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 18 Sep. 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

data360r  
Wrapper for 'TCdata360' and 'Govdata360' API
Makes it easy to engage with the Application Program Interface (API) of the 'TCdata360' and 'Govdat ...
Download / Learn more Package Citations See dependency  
downlit  
Syntax Highlighting and Automatic Linking
Syntax highlighting of R code, specifically designed for the needs of 'RMarkdown' packages like 'pk ...
Download / Learn more Package Citations See dependency  
hmeasure  
The H-Measure and Other Scalar Classification Performance Metrics
Classification performance metrics that are derived from the ROC curve of a classifier. The package ...
Download / Learn more Package Citations See dependency  
eyelinker  
Import ASC Files from EyeLink Eye Trackers
Imports plain-text ASC data files from EyeLink eye trackers into (relatively) tidy data frames for ...
Download / Learn more Package Citations See dependency  
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  
injectoR  
R Dependency Injection
R dependency injection framework. Dependency injection allows a program design to follow the depend ...
Download / Learn more Package Citations See dependency  

28,565

R Packages

239,283

Dependencies

75,677

Author Associations

28,566

Publication Badges

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