Risk Tool Library - Trading, Risk, Analytic for Commodities

Collection of functions and metadata to complement core packages in Finance and Commodities, including futures expiry tables and < https://www.morningstar.com/products/commodities-and-energy> API functions. See < https://github.com/risktoollib/RTL>.


Reference manual

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0.1.8 by Philippe Cote, a month ago


Browse source code at https://github.com/cran/RTL

Authors: Philippe Cote [aut, cre] , Nima Safaian [aut] , Mikel Buchinski [ctb] , Joe Rikk [ctb] , Gabriela Sanchez [ctb] , Usman Farooq [ctb]

Documentation:   PDF Manual  

Task views: Empirical Finance

GPL (>= 3) license

Imports zoo, xts, stats, magrittr, tibble, dplyr, tidyr, ggplot2, httr, stringr, purrr, lubridate, tibbletime, forecast, tidyquant, readr, tsibble, feasts, fabletools, jsonlite, RCurl, rlang, utils, plotly, timetk, tidyverse

Suggests rgdal, Quandl, fitdistrplus, lpSolve, rugarch, PerformanceAnalytics

See at CRAN