Man pages for Trading
Trade Objects, Advanced Correlation & Beta Estimates, Betting Strategies

AngularDistanceAngular distance metrics
Bond-classBond Class
BondFuture-classBond Future Class
CalcEuroLotteryPnLPnL calculation for EuroMillions/EuroJackpot backtesting
CalcSetForLifePnLPnL calculation for Set For Life backtesting
CalcUKLotteryPnLPnL calculation for UKLottery backtesting
CalcUKThunderBallPnLPnL calculation for UKThunderBall backtesting
capped_fibonacci_seqFibonacci sequence up to a specified maximum number
Carbon_FootprintCarbon Footprint
Carbon_IntensityCarbon Intensity
CDOTranche-classCDO tranche Class
CDS-classCDS Class
CDX-classCDX Class
Chebyshev_distanceChebyshev distance
Collateral-classCollateral Class
Commodity-classCommodity Class
CommodityForward-classCommodity Forward Class
CommSwap-classCommodity Swap Class
CrossSampleEntropyAngular distance metrics
CSA-classCSA Class
Curve-classCurve Class
DynamicBetaTime Varying Beta via Kalman filter & smoother
Equity-classEquity Class
EquityIndexFuture-classEquity Index Future Class
EquityOptionIndex-classEquity Option Index Class
EquityOptionSingle-classEquity Option Single Class
EuroJackpotExampleEurojackpot analysis example
EuroJackpotResultsReturns all the EuroJackpot results until the end of 2023
EuroLotteryAllCombinationsReturns all the possible number combinations for...
EuroLotteryBacktestingEuromillions/EuroJackpot Backtesting
EuroMillionsExampleEuromillions analysis example
EuroMillionsResultsReturns all the EuroMillions results until the end of 2023
FxForward-classFX Forward Class
FxSwap-classFx Swap Class
GetTradeDetailsReturns a list with the populated fields of a Trade Object
HashTable-classHashtable Class
InformationAdjustedBetaInformation Adjusted Beta
InformationAdjustedCorrInformation Adjusted Correlation
IRDFuture-classIRD Future Class
IRDSwap-classIRD Swap Class
IRDSwaption-classIRD Swaption Class
IRDSwapVol-classIRD Swap Volatility Class
martingale_strategy_repetitionsMartingale Strategy Repetitions
NormXASampEnNormalized Cross Sample Entropy
OtherExposure-classOtherExposure Class
OuterJoinMergeReturns all possible combinations of two dataframes
ParseTradesParse trades through a .csv file.
roulette_pl_calculator_dalembertRoulette P&L betting based on the D'Alembert Betting System
roulette_pl_calculator_fibonacciRoulette P&L betting based on the Fibonacci Betting System
roulette_pl_calculator_labouchereRoulette P&L betting based on the Labouchere Betting System
roulette_pl_calculator_martingaleRoulette P&L betting based on a modified martingale strategy
roulette_pl_calculator_specific_numberRoulette P&L betting on a specific number
SampleEntropySample Entropy
SelectDerivativesSelect the derivatives out of a trades' list
SetForLifeBacktestingSet For Life Backtesting
SetForLifeExampleSet For Life analysis example
SetForLifeResultsReturns all the EuroJackpot results until the end of 2023
top5Top 5 most or least lucky numbers for...
Total_Carbon_EmissionsTotal Carbon Emissions
UKLotteryBacktestingUKLottery Backtesting
UKLotteryExampleUK Lottery analysis example
UKLotteryResultsReturns all the UKLottery results until the beginning of 2025
UKThunderballBacktestingUK ThunderBall Backtesting
UKThunderballExampleUK ThunderBall analysis example
UKThunderBallResultsReturns all the UK ThunderBall results until the beginning of...
VariationOfInformationVariation of Information
Weighted_Average_Carbon_IntensityWeighted Average Carbon Intensity
Trading documentation built on April 13, 2025, 5:10 p.m.