Other packages > Find by keyword >

Trading  

Trade Objects, Advanced Correlation & Beta Estimates, Betting Strategies
View on CRAN: Click here


Download and install Trading package within the R console
Install from CRAN:
install.packages("Trading")

Install from Github:
library("remotes")
install_github("cran/Trading")

Install by package version:
library("remotes")
install_version("Trading", "3.2")



Attach the package and use:
library("Trading")
Maintained by
Tasos Grivas
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-09-06
Latest Update: 2025-04-13
Description:
Contains performance analysis metrics of track records including entropy-based correlation and dynamic beta based on the Kalman filter. The normalized sample entropy method has been implemented which produces accurate entropy estimation even on smaller datasets while for the dynamic beta calculation the Kalman filter methodology has been utilized. On a separate stream, trades from the five major assets classes and also functionality to use pricing curves, rating tables, CSAs and add-on tables. The implementation follows an object oriented logic whereby each trade inherits from more abstract classes while also the curves/tables are objects. Furthermore, odds calculators and P&L back-testing functionality has been implemented for the most widely used betting/trading strategies including martingale, DAlembert, Labouchere and Fibonacci. Back-testing has also been included for the EuroMillions and EuroJackpot lotteries. Furthermore, some basic functionality about climate risk has been included.
How to cite:
Tasos Grivas (2016). Trading: Trade Objects, Advanced Correlation & Beta Estimates, Betting Strategies. R package version 3.2, https://cran.r-project.org/web/packages/Trading. Accessed 15 Jul. 2026.
Previous versions and publish date:
(2026-07-09 08:28), 1.0 (2016-09-06 02:04), 1.1 (2016-11-20 23:14), 1.2 (2019-01-12 20:50), 2.0 (2020-04-19 17:00), 2.1 (2020-08-12 13:30), 2.2 (2021-07-04 19:00), 2.5 (2022-08-26 21:44), 3.0 (2024-02-14 11:33), 3.1 (2025-02-23 00:10)
Other packages that cited Trading R package
View Trading citation profile
Other R packages that Trading depends, imports, suggests or enhances
Complete documentation for Trading
Functions, R codes and Examples using the Trading R package
Some associated functions: AngularDistance . Bond-class . BondFuture-class . CDOTranche-class . CDS-class . CDX-class . CSA-class . Carbon_Footprint . Carbon_Intensity . Chebyshev_distance . Collateral-class . CommSwap-class . Commodity-class . CommodityForward-class . CrossSampleEntropy . Curve-class . DynamicBeta . Equity-class . EquityIndexFuture-class . EquityOptionIndex-class . EquityOptionSingle-class . FXSwap-class . FxForward-class . GetTradeDetails . HashTable-class . IRDFuture-class . IRDSwap-class . IRDSwapVol-class . IRDSwaption-class . InformationAdjustedBeta . InformationAdjustedCorr . NormXASampEn . OtherExposure-class . ParseTrades . SampleEntropy . SelectDerivatives . Total_Carbon_Emissions . VariationOfInformation . Weighted_Average_Carbon_Intensity . capped_fibonacci_seq . martingale_strategy_repetitions . roulette_pl_calculator_dalembert . roulette_pl_calculator_fibonacci . roulette_pl_calculator_labouchere . roulette_pl_calculator_martingale . roulette_pl_calculator_specific_number . 
Some associated R codes: AngularDistance.R . Bond.R . CSA.R . Chebyshev_distance.R . Collateral.R . Commodity.R . Credit.R . CrossSampleEntropy.R . Curve.R . DynamicBeta.R . Equity.R . FX.R . Future.R . GetTradeDetails.R . HashTable.R . IRD.R . InformationAdjustedBeta.R . InformationAdjustedCorr.R . NormXASampEn.R . Option.R . Other.R . ParseTrades.R . SampleEntropy.R . SelectDerivatives.R . Swap.R . Trade.R . VariationOfInformation.R . Vol.R . capped_fibonacci_seq.R . cf.R . ci.R . martingale_strategy_calculator.R . onLoad.R . roulette_pl_calculator_Labouchere.R . roulette_pl_calculator_dalembert.R . roulette_pl_calculator_fibonacci.R . roulette_pl_calculator_martingale.R . roulette_pl_calculator_specific_number.R . tce.R . waci.R .  Full Trading package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
gamlss.add  
Extra Additive Terms for Generalized Additive Models for Location Scale and Shape
Interface for extra smooth functions including tensor products, neural networks and decision trees. ...
Download / Learn more Package Citations See dependency  
gscaLCA  
Generalized Structure Component Analysis- Latent Class Analysis & Latent Class Regression
Execute Latent Class Analysis (LCA) and Latent Class Regression (LCR) by using Generalized Structu ...
Download / Learn more Package Citations See dependency  
footBayes  
Fitting Bayesian and MLE Football Models
This is the first package allowing for the estimation, visualization and prediction of the most wel ...
Download / Learn more Package Citations See dependency  
SECFISH  
Disaggregate Variable Costs
These functions were developed within SECFISH project (Strengthening regional cooperation in the are ...
Download / Learn more Package Citations See dependency  
binhf  
Haar-Fisz Functions for Binomial Data
Binomial Haar-Fisz transforms for Gaussianization as in Nunes and Nason (2009). ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA