瀵瑰啿鍩洪噾

............\Chapter 3

............\Chapter 4

............\Chapter 5

............\Chapter 6

............\Chapter 7

............\data

............\Chapter 3\barchart.m

............\.........\calculate_correlation.m

............\.........\calculate_mean_std_skew_kurt.m

............\.........\correlation.fig

............\.........\correlation.m

............\.........\fJBTest.m

............\.........\fKurt.m

............\.........\fMean.m

............\.........\fSkew.m

............\.........\fStd.m

............\.........\fVAI.m

............\.........\getXLData.m

............\.........\jarquebera.fig

............\.........\jarquebera.m

............\.........\moments.fig

............\.........\moments.m

............\.........\plot_histogram.m

............\.........\plot_normal.m

............\.........\plot_normal_and_hist.m

............\.........\plot_vai.m

............\.........\regression.fig

............\.........\regression.m

............\.........\test_normal.m

............\........4\calculate_sharp_best.m

............\.........\calculate_sharp_euqual.m

............\.........\calculate_w_best.m

............\.........\calculate_w_equal.m

............\.........\efficfron.m

............\.........\fMean.m

............\.........\fStd.m

............\.........\getXLData.m

............\.........\maxSharpe.m

............\.........\minVar.m

............\.........\optimisation.fig

............\.........\optimisation.m

............\.........\randport.m

............\.........\riskreturn.m

............\.........\sharperatio.fig

............\.........\sharperatio.m

............\........5\calculate_DD.m

............\.........\calculate_information_rate.m

............\.........\calculate_jason_alpha.m

............\.........\calculate_msr.m

............\.........\calculate_omega.m

............\.........\calculate_sharp.m

............\.........\calculate_sortino.m

............\.........\calculate_tr.m

............\.........\calculate_upside.m

............\.........\fVAI.m

............\.........\GH1.m

............\.........\GH2.m

............\.........\MM.m

............\........6\ddfifteenfactorseuclidian.m

............\.........\ddfrenchcorrelelation.m

............\.........\ddfrencheuclidian.m

............\.........\ddfuturescorrelelation.m

............\.........\ddfutureseuclidian.m

............\.........\ddhurst.m

............\.........\ddtenfundscorrelelation.m

............\.........\ddtenfundseuclidian.m

............\.........\estimate_hurst_exponent.m

............\.........\hurst_exponent.m

............\........7\critical.m

............\.........\ES.m

............\.........\fES.m

............\.........\fKurt.m

............\.........\fLintrp.m

............\.........\fMean.m

............\.........\fMVaR.m

............\.........\fSkew.m

............\.........\fStd.m

............\.........\fVaR.m

............\.........\getXLData.m

............\.........\historic.m

............\.........\MVaR.m

............\.........\parametric.m

............\.........\profitlchart.m

............\.........\risk.fig

............\.........\risk.m

............\data\French30_daily.xlsx

............\....\futures_monthly.xlsx

............\....\hfma_matlab_data.xlsx

............\....\hurst_data.xlsx