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). (by kieranjwood)

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kieranjwood/slow-momentum-fast-reversion is an open source project licensed under MIT License which is an OSI approved license.

The primary programming language of slow-momentum-fast-reversion is Python.


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