Introduction
quantmod is a quantitative financial modeling package. It downloads data and creates financial charts.
Getting Data
library(quantmod)
# From Yahoo
getSymbols("AAPL", from = "2020-01-01")
# From other sources
getSymbols("EUR/USD", src = "oanda")
# Multiple symbols
getSymbols(c("AAPL", "MSFT"), from = "2020-01-01")
Charting
# Candlestick chart
chartSeries(AAPL)
# Line chart
chartSeries(AAPL, type = "line")
# Add indicators
addSMA(20)
addBollinger()
addMACD()
Analysis
# Returns
Returns <- dailyReturn(AAPL)
# Summary
summary(Returns)
# Technical indicators
EMA(AAPL)
RSI(AAPL)
Summary
quantmod handles financial data. Use it for trading analysis and backtesting.