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Name		Name	Last commit message	Last commit date
Latest commit History 358 Commits
ATH		ATH
DSP Quant Fund		DSP Quant Fund
EM Equities		EM Equities
NASDAQ OMX India Index PCA		NASDAQ OMX India Index PCA
allocation vs tactical		allocation vs tactical
allocation		allocation
auto-correlation		auto-correlation
beta-hamming		beta-hamming
cme		cme
commodities		commodities
common		common
correlation/rolling-index		correlation/rolling-index
country etfs		country etfs
dd vs returns		dd vs returns
drawdown-report		drawdown-report
entries and exits		entries and exits
entropy/intro		entropy/intro
expected returns		expected returns
factor holding periods		factor holding periods
factors		factors
fat-tails		fat-tails
fft		fft
gaps		gaps
gold vs. eq		gold vs. eq
hamming-euclid		hamming-euclid
highs lows		highs lows
index weights		index weights
index-correlation		index-correlation
index-effect		index-effect
inflation drag		inflation drag
lumpsum vs sip (dca)		lumpsum vs sip (dca)
macro		macro
mahalanobis		mahalanobis
market cap deciles		market cap deciles
market timing		market timing
mcap-class		mcap-class
midcap-select		midcap-select
mixture model		mixture model
momentum aum		momentum aum
momentum		momentum
multi asset momentum		multi asset momentum
mutual funds		mutual funds
omega		omega
options		options
pattern-matching-1		pattern-matching-1
ppfas		ppfas
replication		replication
results-day		results-day
risk-valuations		risk-valuations
rolling returns		rolling returns
russell 3000		russell 3000
sector-rotation		sector-rotation
simple momentum		simple momentum
simplicity-met-fragility		simplicity-met-fragility
skew timing		skew timing
synthetic/basic		synthetic/basic
tactical sip		tactical sip
tax drag		tax drag
technical		technical
trend-momentum-models		trend-momentum-models
trend-momentum		trend-momentum
usdinr beta		usdinr beta
usdinr vs. it		usdinr vs. it
volatility-momentum		volatility-momentum
volatility		volatility
volume-clock		volume-clock
yield curves		yield curves
.gitignore		.gitignore
blog.Rproj		blog.Rproj