Trading of Condor Options Strategies is represented here through their Graphs. The graphic indicators, strategies, calculations, functions and all the discussions are for academic, research, and educational purposes only and should not be construed as investment advice and come with absolutely no Liability.
    Guy Cohen (“The Bible of Options Strategies (2nd ed.)”, 2015, ISBN: 9780133964028).
    Zura Kakushadze, Juan A. Serur (“151 Trading Strategies”, 2018, ISBN: 9783030027919).
    John C. Hull (“Options, Futures, and Other Derivatives (11th ed.)”, 2022, ISBN: 9780136939979).

Method to implement some newly developed methods for the
    estimation of the conditional survival function. See Meira-Machado, 
    Sestelo and Goncalves (2016) <doi:10.1002/bimj.201500038>.

Computes the density and probability for the conditional truncated multivariate normal (Horrace (2005) p. 4, <doi:10.1016/j.jmva.2004.10.007>). Also draws random samples from this distribution.

Enable the use of 'Shepherd.js' to create tours in 'Shiny' 
    applications.

Runs a function iteratively over each row of either a dataframe 
    or the results of a query.  Use the 'BigQuery' and 'DBI' wrappers to 
    iteratively pass each row of query results to a function.  If a field 
    contains a 'JSON' string, it will be converted to an object.  This is 
    helpful for queries that return 'JSON' strings that represent objects.  
    These fields can then be treated as objects by the pipeline.

Exploring fitted models by interactively taking 2-D and 3-D
  sections in data space.

Constructs a shiny app function with interactive displays for conditional visualization of models, 
     data and density functions. An extended version of package 'condvis'. 
    Catherine B. Hurley, Mark O'Connell,Katarina Domijan (2021) <doi:10.1080/10618600.2021.1983439>.

Routines doing cone projection and quadratic programming, as well as doing estimation and inference for constrained parametric regression and shape-restricted regression problems. See Mary C. Meyer (2013)<doi:10.1080/03610918.2012.659820> for more details.