Package: tidyquant 1.0.7.9000

Matt Dancho

tidyquant:Tidy Quantitative Financial Analysis

Bringing business and financial analysis to the 'tidyverse'. The 'tidyquant' package provides a convenient wrapper to various 'xts', 'zoo', 'quantmod', 'TTR' and 'PerformanceAnalytics' package functions and returns the objects in the tidy 'tibble' format. The main advantage is being able to use quantitative functions with the 'tidyverse' functions including 'purrr', 'dplyr', 'tidyr', 'ggplot2', 'lubridate', etc. See the 'tidyquant' website for more information, documentation and examples.

Authors:Matt Dancho [aut, cre], Davis Vaughan [aut]

tidyquant_1.0.7.9000.tar.gz
tidyquant_1.0.7.9000.zip(r-4.5)tidyquant_1.0.7.9000.zip(r-4.4)tidyquant_1.0.7.9000.zip(r-4.3)
tidyquant_1.0.7.9000.tgz(r-4.4-any)tidyquant_1.0.7.9000.tgz(r-4.3-any)
tidyquant_1.0.7.9000.tar.gz(r-4.5-noble)tidyquant_1.0.7.9000.tar.gz(r-4.4-noble)
tidyquant_1.0.7.9000.tgz(r-4.4-emscripten)tidyquant_1.0.7.9000.tgz(r-4.3-emscripten)
tidyquant.pdf |tidyquant.html✨
tidyquant/json (API)
NEWS

# Installtidyquant in R:
install.packages('tidyquant',repos = c('https://business-science.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/business-science/tidyquant/issues

Datasets:
  • FANG - Stock prices for the "FANG" stocks.

On CRAN:

dplyrfinancial-analysisfinancial-datafinancial-statementsmultiple-stocksperformance-analysisperformanceanalyticsquantmodstockstock-exchangesstock-indexesstock-listsstock-performancestock-pricesstock-symboltidyversetime-seriestimeseriesxts

159 exports 837 stars 8.68 score 133 dependencies 2 mentions 20.6k downloads

Last updated 6 months agofrom:3e8c6f9f31

Exports:%>%ABSAS_DATEAS_DATETIMEav_api_keyAVERAGEAVERAGE_IFSCEILING_DATECEILING_DAYCEILING_MONTHCEILING_QUARTERCEILING_WEEKCEILING_YEARCHANGECHANGE_FIRSTLASTcoord_x_datecoord_x_datetimeCORCOUNTCOUNT_DAYSCOUNT_IFSCOUNT_UNIQUECOVCREATE_IFSCUMULATIVE_MAXCUMULATIVE_MEANCUMULATIVE_MEDIANCUMULATIVE_MINCUMULATIVE_PRODUCTCUMULATIVE_SUMDATEDATE_SEQUENCEDATE_TO_DECIMALDATE_TO_NUMERICDATEVALUEDAYDMYDMY_HDMY_HMDMY_HMSDOMDOWEDATEEOMONTHEXPFIRSTFLOOR_DATEFLOOR_DAYFLOOR_MONTHFLOOR_QUARTERFLOOR_WEEKFLOOR_YEARFVgeom_barchartgeom_bbandsgeom_bbands_geom_candlestickgeom_mageom_ma_HOLIDAY_SEQUENCEHOLIDAY_TABLEHOURIRRLAGLASTLEADLOGMAXMAX_IFSMDAYMDYMDY_HMDY_HMMDY_HMSMEDIANMEDIAN_IFSMINMIN_IFSMINUTEMONTHMONTHDAYNET_WORKDAYSNOWNPVNTHpalette_darkpalette_greenpalette_lightPCT_CHANGEPCT_CHANGE_FIRSTLASTpivot_tablePMTPVQDAYquandl_api_keyquandl_searchQUARTERQUARTERDAYRATERETURNROUND_DATEROUND_DAYROUND_MONTHROUND_QUARTERROUND_WEEKROUND_YEARscale_color_tqscale_colour_tqscale_fill_tqSECONDSQRTSTDEVSUMSUM_IFStheme_tqtheme_tq_darktheme_tq_greentidyquant_conflictstiingo_api_keyTODAYtq_exchangetq_exchange_optionstq_gettq_get_optionstq_indextq_index_optionstq_mutatetq_mutate_tq_mutate_fun_optionstq_mutate_xytq_mutate_xy_tq_performancetq_performance_tq_performance_fun_optionstq_portfoliotq_portfolio_tq_repeat_dftq_transformtq_transform_xytq_transmutetq_transmute_tq_transmute_fun_optionstq_transmute_xytq_transmute_xy_VARVLOOKUPWDAYWEEKWEEKDAYWEEKNUMWEEKNUM_ISOWORKDAY_SEQUENCEYEARYEAR_ISOYEARFRACYMDYMD_HYMD_HMYMD_HMS

