CCR, Advanced Correlation & Beta Estimates, Betting Strategies

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Documentation for package ‘Trading’ version 2.5

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AngularDistance Angular distance metrics
Bond Bond Class
BondFuture Bond Future Class
capped_fibonacci_seq Fibonacci sequence up to a specified maximum number
Carbon_Footprint Carbon Footprint
Carbon_Intensity Carbon Intensity
CDOTranche CDO tranche Class
CDS CDS Class
CDX CDX Class
Chebyshev_distance Chebyshev distance
Collateral Collateral Class
Commodity Commodity Class
CommodityForward Commodity Forward Class
CommSwap Commodity Swap Class
CrossSampleEntropy Angular distance metrics
CSA CSA Class
Curve Curve Class
DynamicBeta Time Varying Beta via Kalman filter & smoother
Equity Equity Class
EquityIndexFuture Equity Index Future Class
EquityOptionIndex Equity Option Index Class
EquityOptionSingle Equity Option Single Class
FxForward FX Forward Class
FxSwap Fx Swap Class
GetTradeDetails Returns a list with the populated fields of a Trade Object
HashTable Hashtable Class
InformationAdjustedBeta Information Adjusted Beta
InformationAdjustedCorr Information Adjusted Correlation
IRDFuture IRD Future Class
IRDSwap IRD Swap Class
IRDSwaption IRD Swaption Class
IRDSwaption-class IRD Swaption Class
IRDSwapVol IRD Swap Volatility Class
martingale_strategy_repetitions Martingale Strategy Repetitions
NormXASampEn Normalized Cross Sample Entropy
OtherExposure OtherExposure Class
ParseTrades Parse trades through a .csv file.
roulette_pl_calculator_dalembert Roulette P&L betting based on the D'Alembert Betting System
roulette_pl_calculator_fibonacci Roulette P&L betting based on the Fibonacci Betting System
roulette_pl_calculator_labouchere Roulette P&L betting based on the Labouchere Betting System
roulette_pl_calculator_martingale Roulette P&L betting based on a modified martingale strategy
roulette_pl_calculator_specific_number Roulette P&L betting on a specific number
SampleEntropy Sample Entropy
SelectDerivatives Select the derivatives out of a trades' list
Total_Carbon_Emissions Total Carbon Emissions
VariationOfInformation Variation of Information
Weighted_Average_Carbon_Intensity Weighted Average Carbon Intensity