joshuaulrich/quantmod


Quantitative Financial Modelling Framework

http://www.quantmod.com/

License: GPL-3.0

Language: R

Keywords: algorithmic-trading, charting, data-import, finance, r, time-series


About

quantmod is an R package that provides a framework for quantitative financial modeling and trading. It provides a rapid prototyping environment that makes modeling easier by removing the repetitive workflow issues surrounding data management and visualization.

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Installation

The current release is available on CRAN, which you can install via:

install.packages("quantmod")

To install the development version, you need to clone the repository and build from source, or run one of:

# lightweight
remotes::install_github("joshuaulrich/quantmod")
# or
devtools::install_github("joshuaulrich/quantmod")

You may need tools to compile C, C++, or Fortran code. See the relevant appendix in the R Installation and Administration manual for your operating system:

Getting Started

It is possible to import data from a variety of sources with one quantmod function: getSymbols(). For example:

> getSymbols("AAPL", src = "yahoo")    # from yahoo finance
[1] "AAPL"
> getSymbols("DEXJPUS", src = "FRED")  # FX rates from FRED
[1] "DEXJPUS"

Once you've imported the data, you can use chartSeries() to visualize it and even add technical indicators from the TTR package:

> getSymbols("AAPL")
[1] "AAPL"
> chartSeries(AAPL)
> addMACD()
> addBBands()
Have a question?

Ask your question on Stack Overflow or the R-SIG-Finance mailing list (you must subscribe to post).

Contributing

Please see the contributing guide.

See Also

  • TTR: functions for technical trading rules
  • xts: eXtensible Time Series based on zoo

Author

Jeffrey Ryan, Joshua Ulrich

Project Statistics

Sourcerank 15
Repository Size 1.03 MB
Stars 422
Forks 173
Watchers 109
Open issues 64
Dependencies 13
Contributors 10
Tags 12
Created
Last updated
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Top Contributors See all

jaryan Joshua Ulrich Brian G. Peterson Ethan Smith Steve Bronder faceka Wouter Thielen evelynmitchell Paul Teetor pverspeelt

Packages Referencing this Repo

quantmod
Quantitative Financial Modelling Framework
Latest release 0.4-15 - Updated - 422 stars

Recent Tags See all

v0.4-14 March 24, 2019
v0.4-13 April 13, 2018
v0.4-12 April 04, 2018
v0.4-11 October 06, 2017
v0.4-10 June 19, 2017
v0.4-9 May 29, 2017
v0.4-8 April 19, 2017
v0.4-7 October 29, 2016
v0.4-6 August 29, 2016
v0.4-5 July 24, 2015
v0.4-4 March 08, 2015
v0.4-3 March 01, 2015

Interesting Forks See all

milspec/quantmod
Quantitative Financial Modelling Framework
R - Last pushed - 1 stars

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