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bioc

cummeRbund:Analysis, exploration, manipulation, and visualization of Cufflinks high-throughput sequencing data.

Allows for persistent storage, access, exploration, and manipulation of Cufflinks high-throughput sequencing data. In addition, provides numerous plotting functions for commonly used visualizations.

Maintained by Loyal A. Goff. Last updated 5 months ago.

highthroughputsequencinghighthroughputsequencingdatarnaseqrnaseqdatageneexpressiondifferentialexpressioninfrastructuredataimportdatarepresentationvisualizationbioinformaticsclusteringmultiplecomparisonsqualitycontrol

5.92 score 209 scripts

yanrong-stacy-song

creditr:Credit Default Swaps

Price credit default swaps using 'C' code from the International Swaps and Derivatives Association CDS Standard Model. See <https://www.cdsmodel.com/cdsmodel/documentation.html> for more information about the model and <https://www.cdsmodel.com/cdsmodel/cds-disclaimer.html> for license details for the 'C' code.

Maintained by Yanrong Song. Last updated 9 days ago.

5.05 score 32 scripts

sa-ccr

Trading:Trade Objects, Advanced Correlation & Beta Estimates, Betting Strategies

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.

Maintained by Tasos Grivas. Last updated 1 months ago.

1 stars 1.30 score 20 scripts

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