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https://github.com/joshuaulrich/quantmod
Quantitative Financial Modelling Framework
https://github.com/joshuaulrich/quantmod
algorithmic-trading charting data-import finance r time-series
Last synced: 3 days ago
JSON representation
Quantitative Financial Modelling Framework
- Host: GitHub
- URL: https://github.com/joshuaulrich/quantmod
- Owner: joshuaulrich
- License: gpl-3.0
- Created: 2015-01-31T22:02:12.000Z (almost 10 years ago)
- Default Branch: master
- Last Pushed: 2024-11-05T16:44:22.000Z (3 months ago)
- Last Synced: 2025-01-09T00:16:14.261Z (17 days ago)
- Topics: algorithmic-trading, charting, data-import, finance, r, time-series
- Language: R
- Homepage: http://www.quantmod.com/
- Size: 1.31 MB
- Stars: 829
- Watchers: 110
- Forks: 224
- Open Issues: 78
-
Metadata Files:
- Readme: README.md
- Changelog: NEWS.md
- Funding: .github/FUNDING.yml
- License: LICENSE
- Security: .github/security.md
Awesome Lists containing this project
- jimsghstars - joshuaulrich/quantmod - Quantitative Financial Modelling Framework (R)
README
### About
[quantmod](http://www.quantmod.com) is an [R](https://www.r-project.org)
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.
### quantmod for enterprise
Available as part of the Tidelift Subscription.
The maintainers of `quantmod` and thousands of other packages are working with Tidelift to deliver commercial support and maintenance for the open source dependencies you use to build your applications. Save time, reduce risk, and improve code health, while paying the maintainers of the exact dependencies you use. [Learn more.](https://tidelift.com/subscription/pkg/cran-quantmod?utm_source=cran-quantmod&utm_medium=referral&utm_campaign=enterprise&utm_term=repo)
### Supporting quantmod development
If you are interested in supporting the ongoing development and maintenance of quantmod, please consider [becoming a sponsor](https://github.com/sponsors/joshuaulrich).
### Installation
The current release is available on [CRAN](https://CRAN.R-project.org/package=quantmod),
which you can install via:
```r
install.packages("quantmod")
```
To install the development version, you need to clone the repository and build
from source, or run one of:
```r
# 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](https://cran.r-project.org/doc/manuals/r-release/R-admin.html)
for your operating system:
- [Windows](https://cran.r-project.org/doc/manuals/r-release/R-admin.html#The-Windows-toolset)
- [MacOS](https://cran.r-project.org/doc/manuals/r-release/R-admin.html#macOS) (the [R for Mac OS X Developer's Page](https://r.research.att.com/) might also be helpful)
- [Unix-alike](https://cran.r-project.org/doc/manuals/r-release/R-admin.html#Essential-and-useful-other-programs-under-a-Unix_002dalike)
### Getting Started
It is possible to import data from a variety of sources with one quantmod
function: `getSymbols()`. For example:
```r
> 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](https://CRAN.R-project.org/package=TTR)
package:
```r
> getSymbols("AAPL")
[1] "AAPL"
> chartSeries(AAPL)
> addMACD()
> addBBands()
```
###### Have a question?
Ask your question on [Stack Overflow](http://stackoverflow.com/questions/tagged/r)
or the [R-SIG-Finance](https://stat.ethz.ch/mailman/listinfo/r-sig-finance)
mailing list (you must subscribe to post).
### Contributing
Please see the [contributing guide](https://github.com/joshuaulrich/quantmod/wiki/Contributing-Guide).
### See Also
- [TTR](https://CRAN.R-project.org/package=TTR): functions for technical trading
rules
- [xts](https://CRAN.R-project.org/package=xts): eXtensible Time Series based
on [zoo](https://CRAN.R-project.org/package=zoo)
### Author
Jeffrey Ryan, [Joshua Ulrich](https://about.me/joshuaulrich)