Files in MislavSag/alphar

R/AdjLoss2.R R/Exuber.Rmd R/ExuberLean.Rmd R/ExuberOptimization.Rmd R/Linex.R R/MinMax.Rmd R/PNS_presentation.Rmd R/PRA_v2.R R/PRA_v3.R R/PipeOpPCAExplained.R R/PortfolioRet.R R/add_data_to_QC.R R/adjust_market_data.R R/alternative_asset_model.R R/anomalies.R R/automl.R R/bbandup_optimization.R R/bond-modeling.R R/bond_macro_modelling.R R/bond_macro_modelling_v2.R R/bonds_bmp2021.R R/bonds_yield_curve.R R/breaks.R R/brute_force.R R/btc_spy.R R/bubble_reversion.R R/buy_bubble.R R/corporate_actions.R R/cpi_data.R R/cpm_changes_optimization.R R/create_map_file.R R/crypro_carry_rw.R R/crypto_carry.R R/crypto_carry_v2.R R/crypto_trend_following.R R/cumstat.R R/distribution_change.R R/event_study.R R/evt.R R/execute_plumber.R R/execution.R R/exlusion_list.R R/extreme_thresholds.R R/exuber_compare.R R/exuber_daily.R R/exuber_live.R R/exuber_v2.R R/exuber_v3.R R/exuber_v4.R R/exuberagg_live.R R/exuberagg_live_new.R R/exuberagg_live_task.R R/exuberagg_live_working.R R/exuberagg_update.R R/factor_analysis.R R/factor_analysis_v2.R R/features.R R/fi_clustering_arbitrage.R R/fi_clustering_arbitrage_2.R R/fi_clustering_arbitrage_3.R R/fitter_roll.R R/fmpcloud_minute.R R/fre7241_lecture1.R R/fre7241_lecture2.R R/fund_price_disbalanse.R R/get_market_data.R R/get_market_data_minute.R R/get_market_data_update.R R/get_market_data_update_new.R R/get_tick_data.R R/h1.R R/hfml_live.R R/hft.R R/hft_v2.R R/hhmm_strategy.R R/horizontal_support_resistance.R R/ib_history.R R/indicators_dist.R R/intra_minute_dist_try.R R/intraday_prediction.R R/lean_optimization.R R/lean_optimize.Rmd R/lean_report.Rmd R/lean_report_multiple.Rmd R/live_engine.R R/logicreg_exp.R R/manage_lean_reports.R R/manage_plumber.R R/market_data_clean.R R/market_data_update.R R/market_regimes.R R/mining_sesonality.R R/mining_sesonality_rolling.R R/mining_sesonality_rolling_post.R R/minmax_5min.R R/minmax_daily.R R/minmax_optimization.R R/minmax_optimization_TVAR.R R/minmax_optimization_v2.R R/minmax_optimization_v3.R R/minmax_optimization_walk_forward.R R/minmax_panel.R R/minmax_panel_indicators.R R/minmax_panel_prep.R R/minmax_vol.R R/minute_prepare.R R/mlr3_dropna.R R/mlr3_dropnacol.R R/mlr3_filter_drop_corr.R R/mlr3_gausscov_f1st.R R/mlr3_gausscov_f3st.R R/mlr3_uniformization.R R/mlr3_winsorization.R R/mlr3_winsorizationsimple.R R/mlr3_winsorizationsimplegroup.R R/momentum_strategy.R R/outliers.R R/pairs_play.R R/pairs_trading.R R/pairs_trading_pci.R R/parallel_functions.R R/pead_backtset.R R/pead_datafeed.R R/pead_live.R R/pean_update.R R/phd_erf.R R/play.R R/plumber_deploy/plumber.R R/postscriptum.R R/postscriptum_intraday.R R/pra_5min.R R/pra_daily.R R/pra_hf.R R/pra_live.R R/pra_live_v2.R R/pra_strategy.R R/quantroom_strategies.R R/regr_linex.R R/resistance.R R/resistance_zigzag.R R/risk_exuber_spy.R R/risk_exuber_spy_update.R R/risk_factors_agg_optimization.R R/risk_factors_backtset.R R/risk_factors_optimization.R R/rw_statistical_arbitrage.R R/sp500_risk_measures.R R/sp500_universe.R R/spyML.R R/spyML_prepare.R R/sreg.R R/stock_dist_fit.R R/strategy_arbitrage_risk.R R/strategy_backcusum.R R/strategy_beneficial_ownership_.R R/strategy_bond_modeling_MATSM.R R/strategy_chatgpt_evt.R R/strategy_cme.R R/strategy_copula_risk.R R/strategy_cot.R R/strategy_detect.R R/strategy_dpseg.R R/strategy_dpseg_backcusum_ensembl.R R/strategy_es_backtest.R R/strategy_etf_constituents.R R/strategy_evt.R R/strategy_extreme.R R/strategy_exuber.R R/strategy_exuber_agg_optimization.R R/strategy_exuber_optimization.R R/strategy_exuber_update.R R/strategy_fa.R R/strategy_gas.R R/strategy_gas_short.R R/strategy_gausscov_server.R R/strategy_gpd.R R/strategy_gpd_uni.R R/strategy_gpd_v2.R R/strategy_hf_momentum.R R/strategy_hffin.R R/strategy_hft_spy.R R/strategy_hmix.R R/strategy_ipo_ath.R R/strategy_jumps.R R/strategy_kristjan_kullamagi.R R/strategy_market_regimes.R R/strategy_mean_excess_corr.R R/strategy_mimax_simple.R R/strategy_minmax.R R/strategy_mixed_freq.R R/strategy_ml.R R/strategy_momentum_btest.R R/strategy_momentum_ml.R R/strategy_momentum_ml_v2.R R/strategy_momentum_ml_v3.R R/strategy_momentum_ml_v4.R R/strategy_momentum_wfo.R R/strategy_msgarch.R R/strategy_pareto_ptsuite.R R/strategy_pead.R R/strategy_pra.R R/strategy_pra_minute_data.R R/strategy_predictors_daily.R R/strategy_quantile_ratio_mom.R R/strategy_quantile_ratio_mom_results.R R/strategy_risk.R R/strategy_risk_measures.R R/strategy_rls_mining.R R/strategy_rls_mining_v2.R R/strategy_rls_mining_v3.R R/strategy_seasonality_portfolio.R R/strategy_statistical_arbitrage_moments.R R/strategy_systematic_jump_diffusion_JLD_2023.R R/strategy_ticker_data.R R/strategy_tlt_end_month.R R/strategy_var.R R/strategy_varcoef.R R/strategy_vix.R R/strategy_vse4ts.R R/strategy_vse4ts_spy.R R/stratgy_interest_rate.R R/supek.R R/tasks_schedulers.R R/tick_data_datafeed.R R/trading_rules.R R/trend_labeling.R R/tripple_ath_metalabeling.R R/univar_dist_change.R R/universe.R R/volatility_forecast.R R/volume_test.R R/web_scraping_crypto.R R/web_scraping_earnings_announcement_update.R R/web_scraping_qc.R R/web_scraping_reddit.R R/websocket_try.R R/wfo_test.R R/zse.R inst/rmd/prepare.Rmd man/hello.Rd rcpp_cache/sourceCpp-x86_64-w64-mingw32-1.0.12/sourcecpp_ab88193b7b2a/backtest.cpp.R tests/testthat.R