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 2 years ago)

Stargazers 234 (0 this week)

Watchers 17 (0 this week)

Forks 90

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RepositoryStats indexes 596,972 repositories, of these kieranjwood/slow-momentum-fast-reversion is ranked #161,917 (73rd percentile) for total stargazers, and #130,431 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #28,599/119,729.

kieranjwood/slow-momentum-fast-reversion is also tagged with popular topics, for these it's ranked: deep-learning (#3,257/8529), machine-learning (#3,083/8078), trading (#236/659), trading-strategies (#96/214)

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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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updated: 2024-12-24 @ 10:05pm, id: 380765314 / R_kgDOFrIEgg