Trading

3.2

Trade Objects, Advanced Correlation & Beta Estimates, Betting Strategies

2packages depend

3.5Kdownloads / year

–test coverage

11/13checks pass

Overview

About

Maintained by Tasos GrivasFirst published 2016-09-0610 releasesCRAN page ↗

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.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("Trading", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-trading

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-Trading

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-Trading

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

2NOTE11OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 6.1 min · r-devel-linux-x86_64-fedora-clang

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-07-11
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 45%

Downloads

3.5K

CRAN downloads in the past year

Rank #12,792 · ~9/day · ~289/mo

Releases R versions

Daily download trend is not available in this view yet.

31530 days

83990 days

3.5K1 year

Compare downloads with other packages →

Also on101 r2u32 autocran

Dependencies

Declared dependencies

6 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (7)

methodsreticulate PerformanceAnalytics data.table ggplot2 readxl RcppAlgos

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

2direct

0indirect

SACCR xVA

Code & Tests

People & History

People (1)

Maintainer (1)

Tasos Grivas

Author, Maintainer

Authors (1)

Tasos Grivas

Author, Maintainer

Package Timeline

10 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
3.2Latest
2025-04-13 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
3.1
2025-02-23 · diff ↗
unarchivedReturned to CRAN
2025-02-23
archivedRemoved from CRAN
2024-10-20
email to the maintainer is undeliverable
R
R 4.4.0 released · 2024-04-24
3.0
2024-02-14 · diff ↗
R
R 4.3.0 released · 2023-04-21
2.5
2022-08-26 · diff ↗
R
R 4.2.0 released · 2022-04-22
2.2
2021-07-04 · diff ↗
R
R 4.1.0 released · 2021-05-18
2.1
2020-08-12 · diff ↗
R
R 4.0.0 released · 2020-04-24
2.0
2020-04-19 · diff ↗

Show 7 earlier events

R
R 3.6.0 released · 2019-04-26
1.2
2019-01-12 · diff ↗
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
1.1
2016-11-20 · diff ↗
1.0
2016-09-06
R
R 3.3.0 released · 2016-05-03

Package metadata

First published: 2016-09-06
Total releases: 10 / 10 yrs
License: GPL-3 OSI
Download size: 156 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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