kieranjwood / slow-momentum-fast-reversion
This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).
Why this job: works in the areas we cover, but does not say which job it does
Get started
No single install command. Read the steps in the README (opens in new tab)
- Maintenance
- Inactive
- Last commit 7 months ago
- Stars
- 278
- On GitHub
- Licence
- MIT
- Allows business use
- Downloads for
- None listed
- No release files
- Latest version
- None yet
- No releases
- Built with
- Python
- 100% of the code
Is it looked after?
- Contributors
- Not stated
- Last 90 days
- Issues
- None
- No issues filed
- Pull requests
- 0 merged
- 0 waiting
- Releases
- None
- Never published
- No contributing guide
- No security policy
- No code of conduct
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More: languages, topics and project record
Languages
- Python 100%
Topics
- deep-learning
- machine-learning
- trading
- change-point-detection
- trading-strategies
- quantum-mechanics
- momentum-trading-strategy
Project record
- JobOther AI tools
- StatusListed
- Commits23
- Forks111
- Watching17
- Stars in 28 days0
- CreatedJun 27, 2021
- First seen by usNov 7, 2026
- CheckedNov 8, 2026