPTION
quantmod/man
quantmod/man/addADX.Rd
quantmod/man/adjustOHLC.Rd
quantmod/man/addExpiry.Rd
quantmod/man/getSymbols.SQLite.Rd
quantmod/man/quantmod.OHLC.Rd
quantmod/man/getOptionChain.Rd
quantmod/man/addBBands.Rd
quantmod/man/saveChart.Rd
quantmod/man/create.binding.Rd
quantmod/man/quantmod-package.Rd
quantmod/man/getSymbols.rda.Rd
quantmod/man/has.Rd
quantmod/man/Lag.Rd
quantmod/man/addSAR.Rd
quantmod/man/chobTA-class.Rd
quantmod/man/getFX.Rd
quantmod/man/addVo.Rd
quantmod/man/tradeModel.Rd
quantmod/man/options.expiry.Rd
quantmod/man/getDividends.Rd
quantmod/man/addMA.Rd
quantmod/man/getSymbols.FRED.Rd
quantmod/man/getFinancials.Rd
quantmod/man/Defaults.Rd
quantmod/man/fittedModel.Rd
quantmod/man/setTA.Rd
quantmod/man/addCCI.Rd
quantmod/man/setSymbolLookup.Rd
quantmod/man/buildData.Rd
quantmod/man/getMetals.Rd
quantmod/man/Delt.Rd
quantmod/man/addSMI.Rd
quantmod/man/TA.Rd
quantmod/man/chartSeries.Rd
quantmod/man/addROC.Rd
quantmod/man/zoomChart.Rd
quantmod/man/getModelData.Rd
quantmod/man/getSymbols.yahoo.Rd
quantmod/man/chart_Series.Rd
quantmod/man/OHLC.Transformations.Rd
quantmod/man/getSymbols.csv.Rd
quantmod/man/modelData.Rd
quantmod/man/internal-quantmod.Rd
quantmod/man/attachSymbols.Rd
quantmod/man/getSymbols.MySQL.Rd
quantmod/man/addRSI.Rd
quantmod/man/getSplits.Rd
quantmod/man/Next.Rd
quantmod/man/periodReturn.Rd
quantmod/man/addMACD.Rd
quantmod/man/getSymbols.yahooj.Rd
quantmod/man/getQuote.Rd
quantmod/man/chob-class.Rd
quantmod/man/specifyModel.Rd
quantmod/man/is.quantmod.Rd
quantmod/man/addWPR.Rd
quantmod/man/buildModel.Rd
quantmod/man/modelSignal.Rd
quantmod/man/getSymbols.oanda.Rd
quantmod/man/peak.Rd
quantmod/man/chartTheme.Rd
quantmod/man/quantmod-class.Rd
quantmod/man/newTA.Rd
quantmod/man/getSymbols.google.Rd
quantmod/man/getSymbols.Rd
quantmod/CHANGES