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 09 Oct. 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

binovisualfields  
Depth-Dependent Binocular Visual Fields Simulation
Simulation and visualization depth-dependent integrated visual fields. Visual fields are measured mo ...
Download / Learn more Package Citations See dependency  
baffle  
Make Waffle Plots with Base Graphics
Waffle plots are rectangular pie charts that represent a quantity or abundances using colored squar ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
TRMF  
Temporally Regularized Matrix Factorization
Functions to estimate temporally regularized matrix factorizations (TRMF) for forecasting and imputi ...
Download / Learn more Package Citations See dependency  
githubinstall  
A Helpful Way to Install R Packages Hosted on GitHub
Provides an helpful way to install packages hosted on GitHub. ...
Download / Learn more Package Citations See dependency  
separationplot  
Separation Plots
Visual representations of model fit or predictive success in the form of "separation plots." See Gr ...
Download / Learn more Package Citations See dependency  

28,989

R Packages

247,686

Dependencies

76,495

Author Associations

28,990

Publication Badges

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