quantmod: Quantitative Financial Modelling Framework

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

AuthorJeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, ctb], Wouter Thielen [ctb]
Date of publication2016-10-24 23:30:16
MaintainerJoshua M. Ulrich <josh.m.ulrich@gmail.com>
http://www.quantmod.com https://github.com/joshuaulrich/quantmod

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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


Ad Man page
addADX Man page
addAroon Man page
addAroonOsc Man page
addATR Man page
add_axis Man page
addBBands Man page
add_BBands Man page
addCCI Man page
addChAD Man page
addChVol Man page
addCLV Man page
addCMF Man page
addCMO Man page
addDEMA Man page
add_DEMA Man page
addDPO Man page
addEMA Man page
add_EMA Man page
addEMV Man page
addEnvelope Man page
addEVWMA Man page
add_EVWMA Man page
addExpiry Man page
add_GMMA Man page
addKST Man page
addLines Man page
addMA Man page
addMACD Man page
add_MACD Man page
addMFI Man page
addMomentum Man page
addOBV Man page
addPoints Man page
addROC Man page
addRSI Man page
add_RSI Man page
addSAR Man page
add_Series Man page
addShading Man page
addSMA Man page
add_SMA Man page
addSMI Man page
add_SMI Man page
addTA Man page
add_TA Man page
addTDI Man page
addTRIX Man page
add_VMA Man page
addVo Man page
add_Vo Man page
addVolatility Man page
add_VWAP Man page
addWMA Man page
add_WMA Man page
addWPR Man page
addZigZag Man page
addZLEMA Man page
adjustOHLC Man page
allReturns Man page
annualReturn Man page
anova.quantmod Man page
as.quantmod.OHLC Man page
attachSymbols Man page
axTicksByTime2 Man page
axTicksByValue Man page
barChart Man page
buildData Man page
buildModel Man page
candleChart Man page
chart_pars Man page
chartSeries Man page
chart_Series Man page
chartShading Man page
chartTA Man page
chart_theme Man page
chartTheme Man page
chob-class Man page
chobTA-class Man page
Cl Man page
ClCl Man page
coefficients.quantmod Man page
coef.quantmod Man page
create.binding Man page
current.chob Man page
dailyReturn Man page
Delt Man page
dropTA Man page
findPeaks Man page
findValleys Man page
fittedModel Man page
fittedModel<- Man page
fittedModel<--methods Man page
fittedModel<-,quantmod-method Man page
fitted.quantmod Man page
fitted.values.quantmod Man page
flushSymbols Man page
formula.quantmod Man page
futures.expiry Man page
getDefaults Man page
getDividends Man page
getFin Man page
getFinancials Man page
getFX Man page
getMetals Man page
getModelData Man page
getOptionChain Man page
getPrice Man page
getQuote Man page
getSplits Man page
getSymbolLookup Man page
getSymbols Man page
getSymbols.Bloomberg Man page
getSymbols.csv Man page
getSymbols.FRED Man page
getSymbols.google Man page
getSymbols.mysql Man page
getSymbols.MySQL Man page
getSymbols.oanda Man page
getSymbols.rda Man page
getSymbols.RData Man page
getSymbols.SQLite Man page
getSymbols.yahoo Man page
getSymbols.yahooj Man page
has.Ad Man page
has.Ask Man page
has.Bid Man page
has.Cl Man page
has.Hi Man page
has.HLC Man page
has.Lo Man page
has.OHLC Man page
has.OHLCV Man page
has.Op Man page
has.Price Man page
has.Qty Man page
has.Trade Man page
has.Vo Man page
Hi Man page
HiCl Man page
HLC Man page
importDefaults Man page
is.BBO Man page
is.HLC Man page
is.OHLC Man page
is.OHLCV Man page
is.quantmod Man page
is.quantmodResults Man page
is.TBBO Man page
Lag Man page
Lag.data.frame Man page
Lag.numeric Man page
Lag.quantmod.OHLC Man page
Lag.zoo Man page
lineChart Man page
listTA Man page
Lo Man page
loadSymbolLookup Man page
loadSymbols Man page
LoCl Man page
logLik.quantmod Man page
LoHi Man page
matchChart Man page
modelData Man page
modelSignal Man page
monthlyReturn Man page
moveTA Man page
new.replot Man page
newTA Man page
Next Man page
Next.data.frame Man page
Next.numeric Man page
Next.quantmod.OHLC Man page
Next.zoo Man page
oanda.currencies Man page
OHLC Man page
OHLC.Transformations Man page
OHLCV Man page
Op Man page
OpCl Man page
OpHi Man page
OpLo Man page
OpOp Man page
options.expiry Man page
peak Man page
periodReturn Man page
plot.quantmod Man page
quantmod Man page
quantmod-class Man page
quantmodenv Man page
.quantmodEnv Man page
quantmod.OHLC Man page
quantmod.OHLC Man page
quantmod-package Man page
quantmodResults-class Man page
quantmodReturn-class Man page
quarterlyReturn Man page
reChart Man page
removeSymbols Man page
resid.quantmod Man page
residuals.quantmod Man page
saveChart Man page
saveSymbolLookup Man page
saveSymbols Man page
seriesAccel Man page
seriesDecel Man page
seriesDecr Man page
seriesHi Man page
seriesIncr Man page
seriesLo Man page
setDefaults Man page
setSymbolLookup Man page
setTA Man page
show,chobTA-method Man page
show,quantmod-method Man page
show,quantmodResults-method Man page
showSymbols Man page
show,tradeLog-method Man page
specifyModel Man page
standardQuote Man page
summary,quantmod-method Man page
swapTA Man page
TA Man page
tradeLog-class Man page
tradeModel Man page
unsetDefaults Man page
unsetTA Man page
valley Man page
vcov.quantmod Man page
viewFin Man page
viewFinancials Man page
Vo Man page
weeklyReturn Man page
yahooQF Man page
yahooQuote.EOD Man page
yearlyReturn Man page
zoom Man page
zoomChart Man page
zoom_Chart Man page
zooom Man page


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/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

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