Package index

Financial APIs

Functions for getting financial data from various API sources.

Get Data from APIs

tq_get() tq_get_options()

Get quantitative data in tibble format

tq_index() tq_index_options() tq_exchange() tq_exchange_options() tq_fund_holdings() tq_fund_source_options()

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

API Keys

quandl_api_key()

Query or set Quandl API Key

quandl_search()

Search the Quandl database

av_api_key()

Set Alpha Vantage API Key

tiingo_api_key()

Set Tiingo API Key

Financial Analysis

Functions for performing various financial analyses.

Quantitative Transformations

Functions for mutating quantitative data.

tq_mutate() tq_mutate_() tq_mutate_xy() tq_mutate_xy_() tq_mutate_fun_options() tq_transmute() tq_transmute_() tq_transmute_xy() tq_transmute_xy_() tq_transmute_fun_options()

Mutates quantitative data

Portfolio Aggregation

Functions for aggregating 1 or more portfolios.

tq_portfolio() tq_portfolio_() tq_repeat_df()

Aggregates a group of returns by asset into portfolio returns

Performance Analytics

Functions for performing various financial performance analyses.

tq_performance() tq_performance_() tq_performance_fun_options()

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

Charting with ggplot2

Functions for creating ggplots for financial charting.

geom_bbands() geom_bbands_()

Plot Bollinger Bands using Moving Averages

geom_barchart() geom_candlestick()

Plot Financial Charts in ggplot2

geom_ma() geom_ma_()

Plot moving averages

theme_tq() theme_tq_dark() theme_tq_green()

tidyquant themes for ggplot2.

palette_light() palette_dark() palette_green()

tidyquant palettes for use with scales

scale_color_tq() scale_colour_tq() scale_fill_tq()

tidyquant colors and fills for ggplot2.

coord_x_date() coord_x_datetime()

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

Excel

Functions providing Excel-like functionality.

Pivot Table, VLOOKUP, & Sum-Ifs

Common functions for Excel power-users.

pivot_table()

Excel Pivot Table

VLOOKUP()

Excel Reference Functions

SUM_IFS() COUNT_IFS() AVERAGE_IFS() MEDIAN_IFS() MIN_IFS() MAX_IFS() CREATE_IFS()

Excel Summarising "If" Functions

Summary Functions

Functions returning a single value from a vector of values.

SUM() AVERAGE() MEDIAN() MIN() MAX() COUNT() COUNT_UNIQUE() STDEV() VAR() COR() COV() FIRST() LAST() NTH() CHANGE_FIRSTLAST() PCT_CHANGE_FIRSTLAST()

Excel Statistical Summary Functions

Mutation Functions

Functions returning multiple values from a vector.

ABS() SQRT() LOG() EXP() RETURN() PCT_CHANGE() CHANGE() LAG() LEAD() CUMULATIVE_SUM() CUMULATIVE_PRODUCT() CUMULATIVE_MAX() CUMULATIVE_MIN() CUMULATIVE_MEAN() CUMULATIVE_MEDIAN()

Excel Statistical Mutation Functions

Date & Time Functions

Functions providing date and time functionality.

AS_DATE() AS_DATETIME() DATE() DATEVALUE() YMD() MDY() DMY() YMD_HMS() MDY_HMS() DMY_HMS() YMD_HM() MDY_HM() DMY_HM() YMD_H() MDY_H() DMY_H() WEEKDAY() WDAY() DOW() MONTHDAY() MDAY() DOM() QUARTERDAY() QDAY() DAY() WEEKNUM() WEEK() WEEKNUM_ISO() MONTH() QUARTER() YEAR() YEAR_ISO() DATE_TO_NUMERIC() DATE_TO_DECIMAL() SECOND() MINUTE() HOUR() NOW() TODAY() EOMONTH() EDATE() NET_WORKDAYS() COUNT_DAYS() YEARFRAC() DATE_SEQUENCE() WORKDAY_SEQUENCE() HOLIDAY_SEQUENCE() HOLIDAY_TABLE() FLOOR_DATE() FLOOR_DAY() FLOOR_WEEK() FLOOR_MONTH() FLOOR_QUARTER() FLOOR_YEAR() CEILING_DATE() CEILING_DAY() CEILING_WEEK() CEILING_MONTH() CEILING_QUARTER() CEILING_YEAR() ROUND_DATE() ROUND_DAY() ROUND_WEEK() ROUND_MONTH() ROUND_QUARTER() ROUND_YEAR()

Excel Date and Time Functions

Financial Functions

Common financial calculations from Excel.

NPV() IRR() FV() PV() PMT() RATE()

Excel Financial Math Functions

Data Sets

FANG

Stock prices for the "FANG" stocks.

Tidyquant

Package-level information.

tidyquant tidyquant-package

tidyquant: Integrating quantitative financial analysis tools with the tidyverse

tidyquant_conflicts()

Conflicts between the tidyquant and other packages

Deprecated

tq_transform() tq_transform_xy()

Deprecated functions