├── .gitignore ├── .gitignore.save ├── License.txt ├── README.md ├── RisksWarnings.md ├── example ├── Quantopian_Only │ ├── Q_Yahoo_comparison_12mth-RollingReturn.py │ └── paired_switching_yahooData.py ├── multi-strat_multi-instru │ ├── Q-multistrat.py │ ├── figure_1_performance.png │ ├── figure_2_performance.png │ ├── generate_quantopian.sh │ ├── generic_modules │ ├── global_import │ ├── multi_strat_zipline.py │ ├── multi_strategy │ │ ├── __init__.py │ │ ├── context.py │ │ ├── main.py │ │ ├── necessary_import.py │ │ ├── strat1 │ │ │ ├── __init__.py │ │ │ ├── necessary_import.py │ │ │ └── strat1_core.py │ │ └── strat2 │ │ │ ├── __init__.py │ │ │ ├── necessary_import.py │ │ │ └── strat2_core.py │ ├── multi_strategy_comparing_Zipline-Quantopian.png │ └── multistrat_conf.z2q └── paired_switching_strategy │ ├── Performance_from_Seekingalpha.png │ ├── Performance_zipline_quantopian.png │ ├── Q-p_switching.py │ ├── generate_quantopian.sh │ ├── generic_modules │ ├── global_import │ ├── p_switching │ ├── __init__.py │ ├── context.py │ ├── main.py │ ├── necessary_import.py │ ├── paired_switching_for_tactical_portf_allocation.pdf │ └── pswitching.py │ ├── p_switching_conf.z2q │ ├── p_switching_zipline.py │ └── skeleton_structure.txt ├── skeleton ├── TradingSystemArchitecture │ ├── 0_quantopianAnalyticsManager.py │ ├── AnalyticsManager.py │ ├── OrderManager.py │ ├── PortfolioManager.py │ ├── Readme.txt │ ├── StrategyDesign.py │ ├── StrategyPortfolio.py │ ├── __init__.py │ └── necessary_import.py ├── generate_quantopian.sh ├── generic_modules │ ├── __init__.py │ ├── custom_data.py │ ├── generic.py │ ├── live_metrics.py │ ├── necessary_import.py │ ├── returns.py │ └── stock_metrics.py ├── global_import │ ├── __init__.py │ ├── necessary_import.py │ ├── quantopian_import.py │ ├── zipline_import.py │ ├── zp_perf_analysis.py │ ├── zp_performance_summary.py │ └── zp_plot.py └── skeleton_structure.md └── suppfile.txt /.gitignore: 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