Backtest of contrarian investing strategies using data by Kenneth French
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Combined p-values with the performance metrics
414de23
Added Ledoit-Wolf Sharpe ratio testing
971cd50
Fixed returns calculation
a8314b1
Added risk-free rates for Sharpe calculation
b812f9b
Fixed cumulative excess return calculation
ba660fd
Added plotting of returns and volatilities
9a01b34
Added printing of tables
6c10162
Fixed plotting
6709e51
Added plotting of cumulative excess return
e71f0b6
Added Information ratio and the option to use equal weighted data
b9f8952
Fixed errors in winner & loser strategies, commenting
cb370c8
Fixed winner and loser strategies
e3edba4
Fixed timing issue
be555aa
Added plotting for momentum and contrarian strategies
df57637
Added momentum and contrarian strategies
0b79be5