GitHub - csrvermaak/Market-Timing-Asset-Allocation: Masters project exploring market timing asset allocation using trend following strategies

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Masters project exploring market timing asset allocation using trend following strategies

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Name		Name	Last commit message	Last commit date
Latest commit History 12 Commits
FinalData		FinalData
Import Bloomberg Data.Rmd		Import Bloomberg Data.Rmd
Import FRED Data 2 (Rf).Rmd		Import FRED Data 2 (Rf).Rmd
Import FRED Data.Rmd		Import FRED Data.Rmd
Reproduction of Faber 2012.Rmd		Reproduction of Faber 2012.Rmd
Reproduction of Faber 2016.Rmd		Reproduction of Faber 2016.Rmd
Returns calcs - single asset.Rmd		Returns calcs - single asset.Rmd
Shiller Data - SP500 since 1873 - modified.xlsx		Shiller Data - SP500 since 1873 - modified.xlsx