Package: Trading
Type: Package
Title: Trade Objects, Advanced Correlation & Beta Estimates, Betting
        Strategies
Version: 3.2
Date: 2025-04-13
Author: Tasos Grivas [aut, cre]
Maintainer: Tasos Grivas <info@openriskcalculator.com>
Authors@R: person(given = "Tasos", 
  family = "Grivas", 
  role = c("aut", "cre"), 
  email = "info@openriskcalculator.com")
Description: Contains performance analysis metrics of track records including entropy-based
            correlation and dynamic beta based on a state/space algorithm. The normalized sample entropy method
            has been implemented which produces accurate entropy estimation even on smaller datasets.
            On a separate stream, trades from the five major assets classes and also
            functionality to use pricing curves, rating tables, Credit Support Annex 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',
      			the 'EuroJackpot', the UK Lotto, the Set For Life and the UK 'ThunderBall' lotteries.
      			Furthermore, some basic functionality about climate risk has been included. 
Imports: methods, reticulate, PerformanceAnalytics,
        data.table,ggplot2,readxl, RcppAlgos
URL: https://openriskcalculator.com/
License: GPL-3
Collate: 'AngularDistance.R' 'Future.R' 'Swap.R' 'Vol.R' 'Option.R'
        'Trade.R' 'IRD.R' 'Bond.R' 'CSA.R' 'CalcEuroLotteryPnL.R'
        'CalcSetForLifePnL.R' 'CalcUKLotteryPnL.R'
        'CalcUKThunderBallPnL.R' 'Chebyshev_distance.R' 'Collateral.R'
        'Commodity.R' 'Credit.R' 'CrossSampleEntropy.R' 'Curve.R'
        'DynamicBeta.R' 'Equity.R' 'EuroJackpotResults.R'
        'EuroLotteryAllCombinations.R' 'EuroLotteryBacktesting.R'
        'EuroMillionsResults.R' 'FX.R' 'GetTradeDetails.R'
        'HashTable.R' 'InformationAdjustedBeta.R'
        'InformationAdjustedCorr.R' 'NormXASampEn.R' 'Other.R'
        'OuterJoinMerge.R' 'ParseTrades.R' 'SampleEntropy.R'
        'SelectDerivatives.R' 'SetForLifeBacktesting.R'
        'SetForLifeExample.R' 'SetForLifeResults.R'
        'UKLotteryBacktesting.R' 'UKLotteryExample.R'
        'UKLotteryResults.R' 'UKThunderBallBacktesting.R'
        'UKThunderBallExample.R' 'UKThunderBallResults.R'
        'VariationOfInformation.R' 'capped_fibonacci_seq.R' 'cf.R'
        'ci.R' 'eurojackpotExample.R' 'euromillionsExample.R'
        'globals.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' 'top5.R'
        'waci.R'
RoxygenNote: 7.3.2
NeedsCompilation: no
Repository: CRAN
Packaged: 2025-04-13 12:36:14 UTC; user1
Date/Publication: 2025-04-13 12:50:02 UTC
Built: R 4.6.0; ; 2026-04-29 07:37:56 UTC; unix
