performanceAnalysis: A matlab tool for analysis of investment performance of CTA portfolio.

Name		Name	Last commit message	Last commit date
Latest commit History 4 Commits
data		data
figures		figures
tables		tables
.gitattributes		.gitattributes
README.md		README.md
allSymbolPnL.csv		allSymbolPnL.csv
basicStats.csv		basicStats.csv
cleanNanRow.m		cleanNanRow.m
downsideDeviation.m		downsideDeviation.m
drawdownStats.csv		drawdownStats.csv
ifelse.m		ifelse.m
mPortfolio.m		mPortfolio.m
main.m		main.m
perTradeStats.csv		perTradeStats.csv
ratios.csv		ratios.csv
testNormality.m		testNormality.m

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