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 232 (0 this week)

Watchers 17 (0 this week)

Forks 89

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RepositoryStats indexes 585,332 repositories, of these kieranjwood/slow-momentum-fast-reversion is ranked #160,843 (73rd percentile) for total stargazers, and #129,650 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #28,264/116,570.

kieranjwood/slow-momentum-fast-reversion is also tagged with popular topics, for these it's ranked: deep-learning (#3,244/8403), machine-learning (#3,062/7939), trading (#234/645), trading-strategies (#95/209)

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: 2024-11-15 @ 09:36pm, id: 380765314 / R_kgDOFrIEgg