Financial technical analysis made easy
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.
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.
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:
Each of the four types of analysis has been divided in four groups for a total of sixteen areas.
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.
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:
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:
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
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