Package index • quantmod

All functions

setDefaults() unsetDefaults() getDefaults() importDefaults(): Manage Default Argument Values for quantmod Functions
Delt(): Calculate Percent Change
Lag(): Lag a Time Series
Next(): Advance a Time Series
Op() Hi() Lo() Cl() Vo() Ad() seriesHi() seriesLo() seriesIncr() seriesDecr() OpCl() ClCl() ClOp() HiCl() LoCl() LoHi() OpHi() OpLo() OpOp() HL() HLC() OHLC() OHLCV() getPrice(): Extract and Transform OHLC Time-Series Columns
TA dropTA moveTA swapTA addTRIX addATR addCMF addDPO addCMO addCLV addEMV addAroon addAroonOsc addVolatility addOBV addChVol addChAD addKST addMFI addTDI addZigZag addLines addPoints addMomentum addEnvelope: Add Technical Indicator to Chart
addADX(): Add Directional Movement Index
addBBands(): Add Bollinger Bands to Chart
addCCI(): Add Commodity Channel Index
addExpiry(): Add Contract Expiration Bars to Chart
addSMA() addEMA() addWMA() addDEMA() addEVWMA() addZLEMA(): 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() flushSymbols(): Attach and Flush DDB
buildData(): Create Data Object for Modelling
buildModel(): Build quantmod model given specified fitting method
chartSeries() reChart(): Create Financial Charts
chartTheme(): Create A Chart Theme
chart_Series(): Experimental Charting Version 2
chob-class: A Chart Object Class
chobTA-class show,chobTA-method: A Technical Analysis Chart Object
create.binding(): Create DDB Bindings
fittedModel() formula(<quantmod>) plot(<quantmod>) coefficients(<quantmod>) coef(<quantmod>) residuals(<quantmod>) resid(<quantmod>) fitted.values(<quantmod>) fitted(<quantmod>) anova(<quantmod>) logLik(<quantmod>) vcov(<quantmod>): quantmod Fitted Objects
getDividends(): Load Financial Dividend Data
getFX(): Download Exchange Rates
getFinancials() viewFinancials(): Download and View Financial Statements
getMetals(): Download Daily Metals Prices
getModelData(): Update model's dataset
getOptionChain(): Download Option Chains
getOptionChain.orats(): Download Option Chain Data from orats
getQuote() standardQuote() yahooQF() yahooQuote.EOD: Download Current Stock Quote
getSplits(): Load Financial Split Data
getSymbols.FRED(): Download Federal Reserve Economic Data - FRED(R)
getSymbols.MySQL(): Retrieve Data from MySQL Database
getSymbols() loadSymbols() showSymbols() removeSymbols() saveSymbols(): Load and Manage Data from Multiple Sources
getSymbols.SQLite(): Retrieve Data from SQLite Database
getSymbols.av(): Download OHLC Data from Alpha Vantage
getSymbols.csv(): Load Data from csv File
getSymbols.oanda(): Download Currency and Metals Data from Oanda.com
getSymbols.rda(): Load Data from R Binary File
getSymbols.tiingo(): Download OHLC Data from Tiingo
getSymbols.yahoo(): Download OHLC Data From Yahoo Finance
getSymbols.yahooj(): Download OHLC Data From Yahoo! Japan Finance
is.OHLC() has.OHLC() is.OHLCV() has.OHLCV() is.HLC() has.HLC() is.HL() has.HL() has.Op() has.Hi() has.Lo() has.Cl() has.Vo() has.Ad() is.BBO() is.TBBO() has.Ask() has.Bid() has.Price() has.Qty() has.Trade(): Check For OHLC Data
.quantmodEnv addShading chartShading: Internal quantmod Objects
is.quantmod() is.quantmodResults(): Test If Object of Type quantmod
modelData(): Extract Dataset Created by specifyModel
modelSignal(): Extract Model Signal Object
addTA() newTA(): Create A New TA Indicator For chartSeries
options.expiry() futures.expiry(): Calculate Contract Expirations
findPeaks() findValleys(): Find Peaks and Valleys In A Series
periodReturn() dailyReturn() weeklyReturn() monthlyReturn() quarterlyReturn() annualReturn() yearlyReturn() allReturns(): Calculate Periodic Returns
quantmod-class summary,quantmod-method show,quantmod-method fittedModel<--methods fittedModel<-,quantmod-method quantmodResults-class show,quantmodResults-method quantmodReturn-class tradeLog-class show,tradeLog-method: Class "quantmod"
quantmod-package quantmod quantmodenv: Quantitative Financial Modelling Framework
as.quantmod.OHLC(): Create Open High Low Close Object
saveChart(): Save Chart to External File
setSymbolLookup() getSymbolLookup() saveSymbolLookup() loadSymbolLookup(): Manage Symbol Lookup Table
setTA() listTA(): Manage TA Argument Lists
specifyModel(): Specify Model Formula For quantmod Process
tradeModel(): Simulate Trading of Fitted quantmod Object
zooom() zoomChart(): Change Zoom Level Of Current Chart