R: Quantitative Financial Modelling Framework

# Quantitative Financial Modelling Framework

## Documentation for package ‘quantmod’ version 0.4.28

- 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
ClOp | 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