Man pages for benSepanski/pfselect
| aggregated_windows_var_to_matrix | Puts variable in trading_period x asset matrix |
| aggregate_price_and_mean_windows | Get Price and historic price mean windows from price... |
| backtest_best_stock | backtests a best stock strategy |
| backtest_buyandhold | backtest a buy and hold strategy |
| backtest_exponential_gradient | Backtests using a exponential gradient rule |
| backtest_LOAD | Backtests the LOAD Online PS System |
| backtest_market | backtests a market (uniform buy and hold) strategy |
| backtest_online_newton_step | Backtests using an online newton step method |
| backtest_universal_portfolio | Backtests the universal portfolio algorithm |
| compute_historical_price_means | Return historical price means computed with decay factor |
| compute_price_relatives_eigen | Get eigenvalue decompositions for each time step |
| compute_price_relatives_whitener | Get whitener for each time step |
| compute_prices_from_relatives | get prices from price relatives |
| evaluate_daily_return | Computes the daily increase in wealth |
| evaluate_momentum_at_window | Evaluate momentum of the price |
| evaluate_momentum_predict_price | Evaluate momentum price prediction |
| evaluate_signed_momentum_at_window | Return the signed momentum |
| evaluate_unsigned_momentum | Evaluates momentum on aggregated windows |
| get_investing_data | Get investing data at the url from the given dates |
| get_return_from_trade | Return the factor by which wealth increases |
| msci | MSCI |
| msci_link | Link to investing.com's historical data for a given MSCI... |
| nyse_n | NYSE(N) |
| nyse_o | NYSE(O) |
| predict_momentum_LOAD | Test momentum prediction using LOAD strategy |
| predict_momentum_pocket | Predicts momentum using a regularized pocket algorithm |
| predict_price_LOAD | predicts price for asset according to LOAD strategy |
| predict_window_momentum_LOAD | predicts momentum for asset according to LOAD strategy |
| price_adjusted_portfolio | renormalizes portfolio to show total portion of wealth in... |
| rebase_agg_windows | Rebase to new linear combination of assets |
| regularized_pocket | Perform regularized pocket algorithm |
| rescale_to_price_over_mean | Rescales windows to positive slope |
| sp500 | S&P 500 |
| tse | TSE |
