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Exploring Crude Oil (CL) Future Data from Quandl in R | Finance Train

Derivatives with R

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Overview of Derivatives with R Tutorial

How to Create Futures Continuous Series

Exploring Crude Oil (CL) Future Data from Quandl in R

R Visualization of Statistical Properties of Future Prices

Comparing Futures vs Spot Prices for WTI Crude Oil

Different Parties in the Futures Market

Creating Term Structure of Futures Contracts Using R

Contango and Backwardation

Exploring Open Interest for Futures Contracts with R

Review of Options Contracts

Black Scholes Options Pricing Model in R

Binomial Option Pricing Model in R

Understanding Options Greeks

Options Strategy: Create Bull Call Spread with R Language

Options Strategy: Create Long Straddle with R Language

Exploring Crude Oil (CL) Future Data from Quandl in R

It would be useful to download a dataset of historical future contract prices and explore it using R programming language. For this purpose we will load the futures historical data of Crude Oil (CME_CL1) from the CHRIS database of Quandl.

The nomenclature to download futures data from Quandl is the following:

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