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rolling-panda-san committed Dec 11, 2024
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Showing 17 changed files with 6,601 additions and 6,577 deletions.
328 changes: 164 additions & 164 deletions commodity_basis_momentum.ipynb

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978 changes: 489 additions & 489 deletions commodity_crack_spread_stat_arb.ipynb

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1,920 changes: 960 additions & 960 deletions commodity_crush_spread_stat_arb.ipynb

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370 changes: 185 additions & 185 deletions commodity_intra_curve.ipynb

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198 changes: 99 additions & 99 deletions commodity_momentum.ipynb

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240 changes: 120 additions & 120 deletions commodity_skewness.ipynb

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348 changes: 174 additions & 174 deletions commodity_term_structure.ipynb

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312 changes: 156 additions & 156 deletions commodity_trend_following_chinese_futures.ipynb

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496 changes: 248 additions & 248 deletions cross_asset_skewness.ipynb

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1,396 changes: 726 additions & 670 deletions equity_etf_intraday_momentum.ipynb

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910 changes: 455 additions & 455 deletions equity_short_term_trading_connors.ipynb

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4,040 changes: 2,004 additions & 2,036 deletions futures_long_only.ipynb

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180 changes: 90 additions & 90 deletions fx_carry.ipynb

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140 changes: 70 additions & 70 deletions overnight_returns.ipynb

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704 changes: 352 additions & 352 deletions trend_following_baltas2020.ipynb

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336 changes: 168 additions & 168 deletions trend_following_breakout.ipynb

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282 changes: 141 additions & 141 deletions trend_following_moskowitz2012.ipynb

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