├── FOMC Cycle Trading Strategy in Quantstrat.R ├── FOMC Dates - Full History Web Scrape Updated.R ├── FOMC Dates - Full History Web Scrape.R ├── FOMC Dates - Price Data Exploration.R ├── FOMC Dates - Scraping Data From Web Pages.R ├── FOMC Dates Functions Updated.R ├── FOMC Dates Functions.R ├── Meucci - Modeling Interest Rates.R ├── README.md ├── Update on The Pre-FOMC Announcement Drift.R └── fomcdates_1936_2018.csv /FOMC Cycle Trading Strategy in Quantstrat.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/returnandrisk/r-code/HEAD/FOMC Cycle Trading Strategy in Quantstrat.R -------------------------------------------------------------------------------- /FOMC Dates - Full History Web Scrape Updated.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/returnandrisk/r-code/HEAD/FOMC Dates - Full History Web Scrape Updated.R -------------------------------------------------------------------------------- /FOMC Dates - Full History Web Scrape.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/returnandrisk/r-code/HEAD/FOMC Dates - Full History Web Scrape.R -------------------------------------------------------------------------------- /FOMC Dates - Price Data Exploration.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/returnandrisk/r-code/HEAD/FOMC Dates - Price Data Exploration.R -------------------------------------------------------------------------------- /FOMC Dates - Scraping Data From Web Pages.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/returnandrisk/r-code/HEAD/FOMC Dates - Scraping Data From Web Pages.R -------------------------------------------------------------------------------- /FOMC Dates Functions Updated.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/returnandrisk/r-code/HEAD/FOMC Dates Functions Updated.R -------------------------------------------------------------------------------- /FOMC Dates Functions.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/returnandrisk/r-code/HEAD/FOMC Dates Functions.R -------------------------------------------------------------------------------- /Meucci - Modeling Interest Rates.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/returnandrisk/r-code/HEAD/Meucci - Modeling Interest Rates.R -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/returnandrisk/r-code/HEAD/README.md -------------------------------------------------------------------------------- /Update on The Pre-FOMC Announcement Drift.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/returnandrisk/r-code/HEAD/Update on The Pre-FOMC Announcement Drift.R -------------------------------------------------------------------------------- /fomcdates_1936_2018.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/returnandrisk/r-code/HEAD/fomcdates_1936_2018.csv --------------------------------------------------------------------------------