├── 00_data ├── 01_securities_data │ └── securities_daily.txt ├── 02_ff5_data │ ├── ff5_annual.CSV │ ├── ff5_daily.CSV │ └── ff5_monthly.CSV └── 03_etf_id_data │ └── etf_class.csv ├── 00_initial_code └── 01_func_help.R ├── 01_all_horizons ├── 01_securities_daily_clean.R ├── 02_securities_monthly_clean.R ├── 03_securities_weekly.R ├── 04_form_id.R ├── 05_ff5_daily_monthly_annual.R └── 06_ff5_weekly.R ├── 02_id_class ├── 01_func_class_presentation.R ├── 02_etf_class.R ├── 03_stocks_class.R ├── etf_info.RData └── stocks_info.RData ├── 03_customized_data ├── 01_func_customized_data.R └── 02_customized_data.R ├── 04_gibs_algo ├── 01_func_gibs_help.R ├── 02_func_gibs_cluster.R ├── 03_func_gibs_prep.R ├── 04_func_gibs.R └── 05_func_report.R ├── 10_amf_analysis ├── 01_amf_analysis.R ├── 02_amf_report_1period.R ├── 03_amf_report_all_periods.R ├── 04_amf_report_etf_analysis.R ├── 04_amf_report_sgn_heatmap.R ├── 04_method_compare.R ├── 05_arbitrage_test.R ├── 06_arbitrage_report.R └── 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