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research_public
research_public PublicForked from quantopian/research_public
Quantitative research and educational materials
Jupyter Notebook
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slow-momentum-fast-reversion
slow-momentum-fast-reversion PublicForked from 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).
Python
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