Descripción Horizonte de los retornos: 4 semanas periodo: todo Combinadas las series altamente correlacionadas: No
python filter_tickers_by_metadata.py ^ --metadatos ../input_data/metadatos.xlsx ^ --quitados_manualmente ../input_data/eliminados_manualmente.xlsx ^ --output ../data_1/filtered_by_metadata ^ --output_eliminated ../data_1/eliminated_by_metadata
python remove_repeated_prices.py ^ --prices ../input_data/todas.xlsx ^ --minimum_repeated 4 ^ --output ../data_1/todas
python extract_days_every_n_weeks.py ^ --rf ../input_data/Cetes.xlsx ^ --n 4 ^ --output ../data_1/days_every_4_weeks
python build_n_week_returns.py ^ --funds ../data_1/todas.csv ^ --index ../input_data/Naftrac.xlsx ^ --rf ../input_data/Cetes.xlsx ^ --n 4 ^ --dates_every_n_week ../data_1/days_every_4_weeks.csv ^ --funds_output ../data_1/funds_4_weeks_returns ^ --index_output ../data_1/index_4_weeks_returns ^ --rf_output ../data_1/risk_free_4_weeks_returns
python only_dates_in_common.py ^ --funds ../data_1/funds_4_weeks_returns.csv ^ --index ../data_1/index_4_weeks_returns.csv ^ --rf ../data_1/risk_free_4_weeks_returns.csv ^ --output_sufix 2
python first_regressions.py ^ --funds ../data_1/funds_4_weeks_returns_2.csv ^ --index ../data_1/index_4_weeks_returns_2.csv ^ --rf ../data_1/risk_free_4_weeks_returns_2.csv ^ --output ../data_1/regressions_4_weeks
python filter_regressions.py ^ --regressions ../data_1/regressions_4_weeks.csv ^ --minimum 13 ^ --filtered_by_metadata ../data_1/filtered_by_metadata.csv ^ --filtered_output ../data_1/filtered_regressions_4_weeks ^ --eliminated_output ../data_1/eliminated_regressions_4_weeks
python winsorize.py ^ --regressions ../data_1/filtered_regressions_4_weeks.csv ^ --lower 10 ^ --upper 90
python modified_LL.py ^ --regressions "../data_1/filtered_regressions_4_weeks_w_10_90.csv" ^ --N 13 ^ --S 1000
python modified_LL.py ^ --regressions "../data_1/filtered_regressions_4_weeks_w_10_90.csv" ^ --N 130 ^ --S 1000
python modified_LL.py ^ --regressions "../data_1/filtered_regressions_4_weeks_w_10_90.csv" ^ --N 0 ^ --S 1000
python categorias_tickers.py ^ --filtered_by_metadata "../data_1/filtered_by_metadata.csv" ^ --funds "../data_1/todas.csv" ^ --filtered_regs "../data_1/filtered_regressions_4_weeks.csv" ^ --rejected_regs "../data_1/eliminated_regressions_4_weeks.csv" ^ --output ../output/1/Categorias
python table1.py ^ --funds "../data_1/funds_4_weeks_returns_2.csv" ^ --index "../data_1/index_4_weeks_returns_2.csv" ^ --rf "../data_1/risk_free_4_weeks_returns_2.csv" ^ --regs "../data_1/filtered_regressions_4_weeks.csv" ^ --output ../output/1/Table1.xlsx
python table2.py ^ --funds "../data_1/funds_4_weeks_returns_2.csv" ^ --index "../data_1/index_4_weeks_returns_2.csv" ^ --rf "../data_1/risk_free_4_weeks_returns_2.csv" ^ --filtered_regressions "../data_1/filtered_regressions_4_weeks.csv" ^ --weeks 4^ --output ../output/1/Table2.xlsx
python table3.py ^ --regs_year "../data_1/filtered_regressions_4_weeks_w_10_90_13.csv" ^ --regs_decade "../data_1/filtered_regressions_4_weeks_w_10_90_130.csv" ^ --regs_lifetime "../data_1/filtered_regressions_4_weeks_w_10_90_0.csv" ^ --output ../output/1/Table3.xlsx
python table3.py ^ --regs_year "../data_1/filtered_regressions_4_weeks_w_10_90_13.csv" ^ --regs_decade "../data_1/filtered_regressions_4_weeks_w_10_90_130.csv" ^ --regs_lifetime "../data_1/filtered_regressions_4_weeks_w_10_90_0.csv" ^ --output ../output/1/Table3.xlsx
python table4.py ^ --regs_year ../data_1/filtered_regressions_4_weeks_w_10_90_13.csv ^ --h 13 ^ --funds ../data_1/funds_4_weeks_returns_2.csv ^ --rf ../data_1/risk_free_4_weeks_returns_2.csv ^ --index ../data_1/index_4_weeks_returns.csv ^ --output ../output/1/Table4.xlsx
python table5.py ^ --data ../data_1/filtered_regressions_4_weeks_w_10_90.csv ^ --data_year ../data_1/filtered_regressions_4_weeks_w_10_90_13.csv ^ --data_decade ../data_1/filtered_regressions_4_weeks_w_10_90_130.csv ^ --data_lifetime ../data_1/filtered_regressions_4_weeks_w_10_90_0.csv ^ --output ../output/1/Table5.xlsx
python table5.py ^ --data "../data_1/filtered_regressions_4_weeks_w_10_90.csv" ^ --data_year "../data_1/filtered_regressions_4_weeks_w_10_90_13.csv" ^ --data_decade "../data_1/filtered_regressions_4_weeks_w_10_90_130.csv" ^ --data_lifetime "../data_1/filtered_regressions_4_weeks_w_10_90_0.csv" ^ --output ../output/1/Table5.xlsx
python table6.py ^ --data_year "../data_1/filtered_regressions_4_weeks_w_10_90_13.csv" ^ --data_decade "../data_1/filtered_regressions_4_weeks_w_10_90_130.csv" ^ --data_lifetime "../data_1/filtered_regressions_4_weeks_w_10_90_0.csv" ^ --weeks 4 ^ --output ../output/1/Table6.xlsx
python table7I.py ^ --data "../data_1/filtered_regressions_4_weeks_w_10_90.csv" ^ --data_year "../data_1/filtered_regressions_4_weeks_w_10_90_13.csv" ^ --data_decade "../data_1/filtered_regressions_4_weeks_w_10_90_130.csv" ^ --data_lifetime "../data_1/filtered_regressions_4_weeks_w_10_90_0.csv" ^ --weeks 4 ^ --output ../output/1/Table7_I.xlsx
python table7II.py ^ --data ../data_1/filtered_regressions_4_weeks_w_10_90.csv ^ --data_year ../data_1/filtered_regressions_4_weeks_w_10_90_13.csv ^ --data_decade ../data_1/filtered_regressions_4_weeks_w_10_90_130.csv ^ --data_lifetime ../data_1/filtered_regressions_4_weeks_w_10_90_0.csv ^ --weeks 4 ^ --output ../output/1/Table7_II.xlsx