GitHub - jshellen/CTA-strategies: Backtest result archive for Momentum Trading Strategies

jshellen / CTA-strategies Public

Notifications You must be signed in to change notification settings
Fork 15
Star 38

Backtest result archive for Momentum Trading Strategies

38 stars 15 forks Branches Tags Activity

Notifications

Name		Name	Last commit message	Last commit date
Latest commit History 51 Commits
.ipynb_checkpoints		.ipynb_checkpoints
src		src
FX_MOM.xlsm		FX_MOM.xlsm
MM_MOM.xlsm		MM_MOM.xlsm
MM_MOM.xlsx		MM_MOM.xlsx
MOM.xlsx		MOM.xlsx
backtest.ipynb		backtest.ipynb
backtest.py		backtest.py
em_mom_backtest.ipynb		em_mom_backtest.ipynb
equity_mom_backtest.ipynb		equity_mom_backtest.ipynb
eurodollar_mom_backtest.ipynb		eurodollar_mom_backtest.ipynb
fixed_income_mom_backtest.ipynb		fixed_income_mom_backtest.ipynb
fx_mom_backtest.ipynb		fx_mom_backtest.ipynb
poor_signal.xlsx		poor_signal.xlsx
small_mr_portfolios.ipynb		small_mr_portfolios.ipynb
untitled0.py		untitled0.py

About

Backtest result archive for Momentum Trading Strategies

Report repository

Releases

No releases published

Packages

No packages published

Languages