figures cleanup

josephyys · Dec 30, 2020 · 221c250 · 221c250
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diff --git a/...pter_1/Figure 1.1 - The ML4T workflow.png → ...ter_01/Figure 1.1 - The ML4T workflow.png b/...pter_1/Figure 1.1 - The ML4T workflow.png → ...ter_01/Figure 1.1 - The ML4T workflow.png
diff --git a/...2 - The alpha factor research process.png → ...2 - The alpha factor research process.png b/...2 - The alpha factor research process.png → ...2 - The alpha factor research process.png
diff --git a/...alue of the 50 most traded securities.png → ...alue of the 50 most traded securities.png b/...alue of the 50 most traded securities.png → ...alue of the 50 most traded securities.png
diff --git a/...igure 2.10 - Quandl oil price example.png → ...igure 2.10 - Quandl oil price example.png b/...igure 2.10 - Quandl oil price example.png → ...igure 2.10 - Quandl oil price example.png
diff --git a/... Trailing PE ratio from EDGAR filings.png → ... Trailing PE ratio from EDGAR filings.png b/... Trailing PE ratio from EDGAR filings.png → ... Trailing PE ratio from EDGAR filings.png
diff --git a/...er_2/Figure 2.12 - Storage benchmarks.png → ...r_02/Figure 2.12 - Storage benchmarks.png b/...er_2/Figure 2.12 - Storage benchmarks.png → ...r_02/Figure 2.12 - Storage benchmarks.png
diff --git a/...liquidity according to the order book.png → ...liquidity according to the order book.png b/...liquidity according to the order book.png → ...liquidity according to the order book.png
diff --git a/figures/Chapter_2/Figure 2.3 - Tick bars.png → ...res/Chapter_02/Figure 2.3 - Tick bars.png b/figures/Chapter_2/Figure 2.3 - Tick bars.png → ...res/Chapter_02/Figure 2.3 - Tick bars.png
diff --git a/figures/Chapter_2/Figure 2.4 - Time bars.png → ...res/Chapter_02/Figure 2.4 - Time bars.png b/figures/Chapter_2/Figure 2.4 - Time bars.png → ...res/Chapter_02/Figure 2.4 - Time bars.png
diff --git a/...2/Figure 2.5 - Bokeh candlestick plot.png → ...2/Figure 2.5 - Bokeh candlestick plot.png b/...2/Figure 2.5 - Bokeh candlestick plot.png → ...2/Figure 2.5 - Bokeh candlestick plot.png
diff --git a/...es/Chapter_2/Figure 2.6 - Volume bars.png → ...s/Chapter_02/Figure 2.6 - Volume bars.png b/...es/Chapter_2/Figure 2.6 - Volume bars.png → ...s/Chapter_02/Figure 2.6 - Volume bars.png
diff --git a/...es/Chapter_2/Figure 2.7 - Dollar bars.png → ...s/Chapter_02/Figure 2.7 - Dollar bars.png b/...es/Chapter_2/Figure 2.7 - Dollar bars.png → ...s/Chapter_02/Figure 2.7 - Dollar bars.png
diff --git a/.../Figure 2.8 - Plotly candlestick plot.png → .../Figure 2.8 - Plotly candlestick plot.png b/.../Figure 2.8 - Plotly candlestick plot.png → .../Figure 2.8 - Plotly candlestick plot.png
diff --git a/...er_2/Figure 2.9 - Zipline data access.png → ...r_02/Figure 2.9 - Zipline data access.png b/...er_2/Figure 2.9 - Zipline data access.png → ...r_02/Figure 2.9 - Zipline data access.png
diff --git a/...ive data (Source Ernst & Young, 2017).png → ...ive data (Source Ernst & Young, 2017).png b/...ive data (Source Ernst & Young, 2017).png → ...ive data (Source Ernst & Young, 2017).png
diff --git a/...3/Figure 3.2 - OpenTable data summary.png → ...3/Figure 3.2 - OpenTable data summary.png b/...3/Figure 3.2 - OpenTable data summary.png → ...3/Figure 3.2 - OpenTable data summary.png
diff --git a/...actor research and execution workflow.png → ...actor research and execution workflow.png b/...actor research and execution workflow.png → ...actor research and execution workflow.png
diff --git a/...y quantile for a 5-day holding period.png → ...y quantile for a 5-day holding period.png b/...y quantile for a 5-day holding period.png → ...y quantile for a 5-day holding period.png
diff --git a/...period-wise return by factor quintile.png → ...period-wise return by factor quintile.png b/...period-wise return by factor quintile.png → ...period-wise return by factor quintile.png
diff --git a/...g average of the IC for 5-day horizon.png → ...g average of the IC for 5-day horizon.png b/...g average of the IC for 5-day horizon.png → ...g average of the IC for 5-day horizon.png
diff --git a/...es/Chapter_4/Figure 4.13 - IC by year.png → ...s/Chapter_04/Figure 4.13 - IC by year.png b/...es/Chapter_4/Figure 4.13 - IC by year.png → ...s/Chapter_04/Figure 4.13 - IC by year.png
