Descripción Horizonte de los retornos: 4 semanas periodo: todo Combinadas las series altamente correlacionadas: Sí
python remove_repeated_prices.py ^ --prices ../input_data/todas.xlsx ^ --minimum_repeated 4 ^ --output ../data/todas
python extract_days_every_n_weeks.py ^ --rf ../input_data/Cetes.xlsx ^ --n 4 ^ --output ../data/days_every_4_weeks
python build_n_week_returns.py ^ --funds ../data/todas.csv ^ --index ../input_data/Naftrac.xlsx ^ --n 4 ^ --rf ../input_data/Cetes.xlsx ^ --dates_every_n_week ../data/days_every_4_weeks.csv ^ --funds_output ../data/funds_4_weeks_returns ^ --index_output ../data/index_4_weeks_returns ^ --rf_output ../data/risk_free_4_weeks_returns
python combine_highly_correlated.py ^ --funds ../data/funds_4_weeks_returns.csv ^ --filtered_by_metadata ../data/filtered_by_metadata.csv ^ --threshold 0.9999
python only_dates_in_common.py ^ --funds ../data/funds_4_weeks_returns_c.csv ^ --index ../data/index_4_weeks_returns.csv ^ --rf ../data/risk_free_4_weeks_returns.csv ^ --output_sufix 2
python first_regressions.py ^ --funds ../data/funds_4_weeks_returns_c_2.csv ^ --index ../data/index_4_weeks_returns_2.csv ^ --rf ../data/risk_free_4_weeks_returns_2.csv ^ --output ../data/regressions_4_weeks_c
python filter_regressions.py ^ --regressions ../data/regressions_4_weeks_c.csv ^ --minimum 13 ^ --filtered_by_metadata ../data/filtered_by_metadata.csv ^ --filtered_output ../data/filtered_regressions_4_weeks_c ^ --eliminated_output ../data/eliminated_regressions_4_weeks_c
python winsorize.py ^ --regressions ../data/filtered_regressions_4_weeks_c.csv ^ --lower 10 ^ --upper 90
python modified_LL.py ^ --regressions ../data/filtered_regressions_4_weeks_c_w_10_90.csv ^ --N 13 ^ --S 1000
python modified_LL.py ^ --regressions ../data/filtered_regressions_4_weeks_c_w_10_90.csv ^ --N 130 ^ --S 1000
python modified_LL.py ^ --regressions ../data/filtered_regressions_4_weeks_c_w_10_90.csv ^ --N 0 ^ --S 1000
python categorias_tickers.py ^ --filtered_by_metadata ../data/filtered_by_metadata.csv ^ --funds ../data/todas.csv ^ --filtered_regs ../data/filtered_regressions_4_weeks_c.csv ^ --rejected_regs ../data/eliminated_regressions_4_weeks_c.csv ^ --output ../output/2/Categorias
python table1.py ^ --funds ../data/funds_4_weeks_returns_c_2.csv ^ --index ../data/index_4_weeks_returns_2.csv ^ --rf ../data/risk_free_4_weeks_returns_2.csv ^ --regs ../data/filtered_regressions_4_weeks_c.csv ^ --output ../output/2/Table1.xlsx
python table2.py ^ --funds ../data/funds_4_weeks_returns_c_2.csv ^ --index ../data/index_4_weeks_returns_2.csv ^ --rf ../data/risk_free_4_weeks_returns_2.csv ^ --filtered_regressions ../data/filtered_regressions_4_weeks_c.csv ^ --weeks 4^ --output ../output/2/Table2.xlsx
python table3.py ^ --regs_year ../data/filtered_regressions_4_weeks_c_w_10_90_13.csv ^ --regs_decade ../data/filtered_regressions_4_weeks_c_w_10_90_130.csv ^ --regs_lifetime ../data/filtered_regressions_4_weeks_c_w_10_90_0.csv ^ --output ../output/2/Table3.xlsx
python table4.py ^ --regs_year ../data/filtered_regressions_4_weeks_c_w_10_90_13.csv ^ --h 13 ^ --funds ../data/funds_4_weeks_returns_c_2.csv ^ --rf ../data/risk_free_4_weeks_returns_2.csv ^ --index ../data/index_4_weeks_returns.csv ^ --output ../output/2/Table4.xlsx
python table5.py ^ --data ../data/filtered_regressions_4_weeks_c_w_10_90.csv ^ --data_year ../data/filtered_regressions_4_weeks_c_w_10_90_13.csv ^ --data_decade ../data/filtered_regressions_4_weeks_c_w_10_90_130.csv ^ --data_lifetime ../data/filtered_regressions_4_weeks_c_w_10_90_0.csv ^ --output ../output/2/Table5.xlsx
python table6.py ^ --data_year ../data/filtered_regressions_4_weeks_c_w_10_90_13.csv ^ --data_decade ../data/filtered_regressions_4_weeks_c_w_10_90_130.csv ^ --data_lifetime ../data/filtered_regressions_4_weeks_c_w_10_90_0.csv ^ --weeks 4 ^ --output ../output/2/Table6.xlsx
python table7I.py ^ --data ../data/filtered_regressions_4_weeks_c_w_10_90.csv ^ --data_year ../data/filtered_regressions_4_weeks_c_w_10_90_13.csv ^ --data_decade ../data/filtered_regressions_4_weeks_c_w_10_90_130.csv ^ --data_lifetime ../data/filtered_regressions_4_weeks_c_w_10_90_0.csv ^ --weeks 4 ^ --output ../output/2/Table7_I.xlsx
python table7II.py ^ --data ../data/filtered_regressions_4_weeks_c_w_10_90.csv ^ --data_year ../data/filtered_regressions_4_weeks_c_w_10_90_13.csv ^ --data_decade ../data/filtered_regressions_4_weeks_c_w_10_90_130.csv ^ --data_lifetime ../data/filtered_regressions_4_weeks_c_w_10_90_0.csv ^ --weeks 4 ^ --output ../output/2/Table7_II.xlsx