GitHub / 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).
JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/kieranjwood%2Fslow-momentum-fast-reversion
PURL: pkg:github/kieranjwood/slow-momentum-fast-reversion
Stars: 183
Forks: 68
Open issues: 0
License: mit
Language: Python
Size: 44.9 KB
Dependencies parsed at: Pending
Created at: about 4 years ago
Updated at: almost 2 years ago
Pushed at: over 2 years ago
Last synced at: over 1 year ago
Topics: change-point-detection, deep-learning, machine-learning, momentum-trading-strategy, quantum-mechanics, trading, trading-strategies