#quantmod
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mtkonczal.bsky.social
This is not ready to take on the big dogs of R macro. Your quantmod, your tidyquant.

Yet.
October 1, 2025 at 2:18 AM
jessgraves.bsky.social
We all know Trump is crashing the market rn.

I'm no expert, but it seemed reasonable that crashes might be common early in pres terms? Turns out, not really.

Here are changes in S&P during the 1st 8 weeks of presidential terms since Reagan.

🔗 tinyurl.com/bde89wfs

#rstats #gganimate #quantmod
March 9, 2025 at 7:40 PM
klauswiese.bsky.social
#Día14 | Relaciones – Comercio | #30DayChartChallenge | Precios del Café. Creada usando #Rstats con #quantmod, #ggplot2, #dplyr y #scales.
April 14, 2026 at 12:49 PM
kraieski.dev
Was blogging about lessons from "vibe porting" my own #rstats htmlwidgets package to a new JS lib when I got a fever for more htmlwidgets packages!

At least I finally set up r-universe. One of my new packages wraps Tradingview Lightweight Charts for quantmod/zoo!

arkraieski.r-universe.dev/builds
Candle chart of the SPY ticket made in R with the following code: library(quantmod) library(lightweightchartR) symbols <- c('VT', 'QQQ', 'XLE', 'DGRO', 'GLD', 'SPY') getSymbols(symbols, from = "2010-01-01", adjust = TRUE) # this code here is a second chart not shown in screenshot lwc_chart(VT, theme = "dark", type = "bar") |> add_bbands(n = 20, sd = 2) |> add_volume() lwc_chart(SPY, theme = "dark") |> add_bbands(n = 20, sd = 2) |> add_volume()
April 10, 2026 at 12:57 AM
kraieski.dev
Here's a functional programming trick for #rstats that I wish I started using sooner:

if you need a #ggplot2 scale to be reusable across multiple plots and dynamically configurable without relying on global state, consider using a function factory (a function that returns a function) to build it
screenshot of a code editor showing the following R code: library(quantmod) library(ggplot2) library(lubridate) startYear <- 2015 startDate <- paste0(startYear, '-01-01') getSymbols(c('spy', 'btc-usd'), from= startDate) # function factory that creates a scale function that only shows valid years. # try to keep code that could change in here! make_valid_year_scale_function <- function(start_year){ function(){ list( scale_x_continuous(breaks = seq(start_year, Sys.Date() |> year(), 1)), theme(panel.grid.minor.x = element_blank()) # use function after other theme funcs ) } } # this makes it so I can add scale_x_valid_years() to any plot scale_x_valid_years <- make_valid_year_scale_function(startYear)
May 29, 2025 at 11:36 PM
klauswiese.bsky.social
#Día21 | Series de Tiempo – Histórico | #30DayChartChallenge | Precio histórico del café y cacao. Creada usando #Rstats con #quantmod, #ggplot2, #dplyr, #scales, #ggtext, #patchwork, #magick y #cowplot.
April 21, 2026 at 8:30 PM
weareronin.bsky.social
This is how The Great Depression started.
S&P 500 Performance During First 100 Days in Office Normalized to Inauguration Day (0% = S&P 500 value on day 0) 10% Biden (2021) 8.55% Obama (2013) 7.04% Trump (2017) 4.97% Percent Change (%) •10% 40 Trump (2025) -10.79% 80 50 60 70 Days Since Inauguration 90 100 Data pulled using (quantmod) R package Source at https://github.com/jhelvy/charts
April 4, 2025 at 4:49 PM
joshuaulrich.bsky.social
getSymbols.FRED() recently stopped working.
github.com/joshuaulrich...

There's a patch on GitHub. You can install it with:
remotes::install_github("joshuaulrich/quantmod@439-getsymbols-fred-fails")

#quantmod #rstats #rfinance
getSymbols.FRED no longer working · Issue #439 · joshuaulrich/quantmod
Hi there! Love the package, have been using it through the {tidyquant} interface. It seems that getSymbols.FRED() is no longer working. Here's what I'm getting when I run the example code from ?get...
github.com
June 17, 2025 at 6:21 PM
mikipe.bsky.social
#Day7 of #30DayChartChallenge, theme: #Outliers

📦📉 Boxplot: Rent. log diarias de IBEX35, S&P500, Nasdaq

Nasdaq -> mayor volatilidad (IQR ~1.64% vs ~1.1%) y outlier máximo (+7.1% el 10-11-2022).

