This tutorial gives a short intruduction about how to use R’s Quantmod package to retrieve financial time series data from internet.
1 Overview of quantmod package
The quantmod package for R is designed to assist the quantitative trader in the development, testing, and deployment of statistically based trading models. It provides a rapid prototyping environment, where quant traders can quickly and cleanly explore and build trading models. Quantmod makes modelling easier by removing the repetitive workflow issues surrounding data management, modelling interfaces, and performance analysis.
However, quantmod is not a replacement for anything statistical. It has no ‘new’ modelling routines or analysis tool to speak of. It does now offer charting not currently available elsewhere in R, but most everything else is more of a wrapper to what you already know and love about the language and packages you currently use.