| adf.test | Calculates ADF Stationarity Test |
| Aroon | Calculates the Aroon oscillator and outputs a signal for buy... |
| calcBidAsk.Edge | Calculates Perceived Market Edge |
| CalcCovarInfo | Calculates Covariates for EQPos and Risk Redux Calcs |
| calcDrift | Calculates a drift measure for a price series |
| calcEff.BidAsk | Calculates Effective Bid Ask Prices |
| CalcEQPos | Calculates Equivalent Positions Based on an Outright... |
| calcMarket.Measures | Calculates Standard Market Micro-Structures (WMP, MP,... |
| Calc.OHLC | Creates an Open, High, Low, Close time-series for a given... |
| calcPC.Vector | Create PC Component Variable |
| calcPSI | Calculates the population stability index for two sample... |
| calcRange | Calculates the range of a spread computed by percentile bands... |
| CalcRiskRedux | Calculates Amount of Risk Reduced Based on an Outright... |
| calcSemiVar | Calculates the SemiVariance of Price Series |
| Calc.Sinusoidal.FV | Calculates a low amplitude sinusoidal regression based on a... |
| Calc.SMA | Creates start and end datetimes for pullling data |
| Calc.Sweep.Vol.Per | Calculate the Inflation Factor From Market Sweeps. |
| calcTradeVolume | Creates a time-series of the traded volumes for a given time... |
| CalcVar | Calculates Variances for Different Contract Types Based on an... |
| calcVol | Calculates the volatility of a spread |
| Calc.Volumes | Creates a time-series of the traded volumes for a given time... |
| Calc.VWAP | Creates a VWAP series for a given contract |
| convergenceMetrics | Convergence test based on a disjoint distance from the limit... |
| CSCov2ORCov | Transform Calendar Spread Covariance to Outright Covariance |
| dataPullDates | Creates start and end datetimes for pullling data |
| ewmaVol | Calculates the Exponential Weighted Moving Average volatilty |
| generatePortfolio | Generates a portfolio for a given list of assets |
| getKalmanFitted | Computes the Kalman Filter model values using the DLM... |
| IncrCapture | Incr Capture |
| IncrCounter | Incr Counter |
| IncrPerWindow | Calculates the number of increments for a specified window of... |
| IncrScalpProfit | Volatilty Scalp Profit |
| numClusters | Calculates the optimal number of clusters using a cluster R^2... |
| OR2CSCov | Outright to Calendar Spread Covariance Converter |
| pBands | Calculates the pband levels on a spread price series |
| PCA_Create | Create PCA Matrix |
| ScalpFVInd | Creates the indicator for a Spread Scalping Strategy |
| sinusoidalFit | Fits a sinusoidal curve to a time-series object |
| TradeVolumeVol | Adjust Volatility based on Liquidity (Daily Traded Volume) |
| Vol.Imbalance | Calculates A Volume Imbalance Trigger from Buy and Sell Raw... |
