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Commits on Jul 13, 2015

• Small update to futures source directory.

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• Code for PCA post.

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Commits on Jul 7, 2015

• Added PCA post synthesised prices.

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Commits on Jun 28, 2015

• Code for VIX expiries.

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Commits on Jun 23, 2015

• Added image.

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• Code for services post.

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Commits on Apr 20, 2015

• Changed input file formats to CSV.

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• Code for returns post.

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Commits on Mar 22, 2015

• Disambiguated PnL calculation.

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• 1. Updated chart to start at 70.

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Commits on Mar 21, 2015

• Fixed broken test.

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• 1. Updated drawdown chart lines.

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• Revised image size for post.

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• Code examples for drawdown post.

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Commits on Feb 9, 2015

• 1. Added vertical mu and sigma lines.

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Commits on Feb 8, 2015

• Removed scatter plot.

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• Renamed module and some variables within it.

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• Added code for Brownian motion models.

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Commits on Dec 26, 2014

• Added code for Parkinson volatility model post.

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Commits on Dec 4, 2014

• Delete ~$AAPL_std_dev.xlsx

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• updated .gitignore

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• Model validation post code

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Commits on Nov 24, 2014

• Fixed sigma calculation to use population variance

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Commits on Nov 12, 2014

• Refined image and brought axes in charts in line with one another

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Commits on Nov 11, 2014

• Updated to plot seperate charts

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Commits on Nov 2, 2014

• Switched to log returns on return calculation and updated chart

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Commits on Oct 26, 2014

• Added cones example

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Commits on Sep 29, 2014

• Added unit test entry examples

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Commits on Sep 2, 2014

• added missing newline

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• removed ignored files

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• Added logging example

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