├── .gitignore ├── LICENSE ├── README.md ├── data ├── AAPL.IB.dat ├── AAPL.daily.csv ├── AMZN.IB.dat ├── AMZN.daily.csv ├── AVEC.all.csv ├── BAC.IB.dat ├── BAC.daily.csv ├── CEVA.SW.daily.csv ├── CMG.IB.dat ├── CMG.daily.csv ├── DAL.IB.dat ├── DAL.daily.csv ├── EEM.IB.dat ├── EEM.daily.csv ├── EUR.USD.csv ├── EURUSD.30min.csv ├── EWJ.daily.csv ├── FIX.daily.csv ├── FXE.daily.csv ├── GDX.daily.csv ├── GOOG.daily.csv ├── HAL.daily.csv ├── IBM.daily.csv ├── INTC.daily.csv ├── IWM.daily.csv ├── MSFT.daily.csv ├── QQQ.IB.dat ├── QQQ.daily.csv ├── SPY.IB.dat ├── SPY.daily.csv ├── USO.daily.csv ├── UUP.daily.csv ├── VXX.daily.csv ├── XLE.daily.csv ├── XLF.daily.csv ├── XOM.daily.csv ├── ohneTimeStamp.csv ├── series0.txt ├── sparkTest │ ├── AAPL.daily.csv │ ├── AMZN.daily.csv │ ├── BAC.daily.csv │ ├── CMG.daily.csv │ ├── DAL.daily.csv │ ├── FIX.daily.csv │ ├── IBM.daily.csv │ ├── MSFT.daily.csv │ ├── QQQ.daily.csv │ ├── SPY.daily.csv │ ├── USO.daily.csv │ └── UUP.daily.csv └── ticker.tsv ├── gradle └── wrapper │ ├── gradle-wrapper.jar │ └── gradle-wrapper.properties ├── gradlew ├── gradlew.bat ├── imgs ├── Selection_067.png ├── Selection_068.png └── Selection_069.png ├── jars ├── NumericalMethod.jar └── lombok.jar ├── resources └── css │ └── WhiteOnBlack.css ├── settings.gradle └── src ├── main └── java │ └── ch │ └── imetrica │ └── mdfa │ ├── customization │ ├── Customization.java │ └── SmoothingWeight.java │ ├── datafeeds │ ├── CSVMarketDataFeedEmpty.java │ ├── CsvFeed.java │ └── TimeStampInconsistency.java │ ├── examples │ ├── CValidation.java │ ├── ExampleAdaptiveSignal.java │ ├── ExampleMDFASetup.java │ ├── ExampleMultivariateFXSignal.java │ ├── ExampleMultivariateSignal.java │ ├── ExampleMutliSignal.java │ ├── ExamplePrefilterSeries.java │ ├── ExampleTargetSeries.java │ ├── ExampleUnivariateSeries.java │ └── PerformanceSimulation.java │ ├── kca │ └── KineticComponent.java │ ├── market │ ├── BeneficialOwner.java │ ├── KeyPerformanceIndicator.java │ ├── MarketFeed.java │ ├── Side.java │ ├── SimulateStrategy.java │ ├── Strategy.java │ ├── Trade.java │ ├── TradeReport.java │ ├── Trader.java │ └── TradingPerformance.java │ ├── matrix │ └── MdfaMatrix.java │ ├── mdfa │ ├── MDFABase.java │ ├── MDFAFactory.java │ └── MDFASolver.java │ ├── plotutil │ └── TimeSeriesPlot.java │ ├── prefilter │ └── WhiteNoiseFilter.java │ ├── regularization │ └── Regularization.java │ ├── series │ ├── MdfaSeries.java │ ├── MultivariateFXSeries.java │ ├── MultivariateSeries.java │ ├── MultivariateSignalSeries.java │ ├── PriceSeries.java │ ├── SignalSeries.java │ ├── TargetSeries.java │ ├── TimeSeries.java │ ├── TimeSeriesEntry.java │ └── VectorSignalSeries.java │ ├── spectraldensity │ └── SpectralBase.java │ ├── targetfilter │ └── TargetFilter.java │ ├── transform │ └── Transform.java │ └── util │ └── MdfaUtil.java └── test └── java └── ch └── imetrica └── mdfa ├── datafeeds └── TestCsvFeed.java ├── market └── TestBeneficialOwner.java ├── matrix └── TestMdfaMatrix.java ├── mdfa 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