diff --git a/...4.2 - Returns on various risk factors.png → ...4.2 - Returns on various risk factors.png b/...4.2 - Returns on various risk factors.png → ...4.2 - Returns on various risk factors.png
diff --git a/...ation between the VIX and the S&P 500.png → ...ation between the VIX and the S&P 500.png b/...ation between the VIX and the S&P 500.png → ...ation between the VIX and the S&P 500.png
diff --git a/...ger Bands and relative strength index.png → ...ger Bands and relative strength index.png b/...ger Bands and relative strength index.png → ...ger Bands and relative strength index.png
diff --git a/... - Kalman filter as a graphical model.png → ... - Kalman filter as a graphical model.png b/... - Kalman filter as a graphical model.png → ... - Kalman filter as a graphical model.png
diff --git a/...- Kalman filter versus moving average.png → ...- Kalman filter versus moving average.png b/...- Kalman filter versus moving average.png → ...- Kalman filter versus moving average.png
diff --git a/...er_4/Figure 4.7 - Daubechies wavelets.png → ...r_04/Figure 4.7 - Daubechies wavelets.png b/...er_4/Figure 4.7 - Daubechies wavelets.png → ...r_04/Figure 4.7 - Daubechies wavelets.png
diff --git a/...t denoising with different thresholds.png → ...t denoising with different thresholds.png b/...t denoising with different thresholds.png → ...t denoising with different thresholds.png
diff --git a/...Mean period return by factor quantile.png → ...Mean period return by factor quantile.png b/...Mean period return by factor quantile.png → ...Mean period return by factor quantile.png
diff --git a/...f breadth and information coefficient.png → ...f breadth and information coefficient.png b/...f breadth and information coefficient.png → ...f breadth and information coefficient.png
diff --git a/...er and different optimized portfolios.png → ...er and different optimized portfolios.png b/...er and different optimized portfolios.png → ...er and different optimized portfolios.png
diff --git a/... equal-weighted portfolio performance.png → ... equal-weighted portfolio performance.png b/... equal-weighted portfolio performance.png → ... equal-weighted portfolio performance.png
diff --git a/...- Pyfolio cumulative performance plot.png → ...- Pyfolio cumulative performance plot.png b/...- Pyfolio cumulative performance plot.png → ...- Pyfolio cumulative performance plot.png
diff --git a/... - Pyfolio performance statistic plot.png → ... - Pyfolio performance statistic plot.png b/... - Pyfolio performance statistic plot.png → ... - Pyfolio performance statistic plot.png
diff --git a/...yfolio plots of performance over time.png → ...yfolio plots of performance over time.png b/...yfolio plots of performance over time.png → ...yfolio plots of performance over time.png
diff --git a/...ure 5.7 - Pyfolio event risk analysis.png → ...ure 5.7 - Pyfolio event risk analysis.png b/...ure 5.7 - Pyfolio event risk analysis.png → ...ure 5.7 - Pyfolio event risk analysis.png
diff --git a/...teps of the machine learning workflow.png → ...teps of the machine learning workflow.png b/...teps of the machine learning workflow.png → ...teps of the machine learning workflow.png
diff --git a/...in, validation, and hold-out test set.png → ...in, validation, and hold-out test set.png b/...in, validation, and hold-out test set.png → ...in, validation, and hold-out test set.png
diff --git a/...6.11 - Validation and learning curves.png → ...6.11 - Validation and learning curves.png b/...6.11 - Validation and learning curves.png → ...6.11 - Validation and learning curves.png
diff --git a/...ure 6.2 - In-sample regression errors.png → ...ure 6.2 - In-sample regression errors.png b/...ure 6.2 - In-sample regression errors.png → ...ure 6.2 - In-sample regression errors.png
diff --git a/...sion matrix and related error metrics.png → ...sion matrix and related error metrics.png b/...sion matrix and related error metrics.png → ...sion matrix and related error metrics.png
diff --git a/...on-Recall Curve, and F1 Scores charts.png → ...on-Recall Curve, and F1 Scores charts.png b/...on-Recall Curve, and F1 Scores charts.png → ...on-Recall Curve, and F1 Scores charts.png
