By name: quantmod description: R quantmod package for quantitative financial modeling. Use for downloading stock data and technical analysis.
quantmod
Quantitative financial modeling framework.
Get Stock Data
library(quantmod)
# Download from Yahoo Finance
getSymbols("AAPL")
getSymbols(c("AAPL", "GOOGL", "MSFT"))
# Specify source
getSymbols("AAPL", src = "yahoo")
# Date range
getSymbols("AAPL", from = "2020-01-01", to = "2024-01-01")
# Auto-assign to environment
getSymbols("AAPL", auto.assign = TRUE)
# Return data directly
data <- getSymbols("AAPL", auto.assign = FALSE)
OHLCV Access
# Open, High, Low, Close, Volume, Adjusted
Op(AAPL)
Hi(AAPL)
Lo(AAPL)
Cl(AAPL)
Vo(AAPL)
Ad(AAPL)
# Combined
OHLC(AAPL)
HLC(AAPL)
OHLCV(AAPL)
Charting
# Basic chart
chartSeries(AAPL)
# Candlestick
chartSeries(AAPL, type = "candlesticks")
# Bar chart
chartSeries(AAPL, type = "bars")
# Line chart
chartSeries(AAPL, type = "line")
# Subset
chartSeries(AAPL, subset = "2024")
chartSeries(AAPL, subset = "2024-01::2024-06")
# Theme
chartSeries(AAPL, theme = chartTheme("white"))
Add Indicators
chartSeries(AAPL)
# Moving averages
addSMA(n = 20)
addEMA(n = 50)
# Bollinger Bands
addBBands()
# MACD
addMACD()
# RSI
addRSI()
# Volume
addVo()
# Multiple indicators
chartSeries(AAPL)
addSMA(n = 20, col = "blue")
addSMA(n = 50, col = "red")
addBBands()
addMACD()
Technical Indicators
# Moving averages
SMA(Cl(AAPL), n = 20)
EMA(Cl(AAPL), n = 20)
WMA(Cl(AAPL), n = 20)
DEMA(Cl(AAPL), n = 20)
# Momentum
RSI(Cl(AAPL), n = 14)
MACD(Cl(AAPL))
ROC(Cl(AAPL), n = 10)
momentum(Cl(AAPL), n = 10)
# Volatility
BBands(HLC(AAPL))
ATR(HLC(AAPL))
volatility(OHLC(AAPL))
# Volume
OBV(Cl(AAPL), Vo(AAPL))
Returns
# Daily returns
dailyReturn(AAPL)
dailyReturn(AAPL, type = "log")
# Weekly/Monthly/Yearly
weeklyReturn(AAPL)
monthlyReturn(AAPL)
yearlyReturn(AAPL)
annualReturn(AAPL)
# All returns
allReturns(AAPL)
Period Conversion
# Convert to different periods
to.weekly(AAPL)
to.monthly(AAPL)
to.quarterly(AAPL)
to.yearly(AAPL)
# Period apply
periodReturn(AAPL, period = "monthly")
Data Sources
# Yahoo Finance (default)
getSymbols("AAPL", src = "yahoo")
# FRED (Federal Reserve)
getSymbols("GDP", src = "FRED")
getSymbols("UNRATE", src = "FRED")
# Oanda (forex)
getSymbols("EUR/USD", src = "oanda")