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rolling-panda-san committed Jun 18, 2024
1 parent 19b487a commit 23cd1b2
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Showing 9 changed files with 4,323 additions and 4,489 deletions.
1,310 changes: 464 additions & 846 deletions commodity_crack_spread_stat_arb.ipynb

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1,894 changes: 947 additions & 947 deletions commodity_crush_spread_stat_arb.ipynb

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467 changes: 153 additions & 314 deletions commodity_term_structure.ipynb

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3,340 changes: 1,656 additions & 1,684 deletions futures_long_only.ipynb

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180 changes: 90 additions & 90 deletions fx_carry.ipynb

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140 changes: 70 additions & 70 deletions overnight_returns.ipynb

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817 changes: 675 additions & 142 deletions trend_following_baltas2020.ipynb

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197 changes: 137 additions & 60 deletions trend_following_breakout.ipynb

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467 changes: 131 additions & 336 deletions trend_following_moskowitz2012.ipynb

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