├── .gitignore ├── README.md ├── all-weather.py ├── backtest ├── all_history_volatility │ ├── backtest_results.csv │ ├── backtest_results_all.csv │ └── backtest_results_with_corp_debt.csv ├── implied_volatility │ ├── backtest_results_VGK.csv │ └── backtest_results_VGK_HYG.csv ├── last_year_volatility │ ├── backtest_results.csv │ ├── backtest_results_all.csv │ ├── backtest_results_corp_debt.csv │ └── backtest_results_stocks_only.csv └── old │ ├── aw-returns-vs-s&p.xlsx │ ├── aw-returns-with-hyg-vs-s&p.xlsx │ ├── aw-simulated-returns.csv │ └── comparison.py ├── data ├── all-weather.xlsx └── ~$all-weather.xlsx ├── modules ├── __init__.py ├── __init__.pyc ├── all_weather_settings.py ├── all_weather_settings.pyc ├── backtesting.py ├── backtesting.pyc ├── implied_vol.py ├── implied_vol.pyc ├── util.py └── util.pyc ├── output ├── README ├── weights_VGK_TLT_GLD_DBC.csv ├── weights_tier1.csv ├── weights_tier2.csv ├── weights_tier3.csv ├── weights_tier3_VGK_HYG.csv └── 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