README.txt

The following files are included with this submission:

- Pitchbook.pdf of presentation slides detailing the trading strategy
- Technical paper.ipynb notebook of technical analysis
- Sarmento Horta 2019.pdf & Gatev Goetzmann Rouwenhorst 2006.pdf:
academic papers most relevant to our strategy
- util.py source code library with all the methods, classes, and 
mechanics of the trading strategy
- data folder with data downloaded or produced through the strategy


Note: Only the ff3.csv file with Fama french factors is necessary to
execute the code. All the other data can be downloaded directly by 
executing the code. However, intermediate data files (pkl) are included to avoid running code
that downloads data for faster execution and modular testing.


Student name: Diego A. Diaz
Student id: 12248985