├── GMM Tidy Data - QuantInst-Github.ipynb ├── Plots ├── ETF and factor correlations.png ├── Gaussian PDF.png ├── JohnsonSU Distribution-SPY prediction success 2017-04-15 13:55:25.586094.png ├── JohnsonSU Distrubtion-SPY TOO_LOW 1 1 2017-04-15 13:55:28.289377.png ├── Lookback-1-year │ └── agg_results_evaluation │ │ ├── Agg-all-return-by-steps-by-k.png │ │ ├── Agg-all-return-by-steps.png │ │ ├── Multibar-avg-return-by-steps.png │ │ ├── avg-model-accuracy-all-etf-by-k.png │ │ └── avg-model-accuracy-by-etf-all-k.png ├── Lookback-3-years │ └── agg-results-evaluation │ │ ├── Agg-all-return-by-steps-by-k.png │ │ ├── Agg-all-return-by-steps.png │ │ ├── Multibar-avg-return-by-steps.png │ │ ├── avg-model-accuracy-all-etf-by-k.png │ │ └── avg-model-accuracy-by-etf-all-k.png ├── Normal Distribution-SPY prediction success 2017-04-15 13:38:46.897349.png ├── Normal Distrubtion-SPY TOO_LOW 1 1 2017-04-15 13:38:50.060479.png ├── facetgrid-lookback-k-median-return-barplot.png ├── 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