├── Functions ├── BCRP │ ├── BCRP.m │ ├── BCRP_daily.m │ ├── BCRP_intraday_daily.m │ ├── BCRP_opt.m │ ├── alg_BCRP.m │ ├── gen_port.m │ └── maxwealth.m ├── Indicators │ ├── ACC.m │ ├── MOM.m │ ├── SMA.m │ ├── ema.m │ ├── ichimoku.m │ └── zrsi.m ├── StatArb │ ├── StatArb_cm.m │ ├── analytical_hess.m │ ├── loglik.m │ └── loglik2.m ├── Strategies │ ├── ACCstrat.m │ ├── Bollstrat.m │ ├── EMAXover.m │ ├── Faststrat.m │ ├── Ichimoku_KijSen.m │ ├── MACD.m │ ├── MARSI.m │ ├── MOMstrat.m │ ├── MovAveXover.m │ ├── OnlineAntiZBCRP.m │ ├── OnlineZAnticor.m │ ├── OnlineZBCRP.m │ ├── PROCstrat.m │ ├── RSIstrat.m │ ├── SAR.m │ ├── Slowstrat.m │ ├── Test │ │ ├── ichimoku001mine.m │ │ ├── zMACDstrat.m │ │ └── zMACDstrat001.m │ ├── WilliamsR.m │ ├── zAAOnlineAnticor.m │ ├── zIchimoku_KijSen_plot.m │ ├── zIchimoku_TenkKij.m │ └── zOnlineAnticor.m └── other │ ├── ExpertParameters.m │ ├── Resampling003aa.m │ ├── expert_perf_stats.m │ ├── hline.m │ ├── jbfill.m │ ├── learning_IntradayDaily_PBO.m │ ├── 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