GitHub / rbeeli / short-term_momentum_strategy
Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University of Zurich, FS 2018.
JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/rbeeli%2Fshort-term_momentum_strategy
PURL: pkg:github/rbeeli/short-term_momentum_strategy
Stars: 41
Forks: 12
Open issues: 0
License: None
Language: R
Size: 94.7 MB
Dependencies parsed at: Pending
Created at: over 6 years ago
Updated at: 4 months ago
Pushed at: over 3 years ago
Last synced at: 3 months ago
Topics: fund, hedge, momentum, reversal, strategy, trading
Loading...