systematictradingexamples

Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com

Name		Name	Last commit message	Last commit date
Latest commit History 20 Commits
data		data
LICENSE		LICENSE
README.md		README.md
__init__.py		__init__.py
assetprices.csv		assetprices.csv
carry.py		carry.py
common.py		common.py
common.pyc		common.pyc
commonrandom.py		commonrandom.py
config.csv		config.csv
ewmac.py		ewmac.py
handcraftweights.csv		handcraftweights.csv
investigateforecasts.py		investigateforecasts.py
iteratedoptimisation.py		iteratedoptimisation.py
optimisation.py		optimisation.py
randomadvanced.py		randomadvanced.py
randomanalysisofequitycurveproperties.py		randomanalysisofequitycurveproperties.py
randomexplorationofportfolioallocation.py		randomexplorationofportfolioallocation.py
randomportfolioexample.py		randomportfolioexample.py
randompriceexample.py		randompriceexample.py
randomskewreturnsexample.py		randomskewreturnsexample.py
randomtestequitycurvetrading.py		randomtestequitycurvetrading.py
tradingrules.py		tradingrules.py
tradingrules.pyc		tradingrules.pyc
whichcurvewouldyoupick.py		whichcurvewouldyoupick.py

Sahanduiuc/systematictradingexamples