initial commit
fixed a few problems (but not all)
created createStrategyEntry for all strategies; split stats into stats and parameters
stable state before switching from xxxAlloc and xxxTR columns to alloc and TR
switched from xxxAlloc and xxxTR columns to alloc and TR; future returns limited to set list of years; unboundedAlloc still in old format
added normalized step before alloc calculation (and no more unboundedAlloc); technical strategies can be applied to any input now
searching for good parameters under new normalized-based algo; momentum is a source of trouble
switched to parameter-free normalize(), with parameters now to make allocation from normalized
added new strategy: detrended
generated new optimal parameters, including for value multistrategy
in plotting.r: commented out obsolete functions (before removal); fixed the plotting of return and allocation
failed attempt at parallelizing searchForOptimalMulti()
added UK house prices
plot _net_ return as function of time
3 figures: structure of algo, net return vs time, net return vs 4 variables
plotAllReturnsVsFour() now uses input parameters instead of hardcoded numerical values (for symbol shapes and colors)
plotReturnAndAlloc() too now has arguments instead of hardcoded settings
attempt at applying trading costs when incurred rather than on average: not sure it works, not sure it is a good idea anyway
first attempt at a trend reversal strategy (essentially a second derivative)
no general commit in a while, now is the time