Quantitative Financial Modelling Framework
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Documentation for package ‘quantmod’ version 0.4.26
- DESCRIPTION file.
- Code demos. Use demo() to run them.
- Package NEWS.
Help Pages
A B C D F G H I L M N O P Q R S T U V W Y Z misc
| quantmod-package | Quantitative Financial Modelling Framework |
-- A --
| Ad | Extract and Transform OHLC Time-Series Columns |
| addADX | Add Directional Movement Index |
| addAroon | Add Technical Indicator to Chart |
| addAroonOsc | Add Technical Indicator to Chart |
| addATR | Add Technical Indicator to Chart |
| addBBands | Add Bollinger Bands to Chart |
| addCCI | Add Commodity Channel Index |
| addChAD | Add Technical Indicator to Chart |
| addChVol | Add Technical Indicator to Chart |
| addCLV | Add Technical Indicator to Chart |
| addCMF | Add Technical Indicator to Chart |
| addCMO | Add Technical Indicator to Chart |
| addDEMA | Add Moving Average to Chart |
| addDPO | Add Technical Indicator to Chart |
| addEMA | Add Moving Average to Chart |
| addEMV | Add Technical Indicator to Chart |
| addEnvelope | Add Technical Indicator to Chart |
| addEVWMA | Add Moving Average to Chart |
| addExpiry | Add Contract Expiration Bars to Chart |
| addKST | Add Technical Indicator to Chart |
| addLines | Add Technical Indicator to Chart |
| addMA | Add Moving Average to Chart |
| addMACD | Add Moving Average Convergence Divergence to Chart |
| addMFI | Add Technical Indicator to Chart |
| addMomentum | Add Technical Indicator to Chart |
| addOBV | Add Technical Indicator to Chart |
| addPoints | Add Technical Indicator to Chart |
| addROC | Add Rate Of Change to Chart |
| addRSI | Add Relative Strength Index to Chart |
| addSAR | Add Parabolic Stop and Reversal to Chart |
| addShading | Internal quantmod Objects |
| addSMA | Add Moving Average to Chart |
| addSMI | Add Stochastic Momentum Indicator to Chart |
| addTA | Create A New TA Indicator For chartSeries |
| addTDI | Add Technical Indicator to Chart |
| addTRIX | Add Technical Indicator to Chart |
| addVo | Add Volume to Chart |
| addVolatility | Add Technical Indicator to Chart |
| addWMA | Add Moving Average to Chart |
| addWPR | Add William's Percent R to Chart |
| addZigZag | Add Technical Indicator to Chart |
| addZLEMA | Add Moving Average to Chart |
| add_ADX | Experimental Charting Version 2 |
| add_axis | Experimental Charting Version 2 |
| add_BBands | Experimental Charting Version 2 |
| add_DEMA | Add Moving Average to Chart |
| add_EMA | Add Moving Average to Chart |
| add_EVWMA | Add Moving Average to Chart |
| add_GMMA | Add Moving Average to Chart |
| add_MACD | Experimental Charting Version 2 |
| add_RSI | Experimental Charting Version 2 |
| add_Series | Experimental Charting Version 2 |
| add_SMA | Add Moving Average to Chart |
| add_SMI | Experimental Charting Version 2 |
| add_TA | Experimental Charting Version 2 |
| add_Vo | Experimental Charting Version 2 |
| add_VWAP | Add Moving Average to Chart |
| add_WMA | Add Moving Average to Chart |
| adjustOHLC | Adjust Open,High,Low,Close Prices For Splits and Dividends |
| allReturns | Calculate Periodic Returns |
| annualReturn | Calculate Periodic Returns |
| anova.quantmod | quantmod Fitted Objects |
| as.quantmod.OHLC | Create Open High Low Close Object |
| attachSymbols | Attach and Flush DDB |
| axTicksByTime2 | Experimental Charting Version 2 |
| axTicksByValue | Experimental Charting Version 2 |
-- B --
| barChart | Create Financial Charts |
| buildData | Create Data Object for Modelling |
| buildModel | Build quantmod model given specified fitting method |
-- C --
| candleChart | Create Financial Charts |
| chartSeries | Create Financial Charts |
| chartShading | Internal quantmod Objects |
| chartTA | Create A New TA Indicator For chartSeries |
| chartTheme | Create A Chart Theme |
| chart_pars | Experimental Charting Version 2 |
| chart_Series | Experimental Charting Version 2 |
| chart_theme | Experimental Charting Version 2 |
| chob-class | A Chart Object Class |
| chobTA-class | A Technical Analysis Chart Object |
| Cl | Extract and Transform OHLC Time-Series Columns |
