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Mathematica of Backtesting Using Mathematica to implement D&K model. It is a unpublished paper. So I won't upload the details of the mathematical theories of the model.

Name		Name	Last commit message	Last commit date
1-hour.nb		1-hour.nb
15-min.nb		15-min.nb
5-min fail.nb		5-min fail.nb
D&K 08-09.nb		D&K 08-09.nb
DK model.nb		DK model.nb
Explanation of Model Seletion and Building.nb		Explanation of Model Seletion and Building.nb
README.md		README.md
backtest.nb		backtest.nb
dk.nb		dk.nb
half-hour.nb		half-hour.nb
hf dk.nb		hf dk.nb

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