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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "Trading" in publications use:'
type: software
license: GPL-3.0-only
title: 'Trading: CCR, Advanced Correlation & Beta Estimates, Betting Strategies'
version: '3.0'
doi: 10.32614/CRAN.package.Trading
abstract: Contains performance analysis metrics of track records including entropy-based
  correlation and dynamic beta based on the Kalman filter. The normalized sample entropy
  method has been implemented which produces accurate entropy estimation even on smaller
  datasets while for the dynamic beta calculation the Kalman filter methodology has
  been utilized. On a separate stream, trades from the five major assets classes and
  also functionality to use pricing curves, rating tables, CSAs and add-on tables.
  The implementation follows an object oriented logic whereby each trade inherits
  from more abstract classes while also the curves/tables are objects. Furthermore,
  odds calculators and P&L back-testing functionality has been implemented for the
  most widely used betting/trading strategies including martingale, DAlembert, Labouchere
  and Fibonacci. Back-testing has also been included for the EuroMillions and EuroJackpot
  lotteries. Furthermore, some basic functionality about climate risk has been included.
authors:
- family-names: Grivas
  given-names: Tasos
  email: info@openriskcalculator.com
repository: https://cranhaven.r-universe.dev
commit: ec75b5eefbe54e17cdd427e98c57f3960af7147a
url: https://openriskcalculator.com/
date-released: '2024-02-12'
contact:
- family-names: Grivas
  given-names: Tasos
  email: info@openriskcalculator.com