Man pages for Trading
CCR, Advanced Correlation & Beta Estimates, Betting Strategies

AngularDistanceAngular distance metrics
Bond-classBond Class
BondFuture-classBond Future Class
CalcEuroLotteryPnLPnL calculation for EuroMillions/EuroJackpot backtesting
capped_fibonacci_seqFibonacci sequence up to a specified maximum number
Carbon_FootprintCarbon Footprint
Carbon_IntensityCarbon Intensity
CDOTranche-classCDO tranche Class
CDS-classCDS Class
CDX-classCDX Class
Chebyshev_distanceChebyshev distance
Collateral-classCollateral Class
Commodity-classCommodity Class
CommodityForward-classCommodity Forward Class
CommSwap-classCommodity Swap Class
CrossSampleEntropyAngular distance metrics
CSA-classCSA Class
Curve-classCurve Class
DynamicBetaTime Varying Beta via Kalman filter & smoother
Equity-classEquity Class
EquityIndexFuture-classEquity Index Future Class
EquityOptionIndex-classEquity Option Index Class
EquityOptionSingle-classEquity Option Single Class
EuroJackpotExampleEurojackpot analysis example
EuroJackpotResultsReturns all the EuroJackpot results until the end of 2023
EuroLotteryAllCombinationsReturns all the possible number combinations for...
EuroLotteryBacktestingEuromillions/EuroJackpot Backtesting
EuroMillionsExampleEuromillions analysis example
EuroMillionsResultsReturns all the EuroMillions results until the end of 2023
FxForward-classFX Forward Class
FXSwap-classFx Swap Class
GetTradeDetailsReturns a list with the populated fields of a Trade Object
HashTable-classHashtable Class
InformationAdjustedBetaInformation Adjusted Beta
InformationAdjustedCorrInformation Adjusted Correlation
IRDFuture-classIRD Future Class
IRDSwap-classIRD Swap Class
IRDSwaption-classIRD Swaption Class
IRDSwapVol-classIRD Swap Volatility Class
martingale_strategy_repetitionsMartingale Strategy Repetitions
NormXASampEnNormalized Cross Sample Entropy
OtherExposure-classOtherExposure Class
OuterJoinMergeReturns all possible combinations of two dataframes
ParseTradesParse trades through a .csv file.
roulette_pl_calculator_dalembertRoulette P&L betting based on the D'Alembert Betting System
roulette_pl_calculator_fibonacciRoulette P&L betting based on the Fibonacci Betting System
roulette_pl_calculator_labouchereRoulette P&L betting based on the Labouchere Betting System
roulette_pl_calculator_martingaleRoulette P&L betting based on a modified martingale strategy
roulette_pl_calculator_specific_numberRoulette P&L betting on a specific number
SampleEntropySample Entropy
SelectDerivativesSelect the derivatives out of a trades' list
top5Top 5 most or least lucky numbers for...
Total_Carbon_EmissionsTotal Carbon Emissions
VariationOfInformationVariation of Information
Weighted_Average_Carbon_IntensityWeighted Average Carbon Intensity
Trading documentation built on Feb. 13, 2024, 3 a.m.