Added image

.gitignore

@@ -0,0 +1,5 @@
+_site
+backtesting.R
+strategy1.R
+strategy2.R
+strategy3.R

404.html

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+---
+layout: default
+title: "404: Page not found"
+permalink: 404.html
+---
+
+<div class="page">
+  <h1 class="page-title">404: Page not found</h1>
+  <p class="lead">Sorry, we've misplaced that URL or it's pointing to something that doesn't exist. <a href="{{ site.baseurl }}/">Head back home</a> to try finding it again.</p>
+</div>

Gemfile

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+source 'https://rubygems.org'
+gem 'github-pages'
+gem 'pry'

Gemfile.lock

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+GEM
+  remote: https://rubygems.org/
+  specs:
+    RedCloth (4.2.9)
+    activesupport (4.2.1)
+      i18n (~> 0.7)
+      json (~> 1.7, >= 1.7.7)
+      minitest (~> 5.1)
+      thread_safe (~> 0.3, >= 0.3.4)
+      tzinfo (~> 1.1)
+    blankslate (2.1.2.4)
+    celluloid (0.16.0)
+      timers (~> 4.0.0)
+    classifier-reborn (2.0.3)
+      fast-stemmer (~> 1.0)
+    coderay (1.1.0)
+    coffee-script (2.4.1)
+      coffee-script-source
+      execjs
+    coffee-script-source (1.9.1.1)
+    colorator (0.1)
+    execjs (2.5.2)
+    fast-stemmer (1.0.2)
+    ffi (1.9.8)
+    gemoji (2.1.0)
+    github-pages (34)
+      RedCloth (= 4.2.9)
+      github-pages-health-check (~> 0.2)
+      jekyll (= 2.4.0)
+      jekyll-coffeescript (= 1.0.1)
+      jekyll-mentions (= 0.2.1)
+      jekyll-redirect-from (= 0.6.2)
+      jekyll-sass-converter (= 1.2.0)
+      jekyll-sitemap (= 0.8.1)
+      jemoji (= 0.4.0)
+      kramdown (= 1.5.0)
+      liquid (= 2.6.1)
+      maruku (= 0.7.0)
+      mercenary (~> 0.3)
+      pygments.rb (= 0.6.1)
+      rdiscount (= 2.1.7)
+      redcarpet (= 3.1.2)
+      terminal-table (~> 1.4)
+    github-pages-health-check (0.3.0)
+      net-dns (~> 0.6)
+      public_suffix (~> 1.4)
+    hitimes (1.2.2)
+    html-pipeline (1.9.0)
+      activesupport (>= 2)
+      nokogiri (~> 1.4)
+    i18n (0.7.0)
+    jekyll (2.4.0)
+      classifier-reborn (~> 2.0)
+      colorator (~> 0.1)
+      jekyll-coffeescript (~> 1.0)
+      jekyll-gist (~> 1.0)
+      jekyll-paginate (~> 1.0)
+      jekyll-sass-converter (~> 1.0)
+      jekyll-watch (~> 1.1)
+      kramdown (~> 1.3)
+      liquid (~> 2.6.1)
+      mercenary (~> 0.3.3)
+      pygments.rb (~> 0.6.0)
+      redcarpet (~> 3.1)
+      safe_yaml (~> 1.0)
+      toml (~> 0.1.0)
+    jekyll-coffeescript (1.0.1)
+      coffee-script (~> 2.2)
+    jekyll-gist (1.2.1)
+    jekyll-mentions (0.2.1)
+      html-pipeline (~> 1.9.0)
+      jekyll (~> 2.0)
+    jekyll-paginate (1.1.0)
+    jekyll-redirect-from (0.6.2)
+      jekyll (~> 2.0)
+    jekyll-sass-converter (1.2.0)
+      sass (~> 3.2)
+    jekyll-sitemap (0.8.1)
+    jekyll-watch (1.2.1)
+      listen (~> 2.7)
+    jemoji (0.4.0)
+      gemoji (~> 2.0)
+      html-pipeline (~> 1.9)
+      jekyll (~> 2.0)
+    json (1.8.2)
+    kramdown (1.5.0)
+    liquid (2.6.1)
+    listen (2.10.0)
+      celluloid (~> 0.16.0)
+      rb-fsevent (>= 0.9.3)
+      rb-inotify (>= 0.9)
+    maruku (0.7.0)
+    mercenary (0.3.5)
+    method_source (0.8.2)
+    mini_portile (0.6.2)
+    minitest (5.6.0)
+    net-dns (0.8.0)
+    nokogiri (1.6.6.2)
+      mini_portile (~> 0.6.0)
+    parslet (1.5.0)
+      blankslate (~> 2.0)
+    posix-spawn (0.3.11)
+    pry (0.10.1)
+      coderay (~> 1.1.0)
+      method_source (~> 0.8.1)
+      slop (~> 3.4)
+    public_suffix (1.5.1)
+    pygments.rb (0.6.1)
+      posix-spawn (~> 0.3.6)
+      yajl-ruby (~> 1.2.0)
+    rb-fsevent (0.9.4)
+    rb-inotify (0.9.5)
+      ffi (>= 0.5.0)
+    rdiscount (2.1.7)
+    redcarpet (3.1.2)
+    safe_yaml (1.0.4)
+    sass (3.4.13)
+    slop (3.6.0)
+    terminal-table (1.4.5)
+    thread_safe (0.3.5)
+    timers (4.0.1)
+      hitimes
+    toml (0.1.2)
+      parslet (~> 1.5.0)
+    tzinfo (1.2.2)
+      thread_safe (~> 0.1)
+    yajl-ruby (1.2.1)
+
+PLATFORMS
+  ruby
+
+DEPENDENCIES
+  github-pages
+  pry

