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R code for quantitative analysis in finance

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Name		Name	Last commit message	Last commit date
Latest commit History 23 Commits
applied_portfolio		applied_portfolio
portfolio_hedging		portfolio_hedging
.gitignore		.gitignore
README.md		README.md
Russell2000_Membership_List 11-05-2012.xlsx		Russell2000_Membership_List 11-05-2012.xlsx
SMALL CAP_PORT.xlsx		SMALL CAP_PORT.xlsx
cointegrated_correlated.R		cointegrated_correlated.R
djia_20120101_20131130.rda		djia_20120101_20131130.rda
djia_20131119.csv		djia_20131119.csv
djia_20131119.csv_1992-01-01_2013-11-30.rda		djia_20131119.csv_1992-01-01_2013-11-30.rda
download_data.R		download_data.R
pairs_trading.pptx		pairs_trading.pptx
pairs_trading_price_ratio.R		pairs_trading_price_ratio.R
pairs_trading_price_ratio_lm.R		pairs_trading_price_ratio_lm.R
pairs_trading_spread.R		pairs_trading_spread.R
pairs_trading_spread_lm.R		pairs_trading_spread_lm.R
port_create_sample.R		port_create_sample.R
portfolio_optimization_with_R.pdf		portfolio_optimization_with_R.pdf
portfolio_perf.R		portfolio_perf.R
portfolio_perf_manual_adj.R		portfolio_perf_manual_adj.R
portfolio_test.R		portfolio_test.R
russell2000_20120625.csv		russell2000_20120625.csv
russell2000_20120625.csv_2012-01-01_2013-11-30.rda		russell2000_20120625.csv_2012-01-01_2013-11-30.rda
russell2000_20120625.csv_2012-01-01_2013-11-30_ADF.rda		russell2000_20120625.csv_2012-01-01_2013-11-30_ADF.rda
russell2000_20120625.csv_2012-01-01_2013-11-30_ht.rda		russell2000_20120625.csv_2012-01-01_2013-11-30_ht.rda
russell2000_20120625.csv_2012-01-01_2013-11-30_pairSummary.rda		russell2000_20120625.csv_2012-01-01_2013-11-30_pairSummary.rda
russell2000_20120625.csv_2012-01-01_2013-11-30_rscore.rda		russell2000_20120625.csv_2012-01-01_2013-11-30_rscore.rda
smallcap_port.csv		smallcap_port.csv
smallcap_port_2008-11-01_2013-11-30.rda		smallcap_port_2008-11-01_2013-11-30.rda
sp100_20131119.csv		sp100_20131119.csv
sp100_20131119.csv_1992-01-01_2013-11-30.rda		sp100_20131119.csv_1992-01-01_2013-11-30.rda
sp100_20131119.csv_2012-01-01_2013-11-30.rda		sp100_20131119.csv_2012-01-01_2013-11-30.rda
sp500_20131119.csv		sp500_20131119.csv
sp500_20131119.csv_1992-01-01_2013-11-30.rda		sp500_20131119.csv_1992-01-01_2013-11-30.rda
sp500_20131119.csv_2010-01-01_2014-01-31.rda		sp500_20131119.csv_2010-01-01_2014-01-31.rda
sp500_20131119.csv_2012-01-01_2013-11-30.rda		sp500_20131119.csv_2012-01-01_2013-11-30.rda
sp500_beta.csv		sp500_beta.csv
vix_spx.R		vix_spx.R

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r-quant

R code for quantitative analysis in finance

Get Russell 2000 Membership List http://konkin.com/blog/russell-2000-membership-list-updated/

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R code for quantitative analysis in finance

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