Research paper / RESOURCE PROFILE

Optimal trend following portfolios

Publication: Optimal trend following portfolios. Published Jan 17, 2022.

Research & Papers
arxiv.orgPublished Jan 17, 2022
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Overview

Publication: Optimal trend following portfolios. Published Jan 17, 2022.

Publication information

Publication title
Optimal trend following portfolios
Authors
Sebastien Valeyre
Published
Jan 17, 2022
Last publication revision
Jan 17, 2022
Venue / journal
Journal of investment stategies 2024 12(3)
Subject areas
q-fin.PM
DOI
10.21314/JOIS.2023.008 ↗
Publication source
arxiv.org · abs/2201.06635v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2201.06635 ↗

Discovery references

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
RepositoryChecked capture

DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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