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Varying quantitative finance analysis, back testing cross validation scripts.

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Name		Name	Last commit message	Last commit date
Latest commit History 3 Commits
Block Bootstrap Time Series.R		Block Bootstrap Time Series.R
Bulk Buy 1x a year Vs investing every month.R		Bulk Buy 1x a year Vs investing every month.R
FDA.Event.Study.rbind.weeks.prior.FDA.R		FDA.Event.Study.rbind.weeks.prior.FDA.R
Julia - Simple Back Test Script - 30min ES.jl		Julia - Simple Back Test Script - 30min ES.jl
Meboot time series resampling.R		Meboot time series resampling.R
Noise_Test.jl		Noise_Test.jl
R Simple Back Test Script - 30min ES.R		R Simple Back Test Script - 30min ES.R
README.md		README.md
VIX1VIX2 30 Day Constant Maturity.R		VIX1VIX2 30 Day Constant Maturity.R
alpha_vantage.jl		alpha_vantage.jl
block_bootstrap_time_series.R		block_bootstrap_time_series.R
dual_momentum_optimize_SP500.R		dual_momentum_optimize_SP500.R
es.trend.days.R		es.trend.days.R
futures_correlation_matrix.R		futures_correlation_matrix.R
futures_pirce_distribution.R		futures_pirce_distribution.R
futures_seasonallity.R		futures_seasonallity.R
na.locf.jl		na.locf.jl
nasdaq_etf_list.R		nasdaq_etf_list.R
optimal_f_.R		optimal_f_.R
rleid.jl		rleid.jl
rolling_RS_hurst.jl		rolling_RS_hurst.jl
rolling_adf_test.R		rolling_adf_test.R
rolling_autocorrelation.jl		rolling_autocorrelation.jl
seasonal_portfolio_backtest.R		seasonal_portfolio_backtest.R
sp500_momo_strategy_adf_filter.R		sp500_momo_strategy_adf_filter.R
synthetic_vxx.R		synthetic_vxx.R
synthetic_xiv.R		synthetic_xiv.R
time_series_cross_validation.R		time_series_cross_validation.R
train_test_set_split.jl		train_test_set_split.jl
vix_term_structure_.R		vix_term_structure_.R