| ClCl | Extract and Transform OHLC Time-Series Columns |
| coef.quantmod | quantmod Fitted Objects |
| coefficients.quantmod | quantmod Fitted Objects |
| create.binding | Create DDB Bindings |
| current.chob | Create Financial Charts |
-- D --
| dailyReturn | Calculate Periodic Returns |
| Delt | Calculate Percent Change |
| dropTA | Add Technical Indicator to Chart |
-- F --
| findPeaks | Find Peaks and Valleys In A Series |
| findValleys | Find Peaks and Valleys In A Series |
| fitted.quantmod | quantmod Fitted Objects |
| fitted.values.quantmod | quantmod Fitted Objects |
| fittedModel | quantmod Fitted Objects |
| fittedModel<- | quantmod Fitted Objects |
| fittedModel<--method | Class "quantmod" |
| fittedModel<--methods | Class "quantmod" |
| flushSymbols | Attach and Flush DDB |
| formula.quantmod | quantmod Fitted Objects |
| futures.expiry | Calculate Contract Expirations |
-- G --
| getDefaults | Manage Default Argument Values for quantmod Functions |
| getDividends | Load Financial Dividend Data |
| getFin | Download and View Financial Statements |
| getFinancials | Download and View Financial Statements |
| getFX | Download Exchange Rates |
| getMetals | Download Daily Metals Prices |
| getModelData | Update model's dataset |
| getOptionChain | Download Option Chains |
| getOptionChain.orats | Download Option Chain Data from orats |
| getPrice | Extract and Transform OHLC Time-Series Columns |
| getQuote | Download Current Stock Quote |
| getSplits | Load Financial Split Data |
| getSymbolLookup | Manage Symbol Lookup Table |
| getSymbols | Load and Manage Data from Multiple Sources |
| getSymbols.Alphavantage | Download OHLC Data from Alpha Vantage |
| getSymbols.alphavantage | Download OHLC Data from Alpha Vantage |
| getSymbols.AlphVantage | Download OHLC Data from Alpha Vantage |
| getSymbols.alphVantage | Download OHLC Data from Alpha Vantage |
| getSymbols.av | Download OHLC Data from Alpha Vantage |
| getSymbols.Bloomberg | Load and Manage Data from Multiple Sources |
| getSymbols.csv | Load Data from csv File |
| getSymbols.FRED | Download Federal Reserve Economic Data - FRED(R) |
| getSymbols.MySQL | Retrieve Data from MySQL Database |
| 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.RData | Load Data from R Binary File |
| getSymbols.SQLite | Retrieve Data from SQLite Database |
| getSymbols.tiingo | Download OHLC Data from Tiingo |
| getSymbols.yahoo | Download OHLC Data From Yahoo Finance |
| getSymbols.yahooj | Download OHLC Data From Yahoo! Japan Finance |
-- H --
| has.Ad | Check For OHLC Data |
| has.Ask | Check For OHLC Data |
| has.Bid | Check For OHLC Data |
| has.Cl | Check For OHLC Data |
| has.Hi | Check For OHLC Data |
| has.HL | Check For OHLC Data |
| has.HLC | Check For OHLC Data |
| has.Lo | Check For OHLC Data |
| has.OHLC | Check For OHLC Data |
| has.OHLCV | Check For OHLC Data |
| has.Op | Check For OHLC Data |
| has.Price | Check For OHLC Data |
| has.Qty | Check For OHLC Data |
| has.Trade | Check For OHLC Data |
| has.Vo | Check For OHLC Data |
| Hi | Extract and Transform OHLC Time-Series Columns |
| HiCl | Extract and Transform OHLC Time-Series Columns |
| HL | Extract and Transform OHLC Time-Series Columns |
| HLC | Extract and Transform OHLC Time-Series Columns |
-- I --
| importDefaults | Manage Default Argument Values for quantmod Functions |
| is.BBO | Check For OHLC Data |
| is.HL | Check For OHLC Data |
| is.HLC | Check For OHLC Data |
| is.OHLC | Check For OHLC Data |
| is.OHLCV | Check For OHLC Data |
| is.quantmod | Test If Object of Type quantmod |
| is.quantmodResults | Test If Object of Type quantmod |
| is.TBBO | Check For OHLC Data |
-- L --
| Lag | Lag a Time Series |
| Lag.data.frame | Lag a Time Series |
| Lag.numeric | Lag a Time Series |
| Lag.quantmod.OHLC | Lag a Time Series |
| Lag.zoo | Lag a Time Series |
| lineChart | Create Financial Charts |
| listTA | Manage TA Argument Lists |
| Lo | Extract and Transform OHLC Time-Series Columns |
| loadSymbolLookup | Manage Symbol Lookup Table |
| loadSymbols | Load and Manage Data from Multiple Sources |