Dependencies:anytimeaskpassbase64encBHbitbit64bslibcachemcellrangerclassclicliprclockcodetoolscolorspacecpp11crayoncrosstalkcurldata.tablediagramdigestdplyrellipsisevaluatefansifarverfastmapfontawesomeforcatsforecastfracdifffsfurrrfuturefuture.applygenericsggplot2globalsgluegowergtablehardhathighrhmshtmltoolshtmlwidgetshttripredisobandjquerylibjsonliteKernSmoothknitrlabelinglaterlatticelavalazyevallifecyclelistenvlmtestlubridatemagrittrMASSMatrixmemoisemgcvmimemunsellnlmennetnumDerivopensslpadrparallellyPerformanceAnalyticspillarpkgconfigplotlyprettyunitsprodlimprogressprogressrpromisespurrrquadprogquantmodR6rappdirsRColorBrewerRcppRcppArmadilloRcppRollreadrreadxlrecipesrematchrlangrmarkdownrpartrsamplesassscalesshapesliderSQUAREMstringistringrsurvivalsystibbletidyrtidyselecttimechangetimeDatetimetktinytextseriestsfeaturesTTRtzdburcautf8vctrsviridisLitevroomwarpwithrxfunxtsyamlzoo

Charting with tidyquant

Matt Dancho

Rendered fromTQ04-charting-with-tidyquant.Rmdusingknitr::rmarkdownon Jul 03 2024.

Last update: 2023-10-03
Started: 2017-01-29

Core Functions in tidyquant

Matt Dancho

Rendered fromTQ01-core-functions-in-tidyquant.Rmdusingknitr::rmarkdownon Jul 03 2024.

Last update: 2023-10-03
Started: 2017-01-29

Excel in R with tidyquant

Rendered fromTQ06-excel-in-r.Rmdusingknitr::rmarkdownon Jul 03 2024.

Last update: 2023-09-29
Started: 2020-02-29

Introduction to tidyquant

Matt Dancho

Rendered fromTQ00-introduction-to-tidyquant.Rmdusingknitr::rmarkdownon Jul 03 2024.

Last update: 2023-10-03
Started: 2017-01-29

Performance Analysis with tidyquant

Matt Dancho

Rendered fromTQ05-performance-analysis-with-tidyquant.Rmdusingknitr::rmarkdownon Jul 03 2024.

Last update: 2023-10-03
Started: 2017-02-11

R Quantitative Analysis Package Integrations in tidyquant

Matt Dancho

Rendered fromTQ02-quant-integrations-in-tidyquant.Rmdusingknitr::rmarkdownon Jul 03 2024.

Last update: 2023-10-03
Started: 2017-01-29

Scaling and Modeling with tidyquant

Matt Dancho

Rendered fromTQ03-scaling-and-modeling-with-tidyquant.Rmdusingknitr::rmarkdownon Jul 03 2024.

