TTR

MaRDI QIDQ21976swMATHCRANFDO

Authors 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

Official website http://cran.r-project.org/web/packages/TTR/index.html

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

(35)

• seasonalityPlot
• Riex
• seasonalclumped
• smoother
• lcyanalysis
• stocks
• matrixProfile
• FinancialInstrument
• deadband
• fBasics
• Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500
• RMetrics
• fExoticOptions
• Metrics
• PerformanceAnalytics
• quantmod
• xts
• Computational finance. An introductory course with R
• An introduction to analysis of financial data with R.
• timeSeries
• ReporteRs
• tidyquant
• xlsx
• QuantQuote
• condMVNorm
• fPortfolio
• Pairs trading with a mean-reverting jump-diffusion model on high-frequency data
• Statistical arbitrage with vine copulas
• Modern psychometrics with R
• Exploiting social media with higher-order factorization machines: statistical arbitrage on high-frequency data of the S\&P 500
• cryptoQuotes
• RTL
• SSDforR
• pedquant
• RMOPI

This page was built for software: TTR