LICENSE
MANIFEST.in
README.md
pyproject.toml
src/trendfollowing/__init__.py
src/trendfollowing/backtests.py
src/trendfollowing/conventions.py
src/trendfollowing/local_path.py
src/trendfollowing/settings.yaml
src/trendfollowing/universe.py
src/trendfollowing.egg-info/PKG-INFO
src/trendfollowing.egg-info/SOURCES.txt
src/trendfollowing.egg-info/dependency_links.txt
src/trendfollowing.egg-info/requires.txt
src/trendfollowing.egg-info/top_level.txt
src/trendfollowing/analytics/__init__.py
src/trendfollowing/analytics/autocorrelation.py
src/trendfollowing/analytics/expected_return.py
src/trendfollowing/analytics/filters.py
src/trendfollowing/analytics/sharpe.py
src/trendfollowing/analytics/sharpe_test.py
src/trendfollowing/analytics/skewness.py
src/trendfollowing/processes/__init__.py
src/trendfollowing/processes/arfima.py
src/trendfollowing/processes/path_engine.py
src/trendfollowing/resources/futures/tf_system_data_benchmark_prices.csv
src/trendfollowing/resources/futures/tf_system_data_descriptive_df.csv
src/trendfollowing/resources/futures/tf_system_data_ohlc_es1.csv
src/trendfollowing/resources/futures/tf_system_data_ohlc_gc1.csv
src/trendfollowing/resources/futures/tf_system_data_ohlc_ty1.csv
src/trendfollowing/resources/futures/tf_system_data_prices.csv
src/trendfollowing/resources/futures/tf_system_data_usd_returns.csv
src/trendfollowing/resources/futures/tf_system_data_volume_costs.csv
src/trendfollowing/systems/__init__.py
src/trendfollowing/systems/american.py
src/trendfollowing/systems/backtest_utils.py
src/trendfollowing/systems/european.py
src/trendfollowing/systems/tsmom.py
tests/test_concat_sort_convention.py
tests/test_deployed_docs_checker.py
tests/test_docs_foundation.py
tests/test_examples.py
tests/test_module_layout.py
tests/test_packaged_resources.py
tests/test_sharpe.py
tests/test_sharpe_shared.py
tests/test_sharpe_test.py
tests/test_skewness.py
tests/test_smart_diversification.py
tests/test_src_layout.py
tests/test_universe.py
tests/test_version_metadata.py