Chapter 7 Quantmod

Quantmod stands for ``quantitative financial modelling framework’’. It has three main functions:

  1. download data,
  2. charting, and
  3. technical indicator.

Then we can conduct simple test on trading strategies. We will learn how to test more complicated strategies.

Before we start, let us use the following code install and load quantmod.


Learning Objectives:

  • Use quantmod package to download stock prices

  • create chart of stock prices and add technical indicators

  • construct simple trading indicator and apply it into trading

  • evaluate the performance of a trading rule based on return data