Quantitative Financial Modelling Framework


Documentation for package ‘quantmod’ version 0.3-6

Help Pages

A B C D F G H I L M N O P Q R S T U V W Y Z

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quantmod-package Quantitative Financial Modelling Framework

-- A --

Ad Extract and Transform OHLC Time-Series Columns
addADX Add Directional Movement Index
addATR Add Technical Indicator to Chart
addBBands Add Bollinger Bands to Chart
addCCI 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
addEnvelope Add Technical Indicator to Chart
addEVWMA Add Moving Average to Chart
addExpiry Add Contract Expiration Bars to Chart
addLines Add Technical Indicator to Chart
addMA Add Moving Average to Chart
addMACD Add Moving Average Convergence Divergence to Chart
addMomentum 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
addTRIX Add Technical Indicator to Chart
addVo Add Volume to Chart
addWMA Add Moving Average to Chart
addWPR Add William's Percent R to Chart
addZLEMA Add Moving Average to Chart
allReturns Calculate Periodic Returns
annualReturn Calculate Periodic Returns
anova.quantmod quantmod Fitted Objects
as.quantmod.OHLC Create Open High Low Close Object

-- 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
chartTheme Create A Chart Theme
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

-- D --

dailyReturn Calculate Periodic Returns
Delt Calculate Percent Change
dropTA Add Technical Indicator to Chart

-- F --

fitted.quantmod quantmod Fitted Objects
fitted.values.quantmod quantmod Fitted Objects
fittedModel quantmod Fitted Objects
formula.quantmod quantmod Fitted Objects
futures.expiry Calculate Contract Expirations

-- G --

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
getQuote Download Current Stock Quote
getSymbolLookup Manage Symbol Lookup Table
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.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.yahoo Download OHLC Data From Yahoo Finance

-- H --

has.Ad Check For OHLC Data
has.Cl Check For OHLC Data
has.Hi Check For OHLC Data
has.HLC Check For OHLC Data
has.Lo Check For OHLC Data
has.OHLC Check For OHLC Data
has.Op 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
HLC Extract and Transform OHLC Time-Series Columns

-- I --

is.HLC Check For OHLC Data
is.OHLC Check For OHLC Data
is.quantmod Test If Object of Type quantmod
is.quantmodResults Test If Object of Type quantmod

-- L --

Lag 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
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 --

newTA Create A New TA Indicator For chartSeries
Next 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
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 --

periodReturn Calculate Periodic Returns
plot.quantmod quantmod Fitted Objects

-- Q --

quantmod Quantitative Financial Modelling Framework
quantmod-class Class "quantmod"
quantmod-show Class "quantmod"
quantmod.OHLC Create Open High Low Close Object
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 --

saveSymbolLookup Manage Symbol Lookup Table
saveSymbols Load and Manage Data from Multiple Sources
seriesHi Extract and Transform OHLC Time-Series Columns
seriesLo Extract and Transform OHLC Time-Series Columns
setSymbolLookup Manage Symbol Lookup Table
setTA Manage TA Argument Lists
show,chobTA-method A Technical Analysis Chart Object
showSymbols Load and Manage Data from Multiple Sources
specifyModel Specify Model Formula For quantmod Process
standardQuote Download Current Stock Quote
swapTA Add Technical Indicator to Chart

-- T --

TA Add Technical Indicator to Chart
tradeModel Simulate Trading of Fitted quantmod Object

-- U --

unsetSymbolLookup Manage Symbol Lookup Table
unsetTA Manage TA Argument Lists

-- V --

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
yearlyReturn Calculate Periodic Returns

-- Z --

zoom Change Zoom Level Of Current Chart
zoomChart Change Zoom Level Of Current Chart
zooom Change Zoom Level Of Current Chart