Last update: 2023-10-03
Started: 2017-03-02

Readme and manuals

Help Manual

Help pageTopics
tidyquant: Integrating quantitative financial analysis tools with the tidyversetidyquant-package tidyquant
Set Alpha Vantage API Keyav_api_key
Zoom in on plot regions using date ranges or date-time rangescoord_x_date coord_x_datetime
Deprecated functionsdeprecated tq_transform tq_transform_xy
Excel Date and Time FunctionsAS_DATE AS_DATETIME CEILING_DATE CEILING_DAY CEILING_MONTH CEILING_QUARTER CEILING_WEEK CEILING_YEAR COUNT_DAYS DATE DATEVALUE DATE_SEQUENCE DATE_TO_DECIMAL DATE_TO_NUMERIC DAY DMY DMY_H DMY_HM DMY_HMS DOM DOW EDATE EOMONTH excel_date_functions FLOOR_DATE FLOOR_DAY FLOOR_MONTH FLOOR_QUARTER FLOOR_WEEK FLOOR_YEAR HOLIDAY_SEQUENCE HOLIDAY_TABLE HOUR MDAY MDY MDY_H MDY_HM MDY_HMS MINUTE MONTH MONTHDAY NET_WORKDAYS NOW QDAY QUARTER QUARTERDAY ROUND_DATE ROUND_DAY ROUND_MONTH ROUND_QUARTER ROUND_WEEK ROUND_YEAR SECOND TODAY WDAY WEEK WEEKDAY WEEKNUM WEEKNUM_ISO WORKDAY_SEQUENCE YEAR YEARFRAC YEAR_ISO YMD YMD_H YMD_HM YMD_HMS
Excel Financial Math Functionsexcel_financial_math_functions FV IRR NPV PMT PV RATE
Excel Summarising "If" FunctionsAVERAGE_IFS COUNT_IFS CREATE_IFS excel_if_functions MAX_IFS MEDIAN_IFS MIN_IFS SUM_IFS
Excel Pivot Tableexcel_pivot_table pivot_table
Excel Reference Functionsexcel_ref_functions VLOOKUP
Excel Statistical Mutation FunctionsABS CHANGE CUMULATIVE_MAX CUMULATIVE_MEAN CUMULATIVE_MEDIAN CUMULATIVE_MIN CUMULATIVE_PRODUCT CUMULATIVE_SUM excel_stat_mutation_functions EXP LAG LEAD LOG PCT_CHANGE RETURN SQRT
Excel Statistical Summary FunctionsAVERAGE CHANGE_FIRSTLAST COR COUNT COUNT_UNIQUE COV excel_stat_summary_functions FIRST LAST MAX MEDIAN MIN NTH PCT_CHANGE_FIRSTLAST STDEV SUM VAR
Stock prices for the "FANG" stocks.FANG
Plot Bollinger Bands using Moving Averagesgeom_bbands geom_bbands_
Plot Financial Charts in ggplot2geom_barchart geom_candlestick geom_chart
Plot moving averagesgeom_ma geom_ma_
tidyquant palettes for use with scalespalette_dark palette_green palette_light palette_tq
Query or set Quandl API Keyquandl_api_key
Search the Quandl databasequandl_search
tidyquant colors and fills for ggplot2.scale_color_tq scale_colour_tq scale_fill_tq scale_manual
tidyquant themes for ggplot2.theme_tq theme_tq_dark theme_tq_green
Conflicts between the tidyquant and other packagestidyquant_conflicts
Set Tiingo API Keytiingo_api_key
Get quantitative data in 'tibble' formattq_get tq_get_options
Get all stocks in a stock index or stock exchange in 'tibble' formattq_exchange tq_exchange_options tq_index tq_index_options
Mutates quantitative datatq_mutate tq_mutate_ tq_mutate_fun_options tq_mutate_xy tq_mutate_xy_ tq_transmute tq_transmute_ tq_transmute_fun_options tq_transmute_xy tq_transmute_xy_
Computes a wide variety of summary performance metrics from stock or portfolio returnstq_performance tq_performance_ tq_performance_fun_options
Aggregates a group of returns by asset into portfolio returnstq_portfolio tq_portfolio_ tq_repeat_df