etrm
Unverified Other strategy on Multi by sleire. BotFinder score 18 out of 100.
etrm: Energy Trading and Risk Management in R
Source: github
BotFinder analysis pending.
etrm
etrm: Energy Trading and Risk Management Overview etrm is an R package with tools for trading and financial risk management in energy markets. The package currently offer tools for two main activities: 1. Construction of forward market curves 2. Portfolio insurance trading strategies for energy price risk management Paper in The R Journal The package is described in further detail in the R-journal paper etrm: Energy Trading and Risk Management in R If you use etrm in a scientific publication, we would appreciate using the following citation: Installation The stable version can be installed from CRAN with: The development version can be installed from GitHub with: Examples of use The following sections provide examples using some of the synthetic data sets included in the package. 1. The Maximum Smoothness Forward Curve A typical characteristic of energy commodities such as electricity and natural gas is that delivery takes place over a period in time, not on a single date. Listed futures contracts cover standardized periods, such as “Week”, “Month”, “Quarter”, “Season” or “Year”. An
⚠ No verified equity curve — no track-record source connected.
Drawdown profile
Data unavailable — contact the owner.
Verification ledger
How the score has moved
Recalculated at each data collection. Transparency means showing the bad weeks too.
No score history is stored yet — only the current score is shown.
Reviews & comments
No reviews collected from the source yet.
⚠ No live verification account connected — ask for proof before buying.
Alerts on changes: coming soon
Prop-firm compatibility not provided.
Open-source maintainer on GitHub.
Data-completeness & trust index (not a profitability rating)