diff --git a/...scatter plots of outcome and features.png → ...scatter plots of outcome and features.png b/...scatter plots of outcome and features.png → ...scatter plots of outcome and features.png
diff --git a/...ample of overfitting with polynomials.png → ...ample of overfitting with polynomials.png b/...ample of overfitting with polynomials.png → ...ample of overfitting with polynomials.png
diff --git a/... for polynomials of different degrees.png → ... for polynomials of different degrees.png b/... for polynomials of different degrees.png → ... for polynomials of different degrees.png
diff --git a/...ing curves and bias-variance tradeoff.png → ...ing curves and bias-variance tradeoff.png b/...ing curves and bias-variance tradeoff.png → ...ing curves and bias-variance tradeoff.png
diff --git a/..._6/Figure 6.9 - Training and test set.png → ...06/Figure 6.9 - Training and test set.png b/..._6/Figure 6.9 - Training and test set.png → ...06/Figure 6.9 - Training and test set.png
diff --git a/...apter_7/Figure 7.1 - Gradient descent.png → ...pter_07/Figure 7.1 - Gradient descent.png b/...apter_7/Figure 7.1 - Gradient descent.png → ...pter_07/Figure 7.1 - Gradient descent.png
diff --git a/...7.10 - Lasso cross-validation results.png → ...7.10 - Lasso cross-validation results.png b/...7.10 - Lasso cross-validation results.png → ...7.10 - Lasso cross-validation results.png
diff --git a/... distribution and top 10 coefficients.png → ... distribution and top 10 coefficients.png b/... distribution and top 10 coefficients.png → ... distribution and top 10 coefficients.png
diff --git a/... median daily IC for the three models.png → ... median daily IC for the three models.png b/... median daily IC for the three models.png → ... median daily IC for the three models.png
diff --git a/...igure 7.13 - Logit regression results.png → ...igure 7.13 - Logit regression results.png b/...igure 7.13 - Logit regression results.png → ...igure 7.13 - Logit regression results.png
diff --git a/...er_7/Figure 7.14 -Logistic regression.png → ...r_07/Figure 7.14 -Logistic regression.png b/...er_7/Figure 7.14 -Logistic regression.png → ...r_07/Figure 7.14 -Logistic regression.png
diff --git a/... 7.2 - OLS Regression Results summary.png → ... 7.2 - OLS Regression Results summary.png b/... 7.2 - OLS Regression Results summary.png → ... 7.2 - OLS Regression Results summary.png
diff --git a/..._7/Figure 7.3 - Regression hyperplane.png → ...07/Figure 7.3 - Regression hyperplane.png b/..._7/Figure 7.3 - Regression hyperplane.png → ...07/Figure 7.3 - Regression hyperplane.png
diff --git a/... LinearFactorModel estimation summary.png → ... LinearFactorModel estimation summary.png b/... LinearFactorModel estimation summary.png → ... LinearFactorModel estimation summary.png
diff --git a/...istribution and autocorrelation plots.png → ...istribution and autocorrelation plots.png b/...istribution and autocorrelation plots.png → ...istribution and autocorrelation plots.png
diff --git a/...y and pooled IC for linear regression.png → ...y and pooled IC for linear regression.png b/...y and pooled IC for linear regression.png → ...y and pooled IC for linear regression.png
diff --git a/... RMSE for the linear regression model.png → ... RMSE for the linear regression model.png b/... RMSE for the linear regression model.png → ... RMSE for the linear regression model.png
diff --git a/...e regression cross-validation results.png → ...e regression cross-validation results.png b/...e regression cross-validation results.png → ...e regression cross-validation results.png
diff --git a/...ution and most important coefficients.png → ...ution and most important coefficients.png b/...ution and most important coefficients.png → ...ution and most important coefficients.png
diff --git a/...pter_8/Figure 8.1 - The ML4T workflow.png → ...ter_08/Figure 8.1 - The ML4T workflow.png b/...pter_8/Figure 8.1 - The ML4T workflow.png → ...ter_08/Figure 8.1 - The ML4T workflow.png
diff --git a/...ktest performance with model training.png → ...ktest performance with model training.png b/...ktest performance with model training.png → ...ktest performance with model training.png
diff --git a/...ure 8.2 - Vectorized backtest results.png → ...ure 8.2 - Vectorized backtest results.png b/...ure 8.2 - Vectorized backtest results.png → ...ure 8.2 - Vectorized backtest results.png
