{ "_id": "6a1f10dfb401979e7341d8c1", "Package": "Trading", "Type": "Package", "Title": "Trade Objects, Advanced Correlation & Beta Estimates, Betting\nStrategies", "Version": "3.2", "Date": "2025-04-13", "Author": "Tasos Grivas [aut, cre]", "Maintainer": "Tasos Grivas ", "Authors@R": "person(given = \"Tasos\", \nfamily = \"Grivas\",\nrole = c(\"aut\", \"cre\"),\nemail = \"info@openriskcalculator.com\")", "Description": "Contains performance analysis metrics of track records\nincluding entropy-based correlation and dynamic beta based on a\nstate/space algorithm. The normalized sample entropy method has\nbeen implemented which produces accurate entropy estimation\neven on smaller datasets. On a separate stream, trades from the\nfive major assets classes and also functionality to use pricing\ncurves, rating tables, Credit Support Annex and add-on tables.\nThe implementation follows an object oriented logic whereby\neach trade inherits from more abstract classes while also the\ncurves/tables are objects. Furthermore, odds calculators and\nP&L back-testing functionality has been implemented for the\nmost widely used betting/trading strategies including\nmartingale, 'DAlembert', 'Labouchere' and Fibonacci. Back\ntesting has also been included for the 'EuroMillions', the\n'EuroJackpot', the UK Lotto, the Set For Life and the UK\n'ThunderBall' lotteries. Furthermore, some basic functionality\nabout climate risk has been included.", "URL": "https://openriskcalculator.com/", "License": "GPL-3", "Collate": "'AngularDistance.R' 'Future.R' 'Swap.R' 'Vol.R' 'Option.R'\n'Trade.R' 'IRD.R' 'Bond.R' 'CSA.R' 'CalcEuroLotteryPnL.R'\n'CalcSetForLifePnL.R' 'CalcUKLotteryPnL.R'\n'CalcUKThunderBallPnL.R' 'Chebyshev_distance.R' 'Collateral.R'\n'Commodity.R' 'Credit.R' 'CrossSampleEntropy.R' 'Curve.R'\n'DynamicBeta.R' 'Equity.R' 'EuroJackpotResults.R'\n'EuroLotteryAllCombinations.R' 'EuroLotteryBacktesting.R'\n'EuroMillionsResults.R' 'FX.R' 'GetTradeDetails.R'\n'HashTable.R' 'InformationAdjustedBeta.R'\n'InformationAdjustedCorr.R' 'NormXASampEn.R' 'Other.R'\n'OuterJoinMerge.R' 'ParseTrades.R' 'SampleEntropy.R'\n'SelectDerivatives.R' 'SetForLifeBacktesting.R'\n'SetForLifeExample.R' 'SetForLifeResults.R'\n'UKLotteryBacktesting.R' 'UKLotteryExample.R'\n'UKLotteryResults.R' 'UKThunderBallBacktesting.R'\n'UKThunderBallExample.R' 'UKThunderBallResults.R'\n'VariationOfInformation.R' 'capped_fibonacci_seq.R' 'cf.R'\n'ci.R' 'eurojackpotExample.R' 'euromillionsExample.R'\n'globals.R' 'martingale_strategy_calculator.R' 'onLoad.R'\n'roulette_pl_calculator_Labouchere.R'\n'roulette_pl_calculator_dalembert.R'\n'roulette_pl_calculator_fibonacci.R'\n'roulette_pl_calculator_martingale.R'\n'roulette_pl_calculator_specific_number.R' 'tce.R' 'top5.R'\n'waci.R'", "RoxygenNote": "7.3.2", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-17 08:06:30 UTC", "User": "root" }, "Config/pak/sysreqs": "libgmp3-dev libpng-dev python3", "Repository": "https://sa-ccr.r-universe.dev", "Date/Publication": "2025-04-19 16:54:10 UTC", "RemoteUrl": "https://github.com/sa-ccr/trading", "RemoteRef": "HEAD", "RemoteSha": "45f18ea6bcdfdb93dcfdee0ba9ee0134e069db11", "MD5sum": "192bc9cf0dcae0faa023699f44e3ae76", "_user": "sa-ccr", "_type": "src", "_file": "Trading_3.2.tar.gz", "_fileid": 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"extra/readme.html", "extra/readme.md", "extra/Trading.html", "manual.pdf" ], "_homeurl": "https://github.com/sa-ccr/trading", "_realowner": "sa-ccr", "_cranurl": true, "_releases": [ { "version": "1.0", "date": "2016-09-06" }, { "version": "1.1", "date": "2016-11-21" }, { "version": "1.2", "date": "2019-01-12" }, { "version": "2.0", "date": "2020-04-19" }, { "version": "2.1", "date": "2020-08-12" }, { "version": "2.2", "date": "2021-07-04" }, { "version": "2.5", "date": "2022-08-26" }, { "version": "3.0", "date": "2024-02-14" }, { "version": "3.1", "date": "2025-02-22" }, { "version": "3.2", "date": "2025-04-13" } ], "_exports": [ "AngularDistance", "Bond", "BondFuture", "CalcEuroLotteryPnL", "CalcSetForLifePnL", "CalcUKLotteryPnL", "CalcUKThunderBallPnL", "capped_fibonacci_seq", "Carbon_Footprint", "Carbon_Intensity", "CDOTranche", "CDS", "CDX", "Chebyshev_distance", "Collateral", "Commodity", "CommodityForward", "CommSwap", "CrossSampleEntropy", "CSA", "Curve", "DynamicBeta", "Equity", "EquityIndexFuture", "EquityOptionIndex", "EquityOptionSingle", "EuroJackpotExample", "EuroJackpotResults", "EuroLotteryAllCombinations", "EuroLotteryBacktesting", "EuroMillionsExample", "EuroMillionsResults", "FxForward", "FxSwap", "GetTradeDetails", "HashTable", "InformationAdjustedBeta", "InformationAdjustedCorr", "IRDFuture", "IRDSwap", "IRDSwaption", "IRDSwapVol", "martingale_strategy_repetitions", "NormXASampEn", "OtherExposure", "OuterJoinMerge", "ParseTrades", "roulette_pl_calculator_dalembert", "roulette_pl_calculator_fibonacci", "roulette_pl_calculator_labouchere", "roulette_pl_calculator_martingale", "roulette_pl_calculator_specific_number", "SampleEntropy", "SelectDerivatives", "SetForLifeBacktesting", "SetForLifeExample", "SetForLifeResults", "top5", "Total_Carbon_Emissions", "UKLotteryBacktesting", "UKLotteryExample", "UKLotteryResults", "UKThunderballBacktesting", "UKThunderballExample", "UKThunderBallResults", "VariationOfInformation", "Weighted_Average_Carbon_Intensity" ], "_help": [ { "page": "AngularDistance", "title": "Angular distance metrics", "topics": [ "AngularDistance" ] }, { "page": "Bond-class", "title": "Bond Class", "topics": [ "Bond", "Bond-class" ] }, { "page": "BondFuture-class", "title": "Bond Future Class", "topics": [ "BondFuture", "BondFuture-class" ] }, { "page": "CalcEuroLotteryPnL", "title": "PnL calculation for EuroMillions/EuroJackpot backtesting", "topics": [ "CalcEuroLotteryPnL" ] }, { "page": "CalcSetForLifePnL", "title": "PnL calculation for Set For Life backtesting", "topics": [ "CalcSetForLifePnL" ] }, { "page": "CalcUKLotteryPnL", "title": "PnL calculation for UKLottery backtesting", "topics": [ "CalcUKLotteryPnL" ] }, { "page": "CalcUKThunderBallPnL", "title": "PnL calculation for UKThunderBall backtesting", "topics": [ "CalcUKThunderBallPnL" ] }, { "page": "capped_fibonacci_seq", "title": "Fibonacci sequence up to a specified maximum number", "topics": [ "capped_fibonacci_seq" ] }, { "page": "Carbon_Footprint", "title": "Carbon Footprint", "topics": [ "Carbon_Footprint" ] }, { "page": "Carbon_Intensity", "title": "Carbon Intensity", "topics": [ "Carbon_Intensity" ] }, { "page": "CDOTranche-class", "title": "CDO tranche Class", "topics": [ "CDOTranche", "CDOTranche-class" ] }, { "page": "CDS-class", "title": "CDS Class", "topics": [ "CDS", "CDS-class" ] }, { "page": "CDX-class", "title": "CDX Class", "topics": [ "CDX", "CDX-class" ] }, { "page": "Chebyshev_distance", "title": "Chebyshev distance", "topics": [ "Chebyshev_distance" ] }, { "page": "Collateral-class", "title": "Collateral Class", "topics": [ "Collateral", "Collateral-class" ] }, { "page": "Commodity-class", "title": "Commodity Class", "topics": [ "Commodity", "Commodity-class" ] }, { "page": "CommodityForward-class", "title": "Commodity Forward