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>
LicenseGPL-3
Version0.4-7
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

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

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