Man pages for sa-ccr/Trading
CCR, Advanced Correlation & Beta Estimates, Betting Strategies
| AngularDistance | Angular distance metrics |
| Bond-class | Bond Class |
| BondFuture-class | Bond Future Class |
| CalcEuroLotteryPnL | PnL calculation for EuroMillions/EuroJackpot backtesting |
| capped_fibonacci_seq | Fibonacci sequence up to a specified maximum number |
| Carbon_Footprint | Carbon Footprint |
| Carbon_Intensity | Carbon Intensity |
| CDOTranche-class | CDO tranche Class |
| CDS-class | CDS Class |
| CDX-class | CDX Class |
| Chebyshev_distance | Chebyshev distance |
| Collateral-class | Collateral Class |
| Commodity-class | Commodity Class |
| CommodityForward-class | Commodity Forward Class |
| CommSwap-class | Commodity Swap Class |
| CrossSampleEntropy | Angular distance metrics |
| CSA-class | CSA Class |
| Curve-class | Curve Class |
| DynamicBeta | Time Varying Beta via Kalman filter & smoother |
| Equity-class | Equity Class |
| EquityIndexFuture-class | Equity Index Future Class |
| EquityOption-class | Equity Option Class |
| EquityOptionIndex-class | Equity Option Index Class |
| EquityOptionSingle-class | Equity Option Single Class |
| EuroJackpotExample | Eurojackpot analysis example |
| EuroJackpotResults | Returns all the EuroJackpot results until the end of 2023 |
| EuroLotteryAllCombinations | Returns all the possible number combinations for... |
| EuroLotteryBacktesting | Euromillions/EuroJackpot Backtesting |
| EuroMillionsExample | Euromillions analysis example |
| EuroMillionsResults | Returns all the EuroMillions results until the end of 2023 |
| FxForward-class | FX Forward Class |
| FXSwap-class | Fx Swap Class |
| GetTradeDetails | Returns a list with the populated fields of a Trade Object |
| HashTable-class | Hashtable Class |
| InformationAdjustedBeta | Information Adjusted Beta |
| InformationAdjustedCorr | Information Adjusted Correlation |
| IRDFuture-class | IRD Future Class |
| IRDSwap-class | IRD Swap Class |
| IRDSwaption-class | IRD Swaption Class |
| IRDSwapVol-class | IRD Swap Volatility Class |
| martingale_strategy_repetitions | Martingale Strategy Repetitions |
| NormXASampEn | Normalized Cross Sample Entropy |
| OtherExposure-class | OtherExposure Class |
| OuterJoinMerge | Returns all possible combinations of two dataframes |
| ParseTrades | Parse trades through a .csv file. |
| roulette_pl_calculator_dalembert | Roulette P&L betting based on the D'Alembert Betting System |
| roulette_pl_calculator_fibonacci | Roulette P&L betting based on the Fibonacci Betting System |
| roulette_pl_calculator_labouchere | Roulette P&L betting based on the Labouchere Betting System |
| roulette_pl_calculator_martingale | Roulette P&L betting based on a modified martingale strategy |
| roulette_pl_calculator_specific_number | Roulette P&L betting on a specific number |
| SampleEntropy | Sample Entropy |
| SelectDerivatives | Select the derivatives out of a trades' list |
| top5 | Top 5 most or least lucky numbers for... |
| Total_Carbon_Emissions | Total Carbon Emissions |
| VariationOfInformation | Variation of Information |
| Weighted_Average_Carbon_Intensity | Weighted Average Carbon Intensity |