diff --git a/...- The backtrader Cerebro architecture.png → ...- The backtrader Cerebro architecture.png b/...- The backtrader Cerebro architecture.png → ...- The backtrader Cerebro architecture.png
diff --git a/...ter_8/Figure 8.4 - backtrader results.png → ...er_08/Figure 8.4 - backtrader results.png b/...ter_8/Figure 8.4 - backtrader results.png → ...er_08/Figure 8.4 - backtrader results.png
diff --git a/...Figure 8.5 - The Zipline architecture.png → ...Figure 8.5 - The Zipline architecture.png b/...Figure 8.5 - The Zipline architecture.png → ...Figure 8.5 - The Zipline architecture.png
diff --git a/...backtest using Zipline's Pipeline API.png → ...backtest using Zipline's Pipeline API.png b/...backtest using Zipline's Pipeline API.png → ...backtest using Zipline's Pipeline API.png
diff --git a/...Figure 8.7 - Zipline backtest results.png → ...Figure 8.7 - Zipline backtest results.png b/...Figure 8.7 - Zipline backtest results.png → ...Figure 8.7 - Zipline backtest results.png
diff --git a/... Zipline backtest with model training.png → ... Zipline backtest with model training.png b/... Zipline backtest with model training.png → ... Zipline backtest with model training.png
diff --git a/...8.9 - Model out-of-sample performance.png → ...8.9 - Model out-of-sample performance.png b/...8.9 - Model out-of-sample performance.png → ...8.9 - Model out-of-sample performance.png
diff --git a/...nto trend, seasonality, and residuals.png → ...nto trend, seasonality, and residuals.png b/...nto trend, seasonality, and residuals.png → ...nto trend, seasonality, and residuals.png
diff --git a/...ial production and consumer sentiment.png → ...ial production and consumer sentiment.png b/...ial production and consumer sentiment.png → ...ial production and consumer sentiment.png
diff --git a/..._9/Figure 9.11 - VAR(1) model results.png → ...09/Figure 9.11 - VAR(1) model results.png b/..._9/Figure 9.11 - VAR(1) model results.png → ...09/Figure 9.11 - VAR(1) model results.png
diff --git a/...statsmodels VAR model diagnostic plot.png → ...statsmodels VAR model diagnostic plot.png b/...statsmodels VAR model diagnostic plot.png → ...statsmodels VAR model diagnostic plot.png
diff --git a/... VAR model predictions versus actuals.png → ... VAR model predictions versus actuals.png b/... VAR model predictions versus actuals.png → ... VAR model predictions versus actuals.png
diff --git a/...nificance of both cointegration tests.png → ...nificance of both cointegration tests.png b/...nificance of both cointegration tests.png → ...nificance of both cointegration tests.png
diff --git a/...selected pairs over the sample period.png → ...selected pairs over the sample period.png b/...selected pairs over the sample period.png → ...selected pairs over the sample period.png
diff --git a/...e 9.16 - Strategy performance metrics.png → ...e 9.16 - Strategy performance metrics.png b/...e 9.16 - Strategy performance metrics.png → ...e 9.16 - Strategy performance metrics.png
diff --git a/...formations and unit-root test results.png → ...formations and unit-root test results.png b/...formations and unit-root test results.png → ...formations and unit-root test results.png
diff --git a/...or transformed NASDAQ Composite index.png → ...or transformed NASDAQ Composite index.png b/...or transformed NASDAQ Composite index.png → ...or transformed NASDAQ Composite index.png
diff --git a/...ransformed industrial production data.png → ...ransformed industrial production data.png b/...ransformed industrial production data.png → ...ransformed industrial production data.png
diff --git a/...r_9/Figure 9.5 - SARMAX model results.png → ..._09/Figure 9.5 - SARMAX model results.png b/...r_9/Figure 9.5 - SARMAX model results.png → ..._09/Figure 9.5 - SARMAX model results.png
diff --git a/...igure 9.6 - SARIMAX model diagnostics.png → ...igure 9.6 - SARIMAX model diagnostics.png b/...igure 9.6 - SARIMAX model diagnostics.png → ...igure 9.6 - SARIMAX model diagnostics.png
diff --git a/...7 - Daily NASDAQ composite volatility.png → ...7 - Daily NASDAQ composite volatility.png b/...7 - Daily NASDAQ composite volatility.png → ...7 - Daily NASDAQ composite volatility.png
