"Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning ..."

Kieran Wood, Stephen J. Roberts, Stefan Zohren (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-06-01

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2105-13727
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2105-13727
Kieran Wood, Stephen J. Roberts, Stefan Zohren:
Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection. CoRR abs/2105.13727 (2021)

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