Man pages for ivanliu1989/RQuantTrader
A collection of functions for pair trading

AugmentedDickeyFullerTestAugmented Dickey Fuller Test
AUSYCAustralian Bonds.
BollingerBandsCalculate Bollinger Bands
CANYCCanadian Bonds.
CoInterestRateParityCalculate Forward FX
computeHoldingsPctCompute the Holdings Percentages
CorrelationTestCorrelation Tests
createSummarySheetCreate a Summary Sheet for Backtesting
drawEconomicCalendarDraw Economic Calendar Plots
fillMissingDataFill Missing Data
findCorLagsFind Most Correlated Lags
finIndicatorCommonGenerate Financial Indicator (Common)
finIndicatorHLCGenerate Financial Indicator (HLC)
finIndicatorHLCVolGenerate Financial Indicator (HLC + Vol)
generateCandleStickPatternsGenerate Japanese Candlesticks Patterns
getPriceRatioGet Price Ratio / Spreads between a Pair of Prices
getSlopeGet the slope of a vector of numbers
HalfLifeMeanReversionHalf-Life Mean-Reversion
HedgeRatioOLSHedge Ratio OLS
helloHello, World!
HurstExponentTestHurst Exponent Test
indexationGet an Index of Current T-series
JohansenCointegrationTestJohansen Cointegration Test
loadQuantPackagesLoad all required quant libraries in one go
make_order_pctMake Orders based on Portfolio Percent
modelBondIRFeaturesCreate Bonds and Interest Rates Features
modelCandleFeaturesConsecutive Candle Analysis
modelMultivariableFeaturesFor loop for generating Univariate Features
modelPricingFeaturesGenerate model data based on prices
momentum.CrossoverUse MA Crossovers to create different momentum indicators
momentum.MACDUse MACD to create a momentum indicator
momentum.RSIUse RSI to calculate a momentum indicator
OrnsteinUhlenbeckHalfLifeCalculate Half-Life for Mean-Reversion
prepareForexDataPrepare all required datasets for FX daily Modeling
prepareForexOandaDataPrepare all required datasets for Oanda FX daily Modeling
prepareForexOandaPricesPrepare all required datasets for Oanda FX daily Modeling
prepareIBForexPricesPrepare Interactive Brokers FX data
prepareMachinelearningFeaturesPrepare the features for machine learning
prepareMachinelearningFeaturesIGPrepare the non-volume features for machine learning
returnTrainingReturns Machine Learning Models
SampleUniverseSample Data for Modeling
searchCointegratedPairsOandaSearch Cointegrated FX Pairs via Oanda API
setDataTableConvert Summary sheet into data.table
setupNewStrategySetup New Strategy Directory
sp500Prices of S&P 500.
startAlgoTradingMain functions for Oanda Algo Systems
storeOandaPricingStore the historical Pricing points from Oanda
twitterAnomalyDetectAnomaly Detection of Tweets on certain Topic
twitterClusterGraphCluster Graph of Tweets on certain Topic
twitterEmotionalValenceEmotional valence of Tweets on certain Topic
USAYCCanadian Bonds.
volatilityTrainingVolatility Machine Learning Models
zscores.maZscore based Moving Average
ivanliu1989/RQuantTrader documentation built on Sept. 13, 2019, 11:54 a.m.