TTR
From MaRDI portal
Software:21976
swMATH9999CRANTTRMaRDI QIDQ21976
Technical Trading Rules
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
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.
Related Items (23)
Modern Psychometrics with R ⋮ cryptoQuotes ⋮ Pairs trading with a mean-reverting jump–diffusion model on high-frequency data ⋮ Statistical arbitrage with vine copulas ⋮ Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500 ⋮ RTL ⋮ SSDforR ⋮ pedquant ⋮ RMOPI ⋮ seasonalityPlot ⋮ Riex ⋮ seasonalclumped ⋮ lcyanalysis ⋮ stocks ⋮ matrixProfile ⋮ FinancialInstrument ⋮ deadband ⋮ Unnamed Item ⋮ quantmod ⋮ tidyquant ⋮ Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 ⋮ smoother ⋮ Computational Finance
This page was built for software: TTR
