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  1. research_public research_public Public

    Forked from quantopian/research_public

    Quantitative research and educational materials

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  2. code_truffle code_truffle Public

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  3. RL-book RL-book Public

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  4. slow-momentum-fast-reversion slow-momentum-fast-reversion Public

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    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).

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