Quantitative Financial Modelling Framework


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Documentation for package `quantmod' version 0.2-5

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

-- --

quantmod-package Quantitative Financial Modelling Framework

-- A --

Ad Extract and Transform quantmod.OHLC Columns
allReturns Calculate Periodic Returns
annualReturn Calculate Periodic Returns
anova.quantmod quantmod Fitted Objects
apply.monthly Apply Function over Calendar Periods
apply.quarterly Apply Function over Calendar Periods
apply.weekly Apply Function over Calendar Periods
apply.yearly Apply Function over Calendar Periods
as.quantmod.OHLC Create Open High Low Close Object

-- B --

barChart Create Financial Charts
breakpoints Locate Breakpoints by Date
buildData Create Data Object for Modelling
buildModel Build quantmod model given specified fitting method

-- C --

candleChart Create Financial Charts
chartSeries Create Financial Charts
Cl Extract and Transform quantmod.OHLC Columns
ClCl Extract and Transform quantmod.OHLC Columns
coef.quantmod quantmod Fitted Objects
coefficients.quantmod quantmod Fitted Objects

-- D --

dailyReturn Calculate Periodic Returns
Delt Calculate Percent Change

-- F --

first Return First or Last Element of Data
fitted.quantmod quantmod Fitted Objects
fitted.values.quantmod quantmod Fitted Objects
fittedModel quantmod Fitted Objects
formula.quantmod quantmod Fitted Objects

-- G --

getModelData Update model's dataset
getSymbolLookup Manage Symbol Lookup Table
getSymbols 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.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.yahoo Download OHLC Data From Yahoo Finance

-- H --

Hi Extract and Transform quantmod.OHLC Columns
HiCl Extract and Transform quantmod.OHLC Columns

-- I --

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
last Return First or Last Element of Data
lineChart Create Financial Charts
Lo Extract and Transform quantmod.OHLC Columns
loadSymbolLookup Manage Symbol Lookup Table
LoCl Extract and Transform quantmod.OHLC Columns
logLik.quantmod quantmod Fitted Objects
LoHi Extract and Transform quantmod.OHLC Columns

-- M --

matchChart Create Financial Charts
modelData Extract Dataset Created by specifyModel
modelSignal Extract Model Signal Object
monthlyReturn Calculate Periodic Returns
months.zoo Extract Parts of a zoo Object

-- N --

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.Transformations Extract and Transform quantmod.OHLC Columns
Op Extract and Transform quantmod.OHLC Columns
OpCl Extract and Transform quantmod.OHLC Columns
OpHi Extract and Transform quantmod.OHLC Columns
OpLo Extract and Transform quantmod.OHLC Columns
OpOp Extract and Transform quantmod.OHLC Columns

-- P --

period.apply Apply Function Over Specified Interval
periodicity Approximate Series Periodicity
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
quarters.zoo Extract Parts of a zoo Object

-- R --

removeSymbols Manage Data from Multiple Sources
resid.quantmod quantmod Fitted Objects
residuals.quantmod quantmod Fitted Objects

-- S --

saveSymbolLookup Manage Symbol Lookup Table
saveSymbols Manage Data from Multiple Sources
setSymbolLookup Manage Symbol Lookup Table
showSymbols Manage Data from Multiple Sources
specifyModel Specify Model Formula For quantmod Process

-- T --

to.monthly Convert OHLC data to lower periodicity
to.period Convert OHLC data to lower periodicity
to.quarterly Convert OHLC data to lower periodicity
to.weekly Convert OHLC data to lower periodicity
to.yearly Convert OHLC data to lower periodicity
tradeModel Simulate Trading of Fitted quantmod Object

-- U --

unsetSymbolLookup Manage Symbol Lookup Table

-- V --

vcov.quantmod quantmod Fitted Objects
Vo Extract and Transform quantmod.OHLC Columns

-- W --

weekdays.zoo Extract Parts of a zoo Object
weeklyReturn Calculate Periodic Returns
weeks Extract Weeks, Years of a Time Series Object

-- Y --

years Extract Weeks, Years of a Time Series Object