OLPS
Online Portfolio Selection toolbox
파일 탐색기
최종 버전 다운로드 (.zip)- djia.mat
- msci.mat
- nyse-n.mat
- nyse-o.mat
- sp500.mat
- tse.mat
- OLPS_manual.pdf
- OLPS_toolbox.pdf
- addData.m
- addStrategy.m
- config.mat
- config_20150713.mat
- config_default.mat
- removeData.m
- removeStrategy.m
- calmar.m
- maxDD.m
- maxDD_general.m
- oldSharpe.m
- sharpe.m
- sortino.m
- var5.m
- algoFramework.JPG
- algoFramework2.JPG
- OLPS.JPG
- aboutOLPS.fig
- aboutOLPS.m
- animation.fig
- animation.m
- configManager.fig
- configManager.m
- deletedMessage.fig
- deletedMessage.m
- errorMessage.fig
- errorMessage.m
- experimenter.fig
- experimenter.m
- resultManager.fig
- resultManager.m
- resultManager2.fig
- resultManager2.m
- start.fig
- start.m
- tradingManager.fig
- tradingManager.m
- .gitignore
- .gitignore
- .gitclone
- .gitignore
- algorithmAnalyserMenu.m
- configurationMenu.m
- displayMenu.m
- displayTable.m
- displayTable2.m
- experimenterMenu.m
- homeMenu.m
- jobInit.m
- resultManager.m
- resultManager2.m
- anticor.m
- anticor_anticor.m
- anticor_anticor_kernel.m
- anticor_anticor_run.m
- anticor_expert.m
- anticor_kernel.m
- anticor_run.m
- bcrp.m
- bcrp_expert.m
- bcrp_kernel.m
- bcrp_run.m
- best.m
- best_expert.m
- best_kernel.m
- best_run.m
- bk.m
- bk_expert.m
- bk_kernel.m
- bk_kernel_q.m
- bk_run.m
- bnn.m
- bnn_expert.m
- bnn_kernel.m
- bnn_kernel_q.m
- bnn_run.m
- corn.m
- corn_expert.m
- corn_kernel.m
- corn_kernel_q.m
- corn_run.m
- cornk.m
- cornk_kernel.m
- cornk_kernel_q.m
- cornk_run.m
- cornu.m
- cornu_kernel.m
- cornu_run.m
- cwmr_stdev.m
- cwmr_stdev_expert.m
- cwmr_stdev_kernel.m
- cwmr_stdev_run.m
- cwmr_var.m
- cwmr_var_expert.m
- cwmr_var_kernel.m
- cwmr_var_run.m
- eg.m
- eg_expert.m
- eg_kernel.m
- eg_run.m
- grw_expert.m
- grw_kernel.m
- grw_lambda.m
- grw_run.m
- grw_start.m
- l1median_VaZh_z.m
- m0.m
- m0_expert.m
- m0_kernel.m
- m0_run.m
- manager.m
- octave-workspace
- olmar1.m
- olmar1_expert.m
- olmar1_kernel.m
- olmar1_run.m
- olmar2.m
- olmar2_expert.m
- olmar2_kernel.m
- olmar2_run.m
- ons.m
- ons_expert.m
- ons_kernel.m
- ons_run.m
- pamr.m
- pamr_1.m
- pamr_1_run.m
- pamr_2.m
- pamr_2_run.m
- pamr_expert.m
- pamr_kernel.m
- pamr_run.m
- ra_dd.m
- ra_mdd.m
- ra_result_analyze.m
- rmr.m
- rmr_day_weight.m
- rmr_run.m
- simplex_projection.m
- sp.m
- sp_expert.m
- sp_kernel.m
- sp_run.m
- template.m
- template_config.m
- ubah.m
- ubah_expert.m
- ubah_kernel.m
- ubah_run.m
- ucrp.m
- ucrp_run.m
- up.m
- up_expert.m
- up_expert_findQ.m
- up_kernel.m
- up_run.m
- CREDITS.txt
- LICENSE
- NOTICE.txt
- OLPS_cli.m
- OLPS_gui.m
- OLPS_pgui.m
- README.md
// repository documentation
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