Financial technical analysis made easy

Latest Activity

Profile IconGregor Samsa and Orlando Selenu joined RAdamant
Jul 15, 2013
Rocco Claudio Cannizzaro posted a blog post
Feb 9, 2013

Introducing RAdamant



RAdamant is a unique tool that contains everything you need in a single, customizable package, that requires only the "BASE" package of R. Just install "R" and "RAdamant" and you are ready to work. 

For Education

RAdamant includes most common formulas and models used in University courses related to finance, risk and econometrics. All the code has been commented and indented to ensure maximum readability. 

For Business

RAdamant formulas and models has been tested and verified for practical business case. Its possible to generate plots using a set of preconfigured themes, or generate a new theme to match business needs. Formulas and models are fully customizable.

Command line and Scripts

RAdamant contains functionalities that make it suitable for use in scripts or batch operations, where human interaction is not needed or required. It can run on servers or in systems without graphic interface.


The package covers the following four types of analysis:

  • Summary analysis
  • Time series analysis
  • Technical analysis
  • Risk Analysis


Each of the four types of analysis has been divided in four groups for a total of sixteen areas.





Blog Posts

A VaR paradox

Posted by Rocco Claudio Cannizzaro on February 9, 2013 at 9:03 0 Comments

This week I have read an interesting post by Patric Burns about the pitfalls one may incur when using Value at Risk and Expected Shortfall as risk measures.

Considering a scenario of T-distributed returns with unit variance, Patric showed that, contrary to what someone might expect, a decrease in the number of degrees of freedom will not necessarily imply an increase in VaR or ES.



Themes & Graphics

Posted by Rocco Claudio Cannizzaro on August 25, 2011 at 23:25 0 Comments

R-Adamant provides highly customizable plotting functionality.

Colors and styles are centrally managed and organised in themes which are collections of plotting options: all plots generated by the various functions of the package make use of the theme definitions.

Themes contain multiple options for which a default value has been assigned. There are various benefits of this approach:

  • It is easier to generate complex charts without having to write long…

UseR 2011 - Material

Posted by Rocco Claudio Cannizzaro on August 17, 2011 at 9:22 0 Comments

The material used for the tutorial is now available at the following links:


Tutorial Slides 

Data & Code Examples


Thank you to all the participants!


RAdamant Logging

Posted by Rocco Claudio Cannizzaro on July 23, 2011 at 23:00 0 Comments

RAdamant introduces a customisable logging functionality which is extensively integrated across the functions of the package.

All logging data are written to a file, stored by default in the RAdamant package folder and named RAdamant_info.log. To retrieve the current file location, use the function getLogFile:





univar(), mreg() and outlier

Started by Riccardo Klinger in Stats & Maths. Last reply by Rocco Claudio Cannizzaro Oct 19, 2011. 1 Reply

dear RAdamant-team, what do you think about a possibility in univar() and mreg() to use bootstrapping to improve the reliability of corr-coefficients and regression parameters? looking on the…Continue

Tags: correlation, univar

Proxy configuration

Started by Riccardo Klinger in On the Job. Last reply by Riccardo Klinger Oct 6, 2011. 2 Replies

Dear members, as I am sitting behind a corporate firewall/proxy-configuration I would look forward to an integration of proxy authentification or port choosing-options by using the fs.get()…Continue



R-Adamant is a collection of functions and algorithms for processing of Financial Time Series, Risk Management and Econometrics.

© 2014   Created by Enrico Branca.

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