Trade Objects, Advanced Correlation & Beta Estimates, Betting Strategies

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Documentation for package ‘Trading’ version 3.2

• DESCRIPTION file.

Help Pages

AngularDistance	Angular distance metrics
Bond	Bond Class
Bond-class	Bond Class
BondFuture	Bond Future Class
BondFuture-class	Bond Future Class
CalcEuroLotteryPnL	PnL calculation for EuroMillions/EuroJackpot backtesting
CalcSetForLifePnL	PnL calculation for Set For Life backtesting
CalcUKLotteryPnL	PnL calculation for UKLottery backtesting
CalcUKThunderBallPnL	PnL calculation for UKThunderBall backtesting
capped_fibonacci_seq	Fibonacci sequence up to a specified maximum number
Carbon_Footprint	Carbon Footprint
Carbon_Intensity	Carbon Intensity
CDOTranche	CDO tranche Class
CDOTranche-class	CDO tranche Class
CDS	CDS Class
CDS-class	CDS Class
CDX	CDX Class
CDX-class	CDX Class
Chebyshev_distance	Chebyshev distance
Collateral	Collateral Class
Collateral-class	Collateral Class
Commodity	Commodity Class
Commodity-class	Commodity Class
CommodityForward	Commodity Forward Class
CommodityForward-class	Commodity Forward Class
CommSwap	Commodity Swap Class
CommSwap-class	Commodity Swap Class
CrossSampleEntropy	Angular distance metrics
CSA	CSA Class
CSA-class	CSA Class
Curve	Curve Class
Curve-class	Curve Class
DynamicBeta	Time Varying Beta via Kalman filter & smoother
Equity	Equity Class
Equity-class	Equity Class
EquityIndexFuture	Equity Index Future Class
EquityIndexFuture-class	Equity Index Future Class
EquityOptionIndex	Equity Option Index Class
EquityOptionIndex-class	Equity Option Index Class
EquityOptionSingle	Equity Option Single Class
EquityOptionSingle-class	Equity Option Single Class
EuroJackpotExample	Eurojackpot analysis example
EuroJackpotResults	Returns all the EuroJackpot results until the end of 2023
EuroLotteryAllCombinations	Returns all the possible number combinations for EuroMillions/EuroJackpot
EuroLotteryBacktesting	Euromillions/EuroJackpot Backtesting
EuroMillionsExample	Euromillions analysis example
EuroMillionsResults	Returns all the EuroMillions results until the end of 2023
FxForward	FX Forward Class
FxForward-class	FX Forward Class
FxSwap	Fx Swap Class
FxSwap-class	Fx Swap Class
GetTradeDetails	Returns a list with the populated fields of a Trade Object
HashTable	Hashtable Class
HashTable-class	Hashtable Class
InformationAdjustedBeta	Information Adjusted Beta
InformationAdjustedCorr	Information Adjusted Correlation
IRDFuture	IRD Future Class
IRDFuture-class	IRD Future Class
IRDSwap	IRD Swap Class
IRDSwap-class	IRD Swap Class
IRDSwaption	IRD Swaption Class
IRDSwaption-class	IRD Swaption Class
IRDSwapVol	IRD Swap Volatility Class
IRDSwapVol-class	IRD Swap Volatility Class
martingale_strategy_repetitions	Martingale Strategy Repetitions
NormXASampEn	Normalized Cross Sample Entropy
OtherExposure	OtherExposure Class
OtherExposure-class	OtherExposure Class
OuterJoinMerge	Returns all possible combinations of two dataframes
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
SetForLifeBacktesting	Set For Life Backtesting
SetForLifeExample	Set For Life analysis example
SetForLifeResults	Returns all the EuroJackpot results until the end of 2023
top5	Top 5 most or least lucky numbers for EuroMillions/EuroJackpot
Total_Carbon_Emissions	Total Carbon Emissions
UKLotteryBacktesting	UKLottery Backtesting
UKLotteryExample	UK Lottery analysis example
UKLotteryResults	Returns all the UKLottery results until the beginning of 2025
UKThunderballBacktesting	UK ThunderBall Backtesting
UKThunderballExample	UK ThunderBall analysis example
UKThunderBallResults	Returns all the UK ThunderBall results until the beginning of 2025
VariationOfInformation	Variation of Information
Weighted_Average_Carbon_Intensity	Weighted Average Carbon Intensity