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 26 Aug. 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

PCADSC  
Tools for Principal Component Analysis-Based Data Structure Comparisons
A suite of non-parametric, visual tools for assessing differences in data structures for two datase ...
Download / Learn more Package Citations See dependency  
RCytoGPS  
Using Cytogenetics Data in R
Defines classes and methods to process text-based cytogenetics using the CytoGPS web site, then imp ...
Download / Learn more Package Citations See dependency  
clinUtils  
General Utility Functions for Analysis of Clinical Data
Utility functions to facilitate the import, the reporting and analysis of clinical data. Example ...
Download / Learn more Package Citations See dependency  
ncodeR  
Techniques for Automated Classifiers
A set of techniques that can be used to develop, validate, and implement automated classifiers. A po ...
Download / Learn more Package Citations See dependency  
SelvarMix  
Regularization for Variable Selection in Model-Based Clustering and Discriminant Analysis
Performs a regularization approach to variable selection in themodel-based clustering and classifica ...
Download / Learn more Package Citations See dependency  
leafgl  
High-Performance 'WebGl' Rendering for Package 'leaflet'
Provides bindings to the 'Leaflet.glify' JavaScript library which extends the 'leaflet' JavaScript l ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,113

Author Associations

28,333

Publication Badges

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