LICENSE
README.md
pyproject.toml
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_universe.py
trendfollowing/__init__.py
trendfollowing/backtests.py
trendfollowing/universe.py
trendfollowing.egg-info/PKG-INFO
trendfollowing.egg-info/SOURCES.txt
trendfollowing.egg-info/dependency_links.txt
trendfollowing.egg-info/requires.txt
trendfollowing.egg-info/top_level.txt
trendfollowing/analysis/__init__.py
trendfollowing/analysis/autocorr_analysis.py
trendfollowing/analysis/check_vol_target.py
trendfollowing/analysis/signal_plots.py
trendfollowing/analysis/simple_backtest.py
trendfollowing/analysis/tf_signal_screener.py
trendfollowing/analysis/trade_ar_process.py
trendfollowing/analytics/__init__.py
trendfollowing/analytics/autocorrelation.py
trendfollowing/analytics/expected_return.py
trendfollowing/analytics/filters.py
trendfollowing/analytics/sharpe.py
trendfollowing/analytics/sharpe_test.py
trendfollowing/analytics/skewness.py
trendfollowing/processes/__init__.py
trendfollowing/processes/arfima.py
trendfollowing/processes/path_engine.py
trendfollowing/resources/tf_system_data_benchmark_prices.csv
trendfollowing/resources/tf_system_data_descriptive_df.csv
trendfollowing/resources/tf_system_data_ohlc_es1.csv
trendfollowing/resources/tf_system_data_ohlc_gc1.csv
trendfollowing/resources/tf_system_data_ohlc_ty1.csv
trendfollowing/resources/tf_system_data_prices.csv
trendfollowing/resources/tf_system_data_usd_returns.csv
trendfollowing/resources/tf_system_data_volume_costs.csv
trendfollowing/systems/__init__.py
trendfollowing/systems/american.py
trendfollowing/systems/backtest_utils.py
trendfollowing/systems/european.py
trendfollowing/systems/tsmom.py