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This article presents a simple quantitative method that improves risk-adjusted returns across various asset classes. A moving-average timing model is tested in-sample on the United States equity market and out-of-sample on more than twenty additional…
This article presents a simple quantitative method that improves risk-adjusted returns across various asset classes. A moving-average timing model is tested in-sample on the United States equity market and out-of-sample on more than twenty additional…
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AlphaFin benchmarks financial analysis with a retrieval-augmented stock-chain framework and a financial QA dataset
the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.
For the theoretical framework as well as results from the running code see
