├── .gitignore ├── LICENSE ├── README.md ├── docs ├── MScFE_690_Capstone_Solution_Design.pdf └── MScFE_690_Research_Paper.pdf ├── images ├── cs_backtest_results_page.png ├── cs_class_diagram.png ├── cs_class_diagram_old.png ├── cs_results_dashboard.png ├── cs_smart_beta_class_diag.png ├── qc_alorithm_lab_screen.png ├── qc_editor_screen.png ├── qc_login_page.png └── qc_tickdata_class_diagram.png ├── requirements.txt └── src ├── smart_beta_strategies ├── algo_type.py ├── fundamental_data.py ├── main.py ├── run_config.py └── techincal_data.py ├── smart_beta_strategies_ml ├── algo_type.py ├── fundamental_data.py ├── main.py └── run_config.py └── tick_data_strategies ├── 1_get_tick_data.py ├── 2_preprocess_ticks.py ├── 3_create_adj_ticks.py ├── 4_dollar_bars_triple_barrier_indicators.py ├── 5_QC_MOEX_RF.ipynb ├── 5_dollar_bars_triple_barrier_indicators_multi.py ├── QCTickDataStrategy.py ├── README.md └── data ├── 1_RawTicks └── GAZP │ └── GAZP_090103_090111.csv ├── 2_MOEX └── RI.IMOEX_090101_191213.csv ├── 3_Dividends └── GAZP.ME.csv ├── 6_DollarBars └── GAZP_10_dollar_bars.csv └── 7_Indicators └── GAZP_10_0.1_indicators.csv /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/WQU-MScFE-Capstone-MGS/retail-investor-strategies/HEAD/.gitignore -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/WQU-MScFE-Capstone-MGS/retail-investor-strategies/HEAD/LICENSE -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/WQU-MScFE-Capstone-MGS/retail-investor-strategies/HEAD/README.md -------------------------------------------------------------------------------- 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