gbarbe77

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TSMOM
Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
Language:Jupyter Notebook0 0 00

gbarbe77's Repositories

gbarbe77/TSMOM
Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
Language:Jupyter Notebook0 0 00