LICENSE.md

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+# Released under MIT License
+
+Copyright (c) 2013 Mark Otto.
+
+Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

README.md

@@ -1,2 +1,6 @@
-# stat4701
-Please refer to the wiki here: [sentiment and backtester](https://github.com/bertomartin/stat4701/wiki)
+# QuantTradr Project Presentation 
+
+This is the presentation site for the QuantTradr project for Statistics 4701,
+Columbia University, Spring 2015
+
+

_config.yml

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+# Dependencies
+markdown:            kramdown
+highlighter:         pygments
+
+# Permalinks
+#
+# Use of `relative_permalinks` ensures post links from the index work properly.
+permalink:           pretty
+relative_permalinks: true
+
+# Setup
+title:               QuantTradR
+tagline:             Using R & Python to test trading strategies
+url:                 http://bertomartin.github.io
+paginate:            1
+baseurl:             "/stat4701"
+description:         QuantTradr is an initial exploration of the possibilites of backtesting strategies using R and Python. It was done for the Exploratory Visualization class at Columbia University.
+
+# Assets
+#
+# We specify the directory for Jekyll so we can use @imports.
+sass:
+  sass_dir:          _sass
+  style:            :compressed
+
+# About/contact
+author:
+  name:              Mark Otto
+  url:               https://twitter.com/mdo
+  email:             markdotto@gmail.com
+
+# Custom vars
+version:             1.0.0
+github:
+  repo:              https://github.com/poole/poole

_includes/head.html

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+<head>
+  <link href="http://gmpg.org/xfn/11" rel="profile">
+  <meta http-equiv="X-UA-Compatible" content="IE=edge">
+  <meta http-equiv="content-type" content="text/html; charset=utf-8">
+
+  <!-- Enable responsiveness on mobile devices-->
+  <meta name="viewport" content="width=device-width, initial-scale=1.0, maximum-scale=1">
+
+  <title>
+    {% if page.title == "Home" %}
+      {{ site.title }} &middot; {{ site.tagline }}
+    {% else %}
+      {{ page.title }} &middot; {{ site.title }}
+    {% endif %}
+  </title>
+
+  <!-- CSS -->
+  <link rel="stylesheet" href="{{ site.baseurl }}/public/css/poole.css">
+  <link rel="stylesheet" href="{{ site.baseurl }}/public/css/syntax.css">
+  <link rel="stylesheet" href="{{ site.baseurl }}/public/css/lanyon.css">
+  <link rel="stylesheet" href="https://fonts.googleapis.com/css?family=PT+Serif:400,400italic,700%7CPT+Sans:400">
+
+  <!-- Icons -->
+  <link rel="apple-touch-icon-precomposed" sizes="144x144" href="{{ site.baseurl }}/public/apple-touch-icon-precomposed.png">
+  <link rel="shortcut icon" href="{{ site.baseurl }}/public/favicon.ico">
+
+  <!-- RSS -->
+  <link rel="alternate" type="application/rss+xml" title="RSS" href="/atom.xml">
+</head>

