Trading

cranv3.2

Trade Objects, Advanced Correlation & Beta Estimates, Betting Strategies. 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 fr

License GPL-3strong copyleft0 versions1 maintainers7 deps77 weekly dl
https://CRAN.R-project.org/package=Trading
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5/25
maintenance
0/20
popularity
25/25
security
6/15
maturity
2/15
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First published · 2025-04-13 13:05:21

Last updated · 2025-04-13T11:50:02+00:00