Descripción Horizonte de los retornos: 1 semanas periodo: todo Combinadas las series altamente correlacionadas: No
python remove_repeated_prices.py ^ --prices ../input_data/todas.xlsx ^ --minimum_repeated 4 ^ --output ../data_3/todas
python extract_days_every_n_weeks.py ^ --rf ../input_data/Cetes.xlsx ^ --n 1 ^ --output ../data_3/days_every_1_weeks
python build_n_week_returns.py ^ --funds ../data_3/todas.csv ^ --index ../input_data/Naftrac.xlsx ^ --n 1 ^ --rf ../input_data/Cetes.xlsx ^ --dates_every_n_week ../data_3/days_every_1_weeks.csv ^ --funds_output ../data_3/funds_1_weeks_returns ^ --index_output ../data_3/index_1_weeks_returns ^ --rf_output ../data_3/risk_free_1_weeks_returns
python only_dates_in_range.py ^ --funds ../data_3/funds_1_weeks_returns.csv ^ --index ../data_3/index_1_weeks_returns.csv ^ --rf ../data_3/risk_free_1_weeks_returns.csv ^ --first_date 2000-01-01 ^ --last_date 2021-01-01 ^ --output_suffix 2
python first_regressions.py ^ --funds ../data_3/funds_1_weeks_returns_2.csv ^ --index ../data_3/index_1_weeks_returns_2.csv ^ --rf ../data_3/risk_free_1_weeks_returns_2.csv ^ --output ../data_3/regressions_1_weeks
python filter_regressions.py ^ --regressions ../data_3/regressions_1_weeks.csv ^ --minimum 52 ^ --filtered_by_metadata ../data_3/filtered_by_metadata.csv ^ --filtered_output ../data_3/filtered_regressions_1_weeks ^ --eliminated_output ../data_3/eliminated_regressions_1_weeks
python winsorize.py ^ --regressions ../data_3/filtered_regressions_1_weeks.csv ^ --lower 5 ^ --upper 95
python modified_LL.py ^ --regressions ../data_3/filtered_regressions_1_weeks.csv ^ --N 11 ^ --S 1000
python modified_LL.py ^ --regressions ../data_3/filtered_regressions_1_weeks_w_5_95.csv ^ --N 52 ^ --S 1000
python modified_LL.py ^ --regressions ../data_3/filtered_regressions_1_weeks_w_5_95.csv ^ --N 520 ^ --S 1000
python modified_LL.py ^ --regressions ../data_3/filtered_regressions_1_weeks_w_5_95.csv ^ --N 0 ^ --S 1000
python categorias_tickers.py ^ --filtered_by_metadata ../data_3/filtered_by_metadata.csv ^ --funds ../data_3/todas.csv ^ --filtered_regs ../data_3/filtered_regressions_1_weeks.csv ^ --rejected_regs ../data_3/eliminated_regressions_1_weeks.csv ^ --output ../output/3/Categorias
python table1.py ^ --funds ../data_3/funds_1_weeks_returns_2.csv ^ --index ../data_3/index_1_weeks_returns_2.csv ^ --rf ../data_3/risk_free_1_weeks_returns_2.csv ^ --regs ../data_3/filtered_regressions_1_weeks.csv ^ --output ../output/3/Table1.xlsx
python table2.py ^ --funds ../data_3/funds_1_weeks_returns_2.csv ^ --index ../data_3/index_1_weeks_returns_2.csv ^ --rf ../data_3/risk_free_1_weeks_returns_2.csv ^ --filtered_regressions ../data_3/filtered_regressions_1_weeks.csv ^ --weeks 1 ^ --output ../output/3/Table2.xlsx
python table3.py ^ --regs_year ../data_3/filtered_regressions_1_weeks_w_5_95_52.csv ^ --regs_decade ../data_3/filtered_regressions_1_weeks_w_5_95_520.csv ^ --regs_lifetime ../data_3/filtered_regressions_1_weeks_w_5_95_0.csv ^ --output ../output/3/Table3.xlsx
python table5.py ^ --data ../data_3/filtered_regressions_1_weeks_w_5_95.csv ^ --data_year ../data_3/filtered_regressions_1_weeks_w_5_95_52.csv ^ --data_decade ../data_3/filtered_regressions_1_weeks_w_5_95_520.csv ^ --data_lifetime ../data_3/filtered_regressions_1_weeks_w_5_95_0.csv ^ --output ../output/3/Table5.xlsx
python table6.py ^ --data_year ../data_3/filtered_regressions_1_weeks_w_5_95_52.csv ^ --data_decade ../data_3/filtered_regressions_1_weeks_w_5_95_520.csv ^ --data_lifetime ../data_3/filtered_regressions_1_weeks_w_5_95_0.csv ^ --weeks 1 ^ --output ../output/3/Table6.xlsx
python table7I.py ^ --data ../data_3/filtered_regressions_1_weeks_w_5_95.csv ^ --data_year ../data_3/filtered_regressions_1_weeks_w_5_95_52.csv ^ --data_decade ../data_3/filtered_regressions_1_weeks_w_5_95_520.csv ^ --data_lifetime ../data_3/filtered_regressions_1_weeks_w_5_95_0.csv ^ --weeks 1 ^ --output ../output/3/Table7_I.xlsx
python table7II.py ^ --data ../data_3/filtered_regressions_1_weeks_w_5_95.csv ^ --data_year ../data_3/filtered_regressions_1_weeks_w_5_95_52.csv ^ --data_decade ../data_3/filtered_regressions_1_weeks_w_5_95_520.csv ^ --data_lifetime ../data_3/filtered_regressions_1_weeks_w_5_95_0.csv ^ --weeks 1 ^ --output ../output/3/Table7_II.xlsx