AlphaUncommon
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).
- Owner
- kieranjwood (personal account)
- Stars
- Stars: 278
- Forks
- Forks: 111
- Language
- Python
- License
- MIT
- Created
- 2021
- Topics
- deep-learningmachine-learningtradingchange-point-detectiontrading-strategiesquantum-mechanicsmomentum-trading-strategy
- Tier
- Alpha (250 to 699 ★) What this tier means
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