📂 Código: t.ly/JxcM1

#dataviz #finance #quant #IBEX35 #SP500 #Nasdaq #ggplot2 #quantmod #rstats
Box plot comparativo de rentabilidades logarítmicas diarias (%, eje Y) para IBEX 35, S&P 500 y Nasdaq Comp. (eje X) en los últimos ~3 años. Muestra medianas, rangos intercuartílicos (IQR) y outliers (puntos diamante amarillos). Nasdaq presenta mayor IQR (~1.64% vs ~1.1% para IBEX/SP500) y el outlier positivo más extremo (+7.1% el 10-Nov-2022). Fuente: Yahoo Finance.
April 7, 2025 at 9:50 PM
kraieski.dev
Yeah and it actually gets into why I started thinking about this today. I might add some opinionated "investment research" articles to my website w/o code (to avoid distracting non-technical readers), but theoretically some econ student out there might be interested in how I use {quantmod}
July 30, 2025 at 11:10 PM
coatless.bsky.social
For now, that's correct. You'll have a timeout just like if you were in the webR REPL (see below). Though, we may be able to do some interesting things with a local redirect layer.

docs.r-wasm.org/webr/latest/...

github.com/r-wasm/webr/...
Demo of quantmod failing to retrieve stock symbols within the webR REPL.
January 27, 2026 at 5:40 PM
fintanr.bsky.social
Trying a little project with R (quantmod package) and a Nix environment, feels like I have gone back to 1996 and I am fixing a device driver after installing Slackware Linux from floppies.
September 16, 2024 at 10:59 AM
kraieski.dev
quantmod and PerformanceAnalytics are the two I use a lot. There are some other good ones I can't remember rn too.

I like doing basic risk analysis and analysis of correlations between stocks/etfs. Dividend growth analysis can be cool too. Price movements are noisy and hard to predict imo.
April 3, 2025 at 7:59 PM
mvij.org
We’re Not Going Back (sorrowful)
Percent Change (%) S&P 500 Performance During First 100 Days in Office Normalized to Inauguration Day (0% = S&P 500 value on day 0) 10% 5% Biden (2021) 8.55% Obama (2013) 7.04% Trump (2017) 4.97% 0% -5% -10% 10 20 30 40 Trump (2025) -10.19% 80 50 60 70 Days Since Inauguration 90 100 Data pulled using (quantmod) R package Source at https://github.com/jhelvy/charts
April 4, 2025 at 10:47 PM
r-bloggers.bsky.social
Collecting Stock Data Using R: A Quick Guide

"Collecting data can be a drudge for many tasks in economics or securities analysis. Fortunately, R has some good options available to streamline this task. Popular R Packages for Stock Data quantmod:The quantmod package is a favorite among financi..."
March 25, 2025 at 10:29 AM
cranberriesfeed.bsky.social
CRAN updates: CCMMR quantmod #rstats
June 28, 2026 at 3:02 PM
cranberriesfeed.bsky.social
CRAN updates: deeptime diceR nFactors OmopSketch quantmod rmon rtables thematic VoronoiBiomedPlot #rstats
June 19, 2025 at 8:02 PM
cranberriesfeed.bsky.social
CRAN updates: mixgb quantmod #rstats
April 7, 2025 at 12:02 AM
cranberriesfeed.bsky.social
CRAN updates: brulee CodelistGenerator jsmodule quantmod waved #rstats
February 14, 2024 at 9:02 AM
bytesde.bsky.social
Vergleich von S & P 500 Performance Färben Erste 100 Tage der letzten 4 US -Präsidenten [OC]

https://www.bytesde.com/936309/

Erstellt in R, Daten mit {Quantmod} R -Paket, Quellcode unter github.com/jhelvy/charts Von jhelvy
Vergleich von S & P 500 Performance Färben Erste 100 Tage der letzten 4 US -Präsidenten
Erstellt in R, Daten mit {Quantmod} R -Paket, Quellcode unter github.com/jhelvy/chartsVon jhelvy
www.bytesde.com
April 4, 2025 at 1:00 AM
cranupdates.bsky.social
Updates on CRAN: CCMMR (0.2.2), muiMaterial (0.2.1), quantmod (0.4.29), SFPL (1.0.1)
June 28, 2026 at 6:01 PM
cranupdates.bsky.social
Updates on CRAN: cry (0.5.2), deeptime (2.2.0), diceR (3.1.0), loon (1.4.3), LSX (1.4.5), nFactors (2.4.1.2), OmopSketch (0.5.1), plotly (4.11.0), quantmod (0.4.28), rmon (1.1.0), rtables (0.6.13), SOMbrero (1.4-3), thematic (0.1.7), visOmopResults (1.1.1), VoronoiBiomedPlot (0.1.1)
June 19, 2025 at 9:27 PM
cranupdates.bsky.social
Updates on CRAN: mixgb (1.5.3), oompaData (3.1.5), Polychrome (1.5.4), PreProcess (3.1.9), QRM (0.4-35), quantmod (0.4.27)
April 7, 2025 at 2:39 AM
cranupdates.bsky.social
Updates on CRAN: brulee (0.3.0), CodelistGenerator (2.2.2), FuzzyPovertyR (2.0.1), ggnetwork (0.5.13), jsmodule (1.5.0), prqlr (0.8.0), quantmod (0.4.26), sra (0.1.4.1), stagedtrees (2.3.0), survival (3.5-8), Trading (3.0), validate (1.1.5), waved (1.3)
February 14, 2024 at 1:18 PM
joshuaulrich.bsky.social
The patched version of quantmod is on cran now!
June 23, 2025 at 7:06 PM