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AgeCommit message (Collapse)Author
2011-10-21Implemented the bandit strategyGuillaume Horel
not really working so far
2011-10-18Tons of fixesGuillaume Horel
have downloaded a complete history of the sp500 since 01/01/2000
2011-10-14small cleanupGuillaume Horel
2011-10-12Better fix for the "WAT" bugGuillaume Horel
2011-10-11Loaded bloomberg dataGuillaume Horel
- complete dataset from 2000-01-01 - adjusted and unadjusted data - still need to downlad split and dividend info - need to compare data with yahoo data
2011-10-09Small bug fixGuillaume Horel
2011-10-09Progress on getting the rolled back sp500 indexGuillaume Horel
2011-10-07Some code cleanupGuillaume Horel
2011-10-05Some basic computationsGuillaume Horel
the survivor bias is huge!
2011-10-05Trying to download the tickers from yahooGuillaume Horel