research/algo_trading_book
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algo_trading_book/original_code
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oleg 283d1195e4 initial
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.DS_Store
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andrewlo_2007_2012.m
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AUD_interestRate.mat
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AUDCAD_daily.m
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AUDCAD_unequal_ret.mat
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AUDCAD_unequal.m
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backshift.m
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bog.m
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bollinger.m
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CAD_interestRate.mat
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calculateMaxDD.m
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calculateReturns.m
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calendarSpdsMeanReversion.m
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CL_rev.m
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cointegrationTests.m
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correlationTest.m
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earnannFile.mat
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estimateFuturesReturns.m
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fillMissingData.m
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fwdshift.m
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gapFutures_FSTX.m
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GLD_GC.m
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indexArb.m
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inputData_ETF.mat
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inputData_GC_1600_20100802.mat
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inputDataDaily_BR_20120813.mat
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inputDataDaily_C2_20120813.mat
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inputDataDaily_CL_20120502.mat
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inputDataDaily_CL_20120813.mat
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inputDataDaily_HG_20120813.mat
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inputDataDaily_HO2_20120813.mat
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inputDataDaily_TU_20120813.mat
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inputDataDaily_VX_20120507.mat
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inputDataOHLCDaily_20120504.mat
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inputDataOHLCDaily_20120507.mat
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inputDataOHLCDaily_20120511.mat
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inputDataOHLCDaily_20120517.mat
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inputDataOHLCDaily_stocks_20120424.mat
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kentdaniel.m
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KF_beta_EWA_EWC.m
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LogPriceSpread.m
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monteCarloOptimLeverage.m
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movingAvg.m
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movingStd.m
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parseEarningsCalendarFromEarningsDotCom.m
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pead.m
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PriceSpread.m
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PythonCodesAndData.zip
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Ratio.m
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smartmean.m
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smartMovingAvg.m
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smartMovingStd.m
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smartstd.m
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smartsum.m
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stationarityTests.m
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TU_mom_hypothesisTest.m
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TU_mom.m
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Utilities.zip
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VIX.csv
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VX_ES_rollreturn.m
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VX_ES.m
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XLE_CL_rollReturn.m
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