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rolling-panda-san committed Jun 8, 2024
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Showing 15 changed files with 5,883 additions and 6,699 deletions.
1,326 changes: 472 additions & 854 deletions commodity_crack_spread_stat_arb.ipynb

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1,932 changes: 966 additions & 966 deletions commodity_crush_spread_stat_arb.ipynb

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376 changes: 188 additions & 188 deletions commodity_intra_curve.ipynb

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198 changes: 99 additions & 99 deletions commodity_momentum.ipynb

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240 changes: 120 additions & 120 deletions commodity_skewness.ipynb

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467 changes: 153 additions & 314 deletions commodity_term_structure.ipynb

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500 changes: 250 additions & 250 deletions cross_asset_skewness.ipynb

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1,494 changes: 711 additions & 783 deletions equity_etf_intraday_momentum.ipynb

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902 changes: 451 additions & 451 deletions equity_short_term_trading_connors.ipynb

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3,316 changes: 1,660 additions & 1,656 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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704 changes: 352 additions & 352 deletions trend_following_baltas2020.ipynb

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340 changes: 170 additions & 170 deletions trend_following_breakout.ipynb

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467 changes: 131 additions & 336 deletions trend_following_moskowitz2012.ipynb

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