Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
☆79Apr 14, 2026Updated 6 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:
- Value and Momentum Using Machine Learning☆11Jan 3, 2021Updated 5 years ago
- Time-Series Momentum Strategies☆13Jul 20, 2018Updated 8 years ago
- [Recurrent Weighted Average](https://arxiv.org/abs/1703.01253) [Jared Ostmeyer et.al, 2017] heavily based on https://gist.github.com/sham…☆10May 18, 2017Updated 9 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Mar 11, 2021Updated 5 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆51Jan 18, 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.
- ☆20Dec 28, 2016Updated 9 years ago
- Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable☆60Jan 8, 2019Updated 7 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆24Jul 17, 2022Updated 4 years ago
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆12Mar 12, 2021Updated 5 years ago
- Implementing a comprehensive Quantitative Momentum Strategy to optimize portfolio allocation. The strategy integrates two key financial i…☆16Jul 29, 2023Updated 3 years ago
- Simple Trading strategy based on estimating trend reversal unsing genetic programming and directional changes☆11Jun 12, 2021Updated 5 years ago
- ☆18Dec 12, 2019Updated 6 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆137Apr 26, 2020Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆67Mar 18, 2019Updated 7 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- experiments with pair trading☆350Dec 10, 2024Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆97Feb 9, 2021Updated 5 years ago
- Factor Investing Library☆29Nov 12, 2022Updated 3 years ago
- Our project proposal highlights the effects of Market Regimes on the historical volatility and the trading performance of Options to whic…☆13Oct 27, 2020Updated 6 years ago
- A project to implement a time series momentum strategy and backtest it.☆33Dec 8, 2022Updated 3 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆14Nov 14, 2017Updated 8 years ago
- Python implementation of random-forest-based nonlinear dependence and correlation measures.☆15May 3, 2022Updated 4 years ago
- ☆57Aug 12, 2025Updated last year
- A simple application designed to automate a covered calls trading strategy https://arkm97.github.io/covered-calls/)☆12Feb 9, 2022Updated 4 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of eco…☆13Apr 11, 2023Updated 3 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18May 16, 2020Updated 6 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Oct 19, 2020Updated 6 years ago
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.☆12May 13, 2020Updated 6 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Jun 12, 2025Updated last year
- QF-based Hybrid DRL Portfolio Investment System☆14Aug 13, 2023Updated 3 years ago
- Official implementation of PRUDEX-Compass☆51Jun 21, 2023Updated 3 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆127May 17, 2024Updated 2 years ago
- Quantitative finance research tools in Python☆13Mar 8, 2019Updated 7 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- System for Testing Statistical Arbitrage Strategy☆14Apr 28, 2024Updated 2 years ago
- Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel☆54Sep 3, 2018Updated 8 years ago
- ☆20Jul 7, 2018Updated 8 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Earnings Call Sentiment Analysis. This repository includes my work on extracting the focus area of companies from their earnings calls tr…☆17Mar 21, 2021Updated 5 years ago
- ☆19Nov 25, 2022Updated 3 years ago
- A lightweight Chrome extension that captures your TradingView chart, sends it to a YOLOv8 model hosted on Hugging Face (FastAPI backend),…☆18Jul 26, 2025Updated last year