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.

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:

• Windows
• MacOS (the R for Mac OS X Developer's Page might also be helpful)
• Unix-alike

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

> getSymbols("GOOG", src = "google") # from google finance
[1] "YHOO"
> getSymbols("YHOO", src = "yahoo") # from yahoo finance
[1] "GOOG"
> 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()

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

• DataCamp course on importing and managing financial data
• DataCamp course on manipulating time series with xts & zoo

Please see the contributing guide.

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

Jeffrey Ryan, Joshua Ulrich