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

jshellen / CTA-strategies Public

Backtest result archive for Momentum Trading Strategies

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