_includes/sidebar.html

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+<!-- Target for toggling the sidebar `.sidebar-checkbox` is for regular
+     styles, `#sidebar-checkbox` for behavior. -->
+<input type="checkbox" class="sidebar-checkbox" id="sidebar-checkbox">
+
+<!-- Toggleable sidebar -->
+<div class="sidebar" id="sidebar">
+  <div class="sidebar-item">
+    <p>{{ site.description }}</p>
+  </div>
+
+  <nav class="sidebar-nav">
+    <a class="sidebar-nav-item{% if page.url == site.baseurl %} active{% endif %}" href="{{ site.baseurl }}/">Home</a>
+
+    {% comment %}
+      The code below dynamically generates a sidebar nav of pages with
+      `layout: page` in the front-matter. See readme for usage.
+    {% endcomment %}
+
+    {% assign pages_list = site.pages | sort:"url" %}
+    {% for node in pages_list %}
+      {% if node.title != null %}
+        {% if node.layout == "page" %}
+        <a class="sidebar-nav-item{% if page.url == node.url %} active{% endif %}" href="{{site.baseurl}}{{ node.url }}">{{ node.title }}</a>
+        {% endif %}
+      {% endif %}
+    {% endfor %}
+
+   <!-- <a class="sidebar-nav-item" href="{{ site.github.repo }}/archive/v{{ site.version }}.zip">Stat 4701/Columbia</a>
+    <a class="sidebar-nav-item" href="{{ site.github.repo }}">GitHub project</a>
+    <span class="sidebar-nav-item">Currently v{{ site.version }}</span> -->
+  </nav>
+
+  <div class="sidebar-item">
+    Exploratory Data Visualization, Columbia University, Spring 2015. 
+    <a href="http://stat4701.github.io/edav/", target="_blank">Stat 4701</a>
+  </div>
+
+  <div class="sidebar-item">
+    <a href="https://github.com/bertomartin/stat4701/tree/gh-pages", target="_blank">repo</a>
+  </div>
+
+  <div class="sidebar-item">
+    <p>
+      &copy; {{ site.time | date: '%Y' }}. All lefts reserved.
+    </p>
+  </div>
+</div>

_layouts/default.html

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+<!DOCTYPE html>
+<html lang="en-us">
+
+  {% include head.html %}
+
+  <body class="sidebar-overlay">
+
+    {% include sidebar.html %}
+
+    <!-- Wrap is the content to shift when toggling the sidebar. We wrap the
+         content to avoid any CSS collisions with our real content. -->
+    <div class="wrap">
+      <div class="masthead">
+        <div class="container">
+          <h3 class="masthead-title">
+            <a href="{{ site.baseurl }}/" title="Home">{{ site.title }}</a>
+            <small>{{ site.tagline }}</small>
+          </h3>
+        </div>
+      </div>
+
+      <div class="container content">
+        {{ content }}
+      </div>
+    </div>
+
+    <label for="sidebar-checkbox" class="sidebar-toggle"></label>
+
+    <script>
+      (function(document) {
+        var toggle = document.querySelector('.sidebar-toggle');
+        var sidebar = document.querySelector('#sidebar');
+        var checkbox = document.querySelector('#sidebar-checkbox');
+
+        document.addEventListener('click', function(e) {
+          var target = e.target;
+
+          if(!checkbox.checked ||
+             sidebar.contains(target) ||
+             (target === checkbox || target === toggle)) return;
+
+          checkbox.checked = false;
+        }, false);
+      })(document);
+    </script>
+
+  </body>
+</html>

_layouts/page.html

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+---
+layout: default
+---
+
+<div class="page">
+  <h1 class="page-title">{{ page.title }}</h1>
+  {{ content }}
+</div>

_layouts/post.html

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+---
+layout: default
+---
+
+<div class="post">
+  <h1 class="post-title">{{ page.title }}</h1>
+  <span class="post-date">{{ page.date | date_to_string }}</span>
+  {{ content }}
+</div>
+
+<div class="related">
+  <h2>Related Posts</h2>
+  <ul class="related-posts">
+    {% for post in site.related_posts limit:3 %}
+      <li>
+        <h3>
+          <a href="{{ site.baseurl }}{{ post.url }}">
+            {{ post.title }}
+            <small>{{ post.date | date_to_string }}</small>
+          </a>
+        </h3>
+      </li>
+    {% endfor %}
+  </ul>
+</div>