| Name : R-Trading
| |
| Version : 3.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.4
| Date : 2024-06-14 11:28:43
|
| Group : Development/Libraries/Other
| Source RPM : R-Trading-3.0-lp153.1.4.src.rpm
|
| Size : 0.73 MB
| |
| Packager : (none)
| |
| Summary : CCR, Advanced Correlation & Beta Estimates, Betting Strategies
|
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
