├── HedgeRatio ├── EWA_EWC.csv ├── KNet_approx_bollinger_end_to_end.pt ├── KNet_end_to_end.pt ├── KNet_learnable_bollinger_end_to_end.pt ├── KNet_learnable_bollinger_end_to_end_rival.pt ├── KNet_unsupervised.pt ├── approx_bollinger_end_to_end.pt ├── approx_bollinger_rival.pt ├── chan_pnl_kf.eps ├── chan_pnl_kf.png ├── cum_KF_approx_bollinger_gradient_high.npy ├── cum_KF_approx_bollinger_gradient_high_rival.npy ├── cum_KF_approx_bollinger_grid_high.npy ├── cum_KF_bollinger_grid_high.npy ├── cum_KF_bollinger_no_grid_high.npy ├── cum_KF_learnable_bollinger_high.npy ├── cum_KNet_approx_bollinger_end_to_end.npy ├── cum_KNet_learnable_bollinger_end_to_end.npy ├── cum_KNet_unsupervised_bollinger.npy ├── cum_ret_rival.npy ├── cum_rival.npy ├── forex1421.csv ├── forex_compare_all.eps ├── forex_compare_all.png ├── forex_pnl_KF_QR_compare.eps ├── forex_pnl_KF_QR_compare.png ├── forex_pnl_KNet_mlp_end_to_end_compare.eps ├── forex_pnl_KNet_mlp_end_to_end_compare.png ├── forex_pnl_kf.eps ├── forex_pnl_kf.png ├── forex_pnl_kf_boll_linear.eps ├── forex_pnl_kf_boll_linear.png ├── forex_pnl_kf_learnable_bollinger.eps ├── forex_pnl_kf_learnable_bollinger.png ├── forex_pnl_kf_old_new.eps ├── forex_pnl_kf_old_new.png ├── forex_pnl_knet.eps ├── forex_pnl_knet.png ├── forex_pnl_knet_approx_bollinger_end_to_end.eps ├── forex_pnl_knet_approx_bollinger_end_to_end.png ├── forex_pnl_knet_boll_linear.eps ├── forex_pnl_knet_boll_linear.png ├── forex_pnl_knet_kf.eps ├── forex_pnl_knet_kf.png ├── forex_pnl_knet_learnable_bollinger_end_to_end.eps ├── forex_pnl_knet_learnable_bollinger_end_to_end.png ├── forex_pnl_knet_mlp_end_to_end.eps ├── forex_pnl_knet_mlp_end_to_end.png ├── forex_pnl_unsupervised_knet_kf.eps ├── forex_pnl_unsupervised_knet_kf.png ├── forex_show.eps ├── forex_show.png ├── learnable_bollinger_end_to_end.pt ├── learnable_bollinger_end_to_end_rival.pt ├── learnable_bollinger_position.pt ├── rival.csv ├── rival_return.eps ├── rival_return.png └── sp_all.csv ├── KNet_delta.py ├── KNet_delta_s.py ├── KalmanFilter_test.py ├── KalmanNet_Create_Dataset.py ├── KalmanNet_Create_Dataset_Online.py ├── KalmanNet_KF.py ├── KalmanNet_data.py ├── KalmanNet_main_train_offline.py ├── KalmanNet_main_train_online.py ├── KalmanNet_nn.py ├── KalmanNet_nn_hedge.py ├── KalmanNet_sysmdl.py ├── Linear_KF_flow.py ├── Linear_KF_hedge.py ├── Linear_sysmdl.py ├── Pipeline_EKF.py ├── Pipeline_Offline_hedge.py ├── Pipeline_Online.py ├── Pipeline_kf_train.py ├── Pipeline_trading.py ├── hedge_ratio_KF.py ├── hedge_ratio_KF_KNet.py ├── hedge_ratio_KF_learnable_bollinger.py ├── hedge_ratio_KNet.py ├── hedge_ratio_KNet_approx_bollinger.py ├── hedge_ratio_KNet_learnable_bollinger.py ├── hedge_ratio_rival.py ├── hedge_ratio_rival_KF.py ├── myUtils.py ├── plot_result.py ├── position_MLP.py ├── position_learn_bollinger.py └── position_new_bollinger.py /HedgeRatio/EWA_EWC.csv: -------------------------------------------------------------------------------- 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