What the package does (short line)

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... |

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