Class", "topics": [ "CommodityForward", "CommodityForward-class" ] }, { "page": "CommSwap-class", "title": "Commodity Swap Class", "topics": [ "CommSwap", "CommSwap-class" ] }, { "page": "CrossSampleEntropy", "title": "Angular distance metrics", "topics": [ "CrossSampleEntropy" ] }, { "page": "CSA-class", "title": "CSA Class", "topics": [ "CSA", "CSA-class" ] }, { "page": "Curve-class", "title": "Curve Class", "topics": [ "Curve", "Curve-class" ] }, { "page": "DynamicBeta", "title": "Time Varying Beta via Kalman filter & smoother", "topics": [ "DynamicBeta" ] }, { "page": "Equity-class", "title": "Equity Class", "topics": [ "Equity", "Equity-class" ] }, { "page": "EquityIndexFuture-class", "title": "Equity Index Future Class", "topics": [ "EquityIndexFuture", "EquityIndexFuture-class" ] }, { "page": "EquityOption-class", "title": "Equity Option Class", "topics": [ "EquityOption" ] }, { "page": "EquityOptionIndex-class", "title": "Equity Option Index Class", "topics": [ "EquityOptionIndex", "EquityOptionIndex-class" ] }, { "page": "EquityOptionSingle-class", "title": "Equity Option Single Class", "topics": [ "EquityOptionSingle", "EquityOptionSingle-class" ] }, { "page": "EuroJackpotExample", "title": "Eurojackpot analysis example", "topics": [ "EuroJackpotExample" ] }, { "page": "EuroJackpotResults", "title": "Returns all the EuroJackpot results until the end of 2023", "topics": [ "EuroJackpotResults" ] }, { "page": "EuroLotteryAllCombinations", "title": "Returns all the possible number combinations for EuroMillions/EuroJackpot", "topics": [ "EuroLotteryAllCombinations" ] }, { "page": "EuroLotteryBacktesting", "title": "Euromillions/EuroJackpot Backtesting", "topics": [ "EuroLotteryBacktesting" ] }, { "page": "EuroMillionsExample", "title": "Euromillions analysis example", "topics": [ "EuroMillionsExample" ] }, { "page": "EuroMillionsResults", "title": "Returns all the EuroMillions results until the end of 2023", "topics": [ "EuroMillionsResults" ] }, { "page": "FxForward-class", "title": "FX Forward Class", "topics": [ "FxForward", "FxForward-class" ] }, { "page": "FXSwap-class", "title": "Fx Swap Class", "topics": [ "FxSwap", "FxSwap-class" ] }, { "page": "GetTradeDetails", "title": "Returns a list with the populated fields of a Trade Object", "topics": [ "GetTradeDetails" ] }, { "page": "HashTable-class", "title": "Hashtable Class", "topics": [ "HashTable", "HashTable-class" ] }, { "page": "InformationAdjustedBeta", "title": "Information Adjusted Beta", "topics": [ "InformationAdjustedBeta" ] }, { "page": "InformationAdjustedCorr", "title": "Information Adjusted Correlation", "topics": [ "InformationAdjustedCorr" ] }, { "page": "IRDFuture-class", "title": "IRD Future Class", "topics": [ "IRDFuture", "IRDFuture-class" ] }, { "page": "IRDSwap-class", "title": "IRD Swap Class", "topics": [ "IRDSwap", "IRDSwap-class" ] }, { "page": "IRDSwaption-class", "title": "IRD Swaption Class", "topics": [ "IRDSwaption", "IRDSwaption-class" ] }, { "page": "IRDSwapVol-class", "title": "IRD Swap Volatility Class", "topics": [ "IRDSwapVol", "IRDSwapVol-class" ] }, { "page": "martingale_strategy_repetitions", "title": "Martingale Strategy Repetitions", "topics": [ "martingale_strategy_repetitions" ] }, { "page": "NormXASampEn", "title": "Normalized Cross Sample Entropy", "topics": [ "NormXASampEn" ] }, { "page": "OtherExposure-class", "title": "OtherExposure Class", "topics": [ "OtherExposure", "OtherExposure-class" ] }, { "page": "OuterJoinMerge", "title": "Returns all possible combinations of two dataframes", "topics": [ "OuterJoinMerge" ] }, { "page": "ParseTrades", "title": "Parse trades through a .csv file.", "topics": [ "ParseTrades" ] }, { "page": "roulette_pl_calculator_dalembert", "title": "Roulette P&L betting based on the D'Alembert Betting System", "topics": [ "roulette_pl_calculator_dalembert" ] }, { "page": "roulette_pl_calculator_fibonacci", "title": "Roulette P&L betting based on the Fibonacci Betting System", "topics": [ "roulette_pl_calculator_fibonacci" ] }, { "page": "roulette_pl_calculator_labouchere", "title": "Roulette P&L betting based on the Labouchere Betting System", "topics": [ "roulette_pl_calculator_labouchere" ] }, { "page": "roulette_pl_calculator_martingale", "title": "Roulette P&L betting based on a modified martingale strategy", "topics": [ "roulette_pl_calculator_martingale" ] }, { "page": "roulette_pl_calculator_specific_number", "title": "Roulette P&L betting on a specific number", "topics": [ "roulette_pl_calculator_specific_number" ] }, { "page": "SampleEntropy", "title": "Sample Entropy", "topics": [ "SampleEntropy" ] }, { "page": "SelectDerivatives", "title": "Select the derivatives out of a trades' list", "topics": [ "SelectDerivatives" ] }, { "page": "SetForLifeBacktesting", "title": "Set For Life Backtesting", "topics": [ "SetForLifeBacktesting" ] }, { "page": "SetForLifeExample", "title": "Set For Life analysis example", "topics": [ "SetForLifeExample" ] }, { "page": "SetForLifeResults", "title": "Returns all the EuroJackpot results until the end of 2023", "topics": [ "SetForLifeResults" ] }, { "page": "top5", "title": "Top 5 most or least lucky numbers for EuroMillions/EuroJackpot", "topics": [ "top5" ] }, { "page": "Total_Carbon_Emissions", "title": "Total Carbon Emissions", "topics": [ "Total_Carbon_Emissions" ] }, { "page": "UKLotteryBacktesting", "title": "UKLottery Backtesting", "topics": [ "UKLotteryBacktesting" ] }, { "page": "UKLotteryExample", "title": "UK Lottery analysis example", "topics": [ "UKLotteryExample" ] }, { "page": "UKLotteryResults", "title": "Returns all the UKLottery results until the beginning of 2025", "topics": [ "UKLotteryResults" ] }, { "page": "UKThunderballBacktesting", "title": "UK ThunderBall Backtesting", "topics": [ "UKThunderballBacktesting" ] }, { "page": "UKThunderballExample", "title": "UK ThunderBall analysis example", "topics": [ "UKThunderballExample" ] }, { "page": "UKThunderBallResults", "title": "Returns all the UK ThunderBall results until the beginning of 2025", "topics": [ "UKThunderBallResults" ] }, { "page": "VariationOfInformation", "title": "Variation of Information", "topics": [ "VariationOfInformation" ] }, { "page": "Weighted_Average_Carbon_Intensity", "title": "Weighted Average Carbon Intensity", "topics": [ "Weighted_Average_Carbon_Intensity" ] } ], "_readme": "https://github.com/sa-ccr/trading/raw/HEAD/README.md", "_rundeps": [ "cellranger", "cli", "cpp11", "crayon", "data.table", "farver", "ggplot2", "glue", "gmp", "gtable", "here", "hms", "isoband", "jsonlite", "labeling", "lattice", "lifecycle", "magrittr", "Matrix", "PerformanceAnalytics", "pillar", "pkgconfig", "png", "prettyunits", "progress", "quadprog", "R6", "rappdirs", "RColorBrewer", "Rcpp", "RcppAlgos", "RcppTOML", "readxl", "rematch", "reticulate", "rlang", "rprojroot", "S7", "scales", "tibble", "utf8", "vctrs", "viridisLite", "withr", "xts", "zoo" ], "_score": 4.623249290397901, "_indexed": true, "_nocasepkg": "trading", "_universes": [ "sa-ccr" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "3.2", 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