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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: Trade Objects, Advanced Correlation & Beta Estimates, Betting Strategies'
version: '3.1'
doi: 10.32614/CRAN.package.Trading
abstract: Contains performance analysis metrics of track records including entropy-based
  correlation and dynamic beta based on a state/space algorithm. The normalized sample
  entropy method has been implemented which produces accurate entropy estimation even
  on smaller datasets. On a separate stream, trades from the five major assets classes
  and also functionality to use pricing curves, rating tables, Credit Support Annex
  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',
  the 'EuroJackpot', the UK Lotto, the Set For Life and the UK 'ThunderBall' lotteries.
  Furthermore, some basic functionality about climate risk has been included.
authors:
- family-names: Grivas
  given-names: Tasos
  email: info@openriskcalculator.com
repository: https://CRAN.R-project.org/package=Trading
url: https://openriskcalculator.com/
date-released: '2025-02-16'
contact:
- family-names: Grivas
  given-names: Tasos
  email: info@openriskcalculator.com