Files in benSepanski/pfselect

R/backtest_strategy.R R/data-scrape.R R/momentum_data.R R/momentum_prediction.R R/msci.R R/nyse_n.R R/nyse_o.R R/portfolio_utils.R R/return_metrics.R R/sp500.R R/tse.R R/utils.R data-raw/msci.R data-raw/nyse_n.R data-raw/nyse_o.R data-raw/sp500.R data-raw/tse.R examples/example_LOAD.R examples/example_backtest.R examples/example_momentum_plot.R examples/example_pocket.R examples/example_pocket_momentum.R examples/example_pocket_random_stocks.R examples/example_train_and_keep_weights.R man/aggregate_price_and_mean_windows.Rd man/aggregated_windows_var_to_matrix.Rd man/backtest_LOAD.Rd man/backtest_best_stock.Rd man/backtest_buyandhold.Rd man/backtest_exponential_gradient.Rd man/backtest_market.Rd man/backtest_online_newton_step.Rd man/backtest_universal_portfolio.Rd man/compute_historical_price_means.Rd man/compute_price_relatives_eigen.Rd man/compute_price_relatives_whitener.Rd man/compute_prices_from_relatives.Rd man/evaluate_daily_return.Rd man/evaluate_momentum_at_window.Rd man/evaluate_momentum_predict_price.Rd man/evaluate_signed_momentum_at_window.Rd man/evaluate_unsigned_momentum.Rd man/get_investing_data.Rd man/get_return_from_trade.Rd man/msci.Rd man/msci_link.Rd man/nyse_n.Rd man/nyse_o.Rd man/predict_momentum_LOAD.Rd man/predict_momentum_pocket.Rd man/predict_price_LOAD.Rd man/predict_window_momentum_LOAD.Rd man/price_adjusted_portfolio.Rd man/rebase_agg_windows.Rd man/regularized_pocket.Rd man/rescale_to_price_over_mean.Rd man/sp500.Rd man/tse.Rd