| LoCl | Extract and Transform OHLC Time-Series Columns |
| logLik.quantmod | quantmod Fitted Objects |
| LoHi | Extract and Transform OHLC Time-Series Columns |
-- M --
| matchChart | Create Financial Charts |
| modelData | Extract Dataset Created by specifyModel |
| modelSignal | Extract Model Signal Object |
| monthlyReturn | Calculate Periodic Returns |
| moveTA | Add Technical Indicator to Chart |
-- N --
| new.replot | Experimental Charting Version 2 |
| newTA | Create A New TA Indicator For chartSeries |
| Next | Advance a Time Series |
| Next.data.frame | Advance a Time Series |
| Next.numeric | Advance a Time Series |
| Next.quantmod.OHLC | Advance a Time Series |
| Next.zoo | Advance a Time Series |
-- O --
| oanda.currencies | Download Currency and Metals Data from Oanda.com |
| OHLC | Extract and Transform OHLC Time-Series Columns |
| OHLC.Transformations | Extract and Transform OHLC Time-Series Columns |
| OHLCV | Extract and Transform OHLC Time-Series Columns |
| Op | Extract and Transform OHLC Time-Series Columns |
| OpCl | Extract and Transform OHLC Time-Series Columns |
| OpHi | Extract and Transform OHLC Time-Series Columns |
| OpLo | Extract and Transform OHLC Time-Series Columns |
| OpOp | Extract and Transform OHLC Time-Series Columns |
| options.expiry | Calculate Contract Expirations |
-- P --
| peak | Find Peaks and Valleys In A Series |
| periodReturn | Calculate Periodic Returns |
| plot.quantmod | quantmod Fitted Objects |
-- Q --
| quantmod | Quantitative Financial Modelling Framework |
| quantmod-class | Class "quantmod" |
| quantmod.OHLC | Create Open High Low Close Object |
| quantmodenv | Quantitative Financial Modelling Framework |
| quantmodResults-class | Class "quantmod" |
| quantmodReturn-class | Class "quantmod" |
| quarterlyReturn | Calculate Periodic Returns |
-- R --
| reChart | Create Financial Charts |
| removeSymbols | Load and Manage Data from Multiple Sources |
| resid.quantmod | quantmod Fitted Objects |
| residuals.quantmod | quantmod Fitted Objects |
-- S --
| saveChart | Save Chart to External File |
| saveSymbolLookup | Manage Symbol Lookup Table |
| saveSymbols | Load and Manage Data from Multiple Sources |
| seriesAccel | Extract and Transform OHLC Time-Series Columns |
| seriesDecel | Extract and Transform OHLC Time-Series Columns |
| seriesDecr | Extract and Transform OHLC Time-Series Columns |
| seriesHi | Extract and Transform OHLC Time-Series Columns |
| seriesIncr | Extract and Transform OHLC Time-Series Columns |
| seriesLo | Extract and Transform OHLC Time-Series Columns |
| setDefaults | Manage Default Argument Values for quantmod Functions |
| setSymbolLookup | Manage Symbol Lookup Table |
| setTA | Manage TA Argument Lists |
| show-method | A Technical Analysis Chart Object |
| show-method | Class "quantmod" |
| showSymbols | Load and Manage Data from Multiple Sources |
| specifyModel | Specify Model Formula For quantmod Process |
| standardQuote | Download Current Stock Quote |
| summary-method | Class "quantmod" |
| swapTA | Add Technical Indicator to Chart |
-- T --
| TA | Add Technical Indicator to Chart |
| tradeLog-class | Class "quantmod" |
| tradeModel | Simulate Trading of Fitted quantmod Object |
-- U --
| unsetDefaults | Manage Default Argument Values for quantmod Functions |
| unsetTA | Manage TA Argument Lists |
-- V --
| valley | Find Peaks and Valleys In A Series |
| vcov.quantmod | quantmod Fitted Objects |
| viewFin | Download and View Financial Statements |
| viewFinancials | Download and View Financial Statements |
| Vo | Extract and Transform OHLC Time-Series Columns |
-- W --
| weeklyReturn | Calculate Periodic Returns |
-- Y --
| yahooQF | Download Current Stock Quote |
| yahooQuote.EOD | Download Current Stock Quote |
| yearlyReturn | Calculate Periodic Returns |
-- Z --
| zoom | Change Zoom Level Of Current Chart |
| zoomChart | Change Zoom Level Of Current Chart |
| zoom_Chart | Experimental Charting Version 2 |
| zooom | Change Zoom Level Of Current Chart |
-- misc --
| .chart.theme | Create A Chart Theme |
| .chob | Create Financial Charts |
| .quantmodEnv | Internal quantmod Objects |