kieranjwood / slow-momentum-fast-reversion

This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).

Date Created 2021-06-27 (3 years ago)

Commits 22 (last one about a year ago)

Stargazers 217 (0 this week)

Watchers 17 (0 this week)

Forks 85

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RepositoryStats indexes 534,880 repositories, of these kieranjwood/slow-momentum-fast-reversion is ranked #158,807 (70th percentile) for total stargazers, and #126,496 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #27,369/103,597.

kieranjwood/slow-momentum-fast-reversion is also tagged with popular topics, for these it's ranked: deep-learning (#3,220/7826), machine-learning (#3,013/7374), trading (#220/579), trading-strategies (#92/187)

Other Information

Homepage URL: https://kieranjwood.github.io/publication/slow-momentum-fast-reversion/

All Topics

trading deep-learning machine-learning quantum-mechanics trading-strategies change-point-detection momentum-trading-strategy

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7 commits on the default branch (master) since jan '22

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updated: 2024-06-28 @ 01:20am, id: 380765314 / R_kgDOFrIEgg