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MilkwoodSF/README.md

"A chicken is an egg's way of making another egg." - Robert Sapolsky

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  1. Copula_Pairs_Project Copula_Pairs_Project Public

    Forked 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

  2. betting-against-beta betting-against-beta Public

    Forked from hudson-and-thames/betting-against-beta

    This project is based on the paper: Frazzini, A. & Pedersen, L. (2014). "Betting Against Beta."

    Python

  3. trading-momentum-transformer trading-momentum-transformer Public

    Forked 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

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

    Forked 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