Return Horizon and Mutual Fund Performance In Mexico
python first_regressions.py ^ --funds ../data/funds_4_weeks_returns_2.csv ^ --index ../data/index_4_weeks_returns_2.csv ^ --rf ../data/risk_free_4_weeks_2.csv ^ --output ../data/regressions_4_weeks
python filter_regressions.py ^ --regressions ../data/regressions_4_weeks.csv ^ --filtered_by_metadata ../data/filtered_by_metadata.csv ^ --filtered_output ../data/filtered_regressions_4_weeks ^ --eliminated_output ../data/eliminated_regressions_4_weeks
python winsorize.py ^ --regressions ../data/filtered_regressions_4_weeks.csv ^ --lower 10 ^ --upper 90
python modified_LL.py ^ --regression ../data/filtered_regressions_4_weeks_w_10_90.csv ^ --N 13 ^ --S 1000
python combine_highly_correlated.py ^ --funds ../data/funds_returns.csv ^ --filtered_by_metadata ../data/filtered_by_metadata.csv ^ --threshold 0.9999
python first_regressions.py ^ --funds ../data/funds_returns_2_combined.csv ^ --index ../data/index_returns_2.csv ^ --rf ../data/risk_free_2.csv ^ --output ../data/regressions_combined
python filter_regressions.py ^ --regressions ../data/regressions_combined.csv ^ --filtered_by_metadata ../data/filtered_by_metadata.csv ^ --filtered_output ../data/filtered_regressions_combined ^ --eliminated_output ../data/eliminated_regressions_combined
python modified_LL.py ^ --regression ../data/filtered_regressions_combined.csv ^ --N 13 ^ --S 1000
python first_regressions.py ^ --funds ../data/funds_daily_returns_i.csv ^ --index ../data/index_daily_returns_i.csv ^ --rf ../data/rf_daily_returns_i.csv ^ --output ../data/regressions_daily_i