Folder Path

/AlgoTrading/.EPAT Algo Trading Materials/05 EFS - Equity, FX & Futures Strategies/EFS04 - Momentum Strategies/.matlab/MomentumWS/

0 directories 59 files 37 MiB total
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Name
Size Modified
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backwardation.jpg
30 KiB
calculateAvgHoldday.m
421 B
CL_rev.m
2.6 KiB
contango.jpg
31 KiB
Corn_Futures_gamma.fig
24 KiB
Corn_Futures_Term_Structure.fig
13 KiB
correlationTest.m
965 B
earnannFile.mat
6.6 KiB
estimateFuturesReturns.m
2.2 KiB
fig5_4.jpg
132 KiB
fig5_5.jpg
174 KiB
fig6_3.fig
7.9 KiB
fig6_3.jpg
162 KiB
foo.m
36 B
foo1.m
39 B
foo2.m
39 B
fwdshift.m
105 B
gapFutures_FSTX.m
895 B
genhurst.m
2.8 KiB
genhurst.zip
2.1 KiB
GLD_GC.m
1.2 KiB
hurstExpVratioTest.m
641 B
inputData_ETF.mat
1.2 MiB
inputData_EURUSD_20120426.mat
19 MiB
inputData_GC_1600_20100802.mat
4.7 KiB
inputDataDaily_C2_20120813.mat
60 KiB
inputDataDaily_CL_20120502.mat
292 KiB
inputDataDaily_ES_20150828.mat
216 KiB
inputDataDaily_VX_20120507.mat
42 KiB
inputDataDaily_VX_20150828.mat
307 KiB
inputDataOHLCDaily_20120504.mat
770 KiB
inputDataOHLCDaily_20120507.mat
1.4 MiB
inputDataOHLCDaily_20120511.mat
1.4 MiB
inputDataOHLCDaily_20120517.mat
1.4 MiB
inputDataOHLCDaily_stocks_20120424.mat
9.8 MiB
kentdaniel.m
2.0 KiB
license.txt
1.3 KiB
momFutPostCrisis.fig
14 KiB
momStkPostCrisis.fig
16 KiB
pead.m
951 B
pead1.m
1.3 KiB
RaamPg32.docx
31 KiB
smartmean.m
1.2 KiB
smartmean2.m
1.2 KiB
smartstd.m
532 B
smartsum.m
745 B
TU_mom.m
2.6 KiB
TU_mom_hypothesisTest.m
3.1 KiB
USO.csv
153 KiB
USO_rev.m
3.0 KiB
VIX.csv
234 KiB
VX_ES.m
417 B
VX_ES_rollreturn.m
3.7 KiB
VX_ES_rollreturn_regimes.m
5.8 KiB
VX_ES_rollreturn_regimes_trading.m
3.9 KiB
VX_ES_rollreturn_testset.m
2.7 KiB
VX_forwardCurve.fig
13 KiB
XLE_CL_rollReturn.m
2.1 KiB
XLE_CL_rollReturn2.m
1.7 KiB