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Tag: momentum

pythonpapermomentumdeep-learningafter-work

Introducing Enhancing Time Series Momentum Strategies Using Deep Neural Networks for after-work quants

Lim, Zohren & Roberts (2019) enhance time-series momentum with deep nets, Sharpe-oriented training, and volatility scaling. Plain-language intro. Not investment advice.

pythonpapervaluemomentumafter-work

Introducing Value and Momentum Everywhere for after-work quants

Asness, Moskowitz & Pedersen (2013) show value and momentum premia—and their negative correlation—across markets and asset classes. Plain-language intro. Not investment advice.

pythonpapermomentumspatio-temporalafter-work

Introducing Spatio-Temporal Momentum for after-work quants

Tan, Roberts & Zohren (2023) study spatio-temporal momentum—combining time and cross-asset structure. Plain-language intro. Not investment advice.

pythonpapermomentummean-reversionafter-work

Introducing Slow Momentum with Fast Reversion for after-work quants

Wood, Roberts & Zohren (2021) explore slow momentum with fast reversion—multi-horizon trend vs mean-reversion features. Plain-language intro. Not investment advice.

pythonpapermomentumjegadeesh-titmanafter-work

Introducing Returns to Buying Winners and Selling Losers for after-work quants

Jegadeesh & Titman (1993) document cross-sectional momentum: buy recent winners, sell losers over 3–12 month horizons. Plain-language intro. Not investment advice.