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22:22
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Copula_Pairs_Project
Copula_Pairs_Project PublicForked from evsnts/Copula_Pairs_Project
This is a project that includes functions/class that implement a partner selection procedure that can be used in a trading strategy with Vine Copulas.
Python
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betting-against-beta
betting-against-beta PublicForked from hudson-and-thames/betting-against-beta
This project is based on the paper: Frazzini, A. & Pedersen, L. (2014). "Betting Against Beta."
Python
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trading-momentum-transformer
trading-momentum-transformer PublicForked from kieranjwood/trading-momentum-transformer
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
Python
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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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