diff --git a/...er_9/Figure 9.8 - GARCH Model results.png → ...r_09/Figure 9.8 - GARCH Model results.png b/...er_9/Figure 9.8 - GARCH Model results.png → ...r_09/Figure 9.8 - GARCH Model results.png
diff --git a/...e and multivariate time-series models.png → ...e and multivariate time-series models.png b/...e and multivariate time-series models.png → ...e and multivariate time-series models.png
diff --git a/...parison of MAs for AAPL closing price.png → ...parison of MAs for AAPL closing price.png b/...parison of MAs for AAPL closing price.png → ...parison of MAs for AAPL closing price.png
diff --git a/...chRSI series for the AAPL stock price.png → ...chRSI series for the AAPL stock price.png b/...chRSI series for the AAPL stock price.png → ...chRSI series for the AAPL stock price.png
diff --git a/...STOCH series for the AAPL stock price.png → ...STOCH series for the AAPL stock price.png b/...STOCH series for the AAPL stock price.png → ...STOCH series for the AAPL stock price.png
diff --git a/...LTOSC series for the AAPL stock price.png → ...LTOSC series for the AAPL stock price.png b/...LTOSC series for the AAPL stock price.png → ...LTOSC series for the AAPL stock price.png
diff --git a/...WILLR series for the AAPL stock price.png → ...WILLR series for the AAPL stock price.png b/...WILLR series for the AAPL stock price.png → ...WILLR series for the AAPL stock price.png
diff --git a/...ADOSC series for the AAPL stock price.png → ...ADOSC series for the AAPL stock price.png b/...ADOSC series for the AAPL stock price.png → ...ADOSC series for the AAPL stock price.png
diff --git a/...- ATR series for the AAPL stock price.png → ...- ATR series for the AAPL stock price.png b/...- ATR series for the AAPL stock price.png → ...- ATR series for the AAPL stock price.png
diff --git a/... Alpha 001 histogram and scatter plot.png → ... Alpha 001 histogram and scatter plot.png b/... Alpha 001 histogram and scatter plot.png → ... Alpha 001 histogram and scatter plot.png
diff --git a/...alues for common and formulaic alphas.png → ...alues for common and formulaic alphas.png b/...alues for common and formulaic alphas.png → ...alues for common and formulaic alphas.png
diff --git a/...nk correlation of performance metrics.png → ...nk correlation of performance metrics.png b/...nk correlation of performance metrics.png → ...nk correlation of performance metrics.png
diff --git a/... features for each performance metric.png → ... features for each performance metric.png b/... features for each performance metric.png → ... features for each performance metric.png
diff --git a/...er Bands for AAPL close price in 2012.png → ...er Bands for AAPL close price in 2012.png b/...er Bands for AAPL close price in 2012.png → ...er Bands for AAPL close price in 2012.png
diff --git a/...alens performance metric for Alpha 54.png → ...alens performance metric for Alpha 54.png b/...alens performance metric for Alpha 54.png → ...alens performance metric for Alpha 54.png
diff --git a/... Normalized Bollinger Band indicators.png → ... Normalized Bollinger Band indicators.png b/... Normalized Bollinger Band indicators.png → ... Normalized Bollinger Band indicators.png
diff --git a/... normalized Bollinger Band indicators.png → ... normalized Bollinger Band indicators.png b/... normalized Bollinger Band indicators.png → ... normalized Bollinger Band indicators.png
diff --git a/... - Parabolic SAR for AAPL stock price.png → ... - Parabolic SAR for AAPL stock price.png b/... - Parabolic SAR for AAPL stock price.png → ... - Parabolic SAR for AAPL stock price.png
diff --git a/... PLUS_DMMINUS_DM for AAPL stock price.png → ... PLUS_DMMINUS_DM for AAPL stock price.png b/... PLUS_DMMINUS_DM for AAPL stock price.png → ... PLUS_DMMINUS_DM for AAPL stock price.png
diff --git a/...- ADX for the AAPL stock price series.png → ...- ADX for the AAPL stock price series.png b/...- ADX for the AAPL stock price series.png → ...- ADX for the AAPL stock price series.png
diff --git a/...lator for the AAPL stock price series.png → ...lator for the AAPL stock price series.png b/...lator for the AAPL stock price series.png → ...lator for the AAPL stock price series.png
diff --git a/...eries for the AAPL stock price series.png → ...eries for the AAPL stock price series.png b/...eries for the AAPL stock price series.png → ...eries for the AAPL stock price series.png