TTR

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Technical Trading Rules

Joshua Ulrich

Last update: 28 November 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.24.3, 0.2, 0.13-1, 0.13, 0.14-0, 0.20-0, 0.20-1, 0.20-2, 0.21-0, 0.21-1, 0.22-0, 0.23-0, 0.23-1, 0.23-2, 0.23-3, 0.23-4, 0.23-5, 0.23-6, 0.24.0, 0.24.1, 0.24.2, 0.24.4

Source code repository: https://github.com/cran/TTR

Description

A collection of over 50 technical indicators for creating technical trading rules. The package also provides fast implementations of common rolling-window functions, and several volatility calculations.

Cited In (23)

• Statistical arbitrage with vine copulas
• cryptoQuotes
• Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500
• Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500
• quantmod
• tidyquant
• RTL
• SSDforR
• pedquant
• RMOPI
• An introduction to analysis of financial data with R.
• seasonalityPlot
• Pairs trading with a mean-reverting jump–diffusion model on high-frequency data
• Riex
• seasonalclumped
• lcyanalysis
• matrixProfile
• stocks
• Modern Psychometrics with R
• smoother
• FinancialInstrument
• deadband
• Computational finance. An introductory course with R

This page was built for software: TTR