Commit c7eec479 authored by Eric Dagobert's avatar Eric Dagobert

added readme

parent 85ab59bd
list of scripts:
distrib.py:
INPUT: reference data RFreturns.csv (as defined in regimes.ini)
OUTPUT: list of (mu, sigma) time series (window, overlap defined in regimes.ini)
-> covariances output is mastercovlist.plk (as defined in regimes.ini)
makeclusters.py:
INPUT: covariance, regimes.ini
OUTPUT : regimes (regimes.plk)
graphs.py:
usage= graph.py -w [clusters | regimes| ticker ] -i file
produce graph of regimes/cluster or time series. If time series, -i <ticker>
<file> otherwise is a plk file (default : regimes.plk, clusters.plk)
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