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R package: quantmod
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R package: quantmod

  #1 (permalink)
Elite Member
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Jaffels's Avatar
 
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R package: quantmod

I recently started learning R and found it to be a very good substitute for Matlab and other statistical software. Came a cross this very nice package for downloading stock prices directly to R and have it draw some nice graphs, that I thought others on futures.io (formerly BMT) might find useful.

Run the code below in R to install
install.packages('quantmod')

Run the code below to get the same chart as I have attached.
getSymbols("IBM")
chartSeries(IBM, subset='last 3 months')
addBBands()

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Visit this website for more details on what this package can do and documentation
quantmod: Quantitative Financial Modelling Framework

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  #2 (permalink)
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  #3 (permalink)
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Yeah quantmod and performanceanalytics are key packages. I use them all the time. boot for bootstrapping / monte carlo is nice as well.

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Hi,

The enclosed PDF, found on Internet, contains a nice presentation of quantmod features.

Nicolas

Attached Thumbnails
R package: quantmod-xts_quantmod_workshop.pdf  
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treydog999 View Post
Yeah quantmod and performanceanalytics are key packages. I use them all the time. boot for bootstrapping / monte carlo is nice as well.

Hey @treydog999, if you are interested check here for a paid project involving R:

https://futures.io/hire-consultant-programmer/29354-r-project-parse-trades-remove-outliers-run-monte-carlo.html

Mike

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  #6 (permalink)
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Big Mike View Post

@bigmike i am no R expert. but i have already built my own Monte Carlo simulator in R. it uses XTS objects and can handle any large data and run it as many times as you want i prefer 1million runs myself. Most of my projects take standard multichart .csv export load them into R covert to xts then i can basically do anything using the quantmod, performanceanalytics or highfrequency packages. I would love to see your project come to fruition. I would definitely try to contribute. What functionality are you looking to implement exactly?

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  #7 (permalink)
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treydog999 View Post
@bigmike i am no R expert. but i have already built my own Monte Carlo simulator in R. it uses XTS objects and can handle any large data and run it as many times as you want i prefer 1million runs myself. Most of my projects take standard multichart .csv export load them into R covert to xts then i can basically do anything using the quantmod, performanceanalytics or highfrequency packages. I would love to see your project come to fruition. I would definitely try to contribute. What functionality are you looking to implement exactly?

I'll send you a PM.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

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  #8 (permalink)
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Attached: a very good introduction to quantmod.

Source : Presentations - home

Attached Thumbnails
R package: quantmod-quantmod.pdf  
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  #9 (permalink)
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Just downloaded and playing around with it now

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  #10 (permalink)
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Played around with this for about a week a few years ago.

I am going to give this another shot when I have time

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