Files in deanfantazzini/bitcoinFinance
Quantitative Finance with Cryptocurrencies
.Rbuildignore
.gitignore
.travis.yml
DESCRIPTION
NAMESPACE
R/GHAR.R
R/GHAR_1step_rolling.R
R/HARRV_direct_forecast.R
R/HARRV_recursive_forecast.R
R/Portfolio_management_crypto.R
R/aggregate_merge_data_bitcoincharts.R
R/bitcoincharts_download_large.R
R/crypto_google_data.R
R/data.R
R/download_bitcoinity.R
R/download_coindesk_bpi.R
R/download_coinmarketcap.R
R/download_data_bitcoincharts.R
R/download_data_poloniex.R
R/information_share.R
R/internals.R
R/lassovar_1step_rolling.R
R/liquidity_cryptowat.R
R/lower_bound.R
R/matrix_pd.R
R/positive_definite_realized_covariances.R
R/tests.R
R/upper_bounds.R
R/zpp.R
README.md
appveyor.yml
bitcoinFinance.Rproj
data/crypto_google_data.RData
data/data_bitcoin_multi.rda
inst/extdata/20170827202407_coinbase_btcusd_trades.json
inst/extdata/20170827202410_coinbase_btcusd_orderbook.json
inst/extdata/20170827202507_coinbase_btcusd_trades.json
inst/extdata/20170827202509_coinbase_btcusd_orderbook.json
inst/extdata/20170827202609_coinbase_btcusd_trades.json
inst/extdata/20170827202611_coinbase_btcusd_orderbook.json
inst/extdata/20170827202707_coinbase_btcusd_trades.json
inst/extdata/20170827202709_coinbase_btcusd_orderbook.json
inst/extdata/20170827202810_coinbase_btcusd_trades.json
inst/extdata/20170827202812_coinbase_btcusd_orderbook.json
inst/extdata/20170827202906_coinbase_btcusd_trades.json
inst/extdata/20170827202908_coinbase_btcusd_orderbook.json
inst/extdata/btcusd_IS.csv
inst/extdata/cryptowat_example_download.R
man/.gitignore
man/GHAR.1step.rolling.VaR.forecast.Rd
man/GHAR.model.Rd
man/HARRV.direct.forecast.Rd
man/HARRV.recursive.forecast.Rd
man/W_sd_sr.Rd
man/W_sd_sr_out.Rd
man/aggregate_merge_bictoincharts_data.Rd
man/bitcoincharts_download_large.Rd
man/bitcoincharts_random_download.Rd
man/bitcoincharts_single_download.Rd
man/bitcoinity_download.Rd
man/bitcoinity_download_DIK.Rd
man/btc.arbitrage.user.Rd
man/btc.lower.bound.user.Rd
man/btc.lower.bound.web.Rd
man/btc.upper.bound.user.Rd
man/btc.upper.bound.web.Rd
man/calcBestOrderBased.Rd
man/calcBestOrdersAndTradesBased.Rd
man/calcTradeBased.Rd
man/coindesk_download.Rd
man/crypto_google_data.Rd
man/cryptowatch_data_download.Rd
man/data_bitcoin_multi.Rd
man/download_coinmarketcap_daily.Rd
man/download_coinmarketcap_w.Rd
man/getFilenames.Rd
man/get_time_str.Rd
man/grapes-p-grapes.Rd
man/information_shares.Rd
man/lassovar.RC.1step.rolling.VaR.forecast.Rd
man/lastPriceToBestOrders.Rd
man/matrix_pd.Rd
man/prepareBestOrders.Rd
man/prepareOrders.Rd
man/prepareTradesFromDirectory.Rd
man/rc_pd.Rd
man/recursive.arch.multi.Rd
man/recursive.portmanteau.multi.Rd
man/zpp_general.Rd
man/zpp_norm.Rd
man/zpp_norm_garch11.Rd
