Man pages for deanfantazzini/bitcoinFinance
Quantitative Finance with Cryptocurrencies
| aggregate_merge_bictoincharts_data | Aggregate and merge time series data downloaded from... |
| bitcoincharts_download_large | Download a pre-specified bitcoin currency pair time series... |
| bitcoincharts_random_download | Download a pre-specified number of random bitcoin trades time... |
| bitcoincharts_single_download | Download a pre-specified bitcoin currency pair time series... |
| bitcoinity_download | Download the time series data of an exchange pair involving... |
| bitcoinity_download_DIK | Download the time series data of the depth for price impact,... |
| btc.arbitrage.user | Compute the theoretical no-arbitrage market price of an... |
| btc.lower.bound.user | Compute the bitcoin lower bound with user-delivered inputs |
| btc.lower.bound.web | Compute the bitcoin lower bound with web-delivered inputs |
| btc.upper.bound.user | Compute the bitcoin upper bound with user-delivered inputs |
| btc.upper.bound.web | Compute the bitcoin upper bound with web-delivered inputs |
| calcBestOrderBased | Calculate liquidity measures based on best orders |
| calcBestOrdersAndTradesBased | Calculate liquidity measures based on best orders and last... |
| calcTradeBased | Calculate liquidity measures based on trades |
| coindesk_download | Download the daily time series data of the CoinDesk Bitcoin... |
| crypto_google_data | Weekly cryptocurrencies price data and relative weekly Google... |
| cryptowatch_data_download | Download trades data or order book data from cryptowat.ch |
| data_bitcoin_multi | Daily bitcoin prices and other 10 regressors which can be... |
| download_coinmarketcap_daily | Download the daily data of the selected cryptocurrency from... |
| download_coinmarketcap_w | Download the weekly data of the selected cryptocurrency from... |
| getFilenames | Get the file names of data located in a specified directory... |
| get_time_str | This is a small function to get a time string |
| GHAR.1step.rolling.VaR.forecast | Compute the GHAR model with a rolling window and compute the... |
| GHAR.model | Compute the GHAR model for realized covariances and returns... |
| grapes-p-grapes | Pipe function to unite two characters |
| HARRV.direct.forecast | Compute the direct forecasts for the HAR-RV model. |
| HARRV.recursive.forecast | Compute the recursive forecasts for the HAR-RV model. |
| information_shares | Computes the information shares according to the approach by... |
| lassovar.RC.1step.rolling.VaR.forecast | Compute a Lasso-VAR model for realized covariance matrices... |
| lastPriceToBestOrders | Match last trades data with best bids and best asks |
| matrix_pd | Check whether a matrix is positive definite and regularize it... |
| prepareBestOrders | Extract best bids and best asks from the orderbook.csv file |
| prepareOrders | Extract the downloaded cryptocurriency order-book data from... |
| prepareTradesFromDirectory | Extract the downloaded cryptocurriency trades data from the... |
| rc_pd | Compute the realized covariance of an xts object containing... |
| recursive.arch.multi | Compute a sequence of multivariate ARCH tests |
| recursive.portmanteau.multi | Compute a sequence of multivariate Portmanteau tests |
| W_sd_sr | Compute the optimal power-law parameter and the portfolio... |
| W_sd_sr_out | Compute the optimal power-law parameter and the portfolio... |
| zpp_general | Compute the general version of the ZPP |
| zpp_norm | Compute the closed-form normal ZPP |
| zpp_norm_garch11 | Compute the closed-form normal ZPP with GARCH(1,1) errors |
