├── .Rbuildignore ├── .github ├── .gitignore └── workflows │ └── R-CMD-check.yaml ├── .gitignore ├── DESCRIPTION ├── LICENSE ├── NAMESPACE ├── NEWS.md ├── R ├── cppi_strategy.R ├── data.R ├── dppi_strategy.R ├── etrm-package.R ├── globals.R ├── msfc.R ├── msfc_class.R ├── obpi_strategy.R ├── shpi_strategy.R ├── slpi_strategy.R └── strategy_classes.R ├── README.Rmd ├── README.md ├── appveyor.yml ├── cran-comments.md ├── data ├── powcal.rda ├── powfutures130513.rda └── powpriors130513.rda ├── etrm.Rproj ├── man ├── CPPI-class.Rd ├── DPPI-class.Rd ├── GenericStrat-class.Rd ├── MSFC-class.Rd ├── OBPI-class.Rd ├── SHPI-class.Rd ├── SLPI-class.Rd ├── cppi.Rd ├── dppi.Rd ├── etrm-package.Rd ├── figures │ ├── README-cal06_obpi_long-1.png │ ├── README-cal_obpi_short-1.png │ ├── README-msfc_fut_npri-1.png │ ├── README-msfc_fut_wpri-1.png │ ├── README-msfc_spreads_plot-1.png │ ├── README-powcal_06-1.png │ ├── README-powcal_prices-1.png │ ├── README-pressure-1.png │ └── 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