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 242 (1 this week)
Watchers 17 (0 this week)
Forks 92
License mit
Ranking

RepositoryStats indexes 618,350 repositories, of these kieranjwood/slow-momentum-fast-reversion is ranked #161,647 (74th percentile) for total stargazers, and #131,336 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #28,777/125,168.

kieranjwood/slow-momentum-fast-reversion is also tagged with popular topics, for these it's ranked: deep-learning (#3,248/8711),  machine-learning (#3,082/8271),  trading (#242/674),  trading-strategies (#97/218)

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

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PythonPython

updated: 2025-02-19 @ 09:00am, id: 380765314 / R_kgDOFrIEgg