books/Quantitative_Trading_Chan at master · chauncy-git/books

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Name		Name	Last commit message	Last commit date
parent directory ..
python		python
.DS_Store		.DS_Store
.gitignore		.gitignore
AUDCAD.xls		AUDCAD.xls
ES_2005_2007_5_min.csv		ES_2005_2007_5_min.csv
ES_2005_2007_5_min.xls		ES_2005_2007_5_min.xls
EURCHF.xls		EURCHF.xls
Energy futures.zip		Energy futures.zip
GDX.xls		GDX.xls
GDX1.xls		GDX1.xls
GDX2.xls		GDX2.xls
GDX3.csv		GDX3.csv
GLD.mat		GLD.mat
GLD.xls		GLD.xls
GLD1.xls		GLD1.xls
GLD2.xls		GLD2.xls
GLD3.xls		GLD3.xls
IGE.xls		IGE.xls
KO.xls		KO.xls
OIH.xls		OIH.xls
PEP.xls		PEP.xls
README.md		README.md
RKH.xls		RKH.xls
RTH.xls		RTH.xls
SP500_20071121.xls		SP500_20071121.xls
SPY.xls		SPY.xls
USO2.xls		USO2.xls
ZAstocks_2004_2009.xls		ZAstocks_2004_2009.xls
assert.m		assert.m
audcad_trading.m		audcad_trading.m
backshift.m		backshift.m
bollinger.m		bollinger.m
bollinger_5min.m		bollinger_5min.m
bollinger_5min_parameterless.m		bollinger_5min_parameterless.m
calculateAvgHoldday.m		calculateAvgHoldday.m
calculateAvgHoldday2.m		calculateAvgHoldday2.m
calculateMaxDD.m		calculateMaxDD.m
calculateMaxDD_simple.m		calculateMaxDD_simple.m
calculateNumRTTrades.m		calculateNumRTTrades.m
calculateReturns.m		calculateReturns.m
example3_1.m		example3_1.m
example3_4.m		example3_4.m
example3_4.md		example3_4.md
example3_4.xls		example3_4.xls
example3_4_01.png		example3_4_01.png
example3_5.xls		example3_5.xls
example3_6.m		example3_6.m
example3_6.md		example3_6.md
example3_6_01.png		example3_6_01.png
example3_6_02.png		example3_6_02.png
example3_6_1.m		example3_6_1.m
example3_7.m		example3_7.m
example6_2.xls		example6_2.xls
example6_3.m		example6_3.m
example7_2.m		example7_2.m
example7_3.m		example7_3.m
example7_4.m		example7_4.m
example7_5.m		example7_5.m
example7_6.m		example7_6.m
example7_7.m		example7_7.m
fillMissingData.m		fillMissingData.m
fwdshift.m		fwdshift.m
fx_portfolio_trading_parameterless.m		fx_portfolio_trading_parameterless.m
get.sh		get.sh
gldgdx_trading.m		gldgdx_trading.m
gldgdx_trading_parameterless.m		gldgdx_trading_parameterless.m
gldgdxuso_trading.m		gldgdxuso_trading.m
indexArbXLE.m		indexArbXLE.m
inputData_XLE.mat		inputData_XLE.mat
inputData_XLEcomponents.mat		inputData_XLEcomponents.mat
isLastTradingDayOfMonth.m		isLastTradingDayOfMonth.m
kellyCapAlloc.m		kellyCapAlloc.m
lag1.m		lag1.m
lrratio.m		lrratio.m
lrratio_d.m		lrratio_d.m
month.m		month.m
movingAvg.m		movingAvg.m
movingMax.m		movingMax.m
movingMin.m		movingMin.m
port_trade.m		port_trade.m
port_trade_lookaheadbias.m		port_trade_lookaheadbias.m
port_trade_truncate.m		port_trade_truncate.m
read_mat.py		read_mat.py
retrieveHQuoteHistoricalPrice.m		retrieveHQuoteHistoricalPrice.m
run.sh		run.sh
smartMovingAvg.m		smartMovingAvg.m
smartMovingStd.m		smartMovingStd.m
smartMovingStd2.m		smartMovingStd2.m
smartcov.m		smartcov.m
smartcumsum.m		smartcumsum.m
smartmean.m		smartmean.m
smartmean2.m		smartmean2.m
smartstd.m		smartstd.m
smartstd2.m		smartstd2.m
smartsum.m		smartsum.m
smartsum2.m		smartsum2.m
spy_tmp.mat		spy_tmp.mat
terminology.md		terminology.md
tmp.m		tmp.m
year.m		year.m