From 221c2507b8b789960aaa5d9c348913faf6e6ffcd Mon Sep 17 00:00:00 2001 From: Stefan Jansen Date: Tue, 29 Dec 2020 21:24:54 -0600 Subject: [PATCH] figures cleanup --- .../Figure 1.1 - The ML4T workflow.png | Bin ...gure 1.2 - The alpha factor research process.png | Bin ...raded value of the 50 most traded securities.png | Bin .../Figure 2.10 - Quandl oil price example.png | Bin ... 2.11 - Trailing PE ratio from EDGAR filings.png | Bin .../Figure 2.12 - Storage benchmarks.png | Bin ...market liquidity according to the order book.png | Bin .../Figure 2.3 - Tick bars.png | Bin .../Figure 2.4 - Time bars.png | Bin .../Figure 2.5 - Bokeh candlestick plot.png | Bin .../Figure 2.6 - Volume bars.png | Bin .../Figure 2.7 - Dollar bars.png | Bin .../Figure 2.8 - Plotly candlestick plot.png | Bin .../Figure 2.9 - Zipline data access.png | Bin ...lternative data (Source Ernst & Young, 2017).png | Bin .../Figure 3.2 - OpenTable data summary.png | Bin ...Alpha factor research and execution workflow.png | Bin ...eturn by quantile for a 5-day holding period.png | Bin ...of the period-wise return by factor quintile.png | Bin ...- Moving average of the IC for 5-day horizon.png | Bin .../Figure 4.13 - IC by year.png | Bin ...Figure 4.2 - Returns on various risk factors.png | Bin ... 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Wavelet denoising with different thresholds.png | Bin ... 4.9 - Mean period return by factor quantile.png | Bin ...alues of breadth and information coefficient.png | Bin ... frontier and different optimized portfolios.png | Bin ...ance vs equal-weighted portfolio performance.png | Bin ...re 5.4 - Pyfolio cumulative performance plot.png | Bin ...ure 5.5 - Pyfolio performance statistic plot.png | Bin ...rious pyfolio plots of performance over time.png | Bin .../Figure 5.7 - Pyfolio event risk analysis.png | Bin ...- Key steps of the machine learning workflow.png | Bin ...0 - Train, validation, and hold-out test set.png | Bin ...Figure 6.11 - Validation and learning curves.png | Bin .../Figure 6.2 - In-sample regression errors.png | Bin ...- Confusion matrix and related error metrics.png | Bin ...Precision-Recall Curve, and F1 Scores charts.png | Bin ...irwise scatter plots of outcome and features.png | Bin ...sual example of overfitting with polynomials.png | Bin ...ictions for polynomials of different degrees.png | Bin ...- Learning curves and bias-variance tradeoff.png | Bin .../Figure 6.9 - Training and test set.png | Bin .../Figure 7.1 - Gradient descent.png | Bin ...Figure 7.10 - Lasso cross-validation results.png | Bin ...aily IC distribution and top 10 coefficients.png | Bin ...ean and median daily IC for the three models.png | Bin .../Figure 7.13 - Logit regression results.png | Bin .../Figure 7.14 -Logistic regression.png | Bin .../Figure 7.2 - OLS Regression Results summary.png | Bin .../Figure 7.3 - Regression hyperplane.png | Bin ...e 7.4 - LinearFactorModel estimation summary.png | Bin ...idual distribution and autocorrelation plots.png | Bin ... - Daily and pooled IC for linear regression.png | Bin ... 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MACD series for the AAPL stock price series.png | Bin 107 files changed, 0 insertions(+), 0 deletions(-) rename figures/{Chapter_1 => Chapter_01}/Figure 1.1 - The ML4T workflow.png (100%) rename figures/{Chapter_1 => Chapter_01}/Figure 1.2 - The alpha factor research process.png (100%) rename figures/{Chapter_2 => Chapter_02}/Figure 2.1 - The share of traded value of the 50 most traded securities.png (100%) rename figures/{Chapter_2 => Chapter_02}/Figure 2.10 - Quandl oil price example.png (100%) rename figures/{Chapter_2 => Chapter_02}/Figure 2.11 - Trailing PE ratio from EDGAR filings.png (100%) rename figures/{Chapter_2 => Chapter_02}/Figure 2.12 - Storage benchmarks.png (100%) rename figures/{Chapter_2 => Chapter_02}/Figure 2.2 - AAPL market liquidity according to the order book.png (100%) rename figures/{Chapter_2 => Chapter_02}/Figure 2.3 - Tick bars.png (100%) rename figures/{Chapter_2 => Chapter_02}/Figure 2.4 - Time bars.png (100%) rename figures/{Chapter_2 => Chapter_02}/Figure 2.5 - 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ULTOSC series for the AAPL stock price.png b/figures/Chapter_24 - Appendix/Figure A.12 - ULTOSC series for the AAPL stock price.png similarity index 100% rename from figures/Appendix/Figure A.12 - ULTOSC series for the AAPL stock price.png rename to figures/Chapter_24 - Appendix/Figure A.12 - ULTOSC series for the AAPL stock price.png diff --git a/figures/Appendix/Figure A.13 - WILLR series for the AAPL stock price.png b/figures/Chapter_24 - Appendix/Figure A.13 - WILLR series for the AAPL stock price.png similarity index 100% rename from figures/Appendix/Figure A.13 - WILLR series for the AAPL stock price.png rename to figures/Chapter_24 - Appendix/Figure A.13 - WILLR series for the AAPL stock price.png diff --git a/figures/Appendix/Figure A.14 - ADOSC series for the AAPL stock price.png b/figures/Chapter_24 - Appendix/Figure A.14 - ADOSC series for the AAPL stock price.png similarity index 100% rename from figures/Appendix/Figure A.14 - ADOSC series for the AAPL stock price.png rename to figures/Chapter_24 - 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