Files in riazarbi/equity_analysis
.Rbuildignore
.gitignore
DESCRIPTION
Dockerfile
LICENSE
R/backtest_trading_functions.R
R/data_pipeline_functions.R
R/live_trading_functions.R
R/set_paths.R
R/trading_functions.R
README.md
equity_analysis.Rproj
paper/Tex/EconEJ.bst
paper/Tex/TexDefault.txt
paper/Tex/Texevier.bst
paper/Tex/packages.txt
paper/Tex/ref.bib
paper/Thesis.Rmd
paper/Thesis.pdf
paper/data/ExampleData.csv
paper/data/all_trial_returns.Rds
paper/data/coarse_workflow.pdf
paper/data/correlation.Rds
paper/data/correlation.feather
paper/data/cross_validation_excerpt.png
paper/data/data-quality-a-boxplot-1.png
paper/data/fundamental-metric-clusters.png
paper/data/histogram_of_logits.png
paper/data/k-means-silhouette.png
paper/data/low_value_high_cost_returns.png
paper/data/market-metric-completeness-filtered.png
paper/data/market-metric-completeness.png
paper/data/market-overall-market-na-over-time.png
paper/data/market-overall-market-na-over-time_filtered.png
paper/data/oos_degradation.png
paper/data/pairs_plot.png
paper/data/random_returns.png
paper/data/sample_datalog.csv
paper/data/tearsheet_excerpt.png
paper/data/trading_workflow.png
paper/data/transaction_costs_validation.png
paper/data/tree.png
paper/data/workflow.png
scripts/0_all.R
scripts/1_query_source.R
scripts/2_process_data.R
scripts/3_load_data.R
scripts/4_run_trials.R
scripts/5_report.R
scripts/5_report_parallel.R
scripts/6_cross_validate.R
scripts/data_loading/compile_data_report.R
scripts/data_loading/load_slow_moving_data.R
scripts/data_processing/1_bloomberg_to_datalog.R
scripts/data_processing/1_simulated_to_datalog.R
scripts/data_processing/2_datalog_csv_to_feather.R
scripts/data_processing/3_constituents_to_dataset.R
scripts/data_processing/3_metadata_to_dataset.R
scripts/data_processing/3_ticker_logs_to_dataset.R
scripts/parameters.R
scripts/reporting/cross_validate.Rmd
scripts/reporting/data_quality.Rmd
scripts/reporting/tearsheet.Rmd
scripts/trading/sample_trials/all_select_equal_weight.R
scripts/trading/sample_trials/all_select_market_weight.R
scripts/trading/sample_trials/all_select_random_weight.R
scripts/trading/sample_trials/random_select_equal_weight.R
scripts/trading/sample_trials/random_select_market_weight.R
scripts/trading/sample_trials/random_select_random_weight.R
scripts/trading/trade.R
