quantmod | Quantitative Financial Modelling Framework | Cryptocurrency library

 by   joshuaulrich R Version: v0.4.22 License: GPL-3.0

kandi X-RAY | quantmod Summary

kandi X-RAY | quantmod Summary

quantmod is a R library typically used in Blockchain, Cryptocurrency applications. quantmod has no bugs, it has no vulnerabilities, it has a Strong Copyleft License and it has medium support. You can download it from GitHub.

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.
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              quantmod has a medium active ecosystem.
              It has 714 star(s) with 221 fork(s). There are 111 watchers for this library.
              OutlinedDot
              It had no major release in the last 12 months.
              There are 64 open issues and 254 have been closed. On average issues are closed in 187 days. There are 15 open pull requests and 0 closed requests.
              It has a neutral sentiment in the developer community.
              The latest version of quantmod is v0.4.22

            kandi-Quality Quality

              quantmod has 0 bugs and 0 code smells.

            kandi-Security Security

              quantmod has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.
              quantmod code analysis shows 0 unresolved vulnerabilities.
              There are 0 security hotspots that need review.

            kandi-License License

              quantmod is licensed under the GPL-3.0 License. This license is Strong Copyleft.
              Strong Copyleft licenses enforce sharing, and you can use them when creating open source projects.

            kandi-Reuse Reuse

              quantmod releases are available to install and integrate.
              Installation instructions, examples and code snippets are available.

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            quantmod Key Features

            No Key Features are available at this moment for quantmod.

            quantmod Examples and Code Snippets

            No Code Snippets are available at this moment for quantmod.

            Community Discussions

            QUESTION

            Multi-Step Ahead Time Series Forecasting (Using Direct Approach)
            Asked 2022-Apr-05 at 01:12

            So I'm relatively new in R and I was wondering what's wrong with my loop forecasting multi-step time series.

            I first have this loop to mimic the information set at time τ and estimate the models based on a rolling window of 1000 observation and make a one-step-ahead out-of-sample forecast with 726 out-of-sample observations.

            ...

            ANSWER

            Answered 2022-Apr-05 at 01:12

            I finally found the solution by myself, here it is for those who will encounter this problem :

            Source https://stackoverflow.com/questions/71670920

            QUESTION

            How to make a loop for out-of-sample forecast
            Asked 2022-Apr-03 at 14:39

            I am beginner to R and was hoping to have ideas for making a loop.

            I would like to automate the following for each observation out of 726 observation making a 5 ahead out-of-sample forecast based on a rolling window of 1000 obsv, storing only the t+5 in the "pred" column and then reset the "VIX.Close" column to his original values.

            ...

            ANSWER

            Answered 2022-Apr-03 at 14:39

            My understanding is the following:

            • you first run the loop on each of the five sets of observations, with an IF statement for when you reach the final iteration which goes into the pred column instead of VIX.close

            • you keep the reset of VIX.close outside of the for loop, otherwise it would have reset with each iteration

            Source https://stackoverflow.com/questions/71678496

            QUESTION

            Error in getOptionChain expiry date for multiple tickers
            Asked 2022-Mar-31 at 17:27

            I'm running the Getting options chain for multiple tickers but something is wrong with the expiration date for multiple tickers.

            Here's a sample code:

            ...

            ANSWER

            Answered 2022-Mar-31 at 17:20

            You need to provide the expiry date for each one of your tickers. The following code works:

            Source https://stackoverflow.com/questions/71696655

            QUESTION

            Replace NA's in R with the current rollapply value
            Asked 2022-Mar-12 at 16:10

            I have a 10 year dataset from Tesla returns (2 day difference percentage)

            ...

            ANSWER

            Answered 2022-Mar-12 at 16:10

            Use na.locf0 which stands for last occurrence carried forward. Below we have simplified the code. Omit facet = NULL if you want separate panels. The code below does not use dplyr so you can write just lag in place of stats::lag if you don't have dplyr loaded. (dplyr clobbers R's lag with its own incompatible version.)

