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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]
First Published: 2016-09-06
Latest Update: 2022-08-26
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 29 Apr. 2025.
Previous versions and publish date:
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
03/3003/3104/0104/0204/0304/0404/0504/0604/0704/0804/0904/1004/1104/1204/1304/1404/1504/1604/1704/1804/1904/2004/2104/2204/2304/2404/2504/2604/2704/28Downloads for Trading0510152025303540455055TrendBars

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