EPFR Macro Strategey Files

EPFR provides pre-calculated files for each of the macro strategies referenced in this notebook. These files are generally updated daily/monthly by 5:00 PM EST with a T+1 day lag, and are available for download within the users FTP connection under the folder /EPFRNewUI_Historical/Strategies.

These files contain data values that are already in percentage terms. For example \(1 = 1\%\).

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