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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.

Functions (27)

FANG

Stock prices for the "FANG" stocks.

Set Alpha Vantage API Key

coord_x_date

Zoom in on plot regions using date ranges or date-time ranges

Deprecated functions

excel_date_functions

Excel Date and Time Functions

excel_financial_math_functions

Excel Financial Math Functions

excel_if_functions

Excel Summarising "If" Functions

excel_pivot_table

Excel Pivot Table

excel_ref_functions

Excel Reference Functions

excel_stat_mutation_functions

Excel Statistical Mutation Functions

excel_stat_summary_functions

Excel Statistical Summary Functions

geom_bbands

Plot Bollinger Bands using Moving Averages

Plot Financial Charts in ggplot2

Plot moving averages

tidyquant palettes for use with scales

pipe

Pipe operator

quandl_api_key

Query or set Quandl API Key

quandl_search

Search the Quandl database

scale_manual

tidyquant colors and fills for ggplot2.

tidyquant themes for ggplot2.

tidyquant: Integrating quantitative financial analysis tools with the tidyverse

tiingo_api_key

Set Tiingo API Key

Get quantitative data in tibble format

Get all stocks in a stock index or stock exchange in tibble format

Mutates quantitative data

tq_performance

Computes a wide variety of summary performance metrics from stock or portfolio returns

tq_portfolio

Aggregates a group of returns by asset into portfolio returns

tidyquant

Tidy Quantitative Financial Analysis

v1.0.3

MIT + file LICENSE

Authors

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

Initial release

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