A complete guide to Time Series Momentum (TSMOM) - the strategy that bets on trends continuing. Covers the math, Python implementation from scratch, backtesting, performance metrics, volatility scaling, and common pitfalls. Based on Moskowitz, Ooi & Pedersen (2012). Includes code examples, visualizations, and resources for further learning.
☆20Dec 18, 2025Updated 10 months ago
Alternatives and similar repositories for TSMOM
Users that are interested in TSMOM are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A mathematical approach to the Quantum Fourier Transform and its application to Eigenvalue Estimation☆18Oct 24, 2025Updated last year
- Python implementation of "Clustering Market Regimes Using the Wasserstein Distance" (Horvath et al., 2021). Detects bull/bear market regi…☆71Dec 29, 2025Updated 10 months ago
- ☆19Updated this week
- Lecture-style LaTeX notes on entanglement and its applications in quantum information. Covers QKD (BB84), entanglement entropy, Bell stat…☆21Oct 2, 2025Updated last year
- A math-first crash course in quantum mechanics for quantum computing: qubits, Pauli matrices, Bloch sphere, density matrices, and more.☆20Aug 26, 2025Updated last year
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Paper-cutout animated shorts, made entirely in code by AI agents.☆11Oct 15, 2026Updated 2 weeks ago
- FastAPI implementation of 68 non-options trading strategies from "151 Trading Strategies" by Kakushadze & Serur. Comprehensive API coveri…☆23Updated this week
- Dedicated to the brave men and women who gave their lives so we could begin again - Lazarus Missions.☆11Oct 1, 2025Updated last year
- A research-style project that solves the mean-variance portfolio optimization problem with a cardinality constraint using integer program…☆21Jun 20, 2026Updated 4 months ago
- Piecewise quadratic approximation to the Black-Scholes value of a straddle vs. stock price☆15Jan 15, 2026Updated 9 months ago
- Scrapes indian market news data☆16Apr 10, 2025Updated last year
- This repository contains the code and related materials for my participation in the quantitative competition hosted by Tower Research Cap…☆12Mar 11, 2024Updated 2 years ago
- R Finance packages not listed in the Empirical Finance Task View☆14Aug 1, 2026Updated 2 months ago
- Kernel created for 15-410 Operating Systems class at Carnegie Mellon☆16Apr 22, 2016Updated 10 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- This repository displays my work in finance and economics datascience for future employers and collaborators.☆16Dec 2, 2022Updated 3 years ago
- System for Using Volatility Surfaces to Trade Options - The Quant's Playbook @ Quant Galore☆17Jan 8, 2024Updated 2 years ago
- MLP approach to predict real-time financial market data and select the right trades to execute.☆18Sep 7, 2021Updated 5 years ago
- Orderbook matching engine with order management and market data API☆20Oct 13, 2021Updated 5 years ago
- replace the current round robin scheduler in xv6 with a lottery scheduler☆13Oct 19, 2019Updated 7 years ago
- Library that will generate ISIN to symbol mapping from NSE, BSE, Yahoo, and Zerodha☆31Oct 21, 2026Updated last week
- RichDotinScalperApp is created using PyQt6 and python to increase the performance and can be used with Shoonya/Flattrade API for scalping…☆18Jun 16, 2025Updated last year
- CMU 15210 Parallel and Sequential Data Structures and Algorithms☆21Dec 29, 2015Updated 10 years ago
- Replay console for hftbacktest market-making backtests: order book, queue position of every resting order, feed and order latency, fills …☆325Sep 17, 2026Updated last month
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- A high-performance PDF summarization tool powered by Google's Gemma 3 LLM. Features parallel processing, async operations, and intelligen…☆23Apr 12, 2025Updated last year
- A unified SDK for IronCore encryption operations including vector encryption for AI data☆31Updated this week
- Implied volatility surface from option chains via Black-Scholes inversion (Brent), Streamlit + Plotly☆20Updated this week
- High performance, low latency market trading application written in C++☆20Jan 5, 2025Updated last year
- Introduction to Machine Learning (2018 Spring) homework solution☆14Oct 23, 2019Updated 7 years ago
- Web Bluetooth based MicroPython REPL☆35Aug 8, 2023Updated 3 years ago
- Coding exercises for the Inside@HRT event☆33Aug 13, 2026Updated 2 months ago
- ☆26Feb 14, 2026Updated 8 months ago
- OxiDiviner: A production-ready, open-source Rust library for time series analysis and forecasting, especially for financial markets. Feat…☆32Jul 6, 2025Updated last year
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- PhD Thesis: "Data Science in the Modeling and Forecasting of Financial Timeseries: from Classic methodologies to Deep Learning"☆42Jul 1, 2021Updated 5 years ago
- These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University☆28Nov 16, 2018Updated 7 years ago
- Lightweight liquidation zone indicator for cryptocurrency trading with multi-signal detection☆27Mar 27, 2026Updated 7 months ago
- Workspace for CS357☆19Jan 7, 2023Updated 3 years ago
- LLM reliability layer -keeps agents alive with smart routing, context compaction, and local fallback☆33Jun 18, 2026Updated 4 months ago
- Pairs Trading in Python☆28Apr 25, 2021Updated 5 years ago
- ☆25Apr 3, 2023Updated 3 years ago