Interact with 'Condor' from R via SSH connection. Files are first
  uploaded from user machine to submitter machine, and the job is then submitted
  from the submitter machine to 'Condor'. Functions are provided to submit,
  list, and download 'Condor' jobs from R. 'Condor' is an open source
  high-throughput computing software framework for distributed parallelization
  of computationally intensive tasks.

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.

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.