AI & Algo Trading

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Cross-Asset Signals and Time Series Momentum

blog.edarchimbaud.com

Cross-Asset Signals and Time Series Momentum

edarchimbaud
Sep 4, 2023
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Share this post

Cross-Asset Signals and Time Series Momentum

blog.edarchimbaud.com
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Original paper

SSRN-id2891434.pdf

Trading rules

  • Investment universe: 20 leading industrial countries’ bond and equity indexes

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