LiqunChen0606/TSMOM
Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
Jupyter Notebook
Stargazers
No one’s star this repository yet.
Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
Jupyter Notebook
No one’s star this repository yet.