            Source https://stackoverflow.com/questions/71442800

            QUESTION

            How to fix NA error on the LAG LOG aggregated returns in R for FRED data
            Asked 2022-Feb-14 at 22:07

            I am having difficulty understanding why the apply.quarterly() function is not really giving me the quarterly returns and returning NA and why my diff(log()) function is also not working with FRED data. Perhaps I am doing something wrong but I cannot really understand what. Could someone help me understand or fix this issue?

            The code I use:

            ...

            ANSWER

            Answered 2022-Feb-14 at 22:07

            Make these changes:

            • do not convert the xts objects to data frames
            • suggest not using setDefaults
            • n, ns and nd are not used and those lines are dropped.
            • add na.rm = TRUE to mean
            • use Ad(...) to extract the adjusted column
            • have cleaned up formatting

            This gives

            Source https://stackoverflow.com/questions/71118296

            QUESTION

            Legends on time series plots in R
            Asked 2022-Jan-24 at 15:03

            How do I add legends to my plot below?

            ...

            ANSWER

            Answered 2021-Dec-17 at 02:53

            If you convert portfolioPrices to a dataframe then add each line separately you can add a legend.

            The following code doesn't create the best looking plot/legend but you could improve it by playing about with the legend/plot arguments.

            Also, the lines could be added using a loop rather than being hard-coded.

            Source https://stackoverflow.com/questions/70387245

            QUESTION

            How do I convert from one currency to another if only the country code is given?
            Asked 2022-Jan-18 at 16:46

            I have a data set something like this:

            value <- data.frame(Country = c('AUS', 'AUT', 'GBR'), amount = c(200, 150, 300))

            every amount is given in the respectives country currency. So 200 in Aus. Dollar, 150 in Euro and 300 in Pound. What I want at the end is every number converted to the same currency, let's say Euro.

            I already found something like library(quantmod) but this only helps with conversion. So I would need to get the currency first only from the country code.

            Any Ideas?

            ...

            ANSWER

            Answered 2022-Jan-18 at 16:46

            We can use the countrycode package to convert ISO3 country codes into the relevant ISO4217 currency codes, then use priceR to use that to convert each currency to a single one, Euros in this example.

            Let's first get the currency code.

            Source https://stackoverflow.com/questions/70758680

            QUESTION

            how to change color of highcharter candlestick stockchart?
            Asked 2022-Jan-16 at 05:15

            I am trying to build a candlestick chart with quantmod and highcharter package. Building the chart is super easy.

            ...

            ANSWER

            Answered 2022-Jan-16 at 05:15

            Found the solution. I need to use the upColor argument.

            Source https://stackoverflow.com/questions/70606440

            QUESTION

            How to calculate returns and group by company
            Asked 2021-Oct-21 at 08:48

            I have the following data frame, and try to calculate the returns for each company by using Delt(Adjusted). I have to group by company, so the returns are correct when the row switches to another company and another adjusted price.

            I try this code:

            ...

            ANSWER

            Answered 2021-Oct-21 at 08:48

            You cannot use all functions in a pipe. If you want to calculate returns use either:

            Source https://stackoverflow.com/questions/69658609

            QUESTION

            getSymbols.yahoo "method" in a loop with several symbols and corresponding dates in R
            Asked 2021-Oct-07 at 16:47

            "Method" getSymbols.yahoo allows putting a vector in lieu of the Symbols argument allowing the download of several tickers without using a loop:

            ...

            ANSWER

            Answered 2021-Oct-06 at 15:14

            Use Map to pass one element at a time from each vector to the function.

            Source https://stackoverflow.com/questions/69468176

            Community Discussions, Code Snippets contain sources that include Stack Exchange Network

            Vulnerabilities

            No vulnerabilities reported

            Install quantmod

            The current release is available on CRAN, which you can install via:.
            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:.

            Support

            If you are interested in supporting the ongoing development and maintenance of quantmod, please consider becoming a sponsor.
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