Pinned Repositories
TSMOM
Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
gbarbe77's Repositories
gbarbe77/TSMOM
Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.