quantmod: Quantitative Financial Modelling Framework
Version 0.4-8

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

AuthorJeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, ctb], Wouter Thielen [ctb]
Date of publication2017-04-19 04:21:46 UTC
MaintainerJoshua M. Ulrich <josh.m.ulrich@gmail.com>
LicenseGPL-3
Version0.4-8
URL http://www.quantmod.com https://github.com/joshuaulrich/quantmod
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("quantmod")

Getting started

Package overview

Popular man pages

addRSI: Add Relative Strength Index to Chart
adjustOHLC: Adjust Open,High,Low,Close Prices For Splits and Dividends
getFX: Download Exchange Rates
getOptionChain: Download Option Chains
getSymbols: Load and Manage Data from Multiple Sources
getSymbols.oanda: Download Currency and Metals Data from Oanda.com
peak: Find Peaks and Valleys In A Series
See all...

All man pages Function index File listing

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

Functions

Files

NAMESPACE
demo
demo/00Index
demo/chartSeries.R
R
R/specifyModel.R
R/addKST.R
R/symbols.R
R/chob.R
R/adjustOHLC.R
R/addTDI.R
R/modelData.R
R/modelReturn.R
R/getSplits.R
R/addVo.R
R/add_Last.R
R/zoomChart.R
R/getDividends.R
R/addCMF.R
R/quantmod.R
R/tradeModel.R
R/dropTA.R
R/addZigZag.R
R/saveModels.R
R/peak.R
R/getOptionChain.R
R/Defaults.R
R/loadSymbols.R
R/getModelData.R
R/addEMV.R
R/getQuote.R
R/addMFI.R
R/reChart.R
R/months.R
R/chartSeries.chob.R
R/SymbolLookup.R
R/replot.R
R/TA.R
R/addCMO.R
R/returnBy.R
R/newTA.R
R/Price.transformations.R
R/addAroon.R
R/tools.R
R/getSymbols.R
R/periodReturn.R
R/chart_Series.R
R/addVolatility.R
R/buildModel.methods.R
R/tradeLog.R
R/axTicksByTime2.R
R/OHLC.transformations.R
R/addTA.R
R/gainloss.R
R/getSymbols.skeleton.R
R/addChaikin.R
R/attachSymbols.R
R/addWPR.R
R/buildModel.R
R/getFinancials.R
R/updateModel.R
R/modelSignal.R
R/addCLV.R
R/addSMI.R
R/zzz.R
R/addOBV.R
R/saveChart.R
R/chartSeries.R
R/oanda.R
MD5
DESCRIPTION
man
man/addADX.Rd
man/adjustOHLC.Rd
man/addExpiry.Rd
man/getSymbols.SQLite.Rd
man/quantmod.OHLC.Rd
man/getOptionChain.Rd
man/addBBands.Rd
man/saveChart.Rd
man/create.binding.Rd
man/quantmod-package.Rd
man/getSymbols.rda.Rd
man/has.Rd
man/Lag.Rd
man/addSAR.Rd
man/chobTA-class.Rd
man/getFX.Rd
man/addVo.Rd
man/tradeModel.Rd
man/options.expiry.Rd
man/getDividends.Rd
man/addMA.Rd
man/getSymbols.FRED.Rd
man/getFinancials.Rd
man/Defaults.Rd
man/fittedModel.Rd
man/setTA.Rd
man/addCCI.Rd
man/setSymbolLookup.Rd
man/buildData.Rd
man/getMetals.Rd
man/Delt.Rd
man/addSMI.Rd
man/TA.Rd
man/chartSeries.Rd
man/addROC.Rd
man/zoomChart.Rd
man/getModelData.Rd
man/getSymbols.yahoo.Rd
man/chart_Series.Rd
man/OHLC.Transformations.Rd
man/getSymbols.csv.Rd
man/modelData.Rd
man/internal-quantmod.Rd
man/attachSymbols.Rd
man/getSymbols.MySQL.Rd
man/addRSI.Rd
man/getSplits.Rd
man/Next.Rd
man/periodReturn.Rd
man/addMACD.Rd
man/getSymbols.yahooj.Rd
man/getQuote.Rd
man/chob-class.Rd
man/specifyModel.Rd
man/is.quantmod.Rd
man/addWPR.Rd
man/buildModel.Rd
man/modelSignal.Rd
man/getSymbols.oanda.Rd
man/peak.Rd
man/chartTheme.Rd
man/quantmod-class.Rd
man/newTA.Rd
man/getSymbols.google.Rd
man/getSymbols.Rd
CHANGES
quantmod documentation built on May 20, 2017, 12:44 a.m.

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