Man pages for ivanliu1989/RQuantTrader
A collection of functions for pair trading
| AUDUSD | Prices of AUD/USD FX. |
| AugmentedDickeyFullerTest | Augmented Dickey Fuller Test |
| AUSYC | Australian Bonds. |
| BollingerBands | Calculate Bollinger Bands |
| CADUSD | Prices of CAD/USD FX. |
| CANYC | Canadian Bonds. |
| CoInterestRateParity | Calculate Forward FX |
| computeHoldingsPct | Compute the Holdings Percentages |
| CorrelationTest | Correlation Tests |
| createSummarySheet | Create a Summary Sheet for Backtesting |
| drawEconomicCalendar | Draw Economic Calendar Plots |
| fillMissingData | Fill Missing Data |
| findCorLags | Find Most Correlated Lags |
| finIndicatorCommon | Generate Financial Indicator (Common) |
| finIndicatorHLC | Generate Financial Indicator (HLC) |
| finIndicatorHLCVol | Generate Financial Indicator (HLC + Vol) |
| generateCandleStickPatterns | Generate Japanese Candlesticks Patterns |
| getPriceRatio | Get Price Ratio / Spreads between a Pair of Prices |
| getSlope | Get the slope of a vector of numbers |
| HalfLifeMeanReversion | Half-Life Mean-Reversion |
| HedgeRatioOLS | Hedge Ratio OLS |
| hello | Hello, World! |
| HurstExponentTest | Hurst Exponent Test |
| indexation | Get an Index of Current T-series |
| JohansenCointegrationTest | Johansen Cointegration Test |
| loadQuantPackages | Load all required quant libraries in one go |
| make_order_pct | Make Orders based on Portfolio Percent |
| modelBondIRFeatures | Create Bonds and Interest Rates Features |
| modelCandleFeatures | Consecutive Candle Analysis |
| modelMultivariableFeatures | For loop for generating Univariate Features |
| modelPricingFeatures | Generate model data based on prices |
| momentum.Crossover | Use MA Crossovers to create different momentum indicators |
| momentum.MACD | Use MACD to create a momentum indicator |
| momentum.RSI | Use RSI to calculate a momentum indicator |
| OrnsteinUhlenbeckHalfLife | Calculate Half-Life for Mean-Reversion |
| prepareForexData | Prepare all required datasets for FX daily Modeling |
| prepareForexOandaData | Prepare all required datasets for Oanda FX daily Modeling |
| prepareForexOandaPrices | Prepare all required datasets for Oanda FX daily Modeling |
| prepareIBForexPrices | Prepare Interactive Brokers FX data |
| prepareMachinelearningFeatures | Prepare the features for machine learning |
| prepareMachinelearningFeaturesIG | Prepare the non-volume features for machine learning |
| returnTraining | Returns Machine Learning Models |
| SampleUniverse | Sample Data for Modeling |
| searchCointegratedPairsOanda | Search Cointegrated FX Pairs via Oanda API |
| setDataTable | Convert Summary sheet into data.table |
| setupNewStrategy | Setup New Strategy Directory |
| sp500 | Prices of S&P 500. |
| startAlgoTrading | Main functions for Oanda Algo Systems |
| storeOandaPricing | Store the historical Pricing points from Oanda |
| twitterAnomalyDetect | Anomaly Detection of Tweets on certain Topic |
| twitterClusterGraph | Cluster Graph of Tweets on certain Topic |
| twitterEmotionalValence | Emotional valence of Tweets on certain Topic |
| USAYC | Canadian Bonds. |
| volatilityTraining | Volatility Machine Learning Models |
| zscores | Zscore |
| zscores.ma | Zscore based Moving Average |
