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Date outOfSampleEndDate as. Date #Download Data getSymbols(marketSymbol, envmktData,fromdataDownloadStartDate) #S P 500 getSymbols(econmicDataSymbols, src"m/FRED enveconomicData, fromdataDownloadStartDate) #Payems is non-farms payrolls nEconomicDataPercentileLookbackShort - 20 nEconomicDataPercentileLookbackMedium - 50 nEconomicDataPercentileLookbackLong - 100 rollingPercentile - function (data, n) percentile - function (dataBlock) last( rank (dataBlock length (dataBlock) return (lumnTRUE ).
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