Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection
Momentum strategies are an important part of alternative investments and are at the heart of the work of commodity trading advisors. These strategies have, however, been found to have difficulties adjusting to rapid changes in market conditions, such as during the 2020 market crash. In particular, i...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
With intelligence
2022
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| Online Access: | View Fulltext in Publisher |